20. Secondary Market Transactions in Government Securities (Face Value) - RBI - Reserve Bank of India
20. Secondary Market Transactions in Government Securities (Face Value)
(Rs. crore) |
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For the Week Ended March 19, 1999 |
For the Week Ended March 26, 1999 |
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Items |
Amount |
YTM (%PA) Indicative |
Amount |
YTM (%PA) Indicative |
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Minimum |
Maximum |
Minimum |
Maximum |
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1 |
2 |
3 |
4 |
5 |
6 |
7 |
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I. Outright Transactions |
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1. |
Govt. of India Dated Securities |
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Maturing in the year |
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1998-99 |
- |
- |
- |
- |
- |
- |
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1999-00 |
528 |
8.8927 |
12.8645 |
313 |
9.3665 |
11.9319 |
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2000-01 |
305 |
10.5589 |
11.2171 |
413 |
10.4659 |
11.0762 |
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2001-02 |
989 |
10.6191 |
11.2483 |
633 |
10.8821 |
11.1797 |
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2002-03 $ |
418 |
11.2082 |
11.3835 |
444 |
11.1884 |
11.4171 |
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2003-04 |
30 |
11.3784 |
11.4777 |
460 |
11.3556 |
11.6664 |
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2004-07 |
596 |
11.4692 |
11.8430 |
898 |
11.4923 |
11.9660 |
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2007-08 |
50 |
11.8611 |
11.9442 |
85 |
11.8230 |
12.0508 |
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Beyond 2008 |
245 |
11.9175 |
12.4975 |
389 |
11.8984 |
12.3284 |
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2. |
State Government Securities |
15 |
11.9644 |
12.7133 |
34 |
9.0943 |
12.5222 |
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3. |
14 Day Treasury Bills |
26 |
6.9809 |
10.9597 |
107 |
5.9820 |
8.1792 |
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4. |
91 Day Treasury Bills |
240 |
6.9826 |
10.9597 |
59 |
7.3311 |
8.9257 |
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5. |
364 Day Treasury Bills |
536 |
7.9781 |
10.0724 |
327 |
6.2308 |
10.1222 |
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II. |
RBI * : Sales |
76 |
345 |
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: Purchases |
- |
- |
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III. |
Repo Transactions £ (Other than with RBI) |
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Amount |
Rates (%PA) |
Amount |
Rates (%PA) |
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Minimum |
Maximum |
Minimum |
Maximum |
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1. |
Govt. of India Dated Securities |
1,557 |
7.75 (1) |
11.20 |
(19) |
1,288 |
6.75 |
(1) |
10.25 |
(14) |
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2. |
14 Day Treasury Bills |
- |
- |
- |
- |
- |
- |
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3. |
91 Day Treasury Bills |
70 |
8.55 (1) |
9.10 |
(14) |
- |
- |
- |
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4. |
364 Day Treasury Bills |
45 |
7.75 (3) |
10.35 |
(14) |
130 |
6.85 |
(1) |
8.75 |
(4) |
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IV. |
RBI : Repo £ |
- |
- |
- |
170 |
6.00 |
- |
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: Reverse Repo £ |
271 |
8.00 |
- |
379 |
8.00 |
- |
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@ |
As reported in Subsidiary General Ledger Accounts at RBI, Mumbai which presently accounts for nearly 98 percent of the total transactions in the country. |
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While Face Value transacted for 6.00% Capital Indexed Bond 2002 has been included in the amount for the maturity year 2002-03, YTM (% indicative) have not been included in minimum and maximum YTM. |
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RBI's sales and purchases include transactions in other offices also. |
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Represent the first leg of transactions. |
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Note : Figures in brackets indicate Repo Period. |
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Due to rounding off of figures, the constituent items may not add up to the totals. |
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The symbols used in WSS are: .. = Not available. - = Nil/Negligible. # = Provisional. |
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Annual subscription for 1999 Weekly Statistical Supplement is Rs. 250.00 (inclusive of postage) in India and US $50 abroad, inclusive of postage by air mail. Price per copy is Rs. 5.00. |
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Printed and Published by Charan Singh for the Reserve Bank of India, |
Registration No. RN. 43801/86 |