21. Secondary Market Transactions in Government Securities (Face Value) - RBI - Reserve Bank of India
21. Secondary Market Transactions in Government Securities (Face Value)
(Amount in Rs. crore) |
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For the Week Ended August 27, 1999 |
For the Week Ended September 3, 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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1999-2000 |
107 |
9.5806 |
10.6566 |
62 |
9.5389 |
10.4431 |
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2000-01 |
464 |
9.9064 |
10.5241 |
460 |
10.0971 |
13.9248 |
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2001-02 |
185 |
10.3996 |
10.5990 |
417 |
10.4459 |
13.9955 |
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2002-03 $ |
943 |
10.5689 |
10.6935 |
319 |
10.6142 |
13.6532 |
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2003-04 |
851 |
10.7095 |
10.9890 |
791 |
10.7092 |
13.7988 |
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2004-05 |
421 |
10.9175 |
10.9876 |
232 |
10.9468 |
13.3459 |
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2005-08 |
1,053 |
11.0477 |
11.4276 |
200 |
11.0511 |
13.5750 |
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2008-09 |
203 |
11.3037 |
11.5145 |
30 |
11.5011 |
11.5029 |
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Beyond 2009 |
2,531 |
11.4575 |
12.2333 |
2,054 |
11.4689 |
14.1466 |
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2. |
State Government Securities |
361 |
11.4696 |
11.8771 |
14 |
11.4997 |
12.4965 |
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3. |
14 Day Treasury Bills |
27 |
8.2284 |
12.4616 |
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4. |
91 Day Treasury Bills |
111 |
8.3052 |
9.4242 |
112 |
7.4790 |
9.4737 |
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5. |
182 Day Treasury Bills |
26 |
9.3245 |
9.9327 |
82 |
8.9753 |
10.1721 |
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6. |
364 Day Treasury Bills |
1,201 |
4.9889 |
10.3117 |
393 |
8.4754 |
10.3715 |
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II. RBI* : Sales |
2,280 |
42 |
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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 |
1,167 |
5.50 (1) |
10.15 |
(18) |
859 |
8.50 |
(1) |
10.75 |
(17) |
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2. |
14 Day Treasury Bills |
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3. |
91 Day Treasury Bills |
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4. |
182 Day Treasury Bills |
96 |
7.10 (1) |
8.75 |
(10) |
55 |
10.00 |
(1) |
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5. |
364 Day Treasury Bills |
134 |
8.00 (1) |
10.10 |
(10) |
102 |
9.00 |
(1) |
10.10 |
(13) |
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IV. |
RBI: Repo # |
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: Reverse Repo # |
1,041 |
8.00 |
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1,889 |
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 |