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 September 17, 1999 |
For the Week Ended September 24, 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 |
1 |
9.9689 |
10.4335 |
122 |
9.6250 |
10.6988 |
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2000-01 |
234 |
9.5366 |
13.3279 |
326 |
10.1687 |
10.5069 |
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2001-02 |
165 |
10.6359 |
10.7376 |
374 |
10.5650 |
10.8837 |
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2002-03 $ |
305 |
10.7575 |
12.9526 |
532 |
10.6887 |
10.7723 |
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2003-04 |
310 |
10.8386 |
12.8941 |
315 |
10.7974 |
12.5000 |
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2004-05 |
573 |
10.9680 |
11.0741 |
765 |
10.8886 |
11.1918 |
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2005-08 |
310 |
11.0856 |
11.4537 |
1,527 |
11.0249 |
11.4204 |
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2008-09 |
60 |
11.4670 |
11.5049 |
146 |
11.4288 |
11.4756 |
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Beyond 2009 |
1,162 |
11.5224 |
12.1414 |
3,054 |
11.4765 |
12.0030 |
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2. |
State Government Securities |
78 |
11.7492 |
12.2008 |
52 |
7.9928 |
11.9819 |
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3. |
14 Day Treasury Bills |
21 |
8.6056 |
8.6061 |
11 |
8.6061 |
8.6066 |
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4. |
91 Day Treasury Bills |
104 |
8.3767 |
12.4616 |
146 |
7.6797 |
10.0723 |
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5. |
182 Day Treasury Bills |
15 |
8.9753 |
10.0724 |
10 |
9.6736 |
9.6736 |
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6. |
364 Day Treasury Bills |
317 |
9.9728 |
10.8706 |
283 |
7.9768 |
10.4214 |
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II. |
RBI* : Sales |
13 |
1,104 |
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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 |
590 |
9.15 |
(1) |
12.15 |
(14) |
1,652 |
7.40 |
(1) |
11.50 |
(15) |
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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 |
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30 |
9.00 |
(5) |
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5. |
364 Day Treasury Bills |
6 |
11.50 |
(4) |
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145 |
7.60 |
(1) |
10.60 |
(14) |
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IV. |
RBI : Repo £ |
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: Reverse Repo £ |
1,500 |
8.00 |
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462 |
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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Registration No. RN. 43801/86 |
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Printed and Published by Charan Singh for the Reserve Bank of India, Mumbai - 400 001. at Karnatak Orion Press, 17/18 Prospect Chambers Annexe, Dr. D.N. Road, Fort, |
REGISTERED NO. |
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MH/BY-SOUTH-757 |