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 November 19, 1999 For the Week Ended November 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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1999-2000 |
120 |
9.8277 |
10.6587 |
13 |
8.7465 |
10.2958 |
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2000-01 |
242 |
10.1327 |
10.3811 |
263 |
9.5159 |
10.5306 |
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2001-02 |
351 |
10.4336 |
11.6401 |
117 |
10.1689 |
10.4920 |
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2002-03 $ |
391 |
10.5213 |
10.5702 |
377 |
10.4283 |
10.6247 |
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2003-04 |
370 |
10.6599 |
12.6332 |
367 |
10.6693 |
11.1505 |
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2004-05 |
475 |
10.8127 |
10.8588 |
615 |
10.8060 |
10.8956 |
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2005-08 |
1,604 |
10.9394 |
11.3276 |
1,006 |
10.9103 |
12.3559 |
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2008-09 |
275 |
11.3102 |
11.3722 |
149 |
11.2553 |
11.4173 |
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Beyond 2009 |
10,371 |
11.3687 |
12.5794 |
5,802 |
10.9241 |
12.2132 |
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2. |
State Government Securities |
104 |
10.9851 |
11.8203 |
58 |
10.8601 |
12.8578 |
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3. |
Treasury Bills (Residual Maturity in Days) |
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(a) Upto 14 Days |
184 |
7.4799 |
9.2276 |
206 |
7.6301 |
9.9791 |
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(b) 15 - 91 Days |
217 |
7.9783 |
9.5735 |
171 |
8.3482 |
9.6233 |
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(c) 92 - 182 Days |
35 |
9.6235 |
9.9727 |
7 |
9.8232 |
9.9726 |
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(d) 183 - 364 Days |
315 |
8.9753 |
10.2918 |
52 |
8.9753 |
10.2717 |
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II. RBI$ : Sales |
3,510 |
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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 |
1,819 |
7.65 (1) |
9.00 |
(16) |
634 |
8.00 |
(1) |
9.10 |
(14) |
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2. |
14 Day Treasury Bills |
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3. |
91 Day Treasury Bills |
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10 |
8.00 |
(8) |
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4. |
182 Day Treasury Bills |
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5. |
364 Day Treasury Bills |
154 |
8.00 (1) |
8.35 |
(4) |
10 |
8.00 |
(8) |
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IV. RBI : Repo £ |
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: Reverse Repo |
137 |
8.00 |
206 |
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, Mumbai-400 001. |
REGISTERED NO. |