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) |
|||||||||||||||||||
|
|||||||||||||||||||
For the Week Ended December 10, 1999 |
For the Week Ended December 17, 1999 |
||||||||||||||||||
|
|||||||||||||||||||
Items |
Amount |
YTM (%PA) Indicative |
Amount |
YTM (%PA) Indicative |
|||||||||||||||
|
|||||||||||||||||||
Minimum |
Maximum |
Minimum |
Maximum |
||||||||||||||||
|
|||||||||||||||||||
1 |
2 |
3 |
4 |
5 |
6 |
7 |
|||||||||||||
|
|||||||||||||||||||
I. Outright Transactions |
|||||||||||||||||||
1. |
Govt. of India Dated Securities |
||||||||||||||||||
Maturing in the year |
|||||||||||||||||||
1999-2000 |
323 |
8.7489 |
9.9784 |
257 |
7.9996 |
9.9438 |
|||||||||||||
2000-01 |
765 |
9.2667 |
10.2987 |
447 |
9.1821 |
10.2625 |
|||||||||||||
2001-02 |
699 |
10.0533 |
10.4693 |
468 |
10.2763 |
10.4820 |
|||||||||||||
2002-03 $ |
675 |
10.1886 |
10.4803 |
201 |
10.3574 |
10.5775 |
|||||||||||||
2003-04 |
950 |
10.3445 |
10.7938 |
145 |
10.4716 |
10.7625 |
|||||||||||||
2004-05 |
655 |
10.5227 |
10.8143 |
210 |
10.7192 |
10.7801 |
|||||||||||||
2005-08 |
843 |
10.4334 |
11.2475 |
521 |
10.8353 |
11.1839 |
|||||||||||||
2008-09 |
110 |
11.0089 |
11.3159 |
60 |
11.2489 |
11.2778 |
|||||||||||||
Beyond 2009 |
6,864 |
11.1009 |
11.8118 |
2,282 |
11.1040 |
11.8754 |
|||||||||||||
2. |
State Government Securities |
21 |
11.2453 |
11.6234 |
11 |
10.9052 |
11.7513 |
||||||||||||
3. |
Treasury Bills (Residual Maturity in Days) |
||||||||||||||||||
(a) Upto 14 Days |
206 |
7.1807 |
8.4832 |
107 |
6.5841 |
8.2247 |
|||||||||||||
(b) 15 - 91 Days |
382 |
6.6327 |
9.1749 |
338 |
6.9806 |
9.7234 |
|||||||||||||
(c) 92 - 182 Days |
114 |
8.9228 |
9.6535 |
6 |
8.8755 |
9.2245 |
|||||||||||||
(d) 183 - 364 Days |
824 |
9.2246 |
10.2020 |
120 |
9.5239 |
10.1122 |
|||||||||||||
II. RBI* : Sales |
|
|
|||||||||||||||||
: Purchases |
|
|
|||||||||||||||||
III. Repo Transactions £ (Other than with RBI) |
|||||||||||||||||||
Amount |
Rates (%PA) |
Amount |
Rates (%PA) |
||||||||||||||||
Minimum |
Maximum |
Minimum |
Maximum |
||||||||||||||||
1. |
Govt. of India Dated Securities |
959 |
7.80 |
(1) |
9.00 |
(14) |
1,747 |
5.25 |
(1) |
10.00 |
(47) |
||||||||
2. |
14 Day Treasury Bills |
|
|
|
|
|
|
||||||||||||
3. |
91 Day Treasury Bills |
|
|
|
|
|
|
||||||||||||
4. |
182 Day Treasury Bills |
15 |
7.90 |
(1) |
|
15 |
7.85 |
(3) |
|
||||||||||
5. |
364 Day Treasury Bills |
295 |
7.85 |
(1) |
8.45 |
(14) |
268 |
6.60 |
(1) |
10.00 |
(32) |
||||||||
IV. |
RBI : Repo £ |
|
6.00 |
250 |
6.00 |
||||||||||||||
: Reverse Repo |
860 |
8.00 |
1,059 |
8.00 |
|||||||||||||||
|
|||||||||||||||||||
: As reported in Subsidiary General Ledger Accounts at RBI, Mumbai which presently accounts for nearly 98 percent of the total transactions in the country. |
|||||||||||||||||||
$ |
: 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. |
|||||||||||||||||||
* |
: RBI's sales and purchases include transactions in other offices also. |
||||||||||||||||||
£ |
: Represent the first leg of transactions. |
||||||||||||||||||
Note : Figures in brackets indicate Repo Period. |
|||||||||||||||||||
Due to rounding off of figures, the constituent items may not add up to the totals. |
|||||||||||||||||||
The symbols used in WSS are: .. = Not available. = Nil/Negligible. # = Provisional. |
|||||||||||||||||||
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. |
|||||||||||||||||||
Registration No. RN. 43801/86 |
|||||||||||||||||||
Printed and Published by Charan Singh for the Reserve Bank of India, Mumbai - 400 001. |
REGISTERED NO. |
||||||||||||||||||
at Karnatak Orion Press, 17/18 Prospect Chambers Annexe, Dr. D.N. Road, Fort, Mumbai-400 001. |
MH/BY-SOUTH-757 |