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 February 4, 2000 |
For the Week Ended February 11, 2000 |
|||||||||||||
|
||||||||||||||
Item |
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 |
|
|
|
|
|
|
||||||||
2000-01 |
585 |
7.4618 |
9.9620 |
650 |
7.6531 |
9.6901 |
||||||||
2001-02 |
1,182 |
9.6896 |
10.1554 |
1,185 |
9.4555 |
10.0531 |
||||||||
2002-03 $ |
682 |
9.8970 |
10.2322 |
604 |
9.6456 |
9.9724 |
||||||||
2003-04 |
1,052 |
9.9999 |
10.4188 |
910 |
9.7737 |
10.3426 |
||||||||
2004-05 |
625 |
10.1171 |
10.4479 |
790 |
9.9631 |
10.2727 |
||||||||
2005-08 |
1,595 |
10.2016 |
10.8626 |
835 |
10.1162 |
10.8593 |
||||||||
2008-09 |
1,392 |
10.4849 |
10.7787 |
1,637 |
10.2728 |
10.5308 |
||||||||
Beyond 2009 |
9,274 |
10.5827 |
11.3012 |
8,966 |
10.3263 |
11.0765 |
||||||||
2. |
State Government Securities |
66 |
10.3732 |
11.8449 |
102 |
10.0146 |
11.0291 |
|||||||
3. |
Treasury Bills (Residual Maturity in Days) |
|||||||||||||
(a) Upto 14 Days |
203 |
7.4772 |
8.5722 |
208 |
5.9706 |
9.9763 |
||||||||
(b) 15 - 91 Days |
581 |
7.9787 |
9.0253 |
179 |
7.9776 |
8.9756 |
||||||||
(c) 92 - 182 Days |
58 |
9.1250 |
9.5237 |
59 |
8.4767 |
9.2746 |
||||||||
(d) 183 - 364 Days |
370 |
9.2746 |
9.9327 |
303 |
8.7260 |
9.8130 |
||||||||
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 |
1,875 |
7.80 |
(1) |
10.50 |
(90) |
2,148 |
8.00 |
(1) |
19.00 |
(60) |
|||
2. |
14 Day Treasury Bills |
|
|
|
|
|
|
|||||||
3. |
91 Day Treasury Bills |
|
|
|
|
|
|
|||||||
4. |
182 Day Treasury Bills |
|
|
|
|
|
|
|||||||
5. |
364 Day Treasury Bills |
143 |
8.25 |
(2) |
8.75 |
(14) |
281 |
8.05 |
(1) |
11.90 |
(5) |
|||
IV. RBI : Repo £ |
|
|
|
|
||||||||||
: Reverse Repo |
96 |
8.00 |
341 |
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 2000 Weekly Statistical Supplement is Rs. 400.00 (inclusive of postage) in India and US $80 abroad, inclusive of postage by air mail. Price per copy is Rs. 8.00. |