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 Aug. 4, 2000 |
For the Week Ended Aug. 11, 2000 |
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Item |
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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2000-01 |
187 |
9.9689 |
11.1097 |
287 |
10.6452 |
11.5330 |
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2001-02 |
193 |
10.0228 |
10.6269 |
316 |
10.4406 |
11.2933 |
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2002-03 $ |
275 |
10.2823 |
10.7545 |
405 |
9.4913 |
11.0470 |
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2003-04 |
836 |
10.3855 |
10.9559 |
1,285 |
10.8202 |
11.0857 |
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2004-05 |
300 |
10.7530 |
11.0179 |
186 |
10.8287 |
11.1620 |
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2005-06 |
299 |
10.4874 |
11.1013 |
127 |
10.5943 |
11.2499 |
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2006-09 |
4,233 |
10.8888 |
11.2038 |
375 |
10.9864 |
11.3305 |
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2009-10 |
45 |
11.1071 |
11.2996 |
188 |
11.4123 |
11.5560 |
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Beyond 2010 |
2,046 |
10.7265 |
11.5670 |
271 |
10.6088 |
11.6063 |
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2. State Government Securities |
31 |
10.7887 |
11.6639 |
246 |
10.8647 |
11.8565 |
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3. Treasury Bills (Residual Maturity in Days) |
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(a) Upto 14 Days |
237 |
5.1467 |
10.4709 |
161 |
7.6016 |
11.4732 |
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(b) 15 - 91 Days |
178 |
7.9194 |
9.8232 |
352 |
7.8157 |
12.4663 |
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(c) 92 - 182 Days |
27 |
9.4130 |
10.3716 |
18 |
9.7233 |
10.4711 |
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(d) 183 - 364 Days |
614 |
10.0922 |
10.3715 |
247 |
9.6908 |
10.8701 |
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II. RBI* : Sales |
927 |
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: Purchases |
1,716 |
100 |
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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 |
1,915 |
7.50 |
(1) |
11.75 |
(96) |
989 |
9.75 |
(1) |
16.00 |
(14) |
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2. |
14 Day Treasury Bills |
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3. |
91 Day Treasury Bills |
15 |
7.90 |
(1) |
7.90 |
(1) |
30 |
11.50 |
(1) |
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4. |
182 Day Treasury Bills |
126 |
7.90 |
(1) |
9.50 |
(1) |
90 |
11.50 |
(1) |
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5. |
364 Day Treasury Bills |
446 |
7.95 |
(1) |
11.75 |
(14) |
27 |
11.75 |
(5) |
12.05 |
(14) |
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26,110 |
8.00 |
12.00 |
23,105 |
12.50 |
15.50 |
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: Reverse Repo ! |
340 |
8.00 |
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1,390 |
8.00 |
16.00 |
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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 |
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(% 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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^ : Data relate to Repo auctions under Liquidity Adjustment Facility effective from June 5, 2000. |
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! : Includes Reverse Repo auctions under Liquidity Adjustment Facility. |
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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 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. |