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 Sep. 1, 2000 |
For the Week Ended Sep. 8, 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 |
368 |
9.2647 |
13.9035 |
104 |
9.6809 |
13.2882 |
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2001-02 |
226 |
10.7085 |
11.0083 |
337 |
10.4191 |
10.8840 |
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2002-03 $ |
200 |
10.7519 |
10.9981 |
695 |
10.5457 |
10.8254 |
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2003-04 |
1,082 |
10.7506 |
11.0235 |
1,199 |
10.6611 |
10.9572 |
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2004-05 |
226 |
10.7779 |
11.0358 |
206 |
10.8438 |
10.9446 |
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2005-06 |
78 |
10.8660 |
11.2389 |
125 |
10.9318 |
13.9826 |
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2006-09 |
695 |
10.9438 |
11.4776 |
3,208 |
10.9830 |
11.5363 |
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2009-10 |
48 |
11.3645 |
11.4280 |
53 |
11.3825 |
11.5614 |
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Beyond 2010 |
241 |
10.8159 |
11.7249 |
82 |
11.1345 |
11.6594 |
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2. State Government Securities |
80 |
10.9930 |
11.8192 |
32 |
10.7938 |
11.8017 |
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3. Treasury Bills (Residual Maturity in Days) |
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(a) Upto 14 Days |
163 |
7.8486 |
14.7113 |
107 |
9.2115 |
11.9661 |
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(b) 15 - 91 Days |
143 |
8.9753 |
11.4686 |
82 |
8.2270 |
10.9691 |
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(c) 92 - 182 Days |
339 |
10.2005 |
11.0198 |
15 |
10.3577 |
10.8992 |
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(d) 183 - 364 Days |
361 |
10.6840 |
11.0883 |
746 |
10.4522 |
10.8202 |
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II. RBI* : Sales |
175 |
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: Purchases |
175 |
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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 |
516 |
13.95 |
(2) |
14.85 |
(14) |
1,672 |
9.50 |
(1) |
12.85 |
(14) |
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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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5. |
364 Day Treasury Bills |
274 |
13.75 |
(1) |
14.50 |
(6) |
225 |
8.50 |
(1) |
12.75 |
(3) |
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15,310 |
13.50 |
15.00 |
35,320 |
10.50 |
13.00 |
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: Reverse Repo ! |
322 |
8.00 |
15.00 |
300 |
8.00 |
13.50 |
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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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^ : 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. |