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. 22, 2000 |
For the Week Ended Sep. 29, 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 |
62 |
8.0290 |
11.4925 |
41 |
9.5858 |
11.0880 |
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2001-02 |
99 |
10.5877 |
11.6024 |
504 |
10.5589 |
10.7926 |
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2002-03 $ |
861 |
10.5826 |
11.0604 |
793 |
10.5584 |
10.9364 |
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2003-04 |
493 |
10.7864 |
11.0889 |
1,582 |
10.6635 |
10.7625 |
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2004-05 |
310 |
10.8262 |
11.2177 |
120 |
10.8532 |
10.9749 |
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2005-06 |
152 |
10.6816 |
11.2238 |
122 |
10.9291 |
11.1517 |
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2006-09 |
2,561 |
10.9816 |
11.6411 |
2,085 |
10.9759 |
11.5243 |
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2009-10 |
25 |
11.4416 |
11.6120 |
37 |
11.2916 |
11.5513 |
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Beyond 2010 |
119 |
10.7857 |
11.6592 |
25 |
10.5938 |
11.7865 |
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2. State Government Securities |
17 |
11.0566 |
11.9978 |
11 |
10.7892 |
12.0542 |
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3. Treasury Bills (Residual Maturity in Days) |
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(a) Upto 14 Days |
116 |
6.6316 |
9.9754 |
331 |
10.0128 |
10.7232 |
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(b) 15 - 91 Days |
186 |
9.5730 |
10.7626 |
749 |
9.4373 |
10.4713 |
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(c) 92 - 182 Days |
123 |
10.4214 |
10.8734 |
262 |
9.9727 |
10.6614 |
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(d) 183 - 364 Days |
830 |
10.4214 |
11.3688 |
631 |
10.4338 |
10.9101 |
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II. RBI* : Sales |
21 |
1 |
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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 |
2,386 |
8.00 |
(1) |
11.75 |
(17) |
2,703 |
9.00 |
(1) |
11.75 |
(16) |
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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 |
371 |
8.10 |
(1) |
12.00 |
(7) |
352 |
9.75 |
(1) |
11.50 |
(11) |
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IV. RBI : Repo £ ^ |
40,345 |
10.00 |
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18,800 |
10.00 |
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: Reverse Repo ! |
260 |
8.00 |
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261 |
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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^ : 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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Above information can also be directly accessed on Internet at http://www.wss.rbi.org.in |
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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. |