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 Oct. 20, 2000 |
For the Week Ended Oct. 27, 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 |
22 |
9.8060 |
10.7309 |
31 |
10.1522 |
10.3945 |
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2001-02 |
184 |
10.3512 |
10.7377 |
96 |
10.3494 |
10.4519 |
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2002-03 $ |
459 |
10.4704 |
11.1233 |
260 |
10.3009 |
10.6159 |
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2003-04 |
784 |
10.5814 |
12.0129 |
552 |
10.5679 |
10.7256 |
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2004-05 |
80 |
10.5285 |
10.8145 |
30 |
10.7378 |
10.7522 |
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2005-06 |
67 |
10.8134 |
11.0882 |
105 |
10.7578 |
11.1601 |
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2006-09 |
1,989 |
11.0008 |
12.2437 |
2,612 |
10.9745 |
11.4883 |
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2009-10 |
16 |
11.4900 |
11.6114 |
35 |
11.4893 |
11.5244 |
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Beyond 2010 |
1,024 |
10.8961 |
12.5957 |
1,381 |
10.8569 |
11.7992 |
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2. State Government Securities |
13 |
11.1798 |
11.9968 |
67 |
11.6175 |
12.1492 |
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3. Treasury Bills (Residual Maturity in Days) |
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(a) Upto 14 Days |
189 |
7.1091 |
10.6746 |
87 |
4.9848 |
9.2719 |
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(b) 15 - 91 Days |
295 |
8.9751 |
10.3812 |
170 |
7.9784 |
10.1523 |
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(c) 92 - 182 Days |
122 |
9.7233 |
10.3116 |
55 |
9.8231 |
10.1221 |
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(d) 183 - 364 Days |
778 |
9.9393 |
10.7206 |
328 |
10.1721 |
10.4014 |
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II. RBI* : Sales |
29 |
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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 |
2,541 |
8.00 (1) |
11.50 |
(18) |
1,780 |
8.50 |
(1) |
10.50 |
(14) |
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2. |
14 Day Treasury Bills |
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3. |
91 Day Treasury Bills |
20 |
10.10 (1) |
10.10 |
(1) |
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4. |
182 Day Treasury Bills |
128 |
8.15 (1) |
10.10 |
(1) |
38 |
8.96 |
(2) |
9.35 |
(2) |
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5. |
364 Day Treasury Bills |
964 |
8.00 (1) |
11.00 |
(7) |
882 |
8.25 |
(1) |
9.35 |
(3) |
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IV. RBI : Repo £ ^ |
18,325 |
8.50 |
|
14,415 |
8.00 |
8.50 |
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: Reverse Repo ! |
2,495 |
8.00 |
10.25 |
118 |
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. |