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 Nov. 17, 2000 |
For the Week Ended Nov. 24, 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 |
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41 |
9.9179 |
10.2551 |
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2001-02 |
295 |
10.0401 |
10.3269 |
428 |
10.1459 |
10.2899 |
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2002-03 $ |
366 |
10.2228 |
10.3439 |
431 |
10.2363 |
10.4084 |
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2003-04 |
721 |
10.3491 |
10.5398 |
755 |
10.3328 |
10.4816 |
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2004-05 |
175 |
10.4960 |
10.6263 |
245 |
10.4940 |
10.6049 |
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2005-06 |
1,467 |
10.5399 |
10.9007 |
993 |
10.5926 |
10.8088 |
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2006-09 |
6,076 |
10.7122 |
11.1297 |
2,492 |
10.7335 |
11.2365 |
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2009-10 |
446 |
11.1437 |
11.2944 |
392 |
11.1668 |
11.2346 |
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Beyond 2010 |
3,266 |
11.1993 |
11.6162 |
3,208 |
11.0972 |
11.6180 |
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2. State Government Securities |
89 |
11.4698 |
11.5640 |
78 |
11.5197 |
11.6406 |
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3. Treasury Bills (Residual Maturity in Days) |
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(a) Upto 14 Days |
77 |
8.9747 |
11.0635 |
92 |
6.4091 |
8.5296 |
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(b) 15 - 91 Days |
255 |
8.9098 |
9.9726 |
83 |
8.9335 |
9.6634 |
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(c) 92 - 182 Days |
219 |
9.6234 |
10.0225 |
223 |
9.4717 |
9.9727 |
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(d) 183 - 364 Days |
531 |
9.9725 |
10.2718 |
581 |
10.0243 |
10.2120 |
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II. RBI* : Sales |
3,929 |
4 |
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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 |
3,857 |
8.05 |
(1) |
11.75 |
(17) |
2,452 |
8.35 |
(1) |
10.50 |
(15) |
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2. |
State Govt. Securities |
7 |
9.50 |
(2) |
10.60 |
(5) |
2 |
8.50 |
(1) |
8.50 |
(1) |
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3. |
14 Day Treasury Bills |
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4. |
91 Day Treasury Bills |
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5. |
10.50 182 Day Treasury Bills |
74 |
(1) |
11.00 |
(2) |
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6. |
364 Day Treasury Bills |
103 |
8.30 |
(3) |
11.25 |
(7) |
269 |
8.25 |
(1) |
8.75 |
(3) |
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IV. RBI : Repo £ ^ |
630 |
8.00 |
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21,690 |
8.00 |
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: Reverse Repo ! |
9,222 |
8.00 |
10.00 |
330 |
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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** |
: Minimum and maximum YTMs (% PA) indicative have been given excluding transactions of Non-standard lot size (Less than Rs. 5 crore) |
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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. |