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 May 25, 2001 |
For the Week Ended Jun. 1, 2001 |
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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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2001-02 |
433 |
8.5352 |
9.0330 |
556 |
8.0289 |
9.4570 |
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2002-03 $ |
882 |
8.6295 |
8.8117 |
687 |
8.3340 |
8.6502 |
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2003-04 |
1,165 |
8.7823 |
8.9396 |
1,747 |
8.5183 |
8.9033 |
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2004-05 |
120 |
8.9984 |
9.1658 |
200 |
8.7782 |
9.0880 |
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2005-06 |
774 |
8.9921 |
9.0711 |
890 |
8.7884 |
9.0152 |
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2006-07 |
1,140 |
9.0971 |
9.2264 |
1,195 |
8.9098 |
9.9068 |
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2007-10 |
3,950 |
9.3638 |
10.2519 |
5,144 |
9.1682 |
10.1695 |
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2010-11 |
1,925 |
9.5541 |
10.3788 |
2,328 |
9.6198 |
10.2628 |
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Beyond 2011 |
9,893 |
9.2312 |
10.5867 |
17,415 |
9.6833 |
10.9914 |
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2. |
State Government Securities |
105 |
10.2718 |
10.4007 |
130 |
9.9669 |
10.3618 |
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3. |
Treasury Bills (Residual Maturity in Days) |
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(a) Upto 14 Days |
92 |
5.8149 |
8.4272 |
213 |
5.1914 |
6.9901 |
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(b) 15 - 91 Days |
286 |
7.5082 |
8.1773 |
504 |
6.4314 |
7.8785 |
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(c) 92 - 182 Days |
78 |
8.0777 |
8.3770 |
196 |
7.3042 |
8.0037 |
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(d) 183 - 364 Days |
783 |
8.1782 |
8.4767 |
1,361 |
7.7221 |
8.4767 |
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II. |
RBI* : Sales |
4 |
4 |
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: Purchase |
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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 |
6,933 |
7.00 |
(1) |
9.50 |
(31) |
7,822 |
6.35 |
(1) |
8.60 |
(30) |
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2. |
State Govt. Securities |
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3. |
14 Day Treasury Bills |
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4. |
91 Day Treasury Bills |
83 |
7.20 |
(1) |
8.50 |
(3) |
120 |
6.85 |
(2) |
7.00 |
(5) |
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5. |
182 Day Treasury Bills |
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6. |
364 Day Treasury Bills |
286 |
7.00 |
(1) |
9.00 |
(3) |
235 |
6.50 |
(2) |
7.00 |
(3) |
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IV. RBI : Repo £^ |
7,000 |
6.75 |
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31,405 |
6.50 |
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: Reverse Repo ! |
4,125 |
8.75 |
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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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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 availabe. = Nil/Negligible. # = Provisional |
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Annual subscription for 2001 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 |