23. Secondary Market Transactions in Government Securities (Face Value) - RBI - Reserve Bank of India
(Face Value)
23. Secondary Market Transactions in Government Securities
(Face Value)
(Amount in Rs. crore) |
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For the Week Ended Aug. 31, 2001 |
For the Week Ended Sep. 7, 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 |
87 |
7.0059 |
7.1067 |
108 |
6.8874 |
6.9726 |
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2002-03 $ |
442 |
6.9689 |
7.1229 |
610 |
7.0336 |
7.1934 |
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2003-04 |
1,028 |
7.1227 |
7.2828 |
947 |
7.1203 |
7.3570 |
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2004-05 |
528 |
7.3280 |
7.4936 |
40 |
7.3267 |
7.4304 |
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2005-06 |
991 |
7.3395 |
8.1254 |
534 |
7.3578 |
7.9765 |
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2006-07 |
1,105 |
7.4806 |
8.5838 |
1,237 |
7.3953 |
8.3409 |
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2007-10 |
4,831 |
7.8875 |
9.4225 |
2,509 |
7.9038 |
8.8645 |
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2010-11 |
1,284 |
8.8910 |
9.6188 |
534 |
8.8990 |
9.1477 |
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Beyond 2011 |
32,258 |
8.2502 |
10.0399 |
12,727 |
8.5029 |
10.0051 |
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2. |
State Government Securities |
185 |
9.2696 |
9.6532 |
187 |
9.3599 |
9.6497 |
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3. |
Treasury Bills (Residual Maturity in Days) |
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(a) Upto 14 Days |
102 |
6.7352 |
6.9304 |
72 |
6.0880 |
6.8276 |
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(b) 15 - 91 Days |
275 |
6.1213 |
6.8812 |
427 |
6.5814 |
6.8809 |
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(c) 92 - 182 Days |
336 |
6.7259 |
7.2300 |
42 |
6.8811 |
7.0108 |
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(d) 183 - 364 Days |
623 |
6.8331 |
7.2572 |
401 |
7.0029 |
7.1404 |
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II. |
RBI* : Sales |
10,227 |
1,004 |
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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 |
4,398 |
6.00 (1) |
8.40 |
(15) |
4,154 |
6.55 (1) |
10.00 |
(75) |
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2. |
State Govt. Securities |
— |
— |
— |
— |
— |
— |
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3. |
91 Day Treasury Bills |
50 |
6.50 (3) |
— |
123 |
6.75 (1) |
7.05 |
(7) |
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4. |
182 Day Treasury Bills |
— |
— |
— |
— |
— |
— |
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5. |
364 Day Treasury Bills |
100 |
6.50 (3) |
— |
113 |
6.80 (1) |
7.20 |
(31) |
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IV. RBI : Repo £^ |
58,025 |
6.50 |
— |
16,000 |
6.50 |
— |
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: Reverse Repo ! |
— |
— |
— |
— |
— |
— |
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@ |
: As reported in Subsidiary General Ledger Accounts at RBI, Mumbai which presently accounts for nearly 98 per cent 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 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 |