23. Secondary Market Transactions in Government Securities (Face Value) - RBI - Reserve Bank of India
23. Secondary Market Transactions in Government Securities (Face Value)
(Amount in Rs. crore) |
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For the Week Ended Sep. 14, 2001 |
For the Week Ended Sep. 21, 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 |
— |
— |
— |
100 |
7.3907 |
7.8903 |
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2002-03 $ |
1,122 |
7.1986 |
7.8205 |
480 |
7.3364 |
8.6830 |
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2003-04 |
904 |
7.3387 |
7.5889 |
1,097 |
7.5019 |
9.0967 |
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2004-05 |
35 |
7.5555 |
7.7434 |
114 |
7.7013 |
8.6122 |
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2005-06 |
382 |
7.4554 |
8.2454 |
775 |
7.6357 |
8.9574 |
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2006-07 |
562 |
7.5527 |
8.3347 |
460 |
7.8854 |
9.1524 |
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2007-10 |
3,531 |
7.9166 |
9.5074 |
3,454 |
8.3062 |
9.9318 |
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2010-11 |
661 |
8.9316 |
9.6805 |
833 |
8.3623 |
10.1342 |
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Beyond 2011 |
14,995 |
8.9194 |
10.1700 |
10,572 |
9.2175 |
10.4633 |
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2. State Government Securities |
18 |
— |
— |
19 |
9.5747 |
9.6697 |
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3. Treasury Bills (Residual Maturity in Days) |
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(a) Upto 14 Days |
62 |
6.2825 |
7.0279 |
150 |
6.6551 |
7.4791 |
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(b) 15 - 91 Days |
642 |
6.5846 |
7.4289 |
458 |
6.7134 |
8.3770 |
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(c) 92 - 182 Days |
7 |
— |
— |
532 |
7.1169 |
8.4767 |
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(d) 183 - 364 Days |
225 |
7.0564 |
7.2351 |
281 |
7.1304 |
8.7260 |
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II. RBI* : Sales |
29 |
20 |
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: Purchase |
— |
2,421 |
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III.Repo Transactions £ |
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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 |
4,899 |
6.00 |
(1) |
10.00 |
(29) |
6,852 |
6.50 |
(1) |
11.50 |
(21) |
2. |
State Govt. Securities |
— |
— |
— |
60 |
6.90 |
(7) |
— |
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3. |
91 Day Treasury Bills |
5 |
6.60 |
(3) |
— |
40 |
7.00 |
(1) |
— |
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4. |
182 Day Treasury Bills |
— |
— |
— |
— |
— |
— |
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5. |
364 Day Treasury Bills |
431 |
6.75 |
(1) |
8.00 |
(8) |
520 |
6.75 |
(1) |
8.40 |
(4) |
IV. RBI : Repo £^ |
18,075 |
6.50 |
— |
100 |
6.50 |
— |
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: Reverse Repo ! |
— |
— |
— |
1,410 |
8.50 |
— |
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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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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 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 |