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 Dec. 14, 2001 |
For the Week Ended Dec. 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 |
— |
— |
— |
— |
— |
— |
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2002-03 $ |
330 |
6.8392 |
7.0675 |
29 |
6.8896 |
6.9199 |
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2003-04 |
245 |
6.9594 |
7.0885 |
242 |
6.9675 |
7.1329 |
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2004-05 |
75 |
7.1384 |
7.2885 |
10 |
7.2201 |
— |
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2005-06 |
56 |
6.4963 |
7.3514 |
177 |
7.1333 |
7.3342 |
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2006-07 |
234 |
7.2238 |
7.3762 |
187 |
7.2414 |
7.9923 |
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2007-10 |
1,501 |
6.7918 |
8.4158 |
906 |
6.8079 |
7.9370 |
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2010-11 |
725 |
7.0055 |
8.6815 |
225 |
7.1376 |
8.5158 |
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Beyond 2011 |
18,906 |
7.3937 |
8.9172 |
9,304 |
7.4342 |
8.8081 |
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2. |
State Government Securities |
104 |
7.7075 |
9.5468 |
67 |
8.3467 |
10.0930 |
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3. |
Treasury Bills (Residual Maturity in Days) |
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(a) Upto 14 Days |
52 |
4.0354 |
6.4815 |
196 |
6.2255 |
6.9901 |
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(b) 15 - 91 Days |
277 |
6.2551 |
7.2303 |
501 |
6.2173 |
6.8834 |
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(c) 92 - 182 Days |
18 |
6.7376 |
6.7614 |
237 |
6.4239 |
7.0306 |
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(d) 183 - 364 Days |
254 |
6.6520 |
6.9211 |
67 |
6.6998 |
6.8711 |
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II. |
RBI* : Sales |
1,364 |
— |
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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 |
6,366 |
6.25 (1) |
10.25 |
(31) |
7,146 |
6.25 |
(1) |
9.00 |
(29) |
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2. |
State Govt. Securities |
— |
— |
— |
— |
— |
— |
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3. |
91 Day Treasury Bills |
— |
— |
— |
50 |
6.45 |
(3) |
— |
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4. |
364 Day Treasury Bills |
498 |
6.40 (1) |
8.25 |
(6) |
275 |
6.45 |
(1) |
6.80 |
(3) |
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IV. RBI : Repo £^ |
485 |
6.50 |
— |
6,225 |
6.50 |
— |
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: Reverse Repo ! |
4,400 |
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 |
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(% 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 (inclusive of postage) in India and US $80 abroad, inclusive of postage by air mail. Price per copy is Rs.8. |