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 Feb. 8, 2002 |
For the Week Ended Feb. 15, 2002 |
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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 $ |
174 |
6.4298 |
6.5511 |
580 |
6.0760 |
6.8052 |
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2003-04 |
877 |
6.4350 |
6.7131 |
671 |
6.3092 |
6.4736 |
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2004-05 |
290 |
6.5585 |
7.0183 |
126 |
6.4629 |
6.5189 |
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2005-06 |
126 |
6.6194 |
7.0602 |
146 |
5.0007 |
6.5474 |
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2006-07 |
495 |
6.5764 |
6.9133 |
442 |
6.4981 |
6.7987 |
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2007-10 |
2,695 |
6.6338 |
7.8444 |
2,047 |
6.4911 |
7.5156 |
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2010-11 |
1,051 |
7.2044 |
8.2829 |
977 |
7.0827 |
7.6724 |
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Beyond 2011 |
33,162 |
7.3227 |
8.3275 |
32,291 |
6.2134 |
8.3982 |
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2. State Government Securities |
208 |
7.5748 |
8.5749 |
233 |
7.5332 |
9.6834 |
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3. Treasury Bills (Residual Maturity in Days) |
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(a) Upto 14 Days |
88 |
4.3225 |
6.5221 |
175 |
4.2482 |
6.4337 |
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(b) 15 - 91 Days |
584 |
5.8335 |
6.5319 |
585 |
5.6620 |
6.4923 |
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(c) 92 - 182 Days |
18 |
6.2828 |
6.3925 |
25 |
6.2829 |
6.3227 |
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(d) 183 - 364 Days |
609 |
6.3459 |
6.5221 |
395 |
6.2329 |
6.6816 |
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II. RBI* : Sales |
16 |
1 |
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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 |
7,791 |
5.25 |
(1) |
8.00 |
(21) |
7,471 |
5.50 |
(1) |
8.60 |
(15) |
2. |
State Govt. Securities |
15 |
6.25 |
(3) |
— |
— |
— |
— |
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3. |
91 Day Treasury Bills |
65 |
6.40 |
(1) |
6.65 |
(5) |
— |
— |
— |
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4. |
364 Day Treasury Bills |
444 |
6.35 |
(1) |
6.75 |
(14) |
860 |
6.40 |
(1) |
6.80 |
(14) |
IV. RBI : Repo £^ |
30,980 |
6.50 |
— |
26,560 |
6.50 |
— |
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: Reverse Repo ! |
49 |
6.50 |
8.50 |
37 |
6.50 |
— |
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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 2002 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. |