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. 27, 2002 |
For the Week Ended Jan. 3, 2003 |
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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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|
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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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2002-03 $ |
2 |
— |
— |
— |
— |
— |
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2003-04 |
478 |
5.6183 |
5.8495 |
1,884 |
5.4577 |
5.7575 |
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2004-05 |
63 |
5.7625 |
5.7845 |
50 |
5.6141 |
5.6813 |
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2005-06 |
87 |
5.6368 |
5.8182 |
40 |
5.5586 |
5.6020 |
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2006-07 |
130 |
5.7173 |
6.3449 |
40 |
5.5789 |
5.7054 |
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2007-08 |
95 |
5.8027 |
5.9241 |
90 |
5.6193 |
5.7589 |
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2008-11 |
2,009 |
5.8805 |
6.4630 |
2,603 |
5.6813 |
6.3852 |
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2011-12 |
3,532 |
6.2076 |
6.4453 |
4,525 |
5.9569 |
6.3391 |
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Beyond 2012 |
27,906 |
6.2027 |
7.0217 |
38,535 |
5.9687 |
6.7944 |
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2. |
State Government Securities |
367 |
6.3139 |
6.8994 |
450 |
6.0062 |
7.2858 |
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3. |
Treasury Bills (Residual Maturity in Days) |
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(a) Upto 14 Days |
71 |
4.9943 |
5.7366 |
50 |
3.6543 |
5.4353 |
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(b) 15 - 91 Days |
1,164 |
5.1182 |
5.4751 |
1,183 |
5.1029 |
5.4650 |
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(c) 92 - 182 Days |
7 |
5.4849 |
— |
5 |
5.4352 |
— |
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(d) 183 - 364 Days |
709 |
5.4268 |
5.5186 |
489 |
5.3391 |
5.5049 |
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II. |
RBI* : Sales |
— |
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 |
8,267 |
5.30 |
(1) |
7.00 |
(7) |
7,904 |
5.00 |
(1) |
6.75 |
(24) |
|
2. |
State Govt. Securities |
— |
— |
— |
— |
— |
— |
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3. |
91 Day Treasury Bills |
625 |
5.50 |
(1) |
6.40 |
(6) |
1,116 |
5.25 |
(1) |
5.75 |
(6) |
|
4. |
364 Day Treasury Bills |
1,258 |
5.30 |
(1) |
6.25 |
(10) |
2,111 |
5.25 |
(1) |
5.80 |
(12) |
|
IV. RBI : Repo £^ |
7,250 |
5.50 |
— |
46,545 |
5.50 |
— |
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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. |