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. 6, 2004 |
For the Week Ended Feb. 13, 2004 |
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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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2003-04 |
495 |
4.1403 |
4.4273 |
285 |
4.1507 |
4.2810 |
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2004-05 |
136 |
4.4162 |
4.5329 |
590 |
4.3357 |
4.5627 |
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2005-06 |
44 |
4.3763 |
4.5115 |
199 |
4.5089 |
4.5810 |
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2006-07 |
11 |
4.6205 |
4.6605 |
100 |
4.7062 |
4.7371 |
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2007-08 |
120 |
4.8678 |
5.0381 |
— |
— |
— |
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2008-09 |
375 |
4.8533 |
5.1905 |
418 |
4.8975 |
5.3533 |
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2009-12 |
2,069 |
4.9285 |
5.3723 |
2,910 |
4.9495 |
5.5454 |
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2012-13 |
1,686 |
5.1394 |
5.2541 |
2,217 |
5.1709 |
5.2984 |
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Beyond 2013 |
12,206 |
5.1400 |
6.1770 |
12,570 |
5.1546 |
6.1418 |
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2. |
State Government Securities |
338 |
5.4537 |
5.9556 |
434 |
5.1558 |
6.3243 |
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3. |
Treasury Bills (Residual Maturity in Days) |
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(a) Upto 14 Days |
66 |
4.0650 |
4.1990 |
118 |
4.1696 |
4.1815 |
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(b) 15 - 91 Days |
1,143 |
4.1503 |
4.4001 |
1,247 |
4.1696 |
4.3998 |
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(c) 92 - 182 Days |
101 |
4.3801 |
4.3999 |
466 |
4.3301 |
4.4001 |
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(d) 183 - 364 Days |
583 |
4.3500 |
4.4071 |
1,034 |
3.9559 |
4.4500 |
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II. |
RBI* : Sales |
17 |
— |
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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 |
17,216 |
1.90 (1) |
4.10 |
(15) |
25,879 |
2.50 |
(1) |
4.50 |
(17) |
|
2. |
State Govt. Securities |
446 |
3.85 (2) |
4.10 |
(6) |
401 |
3.75 |
(1) |
4.10 |
(6) |
|
3. |
91 Day Treasury Bills |
41 |
3.50 (1) |
— |
53 |
4.00 |
(2) |
— |
|||
4. |
364 Day Treasury Bills |
488 |
3.50 (1) |
4.25 |
(4) |
80 |
3.50 |
(1) |
3.75 |
(1) |
|
IV. RBI : Repo £^ |
1,71,700 |
4.50 |
— |
1,93,355 |
4.50 |
— |
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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 |
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the country. |
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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. |