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)
For the Week Ended Feb. 27, 2004 |
For the Week Ended Mar. 5, 2004 |
|||||||||
Item |
Amount |
YTM (%PA) Indicative** |
Amount |
YTM (%PA) Indicative** |
||||||
Minimum |
Maximum |
Minimum |
Maximum |
|||||||
1 |
2 |
3 |
4 |
5 |
6 |
7 |
||||
I. |
OutrightTransactions |
|||||||||
1. |
Govt. of India Dated Securities |
|||||||||
Maturing in the year |
||||||||||
2003-04 |
215 |
3.8574 |
4.1292 |
260 |
3.9001 |
4.1109 — |
||||
2004-05 |
18 |
4.1399 |
4.4806 |
1 |
— |
|||||
2005-06 |
24 |
4.5097 |
— |
273 |
4.4365 |
4.4878 |
||||
2006-07 |
440 |
4.7372 |
5.1344 |
49 |
4.7472 |
4.9454 |
||||
2007-08 |
39 |
4.9725 |
5.0481 |
85 |
4.8022 |
4.9602 |
||||
2008-09 |
335 |
4.9187 |
5.3080 |
307 |
4.8658 |
5.2487 |
||||
2009-12 |
3,471 |
4.9965 |
5.4494 |
3,421 |
4.9575 |
5.4376 |
||||
2012-13 |
1,926 |
4.6191 |
5.3644 |
1,214 |
5.1936 |
5.4009 |
||||
Beyond 2013 |
12,559 |
5.0763 |
6.1160 |
10,544 |
5.0763 |
6.1668 |
||||
2. |
State Government Securities |
312 |
5.0736 |
5.9032 |
134 |
5.2648 |
5.8991 |
|||
3. |
Treasury Bills (Residual Maturity in Days) |
|||||||||
(a) Upto 14 Days |
102 |
4.5008 |
— |
186 |
3.9009 |
4.3821 |
||||
(b) 15 - 91 Days |
727 |
4.1494 |
4.4202 |
912 |
3.9997 |
4.4200 |
||||
(c) 92 - 182 Days |
70 |
4.2802 |
4.3499 |
47 |
4.1200 |
4.3101 |
||||
(d) 183 - 364 Days |
898 |
4.3099 |
4.4600 |
1,162 |
3.8107 |
4.4200 |
||||
II. |
RBI* : Sales |
— |
54 |
|||||||
:Purchase |
— |
— |
||||||||
III.Repo Transactions £ (Other than with RBI) |
||||||||||
Amount |
Rates (%PA) |
Amount |
Rates (%PA) |
|||||||
Minimum |
Maximum |
Minimum |
Maximum |
|||||||
1. |
Govt. of India Dated Securities |
24,175 |
2.50 (1) |
4.50 |
(10) |
21,478 |
2.00 (1) |
5.85 |
(33) |
|
2. |
State Govt. Securities |
254 |
3.40 (2) |
3.80 |
(6) |
190 |
3.40 (1) |
3.70 |
(8) |
|
3. |
91 Day Treasury Bills |
60 |
3.75 (1) |
3.80 |
(2) |
354 |
3.60 (1) |
3.75 |
(3) |
|
4. |
364 Day Treasury Bills |
254 |
3.50 (1) |
3.80 |
(3) |
158 |
3.25 (1) |
4.00 |
(2) |
|
IV. RBI : Repo £^ |
2,10,360 |
4.50 |
— |
1,86,810 |
4.50 |
— |
||||
: Reverse Repo ! |
— |
— |
— |
— |
— |
— |
@ : 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.
* : RBI's sales and purchases include transactions in other offices also.
£ : Represent the first leg of transactions.
^ : Data relate to Repo auctions under Liquidity Adjustment Facility effective from June 5, 2000.
! : Includes Reverse Repo auctions under Liquidity Adjustment Facility.
** : Minimum and maximum YTMs (% PA) indicative have been given excluding transactions of Non-standard lot size (Less than Rs.5 crore).
Note:Figures in brackets indicate Repo Period.