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 Jul. 23, 2004 |
For the Week Ended Jul. 30, 2004 |
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Item |
Amount |
YTM (%PA) Indicative** |
Amount |
YTM (%PA) Indicative** |
|||||||
Minimum |
Maximum |
Minimum |
Maximum |
||||||||
1 |
2 |
3 |
4 |
5 |
6 |
7 |
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I. |
OutrightTransactions |
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1. |
Govt. of India Dated Securities |
||||||||||
Maturing in the year |
|||||||||||
2004-05 |
130 |
4.3945 |
4.5349 |
— |
— |
— |
|||||
2005-06 |
40 |
4.8315 |
4.8548 |
140 |
4.7587 |
4.8949 |
|||||
2006-07 |
529 |
4.9844 |
5.1367 |
384 |
4.9951 |
5.4560 |
|||||
2007-08 |
518 |
5.3103 |
5.3659 |
165 |
5.3770 |
5.5221 |
|||||
2008-09 |
170 |
5.4469 |
5.8460 |
140 |
5.4747 |
5.6062 |
|||||
2009-10 |
310 |
5.4897 |
6.0275 |
585 |
5.5791 |
6.3634 |
|||||
2010-13 |
1,719 |
5.6361 |
6.1434 |
2,281 |
5.7471 |
6.4232 |
|||||
2013-14 |
265 |
5.9207 |
6.0939 |
495 |
6.0142 |
6.4397 |
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Beyond 2014 |
9,097 |
4.5445 |
6.5820 |
7,751 |
4.5446 |
6.7641 |
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2. |
State Government Securities |
805 |
5.6972 |
6.4150 |
494 |
5.6000 |
6.4301 |
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3. |
Treasury Bills (Residual Maturity in Days) |
||||||||||
(a) Upto 14 Days |
257 |
4.2487 |
4.8551 |
487 |
4.2516 |
4.3756 |
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(b) 15 - 91 Days |
2,583 |
4.2045 |
4.5991 |
2,835 |
4.1518 |
4.5022 |
|||||
(c) 92 - 182 Days |
9 |
— |
— |
32 |
4.4231 |
4.5701 |
|||||
(d) 183 - 364 Days |
961 |
4.5501 |
4.6371 |
1,715 |
4.5299 |
4.6202 |
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II. |
RBI* : Sales |
6 |
12 |
||||||||
:Purchase |
— |
— |
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III.Repo Transactions £ (Other than with RBI) |
|||||||||||
Amount |
Rates (%PA) |
Amount |
Rates (%PA) |
||||||||
Minimum |
Maximum |
Minimum |
Maximum |
||||||||
1. |
Govt. of India Dated Securities |
22,132 |
2.75 (1) |
4.60 |
(7) |
22,809 |
2.25 |
(1) |
4.30 |
(7) |
|
2. |
State Govt. Securities |
238 |
4.00 (1) |
4.10 |
(3) |
241 |
3.85 |
(1) |
4.00 |
(3) |
|
3. |
91 Day Treasury Bills |
4,899 |
3.00 (1) |
4.20 |
(4) |
4,975 |
3.25 |
(1) |
4.25 |
(8) |
|
4. |
364 Day Treasury Bills |
3,889 |
3.60 (1) |
4.15 |
(4) |
4,309 |
3.65 |
(1) |
4.15 |
(3) |
|
IV. RBI : Repo £^ |
55,110 |
4.50 |
— |
53,280 |
4.50 |
— |
|||||
: 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.
*: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.