23. Secondary Market Transactions in Government Securities (Face Value) - RBI - Reserve Bank of India
23. Secondary Market Transactions in Government Securities (Face Value)
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23. Secondary Market Transactions in Government Securities (Face Value)
Date: November 13, 2004
For the Week | Ended Oct. | 29, 2004 | For the Week | Ended Nov. 5, 2004 | |||||||
Item | Amount | YTM | (%PA) | Indicative** | Amount | YTM | (%PA) | Indicative** | |||
Minimum | Maximum | Minimum | Maximum | ||||||||
1 | 2 | 3 | 4 | 5 | 6 | 7 | |||||
I. | Outright | Transactions | |||||||||
1 | Govt. | of India Dated Securities | |||||||||
Maturing in the year | |||||||||||
2004-05 | — | — | — | — | — | — | |||||
2005-06 | 43 | 5.622 | 5.7029 | 104 | 5.4914 | 5.721 | |||||
2006-07 | 50 | 5.7613 | 5.8599 | 119 | 5.8993 | 6.6888 | |||||
2007-08 | 140 | 5.8471 | 6.0642 | 191 | 6.0079 | 6.7101 | |||||
2008-09 | 80 | 6.1921 | 6.6612 | 325 | 6.3301 | 6.7244 | |||||
2009-10 | 2,182 | 6.1234 | 6.7653 | 1,162 | 6.3257 | 7.2076 | |||||
2010-13 | 1,087 | 6.3997 | 6.9773 | 555 | 6.6728 | 7.1425 | |||||
2013-14 | 76 | 6.7814 | 6.8876 | 170 | 6.7698 | 7.3165 | |||||
Beyond 2014 | 12,122 | 4.7116 | 7.3049 | 4,993 | 6.8302 | 7.5696 | |||||
2 | State | Government Securities | 925 | 7.0422 | 7.35 | 691 | 5.8487 | 7.38 | |||
3 | Treasury | Bills (Residual Maturity in | Days) | ||||||||
(a) Upto 14 Days | 837 | 4.8416 | 5.1845 | 52 | 4.2491 | 5.1037 | |||||
(b) 15 - 91 Days | 2,119 | 4.6278 | 5.3653 | 3,154 | 4.8869 | 5.5001 | |||||
(c) 92 - 182 Days | 5 | — | — | 208 | 5.3503 | 6.0501 | |||||
(d) 183 - 364 Days | 1,100 | 5.25 | 5.6903 | 2,368 | 5.07 | 6.05 | |||||
II. | RBI* | : Sales | — | 79 | |||||||
:Purchase | — | — | |||||||||
III.Repo | Transactions | £ (Other than with | RBI) | ||||||||
Amount | Rates | (%PA) | Amount | Rates | (%PA) | ||||||
Minimum | Maximum | Minimum | Maximum | ||||||||
1 | Govt. of India Dated Securities | 28,237 | 4.25 | -1 | 4.9 | -7 | 41,848 | 4.60 (1) | 6.15 | -7 | |
2 | State Govt. Securities | — | — | — | — | — | — | ||||
3 | 91 Day Treasury Bills | 408 | 4.4 | -1 | 4.85 | -3 | 1,849 | 4.75 (1) | 6.1 | -3 | |
4 | 364 Day Treasury Bills | 2,388 | 4.5 | -1 | 4.9 | -4 | 4,807 | 4.50 (1) | 6.15 | -3 | |
IV. | RBI | : Repo £^ | 31,285 | 4.5 | 4.75 | 4,015 | 6 | — | |||
: Reverse Repo ! | 5,960 | 4.75 | — | 5,650 | 4.75 | — | |||||
@ : As reported in Subsidiary General Ledger Accounts at RBI, Mumbai which presently accounts for nearly 98 per cent of the total transactions 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 (See Table 9). | |||||||||||
! : 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. |
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