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. 11, 2005 |
For the Week Ended Feb. 18, 2005 |
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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 |
— |
— |
— |
— |
— |
— |
|||||
2005-06 |
171 |
5.4372 |
5.5479 |
138 |
5.2242 |
5.5151 |
|||||
2006-07 |
95 |
5.6786 |
5.7551 |
272 |
5.6559 |
5.7469 |
|||||
2007-08 |
— |
— |
— |
45 |
5.8725 |
— |
|||||
2008-09 |
611 |
6.1994 |
6.6487 |
650 |
6.1655 |
6.6477 |
|||||
2009-10 |
947 |
6.2807 |
6.7961 |
918 |
6.2546 |
6.7260 |
|||||
2010-13 |
7,332 |
6.2535 |
6.9174 |
5,372 |
6.2573 |
6.7446 |
|||||
2013-14 |
248 |
6.5253 |
6.6988 |
501 |
6.5582 |
6.8715 |
|||||
Beyond 2014 |
12,043 |
6.4219 |
7.4999 |
10,170 |
6.3848 |
7.4285 |
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2. |
State Government Securities |
276 |
6.8400 |
7.2121 |
341 |
6.3104 |
7.2000 |
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3. |
Treasury Bills (Residual Maturity in Days) |
||||||||||
(a) Upto 14 Days |
165 |
4.7506 |
5.0032 |
119 |
4.4989 |
5.2575 |
|||||
(b) 15 - 91 Days |
2,786 |
4.7194 |
5.2418 |
2,575 |
4.7480 |
5.2830 |
|||||
(c) 92 - 182 Days |
441 |
5.1399 |
5.3601 |
371 |
5.2799 |
5.4000 |
|||||
(d) 183 - 364 Days |
1,858 |
5.3125 |
5.6100 |
3,466 |
5.3509 |
5.6456 |
|||||
II. |
RBI* : Sales |
— |
13 |
||||||||
:Purchase |
— |
— |
|||||||||
III.Repo Transactions £ (Other than with RBI) |
|||||||||||
Amount |
Rates (%PA) |
Amount |
Rates (%PA) |
||||||||
Minimum |
Maximum |
Minimum |
Maximum |
||||||||
1. |
Govt. of India Dated Securities |
24,378 |
4.55 (1) |
4.90 |
(7) |
23,197 |
3.90 |
(1) |
4.85 |
(7) |
|
2. |
State Govt. Securities |
212 |
4.70 (1) |
4.75 |
(3) |
314 |
4.65 |
(1) |
4.75 |
(3) |
|
3. |
91 Day Treasury Bills |
1,643 |
4.65 (1) |
4.80 |
(3) |
2,204 |
3.75 |
(1) |
4.75 |
(3) |
|
4. |
364 Day Treasury Bills |
2,880 |
4.25 (1) |
4.80 |
(6) |
3,969 |
3.75 |
(1) |
4.90 |
(3) |
|
IV. RBI : Repo £^ |
— |
— |
— |
— |
— |
— |
|||||
: Reverse Repo ! |
65,920 |
4.75 |
— |
92,000 |
4.75 |
— |
@ : 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 (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.