Secondary Market Transactions in Government Securities (Face Value) - RBI - Reserve Bank of India
Secondary Market Transactions in Government Securities (Face Value)
(Amount in ` crore) |
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Item |
For the Week Ended Dec. 16, 2011 |
For the Week Ended Dec. 23, 2011 |
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Amount |
YTM (%PA) Indicative** |
Amount |
YTM (%PA) Indicative** |
|||
Minimum |
Maximum |
Minimum |
Maximum |
|||
1 |
2 |
3 |
4 |
5 |
6 |
|
I. Outright Transactions |
|
|
|
|
|
|
1. Govt. of India Dated Securities |
|
|
|
|
|
|
Maturing in the year |
|
|
|
|
|
|
2011-12 |
— |
— |
— |
— |
— |
— |
2012-13 |
279 |
8.4612 |
8.5600 |
1,688 |
8.3761 |
8.7375 |
2013-14 |
50 |
8.2580 |
8.2580 |
— |
— |
— |
2014-15 |
165 |
8.2357 |
8.4190 |
102 |
8.0372 |
8.2500 |
2015-16 |
106 |
8.2510 |
8.4103 |
145 |
8.1085 |
8.3053 |
2016-17 |
756 |
8.3411 |
8.4726 |
1,269 |
8.2252 |
8.4001 |
2017-18 |
675 |
8.3529 |
8.5508 |
239 |
8.3134 |
8.4234 |
2018-19 |
6,211 |
8.3744 |
8.5008 |
13,836 |
8.2925 |
8.4915 |
2019-20 |
20 |
8.5500 |
8.5500 |
25 |
8.4000 |
8.4367 |
2020-21 |
2,442 |
9.1984 |
10.0309 |
2,554 |
9.2597 |
9.8031 |
Beyond 2021 |
94,180 |
8.4041 |
8.8607 |
1,09,642 |
8.2682 |
8.8019 |
2. State Government Securities |
2,127 |
8.5485 |
9.0568 |
3,422 |
8.6010 |
8.9058 |
3. Treasury Bills (Residual Maturity in Days) |
|
|
|
|
|
|
(a) Upto 14 days |
213 |
8.4496 |
8.7000 |
606 |
8.3000 |
8.8009 |
(b) 15-91 days |
4,786 |
8.2500 |
8.7504 |
3,246 |
8.1978 |
9.0000 |
(c) 92-182 days |
3,893 |
8.2500 |
8.5003 |
1,336 |
8.2200 |
8.4002 |
(d) 183-364 days |
2,218 |
8.2175 |
8.4505 |
2,580 |
8.1000 |
8.3001 |
II. RBI* : Sales |
— |
|
|
— |
|
|
Purchases |
— |
|
|
9,280+ |
|
|
III. Repo Transactions X (Other than with RBI) |
|
|
|
|
|
|
|
Amount |
Rates (%PA) |
Rates (%PA) |
Amount |
Rates (%PA) |
Rates (%PA) |
1. Govt. of India Dated Securities |
41,772 |
6.50 (1) |
9.65 (15) |
37,807 |
7.50 (1) |
9.90 (15) |
2. State Govt. Securities |
297 |
8.55 (1) |
8.55 (1) |
535 |
8.70 (1) |
9.26 (3) |
3. 91-day Treasury Bills |
7,546 |
7.50 (1) |
9.00 (3) |
3,552 |
8.65 (1) |
9.40 (3) |
4. 182-day Treasury Bills |
9,213 |
7.50 (1) |
9.00 (3) |
4,937 |
8.70 (1) |
9.41 (3) |
5. 364-day Treasury Bills |
2,788 |
8.00 (1) |
9.00 (3) |
3,561 |
8.65 (1) |
9.41 (3) |
IV. RBI: Repo X^ |
5,06,530 |
8.50 |
8.50 |
8,33,500 |
8.50 |
8.50 |
Reverse Repo ! |
775 |
7.50 |
7.50 |
80 |
7.50 |
7.50 |
@ As reported in Subsidiary General Ledger Accounts at RBI, including 'When Issued' transactions. |