21. Secondary Market Transactions in Government Securities (Face Value) - આરબીઆઈ - Reserve Bank of India
21. Secondary Market Transactions in Government Securities (Face Value)
(Amount in Rs. crore) |
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For the Week Ended October 8, 1999 |
For the Week Ended October 15, 1999 |
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Items |
Amount |
YTM (%PA) Indicative |
Amount |
YTM (%PA) Indicative |
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Minimum |
Maximum |
Minimum |
Maximum |
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1 |
2 |
3 |
4 |
5 |
6 |
7 |
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I. Outright Transactions |
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1. |
Govt. of India Dated Securities |
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Maturing in the year |
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1999-2000 |
0.25 |
10.8271 |
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3 |
10.2346 |
10.3512 |
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2000-01 |
160 |
10.4988 |
10.7883 |
249 |
10.1980 |
10.6649 |
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2001-02 |
245 |
10.6003 |
13.5253 |
75 |
10.5160 |
10.7276 |
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2002-03 $ |
220 |
10.7115 |
10.8441 |
200 |
10.7035 |
10.8286 |
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2003-04 |
293 |
10.8189 |
11.0338 |
435 |
10.8101 |
11.0406 |
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2004-05 |
450 |
10.9433 |
11.7762 |
370 |
10.9274 |
11.0289 |
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2005-08 |
505 |
11.0291 |
11.5813 |
2,215 |
10.9846 |
11.3728 |
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2008-09 |
185 |
11.4178 |
11.4566 |
176 |
10.8807 |
11.4636 |
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Beyond 2009 |
2,466 |
11.5129 |
12.0230 |
3,139 |
11.4533 |
12.0439 |
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2. |
State Government Securities |
10 |
11.5491 |
12.1812 |
15 |
11.3848 |
11.8955 |
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3. |
Treasury Bills (Residual Maturity in Days) |
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(a) Upto 14 Days |
72 |
7.9733 |
9.4665 |
45 |
8.4788 |
10.9712 |
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(b) 15 - 91 Days |
91 |
8.8754 |
10.2225 |
213 |
9.2250 |
10.9200 |
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(c) 92 - 182 Days |
99 |
9.8729 |
10.4712 |
80 |
9.9725 |
10.8702 |
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(d) 183 - 364 Days |
65 |
10.1222 |
10.4713 |
30 |
10.1720 |
10.2219 |
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II. |
RBI* : Sales |
3 |
44 |
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: Purchases |
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III. |
Repo Transactions £ (Other than with RBI) |
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Amount |
Rates (%PA) |
Amount |
Rates (%PA) |
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Minimum |
Maximum |
Minimum |
Maximum |
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1. |
Govt. of India Dated Securities |
1,767 |
9.90 |
(1) |
12.05 |
(15) |
909 |
9.50 |
(1) |
15.25 |
(14) |
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2. |
14 Day Treasury Bills |
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3. |
91 Day Treasury Bills |
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4. |
182 Day Treasury Bills |
47 |
10.30 |
(1) |
12.05 |
(1) |
50 |
11.20 |
(1) |
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5. |
364 Day Treasury Bills |
224 |
10.40 |
(1) |
11.50 |
(4) |
56 |
11.20 |
(1) |
12.25 |
(2) |
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IV. |
RBI : Repo £ |
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: Reverse Repo £ |
811 |
8.00 |
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949 |
8.00 |
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@ : |
As reported in Subsidiary General Ledger Accounts at RBI, Mumbai which presently accounts for nearly 98 percent of the total transactions in the country. |
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While Face Value transacted for 6.00% Capital Indexed Bond 2002 has been included in the amount for the maturity year 2002-03, YTM (% indicative) have not been included in minimum and maximum YTM. |
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RBI's sales and purchases include transactions in other offices also. |
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Represent the first leg of transactions. |
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Note : Figures in brackets indicate Repo Period. |
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Due to rounding off of figures, the constituent items may not add up to the totals. |
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The symbols used in WSS are: .. = Not available. = Nil/Negligible. # = Provisional. |
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Annual subscription for 1999 Weekly Statistical Supplement is Rs. 250.00 (inclusive of postage) in India and US $50 abroad, inclusive of postage by air mail. Price per copy is Rs. 5.00. |
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Registration No. RN. 43801/86 |
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Printed and Published by Charan Singh for the Reserve Bank of India, Mumbai - 400 001. at Karnatak Orion Press, 17/18 Prospect Chambers Annexe, Dr. D.N. Road, Fort, Mumbai-400 001. |
REGISTERED NO. |