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 Dec. 29, 2000 |
For the Week Ended Jan. 5, 2001 |
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Item |
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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2000-01 |
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2001-02 |
81 |
9.9756 |
10.1144 |
714 |
9.6623 |
10.9585 |
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2002-03 $ |
331 |
10.1148 |
10.1639 |
492 |
9.8193 |
10.2032 |
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2003-04 |
347 |
10.2005 |
10.2880 |
986 |
9.9101 |
10.2446 |
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2004-05 |
33 |
10.2961 |
10.3884 |
185 |
10.0267 |
10.3412 |
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2005-06 |
128 |
10.3849 |
10.4491 |
537 |
10.0979 |
10.5212 |
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2006-09 |
744 |
10.5007 |
10.8649 |
3,776 |
10.2076 |
10.8005 |
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2009-10 |
525 |
10.8114 |
11.0430 |
1,063 |
10.5622 |
10.9613 |
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Beyond 2010 |
3,476 |
10.9037 |
11.5084 |
8,364 |
10.6211 |
11.4683 |
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2. |
State Government Securities |
22 |
11.3216 |
11.3216 |
80 |
11.0283 |
11.2387 |
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3. |
Treasury Bills (Residual Maturity in Days) |
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(a) Upto 14 Days |
147 |
7.9891 |
10.4680 |
113 |
8.2247 |
9.4750 |
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(b) 15 - 91 Days |
78 |
8.4026 |
9.9727 |
73 |
8.6554 |
9.1945 |
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(c) 92 - 182 Days |
42 |
9.4741 |
9.5978 |
27 |
8.9395 |
9.5990 |
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(d) 183 - 364 Days |
434 |
9.7731 |
10.0225 |
996 |
9.4372 |
9.9825 |
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II. |
RBI* : Sales |
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26 |
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: Purchase |
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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 |
2,053 |
8.20 |
(1) |
11.90 |
(18) |
1,599 |
9.40 |
(1) |
11.75 |
(31) |
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2. |
State Govt. Securities |
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3. |
14 Day Treasury Bills |
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4. |
91 Day Treasury Bills |
25 |
8.70 |
(3) |
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5. |
182 Day Treasury Bills |
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|
60 |
9.90 |
(5) |
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6. |
364 Day Treasury Bills |
440 |
8.35 |
(3) |
10.25 |
(6) |
441 |
9.80 |
(1) |
10.65 |
(5) |
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IV. RBI : Repo £ ^ |
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: Reverse Repo ! |
10,162 |
8.00 |
10.00 |
14,545 |
8.00 |
10.00 |
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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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^ |
: Data relate to Repo auctions under Liquidity Adjustment Facility effective from June 5, 2000. |
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! |
: Includes Reverse Repo auctions under Liquidity Adjustment Facility. |
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** |
: Minimum and maximum YTMs (% PA) indicative have been given excluding transactions of Non-standard lot size (Less than Rs. 5 crore). |
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Note:Figures in brackets indicate Repo Period. |
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Above information can also be directly accessed on Internet at http://www.wss.rbi.org.in |
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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 availabe. = Nil/Negligible. # = Provisional |
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Annual subscription for 2001 Weekly Statistical Supplement is Rs. 400.00 (inclusive of postage) in India and US $80 abroad, inclusive of postage by air mail. Price per copy is Rs. 8.00 |