23. Secondary Market Transactions in Government Securities (Face Value) - આરબીઆઈ - 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 Nov. 9, 2001 |
For the Week Ended Nov. 16, 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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2001-02 |
- |
- |
- |
- |
- |
- |
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2002-03 $ |
297 |
6.7977 |
7.0014 |
252 |
6.8176 |
6.8521 |
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2003-04 |
958 |
6.8887 |
7.0143 |
288 |
6.9297 |
6.9663 |
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2004-05 |
20 |
7.1477 |
7.2202 |
61 |
7.0064 |
7.2541 |
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2005-06 |
345 |
7.0814 |
7.6964 |
40 |
7.0735 |
7.1442 |
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2006-07 |
276 |
7.1946 |
7.3600 |
88 |
7.2421 |
7.3600 |
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2007-10 |
2,149 |
7.6356 |
9.0951 |
977 |
7.6714 |
8.9948 |
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2010-11 |
941 |
8.4169 |
9.1906 |
609 |
7.7442 |
9.1039 |
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Beyond 2011 |
22,682 |
7.7924 |
9.7078 |
12,495 |
8.1141 |
9.4371 |
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2. |
State Government Securities |
200 |
8.8486 |
9.4364 |
76 |
8.4234 |
9.3030 |
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3. |
Treasury Bills (Residual Maturity in Days) |
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(a) Upto 14 Days |
87 |
5.1186 |
6.0819 |
37 |
5.0351 |
6.2826 |
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(b) 15 - 91 Days |
653 |
6.0097 |
6.7314 |
196 |
6.4793 |
6.6816 |
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(c) 92 - 182 Days |
87 |
6.6517 |
6.7259 |
74 |
6.6318 |
6.7614 |
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(d) 183 - 364 Days |
1,755 |
6.6817 |
6.8810 |
205 |
6.7015 |
6.7814 |
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II. |
RBI* : Sales |
- |
- |
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: Purchase |
- |
- |
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III.Repo Transactions £ (Other than with RBI) |
Amount |
Rates (%PA) |
Amount |
Rates (%PA) |
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Minimum |
Maximum |
Minimum |
Maximum |
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1. |
Govt. of India Dated Securities |
5,708 |
6.25 (1) |
10.20 |
(15) |
3,608 |
4.00 |
(1) |
8.60 (14) |
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2. |
State Govt. Securities |
5 |
6.40 (4) |
- |
20 |
6.50 |
(14) |
- |
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3. |
91 Day Treasury Bills |
25 |
6.40 (3) |
- |
30 |
6.20 |
(2) |
- |
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4. |
182 Day Treasury Bills |
- |
- |
- |
- |
- |
- |
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5. |
364 Day Treasury Bills |
547 |
6.25 (2) |
6.60 |
(15) |
290 |
6.20 |
(2) |
6.60 (14) |
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IV. RBI : Repo £^ |
33,520 |
6.50 |
- |
5,805 |
6.50 |
- |
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: Reverse Repo ! |
- |
- |
- |
- |
- |
- |
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@ |
: 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. |
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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 |
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(% 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 available. |
- = Nil/Negligible. |
# = Provisional |
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Annual subscription for 2001 Weekly Statistical Supplement is Rs.400 (inclusive of postage) in India and US $80 abroad, inclusive of postage by air mail. Price per copy is Rs.8. |