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असेट प्रकाशक

23. Secondary Market Transactions in Government Securities (Face Value)
82014745

23. Secondary Market Transactions in Government Securities (Face Value)

   

(Amount in Rs. crore)

     

For the Week Ended Jan. 23, 2004

   

For the Week Ended Jan. 30, 2004

 

Item

 

Amount

YTM (%PA) Indicative**

 

Amount

YTM (%PA) Indicative**

       

Minimum

Maximum

 

Minimum

Maximum

1

   

2

3

 

4

5

6

   

7

I.

Outright Transactions

                 

1.

Govt. of India Dated Securities

                 
   

Maturing in the year

                 
   

2003-04

105

4.3797

4.4422

389

4.3427

4.4437

   

2004-05

280

4.4375

4.5417

251

4.4736

4.5208

   

2005-06

276

4.4729

4.5971

148

4.4953

4.5381

   

2006-07

95

4.5906

4.8443

 

 

   

2007-08

58

4.6814

4.7386

86

4.7519

4.7757

   

2008-09

646

4.7587

5.1109

294

4.7873

6.9569

   

2009-12

1,938

4.8668

5.2733

1,187

4.8803

5.3551

   

2012-13

1,436

5.1012

5.1713

1,118

5.1086

5.2258

   

Beyond 2013

10,990

5.1248

6.0925

9,168

5.1260

6.1415

2.

State Government Securities

327

5.4400

6.0106

120

5.0500

5.8883

3.

Treasury Bills (Residual Maturity in Days)

               
   

(a) Upto 14 Days

156

4.1437

4.2345

29

4.1437

 

   

(b) 15 - 91 Days

678

4.1801

4.2999

384

4.1895

4.3499

   

(c) 92 - 182 Days

45

4.2801

4.4000

117

4.2701

4.3601

   

(d) 183 - 364 Days

591

4.0500

4.3962

1,094

4.3378

4.3900

II.

 

RBI* : Sales

     

50

       
   

: Purchase

     

       

III.Repo Transactions £ (Other than with RBI)

               
     

Amount

Rates (%PA)

 

Amount

 

Rates (%PA)

 
       

Minimum

Maximum

 

Minimum

Maximum

                       
 

1.

Govt. of India Dated Securities

26,649

3.00 (1)

4.50

(15)

19,359

3.25

(1)

4.20

(14)

 

2.

State Govt. Securities

195

3.85 (1)

4.20

(7)

309

3.90

(1)

4.00

(5)

 

3.

91 Day Treasury Bills

100

4.00 (1)

4.20

(1)

75

3.90

(1)

4.00

(4)

 

4.

364 Day Treasury Bills

843

3.50 (1)

4.25

(5)

603

3.50

(1)

4.00

(6)

IV. RBI : Repo £^

1,22,920

4.50

 

1,41,065

4.50

 

 
   

: Reverse Repo !

 

 

 

@

:

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.

         

!

:

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.

               

Above information can also be directly accessed on Internet at http://www.wss.rbi.org.in

         


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