23. Secondary Market Transactions in Government Securities (Face Value) - ಆರ್ಬಿಐ - 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 Oct. 5, 2001 |
For the Week Ended Oct. 12, 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 |
55 |
7.1249 |
7.7013 |
10 |
7.7608 |
- |
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2002-03 $ |
297 |
7.0869 |
7.6042 |
176 |
7.1497 |
7.2099 |
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2003-04 |
486 |
7.1129 |
7.4213 |
724 |
7.1827 |
7.3644 |
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2004-05 |
190 |
7.2931 |
7.5351 |
90 |
7.4195 |
7.5027 |
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2005-06 |
225 |
7.3083 |
7.5099 |
336 |
7.3509 |
7.9549 |
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2006-07 |
480 |
7.4069 |
7.6586 |
259 |
7.4545 |
7.6079 |
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2007-10 |
2,546 |
7.9857 |
9.6734 |
3,331 |
8.0229 |
9.4916 |
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2010-11 |
880 |
8.9249 |
9.6632 |
724 |
8.7590 |
9.5999 |
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Beyond 2011 |
11,811 |
8.7281 |
10.0446 |
11,924 |
9.0708 |
10.0298 |
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2. State Government Securities |
106 |
9.3334 |
9.5510 |
110 |
9.4829 |
9.7541 |
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3. Treasury Bills (Residual Maturity in Days) |
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(a) Upto 14 Days |
26 |
2.3422 |
7.2358 |
85 |
5.6921 |
7.0306 |
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(b) 15 - 91 Days |
422 |
6.5254 |
7.2801 |
429 |
6.5471 |
7.0809 |
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(c) 92 - 182 Days |
107 |
6.8314 |
7.0705 |
55 |
6.7571 |
7.0149 |
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(d) 183 - 364 Days |
338 |
6.8810 |
7.2800 |
317 |
7.0480 |
7.2301 |
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II. RBI* : Sales |
- |
13 |
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: Purchase |
116 |
- |
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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 |
5,160 |
6.00 (1) |
8.10 |
(29) |
5,522 |
6.50 (1) |
9.50 |
(15) |
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2. |
State Govt. Securities |
85 |
6.50 (2) |
6.60 |
(7) |
25 |
6.80 (4) |
- |
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3. |
91 Day Treasury Bills |
- |
- |
- |
85 |
6.75 (1) |
7.50 |
(4) |
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4. |
182 Day Treasury Bills |
- |
- |
- |
- |
- |
- |
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5. |
364 Day Treasury Bills |
759 |
6.40 (1) |
7.00 |
(7) |
1,179 |
6.40 (1) |
7.60 |
(7) |
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IV. RBI : Repo £^ |
18,770 |
6.50 |
- |
13,300 |
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.400.00 (inclusive of postage) in India and US $80 abroad, inclusive of postage by air mail. Price per copy is Rs.8.00 |