23. Secondary Market Transactions in Government Securities (Face Value)
81920630
23. Secondary Market Transactions in Government Securities (Face Value)
ದಿನಾಂಕ: ಮಾರ್ಚ್ 23, 2002
(Amount in Rs. crore)
For the Week Ended Mar. 8, 2002
For the Week Ended Mar. 15, 2002
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
2001-02
—
—
—
—
—
—
2002-03 $
310
5.9134
6.4209
56
6.0960
6.1258
2003-04
634
6.1919
6.6854
567
6.2154
6.4721
2004-05
190
6.2389
6.5890
80
6.3888
6.3888
2005-06
158
6.3933
6.8494
24
6.5345
6.9246
2006-07
238
6.4870
6.9709
43
6.6977
6.8191
2007-10
1,657
6.7111
7.5139
492
6.8760
7.8462
2010-11
345
7.1203
7.6507
409
7.4415
7.8857
Beyond 2011
16,217
7.1824
8.2597
8,401
7.3691
8.6064
2. State Government Securities
229
7.4664
8.9128
105
7.9999
8.4132
3. Treasury Bills (Residual Maturity in Days)
(a) Upto 14 Days
61
3.6532
7.2829
78
5.2990
6.2475
(b) 15 - 91 Days
356
5.9620
6.5821
152
5.7902
6.4823
(c) 92 - 182 Days
15
5.9231
6.1131
120
6.0733
6.1544
(d) 183 - 364 Days
104
6.0833
6.3341
116
6.0909
6.2728
II. RBI* : Sales
30
5
: Purchase
—
—
III.Repo Transactions £ (Other than with RBI)
Amount
Rates (%PA)
Amount
Rates (%PA)
Minimum
Maximum
Minimum
Maximum
1.
Govt. of India Dated Securities
10,931
5.00 (1)
9.75
(69)
10,080
5.75
(1)
8.50
(15)
2.
State Govt. Securities
—
—
—
—
—
—
3.
91 Day Treasury Bills
95
6.00 (2)
6.00
(3)
—
—
—
4.
364 Day Treasury Bills
1,145
5.90 (1)
7.40
(8)
893
6.00
(1)
7.00
(11)
IV. RBI : Repo £^
20,880
6.00
6.50
3,130
6.00
—
: Reverse Repo !
37
6.50
—
23
6.50
—
@ : 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.
$ : 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.
* : 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
Due to rounding off of figures, the constituent items may not add up to the totals
The symbols used in WSS are: .. = Not available. — = Nil/Negligible. # = Provisional
Annual subscription for 2002 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.