21. Secondary Market Transactions in Government Securities (Face Value) - ആർബിഐ - 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 July 30, 1999 |
For the Week Ended August 6, 1999 |
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Items |
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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1999-2000 |
57 |
9.8331 |
10.0671 |
460 |
9.2540 |
10.2869 |
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2000-01 |
656 |
9.2542 |
11.5016 |
1,053 |
9.5058 |
10.5585 |
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2001-02 |
465 |
10.5196 |
10.8585 |
748 |
10.2100 |
10.8667 |
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2002-03 $ |
499 |
10.8611 |
11.2395 |
458 |
10.4575 |
11.0059 |
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2003-04 |
828 |
10.9368 |
11.2448 |
1,222 |
10.6354 |
11.6985 |
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2004-05 |
1,095 |
11.1557 |
11.2743 |
1,599 |
10.8369 |
11.6673 |
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2005-08 |
1,420 |
11.2669 |
11.6093 |
1,152 |
11.0635 |
11.5418 |
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2008-09 |
211 |
11.5908 |
11.7004 |
357 |
11.3470 |
11.6366 |
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Beyond 2009 |
2,325 |
11.6269 |
12.3543 |
9,298 |
11.4122 |
12.3203 |
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2. |
State Government Securities |
20 |
11.3550 |
12.0571 |
34 |
11.3987 |
12.2420 |
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3. |
14 Day Treasury Bills |
86 |
6.9899 |
9.9727 |
152 |
6.4850 |
8.2274 |
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4. |
91 Day Treasury Bills |
191 |
8.1773 |
9.4741 |
179 |
7.8280 |
9.0250 |
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5. |
182 Day Treasury Bills |
32 |
9.4739 |
9.8728 |
35 |
8.9753 |
9.6734 |
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6. |
364 Day Treasury Bills |
628 |
8.0297 |
11.1703 |
1,414 |
8.0775 |
10.2219 |
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II. RBI* : Sales |
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2,988 |
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: Purchases |
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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 |
1,532 |
7.80 (1) |
10.20 (102) |
1,115 |
8.10 |
(1) |
10.20 |
(97) |
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2. |
14 Day Treasury Bills |
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3. |
91 Day Treasury Bills |
3 |
7.45 (6) |
7.45 (6) |
5 |
8.00 |
(14) |
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4. |
182 Day Treasury Bills |
40 |
8.00 (3) |
8.00 (3) |
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5. |
364 Day Treasury Bills |
143 |
8.00 (1) |
9.10 (30) |
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IV. |
RBI: Repo # |
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45 |
6.00 |
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: Reverse Repo # |
478 |
8.00 |
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764 |
8.00 |
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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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Note : Figures in brackets indicate Repo Period. |
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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 1999 Weekly Statistical Supplement is Rs. 250.00 (inclusive of postage) in India and US $50 abroad, inclusive of postage by air mail. Price per copy is Rs. 5.00. |
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Registration No. RN. 43801/86 |
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Printed and Published by Charan Singh for the Reserve Bank of India, |
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