23. Secondary Market Transactions in Government Securities (Face Value) - ആർബിഐ - 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 May 31, 2002 |
For the Week Ended Jun. 7, 2002 |
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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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2002-03 $ |
25 |
7.1445 |
- |
5 |
6.8090 |
- |
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2003-04 |
361 |
6.8070 |
7.0674 |
326 |
6.8008 |
6.9020 |
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2004-05 |
113 |
6.9864 |
7.1787 |
110 |
7.0036 |
7.1312 |
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2005-06 |
108 |
7.0184 |
7.2394 |
70 |
7.0127 |
7.0263 |
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2006-07 |
109 |
7.1546 |
7.2386 |
40 |
7.1286 |
7.1560 |
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2007-08 |
9 |
7.4273 |
- |
40 |
7.2059 |
7.2688 |
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2008-11 |
2,296 |
7.3030 |
8.2119 |
1,675 |
7.3377 |
8.0452 |
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2011-12 |
2,633 |
7.5261 |
7.8564 |
1,366 |
7.5295 |
7.8805 |
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Beyond 2012 |
7,819 |
7.5949 |
8.7388 |
7,060 |
7.5656 |
8.6275 |
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2. |
State Government Securities |
97 |
8.1199 |
8.4206 |
33 |
8.1006 |
8.1006 |
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3. |
Treasury Bills (Residual Maturity in Days) |
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(a) Upto 14 Days |
109 |
4.8620 |
7.2815 |
42 |
6.2983 |
6.3789 |
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(b) 15 - 91 Days |
489 |
6.2326 |
6.8312 |
426 |
6.0600 |
6.5318 |
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© 92 - 182 Days |
16 |
6.4663 |
6.5321 |
45 |
6.4534 |
6.4750 |
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(d) 183 - 364 Days |
364 |
6.5764 |
6.9331 |
331 |
6.5220 |
6.6667 |
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II. RBI* : Sales |
1,515 |
111 |
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: Purchase |
- |
- |
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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 |
9,069 |
4.00 (1) |
8.00 |
(87) |
8,067 |
5.65 |
(1) |
8.00 |
(30) |
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2. |
State Govt. Securities |
- |
- |
- |
- |
- |
- |
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3. |
91 Day Treasury Bills |
- |
- |
- |
- |
- |
- |
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4. |
364 Day Treasury Bills |
111 |
6.00 (1) |
6.40 |
(2) |
165 |
5.80 |
(1) |
6.35 |
(5) |
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IV. RBI : Repo £^ |
37,923 |
6.00 |
- |
33,857 |
6.00 |
- |
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: Reverse Repo ! |
28 |
6.50 |
- |
- |
- |
- |
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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(% 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 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. |