21. Secondary Market Transactions in Government Securities (Face Value)
81898539
21. Secondary Market Transactions in Government Securities (Face Value)
तारीख: मार्च 31, 2001
(Amount in Rs. crore)
For the Week Ended Mar. 16, 2001
For the Week Ended Mar. 23, 2001
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
2000-01
2
2001-02
341
8.7152
9.1920
351
8.3987
9.1804
2002-03 $
672
8.7429
9.3265
762
8.9730
9.2722
2003-04
1,388
8.9587
9.4112
704
9.1218
9.2921
2004-05
609
9.1479
9.6133
728
9.3614
9.6309
2005-06
506
9.2038
9.7666
810
9.4103
9.9951
2006-09
4,639
9.4028
10.7132
3,167
9.5957
10.3583
2009-10
266
10.0906
10.5647
683
10.1312
10.5651
Beyond 2010
4,275
9.8392
11.0376
2,894
9.9939
11.0543
2.
State Government Securities
42
9.1302
11.1999
40
10.4998
10.9523
3.
Treasury Bills (Residual Maturity in Days)
(a) Upto 14 Days
191
5.0593
8.7243
242
5.5850
7.5805
(b) 15 - 91 Days
610
7.2402
9.4743
425
7.2507
8.5266
(c) 92 - 182 Days
120
7.9783
8.5365
132
8.0776
8.5765
(d) 183 - 364 Days
411
8.4767
8.8757
856
8.3272
8.8856
II.
RBI* : Sales
23
6
: Purchase
III.Repo Transactions £ (Other than with RBI)
Amount
Rates (%PA)
Amount
Rates (%PA)
Minimum
Maximum
Minimum
Maximum
1.
Govt. of India Dated Securities
1,635
7.05 (1)
11.00
(15)
3,541
6.95 (1)
10.50 (15)
2.
State Govt. Securities
3.
14 Day Treasury Bills
4.
91 Day Treasury Bills
40
7.40 (6)
5.
182 Day Treasury Bills
40
7.00 (1)
6.
364 Day Treasury Bills
340
7.00 (1)
8.50
(3)
40
6.90 (1)
IV. RBI : Repo £^
15,190
7.00
25,200
7.00
: Reverse Repo !
1,035
7.00
9.00
40
7.00
@ : As reported in Subsidiary General Ledger Accounts at RBI, Mumbai which presently accounts for nearly 98 percent 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 availabe. = Nil/Negligible. # = Provisional 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