23. Secondary Market Transactions in Government Securities (Face Value) - आरबीआय - Reserve Bank of India
(Face Value)
23. Secondary Market Transactions in Government Securities
(Face Value)
(Amount in Rs. crore) |
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For the Week Ended Aug. 9, 2002 |
For the Week Ended Aug. 16, 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 $ |
275 |
6.0250 |
6.2440 |
258 |
6.1154 |
6.4060 |
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2003-04 |
951 |
6.0550 |
6.2471 |
378 |
6.0263 |
6.2276 |
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2004-05 |
3,440 |
6.2461 |
6.3464 |
255 |
6.2501 |
6.3269 |
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2005-06 |
113 |
6.2977 |
6.4328 |
30 |
6.2163 |
6.2998 |
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2006-07 |
150 |
6.3746 |
6.4488 |
20 |
6.3980 |
6.4170 |
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2007-08 |
105 |
6.4974 |
6.5617 |
131 |
6.5382 |
6.7698 |
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2008-11 |
3,312 |
6.6908 |
7.4017 |
1,623 |
6.7139 |
7.3337 |
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2011-12 |
7,251 |
7.1346 |
7.5221 |
3,331 |
7.1834 |
7.3629 |
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Beyond 2012 |
22,805 |
6.6387 |
7.9379 |
12,531 |
6.6620 |
7.9726 |
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2. |
State Government Securities |
92 |
7.7292 |
8.2226 |
86 |
7.8069 |
8.0133 |
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3. |
Treasury Bills (Residual Maturity in Days) |
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(a) Upto 14 Days |
90 |
5.2365 |
5.7822 |
73 |
5.4865 |
5.7894 |
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(b) 15 - 91 Days |
698 |
5.4345 |
5.8502 |
327 |
5.6257 |
5.8337 |
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(c) 92 - 182 Days |
124 |
5.7269 |
6.0335 |
58 |
5.7941 |
5.8639 |
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(d) 183 - 364 Days |
818 |
5.9103 |
6.0313 |
267 |
5.9409 |
6.0234 |
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II. |
RBI* : Sales |
3,000 |
4,014 |
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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 |
6,318 |
5.00 (1) |
7.25 |
(15) |
6,075 |
5.50 |
(1) |
7.40 |
(31) |
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2. |
State Govt. Securities |
— |
— |
— |
— |
— |
— |
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3. |
91 Day Treasury Bills |
30 |
5.70 (3) |
— |
205 |
5.50 |
(1) |
5.55 |
(3) |
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4. |
364 Day Treasury Bills |
750 |
5.50 (1) |
5.85 |
(3) |
794 |
5.50 |
(1) |
5.55 |
(3) |
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IV. RBI : Repo £^ |
42,027 |
5.75 |
— |
49,613 |
5.75 |
— |
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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, (% 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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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. |
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