No. 27 : Secondary Market Outright Transactions - ଆରବିଆଇ - Reserve Bank of India
No. 27 : Secondary Market Outright Transactions
No. 27 A : Secondary Market Outright Transactions in Government Dated Securities (Face Value)
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(Amt. in Rs. crore, YTM in per cent per annum) |
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Week ended |
Government of India dated Securities Maturing in thae year |
State |
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2000-01 |
2001-02 |
2002-03 |
2003-04 |
2004-05 |
2005-06 |
2006-09 |
2009-10 |
2010-11 |
Beyond |
Govt. |
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2011 |
Securities |
1 |
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2 |
3 |
4 |
5 |
6 |
7 |
8 |
9 |
10 |
11 |
12 |
l. |
Sep. 1, 2000 |
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a. |
Amount |
368.41 |
225.50 |
200.00 |
1,082.15 |
225.50 |
78.33 |
694.72 |
48.39 |
156.09 |
84.92 |
79.68 |
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b. |
YTM |
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Min. |
9.2647 |
10.7085 |
10.7519 |
10.7506 |
10.7779 |
10.8660 |
10.9438 |
11.3645 |
10.8835 |
10.8159 |
10.9930 |
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Max. |
13.9035 |
11.0083 |
10.9981 |
11.0235 |
11.0358 |
11.2389 |
11.4776 |
11.4280 |
11.7249 |
11.5703 |
11.8192 |
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ll. |
Sep. 8, 2000 |
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a. |
Amount |
103.66 |
336.75 |
694.95 |
1,199.30 |
205.60 |
125.10 |
3,208.11 |
52.60 |
38.58 |
43.78 |
32.08 |
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b. |
YTM |
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Min. |
9.6809 |
10.4191 |
10.5457 |
10.6611 |
10.8438 |
10.9318 |
10.9830 |
11.3825 |
11.2955 |
11.1345 |
10.7938 |
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Max. |
13.2882 |
10.8840 |
10.8254 |
10.9572 |
10.9446 |
13.9826 |
11.5363 |
11.5614 |
11.5852 |
11.6594 |
11.8017 |
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lll. |
Sep. 15, 2000 |
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a. |
Amount |
321.25 |
259.79 |
360.17 |
1,040.85 |
230.36 |
96.38 |
4,284.55 |
49.20 |
89.43 |
45.02 |
26.81 |
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b. |
YTM |
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Min. |
10.3395 |
10.4591 |
10.5308 |
10.6654 |
10.7462 |
10.8257 |
10.9465 |
11.3552 |
10.9624 |
11.1795 |
11.0329 |
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Max. |
11.4777 |
16.0233 |
10.8239 |
12.7856 |
10.9211 |
12.7608 |
12.7906 |
11.5085 |
11.4944 |
11.6466 |
13.0007 |
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lV. |
Sep. 22, 2000 |
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a. |
Amount |
61.71 |
98.82 |
861.00 |
493.38 |
310.00 |
152.12 |
2,561.42 |
25.15 |
47.69 |
71.13 |
17.13 |
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b. |
YTM |
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Min. |
8.0290 |
10.5877 |
10.5826 |
10.7864 |
10.8262 |
10.6816 |
10.9816 |
11.4416 |
10.8647 |
10.7857 |
11.0566 |
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Max. |
11.4925 |
11.6024 |
11.0604 |
11.0889 |
11.2177 |
11.2238 |
11.6411 |
11.6120 |
11.5226 |
11.6592 |
11.9978 |
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V. |
Sep. 29, 2000 |
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a. |
Amount |
41.29 |
503.50 |
793.00 |
1,582.35 |
120.00 |
121.55 |
2,085.28 |
36.91 |
15.05 |
10.40 |
11.25 |
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b. |
YTM |
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Min. |
9.5858 |
10.5589 |
10.5584 |
10.6635 |
10.8532 |
10.9291 |
10.9759 |
11.2916 |
10.8834 |
10.5938 |
10.7892 |
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Max. |
11.0880 |
10.7926 |
10.9364 |
11.0855 |
10.9749 |
11.1517 |
11.5243 |
11.5513 |
11.4762 |
11.7865 |
12.0542 |
No. 27 B : Secondary Market Outright Transactions in Treasury Bills (Face Value) @ |
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(Amt. in Rs. crore, YTM in per cent per annum) |
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Week ended |
Treasury Bills (14/91/182/364 day) Residual Maturity in Days |
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up to 14 days |
15-91 days |
92-182 days |
183-364 days |
1 |
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2 |
3 |
4 |
5 |
l. |
Sep. 1, 2000 |
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a. |
Amount |
162.75 |
142.95 |
338.57 |
361.00 |
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b. |
YTM |
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Min. |
7.8486 |
8.9753 |
10.2005 |
10.6840 |
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Max. |
14.7113 |
11.4686 |
11.0198 |
11.0883 |
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Il. |
Sep. 8, 2000 |
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a. |
Amount |
106.61 |
81.85 |
15.40 |
746.00 |
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b. |
YTM |
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Min. |
9.2115 |
8.2270 |
10.3577 |
10.4522 |
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Max. |
11.9661 |
10.9691 |
10.8992 |
10.8202 |
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Ill. |
Sep. 15, 2000 |
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a. |
Amount |
88.83 |
161.71 |
73.00 |
693.54 |
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b. |
YTM |
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Min. |
7.6382 |
8.8670 |
10.2923 |
10.4713 |
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Max. |
10.9712 |
11.0191 |
10.9698 |
10.7903 |
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IV. |
Sep. 22, 2000 |
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a. |
Amount |
115.77 |
185.57 |
122.74 |
829.54 |
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b. |
YTM |
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Min. |
6.6316 |
9.5730 |
10.4214 |
10.4214 |
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Max. |
9.9754 |
10.7626 |
10.8734 |
11.3688 |
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V. |
Sep. 29, 2000 |
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a. |
Amount |
330.97 |
749.43 |
262.18 |
630.64 |
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b. |
YTM |
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Min. |
5.9818 |
9.4373 |
9.9727 |
10.4338 |
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Max. |
10.7232 |
10.4713 |
10.6614 |
10.9101 |
YTM |
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Yield to Maturity. |
@ |
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As reported in Subsidiary General Ledger (SGL) Accounts at RBI, Mumbai which presently accounts for nearly 98 per cent of total transactions in the country. |