21. Secondary Market Transactions in Government Securities (Face Value) - ଆରବିଆଇ - 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 Mar. 30, 2001 |
For the Week Ended Apr. 6, 2001 |
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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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2001-02 |
534 |
8.8812 |
9.6490 |
184 |
8.9471 |
9.6531 |
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2002-03 $ |
436 |
9.0082 |
9.2417 |
168 |
8.9041 |
9.2120 |
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2003-04 |
1,088 |
9.1057 |
9.4661 |
736 |
9.0895 |
9.2147 |
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2004-05 |
331 |
9.3734 |
9.6649 |
217 |
9.2887 |
9.5711 |
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2005-06 |
620 |
9.3951 |
10.1854 |
203 |
9.2781 |
9.4242 |
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2006-07 |
685 |
9.5660 |
10.2393 |
522 |
9.4692 |
10.0998 |
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2007-10 |
2,111 |
9.8026 |
10.6013 |
1,420 |
9.7048 |
10.5256 |
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2010-11 |
1,363 |
10.1035 |
10.6411 |
575 |
10.0455 |
10.5449 |
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Beyond 2011 |
2,124 |
10.4078 |
11.0479 |
2,225 |
10.3510 |
10.9403 |
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2. |
State Government Securities |
130 |
10.3784 |
10.9253 |
41 |
10.4424 |
10.7001 |
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3. |
Treasury Bills (Residual Maturity in Days) |
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(a) Upto 14 Days |
506 |
5.2381 |
9.6243 |
460 |
5.7202 |
8.5273 |
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(b) 15 - 91 Days |
300 |
7.4422 |
8.6761 |
152 |
6.7820 |
8.5764 |
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(c) 92 - 182 Days |
290 |
8.2274 |
8.9255 |
51 |
8.3770 |
8.7260 |
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(d) 183 - 364 Days |
663 |
8.3271 |
8.9753 |
474 |
8.4268 |
8.8258 |
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II. |
RBI* : Sales |
2 |
60 |
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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 |
1,928 |
7.80 (1) |
14.75 |
(18) |
3,039 |
7.00 (1) |
14.00 |
(11) |
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2. |
State Govt. Securities |
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3. |
14 Day Treasury Bills |
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4. |
91 Day Treasury Bills |
55 |
8.40 (1) |
9.00 |
(1) |
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5. |
182 Day Treasury Bills |
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6. |
364 Day Treasury Bills |
34 |
9.00 (2) |
10.35 |
(15) |
147 |
7.15 (1) |
8.25 |
(5) |
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IV. RBI : Repo £^ |
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27,870 |
7.00 |
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: Reverse Repo ! |
14,348 |
7.00 |
9.00 |
2,355 |
7.00 |
9.00 |
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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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^ |
: 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 availabe. = Nil/Negligible. # = Provisional |
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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 |