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) |
||||||||
|
||||||||
For the Week Ended Apr. 27, 2001 |
For the Week Ended May 4, 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 |
||||||||
2001-02 |
484 |
7.9324 |
9.0701 |
615 |
8.4626 |
8.8516 |
||
2002-03 $ |
819 |
8.8562 |
9.1381 |
500 |
8.8020 |
9.0101 |
||
2003-04 |
886 |
8.9133 |
9.0605 |
829 |
8.9141 |
9.0212 |
||
2004-05 |
220 |
9.1857 |
9.3229 |
220 |
9.1205 |
9.2514 |
||
2005-06 |
542 |
9.1908 |
9.3505 |
457 |
9.1201 |
9.5677 |
||
2006-07 |
758 |
9.2814 |
9.4807 |
671 |
9.2387 |
9.4099 |
||
2007-10 |
3,526 |
9.6142 |
10.4655 |
2,184 |
9.5394 |
10.3989 |
||
2010-11 |
629 |
10.0153 |
10.5409 |
758 |
9.9562 |
10.4671 |
||
Beyond 2011 |
13,342 |
10.1344 |
11.0031 |
11,286 |
10.0616 |
10.8883 |
||
2. |
State Government Securities |
93 |
10.4454 |
10.7302 |
133 |
9.9131 |
11.0269 |
|
3. |
Treasury Bills (Residual Maturity in Days) |
|||||||
(a) Upto 14 Days |
167 |
6.2826 |
7.3789 |
99 |
2.0023 |
6.9806 |
||
(b) 15 - 91 Days |
163 |
6.0767 |
7.9301 |
152 |
7.1029 |
8.0774 |
||
(c) 92 - 182 Days |
124 |
7.8783 |
8.3970 |
42 |
8.1270 |
8.2773 |
||
(d) 183 - 364 Days |
1,238 |
8.3272 |
8.7617 |
970 |
8.1387 |
8.6463 |
||
II. |
RBI* : Sales |
5,000 |
14 |
|||||
: Purchase |
|
|
||||||
III.Repo Transactions £ (Other than with RBI) |
||||||||
Amount |
Rates (%PA) |
Amount |
Rates (%PA) |
|||||
Minimum |
Maximum |
Minimum |
Maximum |
|||||
1. |
Govt. of India Dated Securities |
3,095 |
7.15 (1) |
10.00 (15) |
4,283 |
7.00 (1) |
9.50 (30) |
|
2. |
State Govt. Securities |
|
|
|
7 |
7.70 (8) |
|
|
3. |
14 Day Treasury Bills |
|
|
|
|
|
|
|
4. |
91 Day Treasury Bills |
|
|
|
|
|
|
|
5. |
182 Day Treasury Bills |
|
|
|
|
|
|
|
6. |
364 Day Treasury Bills |
|
|
|
160 |
7.25 (1) |
8.75 (60) |
|
IV. RBI : Repo £^ |
19,210 |
6.75 |
7.00 |
9,750 |
6.75 |
|
||
: Reverse Repo ! |
|
|
|
410 |
7.00 |
8.75 |
||
|
||||||||
: 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. |
||||||||
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 |