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 May 4, 2001 | For the Week Ended May 11, 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 | 615 | 8.4626 | 8.8516 | 44 | 8.4997 | 8.8660 | ||||
2002-03 $ | 500 | 8.8020 | 9.0101 | 340 | 8.7566 | 8.8394 | ||||
2003-04 | 829 | 8.9141 | 9.0212 | 844 | 8.9110 | 9.0039 | ||||
2004-05 | 220 | 9.1205 | 9.2514 | 75 | 9.0784 | 9.1547 | ||||
2005-06 | 457 | 9.1201 | 9.5677 | 470 | 9.0767 | 9.7403 | ||||
2006-07 | 671 | 9.2387 | 9.4099 | 926 | 9.1916 | 9.4252 | ||||
2007-10 | 2,184 | 9.5394 | 10.3989 | 3,094 | 9.4605 | 10.3653 | ||||
2010-11 | 758 | 9.9562 | 10.4671 | 900 | 9.8877 | 10.4516 | ||||
Beyond 2011 | 11,286 | 10.0616 | 10.8883 | 7,897 | 10.0286 | 10.6584 | ||||
2. | State Government Securities | 133 | 9.9131 | 11.0269 | 59 | 10.4311 | 10.8910 | |||
3. | Treasury Bills (Residual Maturity in Days) | |||||||||
(a) Upto 14 Days | 99 | 2.0023 | 6.9806 | 53 | 6.7802 | 8.3751 | ||||
(b) 15 - 91 Days | 152 | 7.1029 | 8.0774 | 61 | 7.5444 | 7.9781 | ||||
(c) 92 - 182 Days | 42 | 8.1270 | 8.2773 | 136 | 7.9086 | 8.3270 | ||||
(d) 183 - 364 Days | 970 | 8.1387 | 8.6463 | 735 | 8.1002 | 8.5864 | ||||
II. | RBI* : Sales | 14 | 9 | |||||||
: Purchase | | | ||||||||
III.Repo Transactions £ (Other than with RBI) | ||||||||||
Amount | Rates (%PA) | Amount | Rates (%PA) | |||||||
Minimum | Maximum | Minimum | Maximum | |||||||
1. | Govt. of India Dated Securities | 4,283 | 7.00 (1) | 9.50 (30) | 3,994 | 7.25 (1) | 10.25 | (15) | ||
2. | State Govt. Securities | 7 | 7.70 (8) | | 10 | 9.40 (6) | | |||
3. | 14 Day Treasury Bills | | | | | | | |||
4. | 91 Day Treasury Bills | | | | | | | |||
5. | 182 Day Treasury Bills | | | | 15 | 8.50 (3) | | |||
6. | 364 Day Treasury Bills | 160 | 7.25 (1) | 8.75 (60) | 179 | 7.50 (1) | 9.50 | (3) | ||
IV. RBI : Repo £^ | 9,750 | 6.75 | | | | | ||||
: Reverse Repo ! | 410 | 7.00 | 8.75 | 16,745 | 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 |