23. Secondary Market Transactions in Government Securities (Face Value) - ଆରବିଆଇ - Reserve Bank of India
23. Secondary Market Transactions in Government Securities (Face Value)
(Amount in Rs. crore) |
|||||||||||||||||||||
|
|||||||||||||||||||||
For the Week Ended Feb. 22, 2002 |
For the Week Ended Mar. 1, 2002 |
||||||||||||||||||||
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 |
— |
— |
— |
— |
— |
— |
|||||||||||||||
2002-03 $ |
59 |
6.0860 |
6.2925 |
36 |
6.3398 |
6.4297 |
|||||||||||||||
2003-04 |
941 |
6.3421 |
6.5071 |
443 |
6.3829 |
6.5981 |
|||||||||||||||
2004-05 |
— |
— |
— |
250 |
6.5240 |
6.5978 |
|||||||||||||||
2005-06 |
176 |
6.4935 |
7.4230 |
122 |
6.4980 |
6.6006 |
|||||||||||||||
2006-07 |
156 |
6.5272 |
6.7871 |
44 |
6.5615 |
6.7537 |
|||||||||||||||
2007-10 |
1,048 |
6.5854 |
7.1405 |
333 |
6.6649 |
7.2899 |
|||||||||||||||
2010-11 |
190 |
7.0886 |
7.4458 |
97 |
7.1296 |
7.3489 |
|||||||||||||||
Beyond 2011 |
14,339 |
6.5659 |
8.3476 |
8,924 |
7.1932 |
8.5577 |
|||||||||||||||
2. |
State Government Securities |
116 |
7.6874 |
9.0982 |
131 |
7.6911 |
8.1004 |
||||||||||||||
3. |
Treasury Bills (Residual Maturity in Days) |
||||||||||||||||||||
(a) Upto 14 Days |
332 |
5.7634 |
7.4840 |
39 |
5.6218 |
5.7188 |
|||||||||||||||
(b) 15 - 91 Days |
325 |
5.6163 |
6.4825 |
184 |
5.9355 |
6.5814 |
|||||||||||||||
(c) 92 - 182 Days |
16 |
6.1288 |
6.2829 |
30 |
6.3895 |
6.3932 |
|||||||||||||||
(d) 183 - 364 Days |
469 |
6.2429 |
6.6318 |
129 |
6.0181 |
6.4031 |
|||||||||||||||
II. |
RBI* : Sales |
— |
5 |
||||||||||||||||||
: Purchase |
— |
— |
|||||||||||||||||||
III.Repo Transactions £ (Other than with RBI) |
|||||||||||||||||||||
|
|||||||||||||||||||||
Amount |
Rates (%PA) |
Amount |
Rates (%PA) |
||||||||||||||||||
Minimum |
Maximum |
Minimum |
Maximum |
||||||||||||||||||
|
|||||||||||||||||||||
1. |
Govt. of India Dated Securities |
8,328 |
5.50 (1) |
9.50 |
(44) |
5,095 |
6.00 |
(1) |
8.25 |
(16) |
|||||||||||
2. |
State Govt. Securities |
— |
— |
— |
— |
— |
— |
||||||||||||||
3. |
91 Day Treasury Bills |
46 |
6.50 (1) |
7.25 |
(3) |
— |
— |
— |
|||||||||||||
4. |
364 Day Treasury Bills |
638 |
6.25 (1) |
8.00 |
(7) |
1,088 |
6.50 |
(1) |
6.95 |
(7) |
|||||||||||
IV. RBI : Repo £^ |
10,015 |
6.50 |
— |
6,755 |
6.50 |
— |
|||||||||||||||
: Reverse Repo ! |
37 |
6.50 |
— |
37 |
6.50 |
— |
|||||||||||||||
|
|||||||||||||||||||||
@ |
: 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. |
||||||||||||||||||||
$ |
: 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. |
|||||||||||||||||||||
Above information can also be directly accessed on Internet at http://www.wss.rbi.org.in |
|||||||||||||||||||||
Due to rounding off of figures, the constituent items may not add up to the totals |
|||||||||||||||||||||
The symbols used in WSS are: .. = Not available. — = Nil/Negligible. # = Provisional |
|||||||||||||||||||||
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. |