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23. Secondary Market Transactions in Government Securities (Face Value)
82653147

23. Secondary Market Transactions in Government Securities (Face Value)

(Amount in Rs. crore)

     

For the Week Ended Dec. 19, 2003

For the Week Ended Dec. 26, 2003

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

                 
   

2003-04

345

4.2355

4.5109

   

2004-05

50

4.5894

 

465

 

4.4816

 

4.5505

   

2005-06

244

4.4266

4.4996

47

4.4497

4.4529

   

2006-07

93

4.6012

4.8023

111

4.5235

4.5509

   

2007-08

236

4.6800

4.7989

70

4.6349

4.7372

   

2008-09

890

4.7456

5.1268

581

4.7266

5.0484

   

2009-12

3,472

4.8498

5.4614

2,881

4.8169

5.3938

   

2012-13

2,068

5.1225

5.7373

1,953

5.0940

5.2064

   

Beyond 2013

13,869

5.0920

6.3006

14,553

5.1161

6.0951

2.

State Government Securities

495

5.2098

6.1417

187

5.4495

6.0020

3.

Treasury Bills (Residual Maturity in Days)

             
   

(a) Upto 14 Days

251

4.0042

 

4.2309

239

4.1382

4.1804

   

(b) 15 - 91 Days

464

4.1501

4.2804

703

4.1547

4.2502

   

(c) 92 - 182 Days

23

4.1801

4.2600

171

4.2000

4.5100

   

(d) 183 - 364 Days

646

4.2001

4.3611

563

4.2199

4.3450

II.

RBI* : Sales

     

       
   

: Purchase

     

       

III. Repo Transactions £ (Other than with RBI)

             
     

Amount

Rates (%PA)

Amount

Rates (%PA)

       

Minimum

Maximum

 

Minimum

Maximum

                       
 

1.

Govt. of India Dated Securities

18,396

3.00

(1)

4.65

(14)

16,539

2.50

(1)

4.50

(16)

 

2.

State Govt. Securities

374

3.60

(1)

4.10

(5)

259

3.60

(1)

4.10

(8)

 

3.

91 Day Treasury Bills

342

3.60

(1)

4.15

(5)

319

3.75

(1)

4.05

(5)

 

4.

364 Day Treasury Bills

349

3.50

(1)

4.30

(5)

876

3.75

(1)

4.30

(5)

IV. RBI : Repo £^

1,35,665

4.50

 

 

1,10,420

4.50

 

 
   

: Reverse Repo !

 

 

 

 
                         

@ : 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.

* : 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.


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