21. Secondary Market Transactions in Government Securities (Face Value) - ਆਰਬੀਆਈ - 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 August 13, 1999 |
For the Week Ended August 20, 1999 |
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Items |
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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1999-2000 |
90 |
9.4033 |
10.1752 |
79 |
9.4790 |
10.2984 |
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2000-01 |
578 |
9.4232 |
10.6230 |
462 |
9.9297 |
10.5428 |
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2001-02 |
326 |
10.1998 |
10.6252 |
317 |
10.0361 |
10.5407 |
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2002-03 $ |
565 |
10.5264 |
10.8298 |
394 |
10.5534 |
10.7086 |
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2003-04 |
1,356 |
10.7014 |
11.1327 |
1,205 |
10.7069 |
11.0828 |
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2004-05 |
615 |
10.8620 |
11.1014 |
515 |
10.9272 |
11.0930 |
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2005-08 |
846 |
10.9974 |
11.5822 |
840 |
10.8527 |
11.4481 |
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2008-09 |
193 |
11.2702 |
11.5502 |
160 |
11.4339 |
11.5326 |
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Beyond 2009 |
4,434 |
11.4155 |
12.4556 |
2,146 |
11.4671 |
12.0777 |
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2. |
State Government Securities |
3 |
11.7362 |
12.2423 |
50 |
11.7509 |
13.7433 |
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3. |
14 Day Treasury Bills |
130 |
7.9803 |
13.0864 |
11 |
8.0752 |
9.7752 |
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4. |
91 Day Treasury Bills |
78 |
8.4762 |
9.3752 |
172 |
8.4764 |
10.1698 |
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5. |
182 Day Treasury Bills |
21 |
8.7758 |
9.6235 |
35 |
9.2247 |
9.9227 |
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6. |
364 Day Treasury Bills |
347 |
8.2766 |
10.4724 |
610 |
8.5770 |
10.3013 |
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II. RBI* : Sales |
502 |
2 |
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: Purchases |
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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 |
1,557 |
7.75 (1) |
28.00 |
(18) |
535 |
9.25 |
(2) |
11.25 |
(19) |
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2. |
14 Day Treasury Bills |
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3. |
91 Day Treasury Bills |
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4. |
182 Day Treasury Bills |
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65 |
10.20 |
(3) |
10.25 |
(4) |
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5. |
364 Day Treasury Bills |
60 |
25.00 (1) |
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25 |
10.10 |
(4) |
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IV. |
RBI : Repo # |
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: Reverse Repo # |
2,191 |
8.00 |
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1,467 |
8.00 |
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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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Note : Figures in brackets indicate Repo Period. |
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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 available. = Nil/Negligible. # = Provisional. |
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Annual subscription for 1999 Weekly Statistical Supplement is Rs. 250.00 (inclusive of postage) in India and US $50 abroad, inclusive of postage by air mail. Price per copy is Rs. 5.00. |
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Registration No. RN. 43801/86 |
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Printed and Published by Charan Singh for the Reserve Bank of India, Mumbai - 400 001. |
REGISTERED NO. |
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MH/BY-SOUTH-757 |