23. Secondary Market Transactions in Government Securities (Face Value) - ਆਰਬੀਆਈ - Reserve Bank of India
23. Secondary Market Transactions in Government Securities (Face Value)
(Amount in Rs. crore) |
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For the Week Ended Oct. 12, 2001 |
For the Week Ended Oct. 19, 2001 |
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Item |
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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2001-02 |
10 |
7.7608 |
— |
— |
— |
— |
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2002-03 $ |
176 |
7.1497 |
7.2099 |
489 |
7.1804 |
7.4243 |
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2003-04 |
724 |
7.1827 |
7.3644 |
417 |
7.2219 |
7.3238 |
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2004-05 |
90 |
7.4195 |
7.5027 |
119 |
7.3212 |
7.6359 |
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2005-06 |
336 |
7.3509 |
7.9549 |
351 |
7.3662 |
7.5134 |
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2006-07 |
259 |
7.4545 |
7.6079 |
56 |
7.4682 |
7.5781 |
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2007-10 |
3,331 |
8.0229 |
9.4916 |
1,981 |
8.0266 |
9.4882 |
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2010-11 |
724 |
8.7590 |
9.5999 |
660 |
8.0468 |
9.5925 |
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Beyond 2011 |
11,924 |
9.0708 |
10.0298 |
13,679 |
8.8341 |
10.3649 |
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2. State Government Securities |
110 |
9.4829 |
9.7541 |
56 |
9.5006 |
9.5500 |
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3. Treasury Bills (Residual Maturity in Days) |
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(a) Upto 14 Days |
85 |
5.6921 |
7.0306 |
36 |
6.9901 |
8.6288 |
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(b) 15 - 91 Days |
429 |
6.5471 |
7.0809 |
116 |
6.8009 |
7.1802 |
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(c) 92 - 182 Days |
55 |
6.7571 |
7.0149 |
70 |
7.0306 |
7.0907 |
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(d) 183 - 364 Days |
317 |
7.0480 |
7.2301 |
299 |
7.0150 |
7.2302 |
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II. RBI* : Sales |
13 |
— |
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: Purchase |
— |
— |
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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 |
5,522 |
6.50 (1) |
9.50 |
(15) |
3,783 |
6.85 (1) |
13.25 |
(30) |
2. |
State Govt. Securities |
25 |
6.80 (4) |
— |
— |
— |
— |
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3. |
91 Day Treasury Bills |
85 |
6.75 (1) |
7.50 |
(4) |
70 |
8.25 (1) |
8.40 |
(4) |
4. |
182 Day Treasury Bills |
— |
— |
— |
— |
— |
— |
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5. |
364 Day Treasury Bills |
1,179 |
6.40 (1) |
7.60 |
(7) |
393 |
6.95 (1) |
9.75 |
(4) |
IV. RBI : Repo £^ |
13,300 |
6.50 |
— |
— |
— |
— |
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: Reverse Repo ! |
— |
— |
— |
18,607 |
7.00 |
8.50 |
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@ : 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. |
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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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^ : Data relate to Repo auctions under Liquidity Adjustment Facility effective from June 5, 2000. |
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! : Includes Reverse Repo auctions under Liquidity Adjustment Facility. |
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** : Minimum and maximum YTMs (% PA) indicative have been given excluding transactions of Non-standard lot size (Less than Rs. 5 crore). |
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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 2001 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 |