21. Secondary Market Transactions in Government Securities (Face Value) - ஆர்பிஐ - 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 Dec. 15, 2000 |
For the Week Ended Dec. 22, 2000 |
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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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2000-01 |
50 |
9.7059 |
10.0735 |
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2001-02 |
355 |
9.8878 |
10.3115 |
294 |
9.9438 |
10.0789 |
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2002-03 $ |
310 |
10.0928 |
10.2412 |
550 |
10.0744 |
10.2450 |
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2003-04 |
536 |
10.1879 |
10.3272 |
776 |
10.1368 |
10.3014 |
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2004-05 |
126 |
10.3564 |
10.4530 |
195 |
10.2638 |
10.4622 |
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2005-06 |
211 |
10.4149 |
10.5022 |
278 |
10.3659 |
10.4881 |
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2006-09 |
2,345 |
10.5756 |
11.0017 |
2,414 |
10.4705 |
10.8792 |
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2009-10 |
577 |
10.9859 |
11.0586 |
915 |
10.8229 |
11.1195 |
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Beyond 2010 |
6,176 |
11.0043 |
11.6205 |
7,208 |
10.9035 |
11.5267 |
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2. State Government Securities |
90 |
11.3029 |
11.6556 |
83 |
11.1277 |
11.4622 |
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3. Treasury Bills (Residual Maturity in Days) |
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(a) Upto 14 Days |
101 |
6.0555 |
7.9786 |
75 |
5.2381 |
8.8760 |
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(b) 15 - 91 Days |
349 |
7.6685 |
9.1250 |
301 |
8.4761 |
9.1248 |
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(c) 92 - 182 Days |
97 |
9.1650 |
9.8230 |
57 |
9.4182 |
9.8231 |
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(d) 183 - 364 Days |
857 |
9.6313 |
10.0474 |
801 |
9.6024 |
10.0225 |
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II. RBI* : Sales |
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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 |
3,547 |
8.00 |
(1) |
9.25 |
(13) |
2,465 |
8.25 |
(1) |
10.50 |
(25) |
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2. |
State Govt. Securities |
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3. |
14 Day Treasury Bills |
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4. |
91 Day Treasury Bills |
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20 |
8.35 |
(1) |
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5. |
182 Day Treasury Bills |
25 |
8.25 |
(1) |
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6. |
364 Day Treasury Bills |
644 |
8.10 |
(1) |
8.50 |
(3) |
316 |
8.25 |
(1) |
8.75 |
(3) |
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IV. RBI : Repo £ ^ |
325 |
8.00 |
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: Reverse Repo ! |
11 |
8.00 |
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434 |
8.00 |
10.00 |
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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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^ |
: 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 2000 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. |