21. Secondary Market Transactions in Government Securities (Face Value)
81908651
21. Secondary Market Transactions in Government Securities (Face Value)
தேதி: பிப்ரவரி 17, 2001
(Amount in Rs. crore)
For the Week Ended Feb. 2, 2001
For the Week Ended Feb. 9, 2001
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
2000-01
28
10.0574
10.0574
28
10.1490
2001-02
270
9.5214
9.9958
550
9.2208
9.7227
2002-03 $
235
9.5243
9.6328
575
9.3470
9.5597
2003-04
1,123
9.6556
9.7918
1,600
9.4298
9.7251
2004-05
138
9.7572
9.9229
342
9.5913
9.8327
2005-06
148
9.8294
9.9231
856
9.6495
9.9614
2006-09
3,750
10.0050
10.8217
5,120
9.7491
10.4242
2009-10
816
10.3191
10.6140
1,481
10.1132
10.5092
Beyond 2010
7,365
10.3596
11.0538
11,141
10.1445
11.0049
2.
State Government Securities
92
10.6411
10.8910
64
10.5784
11.0311
3.
Treasury Bills (Residual Maturity in Days)
(a) Upto 14 Days
166
7.8532
9.9727
270
6.6484
8.6673
(b) 15 - 91 Days
88
8.7725
9.2243
370
8.1735
9.0750
(c) 92 - 182 Days
76
9.2034
9.5239
154
8.8754
9.3486
(d) 183 - 364 Days
407
9.3047
9.6734
1,387
9.1150
9.4948
II.
RBI* : Sales
2
: Purchase
III.Repo Transactions £ (Other than with RBI)
Amount
Rates (%PA)
Amount
Rates (%PA)
Minimum
Maximum
Minimum
Maximum
1.
Govt. of India Dated Securities
4,361
9.50 (1)
11.50
(32)
5,172
8.15 (1)
10.25 (38)
2.
State Govt. Securities
3.
14 Day Treasury Bills
4.
91 Day Treasury Bills
25
9.50 (3)
9.50
(3)
5.
182 Day Treasury Bills
6.
364 Day Treasury Bills
304
9.80 (1)
10.05
(17)
679
8.15 (1)
9.00 (13)
IV. RBI : Repo £^
4,500
8.00
24,235
8.00
: Reverse Repo !
3,875
10.00
40
8.00
@ : As reported in Subsidiary General Ledger Accounts at RBI, Mumbai which presently accounts for nearly 98 percent 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 2001 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