21. Secondary Market Transactions in Government Securities (Face Value)
82661507
21. Secondary Market Transactions in Government Securities (Face Value)
தேதி: பிப்ரவரி 24, 2001
(Amount in Rs. crore)
For the Week Ended Feb. 9, 2001
For the Week Ended Feb. 16, 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
10.1490
1
2001-02
550
9.2208
9.7227
140
9.1623
9.4510
2002-03 $
575
9.3470
9.5597
718
9.3054
9.6557
2003-04
1,600
9.4298
9.7251
1,400
9.4587
9.7278
2004-05
342
9.5913
9.8327
195
9.5701
10.0597
2005-06
856
9.6495
9.9614
499
9.6523
9.8917
2006-09
5,120
9.7491
10.4242
3,752
9.7724
10.3368
2009-10
1,481
10.1132
10.5092
935
10.1098
10.5165
Beyond 2010
11,141
10.1445
11.0049
10,041
10.1477
10.9219
2. State Government Securities
64
10.5784
11.0311
49
10.4055
10.8339
3. Treasury Bills (Residual Maturity in Days)
(a) Upto 14 Days
270
6.6484
8.6673
213
3.3254
8.9264
(b) 15 - 91 Days
370
8.1735
9.0750
463
7.9224
9.2251
(c) 92 - 182 Days
154
8.8754
9.3486
136
8.8208
9.2245
(d) 183 - 364 Days
1,387
9.1150
9.4948
741
9.0772
9.4142
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
5,172
8.15 (1)
10.25 (38)
1,111
8.25 (1)
11.00 (15)
2.
State Govt. Securities
3.
14 Day Treasury Bills
4.
91 Day Treasury Bills
50
8.50 (1)
8.60
(1)
5.
182 Day Treasury Bills
6.
364 Day Treasury Bills
679
8.15 (1)
9.00 (13)
746
8.25 (1)
9.25
(7)
IV. RBI : Repo £^
24,235
8.00
11,000
8.00
: Reverse Repo !
40
8.00
575
8.00
10.00
@ : 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 availabe. = 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 Registration No. RN 43801/86 Printed and Published by Charan Singh for the Reserve Bank of India, Mumbai - 400 001. REGISTERED NO. at Printrite, 24-B, Ambalal Doshi Marg, Hamam Street, Fort, Mumbai - 400 001. Tech/47-400/MBI/2001