Secondary Market Transactions in Government Securities (Face Value) - ஆர்பிஐ - Reserve Bank of India
Secondary Market Transactions in Government Securities (Face Value)
(Amount in ` crore) |
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Item |
For the Week Ended Jan. 7, 2011 |
For the Week Ended Jan. 14, 2011 |
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Amount |
YTM (%PA) Indicative** |
Amount |
YTM (%PA) Indicative** |
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Minimum |
Maximum |
Minimum |
Maximum |
|||
1 |
2 |
3 |
4 |
5 |
6 |
7 |
I. Outright Transactions |
|
|
|
|
|
|
1. Govt. of India Dated Securities |
|
|
|
|
|
|
Maturing in the year |
|
|
|
|
|
|
2010-11 |
— |
— |
— |
— |
— |
— |
2011-12 |
330 |
7.1071 |
7.7100 |
440 |
7.2712 |
7.5300 |
2012-13 |
731 |
7.3063 |
7.5083 |
221 |
7.3872 |
7.5015 |
2013-14 |
705 |
7.5213 |
7.6647 |
310 |
7.5735 |
7.6477 |
2014-15 |
5 |
7.8947 |
7.8947 |
43 |
7.7182 |
8.0400 |
2015-16 |
5,196 |
7.8178 |
7.9565 |
3,355 |
7.9306 |
8.2000 |
2016-19 |
2,387 |
7.8058 |
8.4123 |
7,766 |
7.9746 |
8.4006 |
2019-20 |
398 |
7.9391 |
8.3529 |
2,484 |
7.9406 |
8.3500 |
Beyond 2020 |
17,084 |
7.3371 |
8.4982 |
24,333 |
8.1043 |
8.5566 |
2. State Government Securities |
1,330 |
7.7906 |
8.5209 |
356 |
8.3441 |
8.4558 |
3. Treasury Bills (Residual Maturity in Days) |
|
|
|
|
|
|
(a) Upto 14 Days |
50 |
6.5005 |
6.5005 |
755 |
6.4000 |
6.5342 |
(b) 15 - 91 Days |
3,014 |
6.3498 |
7.1600 |
5,067 |
6.4997 |
7.1443 |
(c) 92 - 182 Days |
266 |
6.9498 |
7.2738 |
985 |
7.0501 |
7.2100 |
(d) 183 - 364 Days |
656 |
6.9501 |
7.4300 |
197 |
7.1500 |
7.4780 |
II. RBI* : Sales |
188 |
|
|
582 |
|
|
: Purchases |
10,489 |
|
|
7,792+ |
|
|
III. Repo Transactions x (Other than with RBI) |
|
|
|
|
|
|
|
Amount |
Rates (%PA) |
Rates (%PA) |
Amount |
Rates (%PA) |
Rates (%PA) |
1. Govt. of India Dated Securities |
48,694 |
4.00 (1) |
7.00 (15) |
64,148 |
3.00 (1) |
7.25 (31) |
2. State Govt. Securities |
409 |
6.20 (1) |
6.35 (3) |
363 |
6.20 (1) |
6.25 (3) |
3. 91 Day Treasury Bills |
10,371 |
6.15 (1) |
6.40 (3) |
13,696 |
5.00 (1) |
6.25 (3) |
4. 182 Day Treasury Bills |
2,656 |
6.20 (1) |
6.40 (3) |
4,355 |
4.40 (1) |
6.30 (3) |
5. 364 Day Treasury Bills |
2,065 |
6.15 (1) |
6.35 (3) |
5,120 |
4.75 (1) |
6.30 (3) |
IV. RBI : Repo x^ |
3,80,150 |
— |
6.25 |
4,05,285 |
— |
6.25 |
: Reverse Repo ! |
5,650 |
— |
5.25 |
5,010 |
— |
5.25 |
@ As reported in Subsidiary General Ledger Accounts at RBI, including 'When Issued' transactions.
* RBI's sales and purchases include transactions in other offices and transactions on behalf of the State Governments and others. ** Minimum and maximum YTMs (% PA) indicative have been given excluding transactions of Non-standard lot size (Less than ` 5 crore). x Represent the first leg of transactions. ^ Data relate to Repo auctions under Liquidity Adjustment Facility effective from June 5, 2000 (See Table 9). ! Includes Reverse Repo auctions under Liquidity Adjustment Facility. + Includes purchase of Oil Marketing Companies Government of India Special Bonds (Oil bonds) of ` NIL (face value) under Special Market Operation (SMO). Note : Figures in brackets indicate Repo Period. |