21. Secondary Market Transactions in Government Securities (Face Value) - ఆర్బిఐ - Reserve Bank of India
21. Secondary Market Transactions in Government Securities (Face Value)
(Amount in Rs. crore) |
||||||||||||||||||
|
||||||||||||||||||
For the Week Ended December 24, 1999 |
For the Week Ended December 31, 1999 |
|||||||||||||||||
|
||||||||||||||||||
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 |
||||||||||||||||||
1999-2000 |
71 |
9.2554 |
9.4864 |
35 |
9.2548 |
9.3285 |
||||||||||||
2000-01 |
591 |
9.5188 |
10.3519 |
316 |
9.0665 |
10.1445 |
||||||||||||
2001-02 |
537 |
10.2620 |
10.3124 |
191 |
10.1667 |
10.4160 |
||||||||||||
2002-03 $ |
244 |
10.3716 |
10.8073 |
242 |
10.3034 |
10.5348 |
||||||||||||
2003-04 |
271 |
10.4795 |
10.7505 |
331 |
10.4671 |
10.6993 |
||||||||||||
2004-05 |
603 |
10.6885 |
10.8211 |
482 |
10.6485 |
10.8119 |
||||||||||||
2005-08 |
723 |
10.6192 |
11.6590 |
457 |
10.7485 |
11.3568 |
||||||||||||
2008-09 |
241 |
10.6842 |
11.3627 |
245 |
11.0854 |
11.2239 |
||||||||||||
Beyond 2009 |
3,932 |
9.9625 |
11.8298 |
2,623 |
9.9647 |
11.8937 |
||||||||||||
2. |
State Government Securities |
45 |
11.3418 |
11.7500 |
109 |
10.6474 |
11.5313 |
|||||||||||
3. |
Treasury Bills (Residual Maturity in Days) |
|||||||||||||||||
(a) Upto 14 Days |
279 |
5.3896 |
8.4760 |
174 |
7.7293 |
8.5774 |
||||||||||||
(b) 15 - 91 Days |
407 |
7.0805 |
9.2248 |
231 |
7.8784 |
9.2744 |
||||||||||||
(c) 92 - 182 Days |
34 |
9.2247 |
9.8728 |
79 |
9.0752 |
9.6734 |
||||||||||||
(d) 183 - 364 Days |
161 |
9.7034 |
10.1123 |
399 |
9.2246 |
10.1722 |
||||||||||||
II. |
RBI* : Sales |
|
|
|||||||||||||||
: Purchases |
|
|
|
|||||||||||||||
III. Repo Transactions £ (Other than with RBI) |
||||||||||||||||||
Amount |
Rates (%PA) |
Amount |
Rates (%PA) |
|||||||||||||||
Minimum |
Maximum |
Minimum |
Maximum |
|||||||||||||||
1. |
Govt. of India Dated Securities |
1,802 |
7.80 |
(1) |
10.00 |
(31) |
2,312 |
6.50 |
(1) |
9.65 |
(30) |
|||||||
2. |
14 Day Treasury Bills |
|
|
|
|
|
|
|||||||||||
3. |
91 Day Treasury Bills |
|
|
|
|
|
|
|||||||||||
4. |
182 Day Treasury Bills |
165 |
7.90 |
(6) |
8.75 |
(12) |
|
|
|
|||||||||
5. |
364 Day Treasury Bills |
625 |
7.80 |
(1) |
9.50 |
(27) |
419 |
7.50 |
(1) |
8.10 |
(6) |
|||||||
IV. |
RBI : Repo £ |
|
|
1,265 |
6.00 |
|||||||||||||
: Reverse Repo |
1,268 |
8.00 |
103 |
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. |
||||||||||||||||||
Note : Figures in brackets indicate Repo Period. |
||||||||||||||||||
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 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. |