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23. Secondary Market Transactions in Government Securities (Face Value)
82006621

23. Secondary Market Transactions in Government Securities (Face Value)


(Amount in Rs. crore)

     

For the Week Ended Dec. 12, 2003

For the Week Ended Dec. 19, 2003

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

                 
   

2003-04

90

4.2608

4.3662

50

4.5894

   

2004-05

1

 

1

 

 

   

2005-06

280

4.4728

4.5249

244

4.4266

4.4996

   

2006-07

81

4.5516

4.5925

93

4.6012

4.8023

   

2007-08

180

4.6909

4.9643

236

4.6800

4.7989

   

2008-09

715

4.7744

5.1739

890

4.7456

5.1268

   

2009-12

2,568

4.8734

5.3998

3,472

4.8498

5.4614

   

2012-13

1,881

4.5301

5.2594

2,068

5.1225

5.7373

   

Beyond 2013

10,159

5.1671

6.2718

13,869

5.0920

6.3006

2.

State Government Securities

305

5.2362

6.1741

495

5.2098

6.1417

3.

Treasury Bills (Residual Maturity in Days)

             
   

(a) Upto 14 Days

377

4.0042

 

4.2911

251

4.0042

4.2309

   

(b) 15 - 91 Days

908

4.1003

4.2702

464

4.1501

4.2804

   

(c) 92 - 182 Days

47

4.1800

4.2500

23

4.1801

4.2600

   

(d) 183 - 364 Days

640

4.2700

4.3525

646

4.2001

4.3611

II.

RBI* : Sales

21

     

       
   

: Purchase

     

       

III. Repo Transactions £ (Other than with RBI)

             
     

Amount

Rates (%PA)

Amount

Rates (%PA)

       

Minimum

Maximum

 

Minimum

Maximum

                       
 

1.

Govt. of India Dated Securities

21,372

2.60

(1)

4.25

(14)

18,396

3.00

(1)

4.65

(14)

 

2.

State Govt. Securities

334

3.65

(1)

4.00

(6)

374

3.60

(1)

4.10

(5)

 

3.

91 Day Treasury Bills

551

3.50

(1)

4.00

(6)

342

3.60

(1)

4.15

(5)

 

4.

364 Day Treasury Bills

466

3.50

(1)

4.30

(4)

349

3.50

(1)

4.30

(5)

IV. RBI : Repo £^

1,34,840

4.50

 

 

1,35,665

4.50

 

 
   

: Reverse Repo !

 

 

 

 
                         

@ : As reported in Subsidiary General Ledger Accounts at RBI, Mumbai which presently accounts for nearly 98 per cent of the total transactions in the country.

* : 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.



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