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23. Secondary Market Transactions in Government Securities (Face Value)
82565478

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

(Amount in Rs. crore)

     

For the Week Ended Mar. 12, 2004

For the Week Ended Mar. 19, 2004

Item

 

Amount

YTM (%PA) Indicative**

 

Amount

YTM (%PA) Indicative**

       

Minimum

Maximum

 

Minimum

Maximum

1

   

2

3

 

4

5

6

7

I.

OutrightTransactions

1.

Govt. of India Dated Securities

   

Maturing in the year

   

2003-04

95

4.1206

4.4762

255

4.4334

4.7058

   

2004-05

367

3.9801

4.5139

591

4.3015

4.5563

   

2005-06

193

4.4100

4.4312

289

4.4087

4.4999

   

2006-07

235

4.5484

4.6184

215

4.5137

4.7596

   

2007-08

75

4.7490

4.8415

210

4.6943

4.8991

   

2008-09

618

4.7757

5.1999

650

4.7331

5.1592

   

2009-12

5,520

4.8912

5.4139

4,007

4.8096

5.3055

   

2012-13

2,956

5.1431

5.4474

2,765

5.0974

5.2276

   

Beyond 2013

20,117

5.1245

6.1311

18,602

5.0184

6.1264

2.

State Government Securities

354

5.2787

5.9008

584

4.7689

5.9299

3.

Treasury Bills (Residual Maturity in Days)

   

(a) Upto 14 Days

113

3.7976

4.5033

229

4.0407

4.5033

   

(b) 15 - 91 Days

1,023

4.0496

4.2703

1,549

4.1303

4.3610

   

(c) 92 - 182 Days

68

4.1200

4.2599

560

4.2198

4.2700

   

(d) 183 - 364 Days

1,955

4.0000

4.3950

1,155

3.7991

4.3088

II.

RBI* : Sales

8

     

   
   

:Purchase

     

   

III.Repo Transactions £ (Other than with RBI)

     

Amount

Rates (%PA)

Amount

Rates (%PA)

     

Minimum

Maximum

Minimum

Maximum

 

1.

Govt. of India Dated Securities

23,494

2.50 (1)

4.50

(10)

24,330

3.00 (1)

4.60 (19)

 

2.

State Govt. Securities

125

3.50 (1)

3.80

(5)

179

3.85 (1)

4.10 (4)

 

3.

91 Day Treasury Bills

91

3.70 (2)

4.15

(10)

70

3.95 (1)

4.00 (3)

 

4.

364 Day Treasury Bills

65

3.80 (1)

4.40

(1)

242

3.00 (1)

4.15 (6)

IV. RBI : Repo £^

2,54,090

4.50

 

2,37,525

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).


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