No. 25 : Secondary Market Transactions in Government Securities and Treasury Bills (Face Value) - ربی - Reserve Bank of India
No. 25 : Secondary Market Transactions in Government Securities and Treasury Bills (Face Value)
(Outright Transactions) |
(Amount in Rs. crore; |
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YTM in percent per annum) |
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Week ended |
Government of India securities |
State Govt. |
Treasury Bills |
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(Maturing in the year) |
Securities |
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2000-01 |
2002-03 |
2009-10 |
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14 Day |
91 Day |
182 Day $ |
364 Day |
I. |
May 7, 1999 |
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a. |
Amount |
721.78 |
307.06 |
470.16 |
427.30 |
114.50 |
80.00 |
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270.00 |
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b. |
YTM |
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Min. |
10.1942 |
11.0195 |
11.8380 |
12.0507 |
7.2296 |
8.0783 |
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7.7293 |
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Max. |
12.5747 |
12.2605 |
12.2900 |
13.2425 |
8.7246 |
8.9453 |
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10.0144 |
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II. |
May 14, 1999 |
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a. |
Amount |
534.80 |
257.42 |
250.56 |
249.35 |
128.75 |
117.40 |
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188.25 |
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b. |
YTM |
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Min. |
10.1988 |
10.8593 |
11.8440 |
11.4238 |
4.3651 |
7.7292 |
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7.7295 |
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Max. |
10.7976 |
11.0482 |
11.9311 |
12.9901 |
9.4739 |
9.4745 |
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9.9527 |
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III. May 21, 1999 |
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a. |
Amount |
460.50 |
362.00 |
479.30 |
147.60 |
61.75 |
125.22 |
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340.25 |
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b. |
YTM |
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Min. |
9.6552 |
10.9633 |
11.8008 |
11.7306 |
7.7184 |
7.7184 |
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7.8784 |
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Max. |
10.8685 |
11.1183 |
11.9137 |
12.2091 |
9.7839 |
9.2282 |
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10.0225 |
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VI. May 28, 1999 |
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a. |
Amount |
555.48 |
200.91 |
1,295.04 |
261.81 |
152.00 |
68.45 |
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580.40 |
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b. |
YTM |
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Min. |
10.1724 |
11.0056 |
11.6807 |
11.7139 |
7.9765 |
5.4815 |
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7.0808 |
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Max. |
10.9600 |
11.6631 |
11.9468 |
12.2448 |
8.0780 |
8.8756 |
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10.4213 |
YTM |
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Yield to Maturity. |
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@ |
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As reported in Subsidiary General Ledger (SGL) Accounts at RBI, Mumbai which presently accounts for nearly 98 per cent of total transactions in the country. |
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$ |
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Auction re-introduced from May 26, 1999. |