21. Secondary Market Transactions in Government Securities (Face Value) - ربی - Reserve Bank of India
21. Secondary Market Transactions in Government Securities (Face Value)
(Amount in Rs. crore) | ||||||||||||
For the Week Ended Aug. 4, 2000 | For the Week Ended Aug. 11, 2000 | |||||||||||
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 | ||||||||||||
2000-01 | 187 | 9.9689 | 11.1097 | 287 | 10.6452 | 11.5330 | ||||||
2001-02 | 193 | 10.0228 | 10.6269 | 316 | 10.4406 | 11.2933 | ||||||
2002-03 $ | 275 | 10.2823 | 10.7545 | 405 | 9.4913 | 11.0470 | ||||||
2003-04 | 836 | 10.3855 | 10.9559 | 1,285 | 10.8202 | 11.0857 | ||||||
2004-05 | 300 | 10.7530 | 11.0179 | 186 | 10.8287 | 11.1620 | ||||||
2005-06 | 299 | 10.4874 | 11.1013 | 127 | 10.5943 | 11.2499 | ||||||
2006-09 | 4,233 | 10.8888 | 11.2038 | 375 | 10.9864 | 11.3305 | ||||||
2009-10 | 45 | 11.1071 | 11.2996 | 188 | 11.4123 | 11.5560 | ||||||
Beyond 2010 | 2,046 | 10.7265 | 11.5670 | 271 | 10.6088 | 11.6063 | ||||||
2. State Government Securities | 31 | 10.7887 | 11.6639 | 246 | 10.8647 | 11.8565 | ||||||
3. Treasury Bills (Residual Maturity in Days) | ||||||||||||
(a) Upto 14 Days | 237 | 5.1467 | 10.4709 | 161 | 7.6016 | 11.4732 | ||||||
(b) 15 - 91 Days | 178 | 7.9194 | 9.8232 | 352 | 7.8157 | 12.4663 | ||||||
(c) 92 - 182 Days | 27 | 9.4130 | 10.3716 | 18 | 9.7233 | 10.4711 | ||||||
(d) 183 - 364 Days | 614 | 10.0922 | 10.3715 | 247 | 9.6908 | 10.8701 | ||||||
II. RBI* : Sales | 927 | | ||||||||||
: Purchases | 1,716 | 100 | ||||||||||
III. Repo Transactions £ (Other than with RBI) | ||||||||||||
Amount | Rates (%PA) | Amount | Rates (%PA) | |||||||||
Minimum | Maximum | Minimum | Maximum | |||||||||
1. | Govt. of India Dated Securities | 1,915 | 7.50 | (1) | 11.75 | (96) | 989 | 9.75 | (1) | 16.00 | (14) | |
2. | 14 Day Treasury Bills | | | | | | | |||||
3. | 91 Day Treasury Bills | 15 | 7.90 | (1) | 7.90 | (1) | 30 | 11.50 | (1) | | ||
4. | 182 Day Treasury Bills | 126 | 7.90 | (1) | 9.50 | (1) | 90 | 11.50 | (1) | | ||
5. | 364 Day Treasury Bills | 446 | 7.95 | (1) | 11.75 | (14) | 27 | 11.75 | (5) | 12.05 | (14) | |
26,110 | 8.00 | 12.00 | 23,105 | 12.50 | 15.50 | |||||||
: Reverse Repo ! | 340 | 8.00 | | 1,390 | 8.00 | 16.00 | ||||||
@ : 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. | ||||||||||||
^ : Data relate to Repo auctions under Liquidity Adjustment Facility effective from June 5, 2000. | ||||||||||||
! : Includes Reverse Repo auctions under Liquidity Adjustment Facility. | ||||||||||||
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 | ||||||||||||
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