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) |
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For the Week Ended Dec. 1, 2000 |
For the Week Ended Dec. 8, 2000 |
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Item |
Amount |
YTM (%PA) Indicative** |
Amount |
YTM (%PA) Indicative** |
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Minimum |
Maximum |
Minimum |
Maximum |
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1 |
2 |
3 |
4 |
5 |
6 |
7 |
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I. Outright Transactions |
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1. Govt. of India Dated Securities |
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Maturing in the year |
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2000-01 |
10 |
9.0355 |
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2001-02 |
291 |
10.1397 |
10.2855 |
192 |
9.9656 |
10.1752 |
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2002-03 $ |
410 |
10.2225 |
10.3925 |
456 |
10.0782 |
10.3553 |
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2003-04 |
626 |
10.3280 |
10.4977 |
852 |
10.1879 |
10.4285 |
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2004-05 |
170 |
10.4695 |
10.6014 |
293 |
10.2972 |
10.5553 |
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2005-06 |
196 |
10.5851 |
10.7643 |
446 |
10.4341 |
10.6344 |
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2006-09 |
1,837 |
10.7617 |
11.2516 |
6,016 |
10.5792 |
11.2117 |
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2009-10 |
360 |
11.2146 |
11.2755 |
1,030 |
10.9903 |
11.3556 |
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Beyond 2010 |
2,531 |
11.3236 |
11.6154 |
4,215 |
11.1315 |
11.6600 |
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2. State Government Securities |
46 |
11.5695 |
11.5900 |
171 |
11.4068 |
11.6037 |
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3. Treasury Bills (Residual Maturity in Days) |
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(a) Upto 14 Days |
156 |
5.6091 |
8.9751 |
103 |
6.1375 |
8.2274 |
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(b) 15 - 91 Days |
295 |
8.0904 |
9.4740 |
272 |
7.2233 |
9.1341 |
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(c) 92 - 182 Days |
61 |
9.6434 |
9.9228 |
79 |
9.1869 |
9.8529 |
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(d) 183 - 364 Days |
338 |
9.9183 |
10.2219 |
922 |
9.6315 |
10.1422 |
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II. RBI* : Sales |
25 |
1,671 |
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: Purchases |
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III. Repo Transactions £ (Other than with RBI) |
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Amount |
Rates (%PA) |
Amount |
Rates (%PA) |
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Minimum |
Maximum |
Minimum |
Maximum |
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1. |
Govt. of India Dated Securities |
3,377 |
7.50 (1) |
10.15 |
(17) |
1,849 |
8.05 |
(1) |
10.25 |
(15) |
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2. |
State Govt. Securities |
2 |
8.90 (7) |
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3. |
14 Day Treasury Bills |
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4. |
91 Day Treasury Bills |
25 |
8.00 (1) |
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5. |
182 Day Treasury Bills |
27 |
8.10 (1) |
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6. |
364 Day Treasury Bills |
456 |
8.00 (1) |
8.30 |
(3) |
334 |
7.95 |
(1) |
8.10 |
(2) |
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IV. RBI : Repo £ ^ |
12,775 |
8.00 |
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26,175 |
8.00 |
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: Reverse Repo ! |
158 |
8.00 |
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451 |
8.00 |
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@ : As reported in Subsidiary General Ledger Accounts at RBI, Mumbai which presently accounts for nearly 98 percent of the total transactions in the country. |
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$ |
: While Face Value transacted for 6.00% Capital Indexed Bond 2002 has been included in the amount for the maturity year 2002-03, YTM |
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(% indicative) have not been included in minimum and maximum YTM. |
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* |
: RBI's sales and purchases include transactions in other offices also. |
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£ |
: Represent the first leg of transactions. |
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^ |
: Data relate to Repo auctions under Liquidity Adjustment Facility effective from June 5, 2000. |
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! |
: Includes Reverse Repo auctions under Liquidity Adjustment Facility. |
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** |
: 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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Note : Figures in brackets indicate Repo Period. |
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Due to rounding off of figures, the constituent items may not add up to the totals. |
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The symbols used in WSS are: .. = Not available. = Nil/Negligible. # = Provisional. |
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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. |