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 Feb. 23, 2001 | For the Week Ended Mar. 2, 2001 | ||||||||
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 | | | | 13 | 8.2598 | | |||
2001-02 | 219 | 8.9264 | 9.2222 | 530 | 8.3000 | 9.2321 | |||
2002-03 $ | 225 | 9.1430 | 9.5392 | 986 | 8.6837 | 9.4764 | |||
2003-04 | 1,542 | 9.2618 | 9.6841 | 1,884 | 8.8282 | 9.3689 | |||
2004-05 | 186 | 9.4597 | 9.7373 | 492 | 9.0695 | 9.6952 | |||
2005-06 | 914 | 9.4580 | 10.0030 | 1,163 | 9.0322 | 9.8198 | |||
2006-09 | 4,416 | 9.5797 | 10.2653 | 4,696 | 9.2224 | 10.2634 | |||
2009-10 | 826 | 10.0975 | 10.1844 | 1,655 | 9.7208 | 10.5113 | |||
Beyond 2010 | 6,314 | 10.0807 | 10.8503 | 10,809 | 9.5404 | 10.8629 | |||
2. State Government Securities | 34 | 10.4011 | 10.7761 | 44 | 10.0152 | 10.8788 | |||
3. Treasury Bills (Residual Maturity in Days) | |||||||||
(a) Upto 14 Days | 121 | 5.6091 | 8.2247 | 189 | 5.5362 | 8.0297 | |||
(b) 15 - 91 Days | 434 | 7.7790 | 8.9754 | 494 | 7.4148 | 8.4972 | |||
(c) 92 - 182 Days | 366 | 8.3360 | 9.1631 | 327 | 8.0510 | 8.5864 | |||
(d) 183 - 364 Days | 777 | 8.5526 | 9.3642 | 1,617 | 8.2035 | 9.0850 | |||
II. RBI* : Sales | | | |||||||
: Purchase | | | |||||||
III.Repo Transactions £ (Other than with RBI) | |||||||||
Amount | Rates (%PA) | Amount | Rates (%PA) | ||||||
Minimum | Maximum | Minimum | Maximum | ||||||
1. | Govt. of India Dated Securities | 1,739 | 7.70 (1) | 11.50 | (11) | 1,232 | 7.40 (1) | 11.00 | (17) |
2. | State Govt. Securities | | | | | | | ||
3. | 14 Day Treasury Bills | | | | | | | ||
4. | 91 Day Treasury Bills | | | | 50 | 7.25 (3) | | ||
5. | 182 Day Treasury Bills | | | | 5 | 8.00 (1) | | ||
6. | 364 Day Treasury Bills | 235 | 8.00 (1) | 8.25 | (3) | 339 | 7.75 (1) | 8.00 | (16) |
IV. RBI : Repo £^ | 6,000 | 7.50 | | 29,150 | 7.00 | 7.50 | |||
: Reverse Repo ! | | | | | | | |||
@ : 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. | |||||||||
** : 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 availabe. = Nil/Negligible. # = Provisional | |||||||||
Annual subscription for 2001 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 |