23. Secondary Market Transactions in Government Securities (Face Value) - ربی - Reserve Bank of India
23. Secondary Market Transactions in Government Securities (Face Value)
(Amount in Rs. crore) |
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For the Week Ended Mar. 19, 2004 |
For the Week Ended Mar. 26, 2004 |
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Item |
Amount |
YTM (%PA) Indicative** |
Amount |
YTM (%PA) Indicative** |
|||||||
Minimum |
Maximum |
Minimum |
Maximum |
||||||||
1 |
2 |
3 |
4 |
5 |
6 |
7 |
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I. |
OutrightTransactions |
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1. |
Govt. of India Dated Securities |
||||||||||
Maturing in the year |
|||||||||||
2003-04 |
255 |
4.4334 |
4.7058 |
— |
— |
— |
|||||
2004-05 |
591 |
4.3015 |
4.5563 |
859 |
3.5885 |
4.5685 |
|||||
2005-06 |
289 |
4.4087 |
4.4999 |
20 |
4.3920 |
4.4727 |
|||||
2006-07 |
215 |
4.5137 |
4.7596 |
16 |
4.4928 |
4.5972 |
|||||
2007-08 |
210 |
4.6943 |
4.8991 |
67 |
4.6552 |
4.7777 |
|||||
2008-09 |
650 |
4.7331 |
5.1592 |
546 |
4.7096 |
5.0719 |
|||||
2009-12 |
4,007 |
4.8096 |
5.3055 |
4,382 |
4.7724 |
5.2747 |
|||||
2012-13 |
2,765 |
5.0974 |
5.2276 |
1,994 |
5.0865 |
5.7616 |
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Beyond 2013 |
18,602 |
5.0184 |
6.1264 |
17,188 |
5.1398 |
6.0902 |
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2. |
State Government Securities |
584 |
4.7689 |
5.9299 |
1,321 |
4.7359 |
6.0500 |
||||
3. |
Treasury Bills (Residual Maturity in Days) |
||||||||||
(a) Upto 14 Days |
229 |
4.0407 |
4.5033 |
267 |
3.9192 |
4.2994 |
|||||
(b) 15 - 91 Days |
1,549 |
4.1303 |
4.3610 |
1,260 |
4.0000 |
4.3002 |
|||||
(c) 92 - 182 Days |
560 |
4.2198 |
4.2700 |
684 |
4.2201 |
4.2650 |
|||||
(d) 183 - 364 Days |
1,155 |
3.7991 |
4.3088 |
670 |
4.0000 |
4.3111 |
|||||
II. |
RBI* : Sales |
— |
7 |
||||||||
:Purchase |
— |
— |
|||||||||
III.Repo Transactions £ (Other than with RBI) |
|||||||||||
Amount |
Rates (%PA) |
Amount |
Rates (%PA) |
||||||||
Minimum |
Maximum |
Minimum |
Maximum |
||||||||
1. |
Govt. of India Dated Securities |
24,330 |
3.00 (1) |
4.60 (19) |
24,590 |
2.00 |
(1) |
4.70 |
(25) |
||
2. |
State Govt. Securities |
179 |
3.85 (1) |
4.10 (4) |
107 |
3.50 |
(1) |
3.80 |
(1) |
||
3. |
91 Day Treasury Bills |
70 |
3.95 (1) |
4.00 (3) |
71 |
3.80 |
(1) |
4.00 |
(1) |
||
4. |
364 Day Treasury Bills |
242 |
3.00 (1) |
4.15 (6) |
443 |
3.30 |
(1) |
4.25 |
(7) |
||
IV. RBI : Repo £^ |
2,37,525 |
4.50 |
— |
2,63,835 |
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).
Note
:Figures in brackets indicate Repo Period.