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 Aug. 13, 2004 |
For the Week Ended Aug. 20, 2004 |
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Item |
Amount |
YTM (%PA) Indicative** |
Amount |
YTM (%PA) Indicative** |
||||||||
Minimum |
Maximum |
Minimum |
Maximum |
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1 |
2 |
3 |
4 |
5 |
6 |
7 |
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I. |
OutrightTransactions |
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1. |
Govt. of India Dated Securities |
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Maturing in the year |
||||||||||||
2004-05 |
— |
— |
— |
— |
— |
— |
||||||
2005-06 |
83 |
4.9003 |
5.2115 |
1,181 |
5.0400 |
5.5046 |
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2006-07 |
36 |
5.3435 |
5.6983 |
245 |
5.4075 |
5.7494 |
||||||
2007-08 |
210 |
5.6156 |
6.2049 |
190 |
5.9449 |
6.0730 |
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2008-09 |
591 |
5.8966 |
6.4808 |
52 |
6.1828 |
6.9572 |
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2009-10 |
655 |
5.9457 |
7.0084 |
570 |
6.2232 |
7.0082 |
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2010-13 |
2,388 |
6.1094 |
7.0464 |
2,088 |
6.3871 |
7.2085 |
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2013-14 |
188 |
6.3874 |
7.1122 |
126 |
6.6657 |
7.0965 |
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Beyond 2014 |
8,880 |
4.5436 |
7.7238 |
5,725 |
5.0410 |
7.5035 |
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2. |
State Government Securities |
94 |
6.4600 |
7.2500 |
293 |
6.0876 |
7.2414 |
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3. |
Treasury Bills (Residual Maturity in Days) |
|||||||||||
(a) Upto 14 Days |
935 |
3.8562 |
5.2568 |
190 |
2.9329 |
4.8000 |
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(b) 15 - 91 Days |
2,946 |
4.4601 |
4.9950 |
1,058 |
4.5006 |
4.9703 |
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(c) 92 - 182 Days |
98 |
4.6400 |
5.0001 |
40 |
4.8001 |
4.9250 |
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(d) 183 - 364 Days |
232 |
4.6199 |
5.1500 |
177 |
4.9001 |
5.2000 |
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II. |
RBI* : Sales |
45 |
9 |
|||||||||
:Purchase |
— |
— |
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III.Repo Transactions £ (Other than with RBI) |
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Amount |
Rates (%PA) |
Amount |
Rates (%PA) |
|||||||||
Minimum |
Maximum |
Minimum |
Maximum |
|||||||||
1. |
Govt. of India Dated Securities |
15,963 |
3.00 (1) |
5.75 |
(7) |
8,665 |
1.65 |
(1) |
4.85 |
(30) |
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2. |
State Govt. Securities |
24 |
4.00 (1) |
4.00 |
(1) |
— |
— |
— |
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3. |
91 Day Treasury Bills |
3,271 |
3.75 (1) |
5.50 |
(6) |
2,299 |
2.00 |
(1) |
4.50 |
(5) |
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4. |
364 Day Treasury Bills |
3,277 |
3.95 (1) |
5.50 |
(3) |
1,865 |
3.50 |
(1) |
4.75 |
(4) |
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IV. RBI : Repo £^ |
32,665 |
4.50 |
— |
98,410 |
4.50 |
— |
||||||
: Reverse Repo ! |
5,000 |
6.00 |
— |
— |
— |
— |
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@: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. |