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 Oct. 15, 2004 |
For the Week Ended Oct. 22, 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 |
||||||||||
Maturing in the year |
|||||||||||
2004-05 |
— |
— |
— |
— |
— |
— |
|||||
2005-06 |
388 |
5.4500 |
5.5139 |
155 |
5.4342 |
5.5381 |
|||||
2006-07 |
221 |
5.7569 |
5.8237 |
5 |
5.7608 |
— |
|||||
2007-08 |
195 |
6.0157 |
6.1081 |
120 |
5.9264 |
6.0701 |
|||||
2008-09 |
288 |
6.2199 |
6.7619 |
180 |
6.1814 |
6.7003 |
|||||
2009-10 |
2,029 |
6.1700 |
6.7664 |
1,701 |
6.2192 |
6.7444 |
|||||
2010-13 |
1,601 |
6.5297 |
6.9434 |
1,557 |
6.5083 |
6.8852 |
|||||
2013-14 |
104 |
6.8651 |
6.9948 |
41 |
6.8454 |
6.8871 |
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Beyond 2014 |
8,842 |
6.4798 |
7.3347 |
7,870 |
5.1800 |
7.2232 |
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2. |
State Government Securities |
2,133 |
6.4808 |
7.2514 |
505 |
7.0400 |
7.3004 |
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3. |
Treasury Bills (Residual Maturity in Days) |
||||||||||
(a) Upto 14 Days |
720 |
4.6981 |
8.2509 |
61 |
3.7923 |
4.7790 |
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(b) 15 - 91 Days |
2,002 |
4.6481 |
5.1601 |
1,762 |
4.5765 |
5.1602 |
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(c) 92 - 182 Days |
2 |
— |
— |
1 |
— |
— |
|||||
(d) 183 - 364 Days |
1,129 |
5.0701 |
5.4891 |
1,600 |
5.3000 |
5.4895 |
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II. |
RBI* : Sales |
48 |
— |
||||||||
: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 |
21,298 |
4.00 (1) |
4.65 |
(7) |
23,272 |
4.00 |
(1) |
4.95 |
(7) |
|
2. |
State Govt. Securities |
— |
— |
— |
— |
— |
— |
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3. |
91 Day Treasury Bills |
1,861 |
3.90 (1) |
4.60 |
(3) |
421 |
4.55 |
(1) |
4.85 |
(4) |
|
4. |
364 Day Treasury Bills |
3,042 |
4.25 (1) |
4.55 |
(3) |
1,872 |
4.25 |
(1) |
4.90 |
(4) |
|
IV. RBI : Repo £^ |
29,045 |
4.50 |
— |
12,075 |
4.50 |
— |
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: Reverse Repo ! |
— |
— |
— |
— |
— |
— |
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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. |