21. Secondary Market Transactions in Government Securities (Face Value) - RBI - 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 November 26, 1999 |
For the Week Ended December 3, 1999 |
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Items |
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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1999-2000 |
13 |
8.7465 |
10.2958 |
100 |
8.6202 |
10.2121 |
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2000-01 |
263 |
9.5159 |
10.5306 |
951 |
8.7406 |
10.5588 |
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2001-02 |
117 |
10.1689 |
10.4920 |
594 |
10.2591 |
10.4942 |
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2002-03 $ |
377 |
10.4283 |
10.6247 |
550 |
10.3984 |
10.6685 |
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2003-04 |
367 |
10.6693 |
11.1505 |
741 |
10.3673 |
10.8265 |
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2004-05 |
615 |
10.8060 |
10.8956 |
730 |
10.5047 |
10.8559 |
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2005-08 |
1,006 |
10.9103 |
12.3559 |
1,297 |
10.7850 |
11.2783 |
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2008-09 |
149 |
11.2553 |
11.4173 |
276 |
11.1737 |
11.2932 |
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Beyond 2009 |
5,802 |
10.9241 |
12.2132 |
7,052 |
11.1535 |
11.8400 |
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2. |
State Government Securities |
58 |
10.8601 |
12.8578 |
172 |
11.4276 |
11.7534 |
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3. |
Treasury Bills (Residual Maturity in Days) |
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(a) Upto 14 Days |
206 |
7.6301 |
9.9791 |
187 |
5.9706 |
8.9770 |
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(b) 15 - 91 Days |
171 |
8.3482 |
9.6233 |
414 |
7.9785 |
9.5237 |
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(c) 92 - 182 Days |
7 |
9.8232 |
9.9726 |
15 |
9.2247 |
9.4741 |
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(d) 183 - 364 Days |
52 |
8.9753 |
10.2717 |
556 |
9.6735 |
10.2718 |
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II. RBI* : Sales |
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0.35 |
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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 |
634 |
8.00 |
(1) |
9.10 |
(14) |
2,478 |
4.95 |
(1) |
8.70 |
(14) |
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2. |
14 Day Treasury Bills |
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3. |
91 Day Treasury Bills |
10 |
8.00 |
(8) |
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4. |
182 Day Treasury Bills |
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5. |
364 Day Treasury Bills |
10 |
8.00 |
(8) |
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150 |
6.50 |
(1) |
8.00 |
(4) |
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IV. RBI : Repo £ |
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4,752 |
6.00 |
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: Reverse Repo |
206 |
8.00 |
282 |
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 (% 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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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 1999 Weekly Statistical Supplement is Rs. 250.00 (inclusive of postage) in India and US $50 abroad, inclusive of postage by air mail. Price per copy is Rs. 5.00. |
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Registration No. RN. 43801/86 |
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Printed and Published by Charan Singh for the Reserve Bank of India, Mumbai - 400 001. |
REGISTERED NO. |
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at Karnatak Orion Press, 17/18 Prospect Chambers Annexe, Dr. D.N. Road, Fort, Mumbai-400 001. |
MH/BY-SOUTH-757 |