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 February 25, 2000 |
For the Week Ended March 3, 2000 |
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Item |
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 |
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2000-01 |
237 |
7.8348 |
9.7775 |
151 |
5.3268 |
9.8962 |
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2001-02 |
678 |
8.0458 |
11.6573 |
467 |
9.4724 |
10.1056 |
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2002-03 $ |
292 |
9.6342 |
9.8480 |
149 |
9.6540 |
10.3585 |
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2003-04 |
254 |
9.7395 |
9.9864 |
453 |
9.7495 |
11.7505 |
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2004-05 |
353 |
9.8539 |
9.9970 |
336 |
9.8195 |
10.1144 |
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2005-08 |
832 |
10.0359 |
10.5343 |
733 |
9.9607 |
10.8271 |
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2008-09 |
3,509 |
10.2405 |
10.4256 |
2,860 |
10.1630 |
10.8663 |
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Beyond 2009 |
2,710 |
10.2470 |
11.2487 |
3,445 |
10.2365 |
11.2484 |
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2. |
State Government Securities |
93 |
10.4999 |
11.4215 |
35 |
10.1037 |
11.5371 |
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3. |
Treasury Bills (Residual Maturity in Days) |
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(a) Upto 14 Days |
108 |
8.2276 |
9.9697 |
299 |
7.9765 |
10.1698 |
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(b) 15 - 91 Days |
206 |
7.9776 |
8.9756 |
292 |
7.9785 |
9.2743 |
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(c) 92 - 182 Days |
26 |
8.9952 |
9.4739 |
81 |
8.7260 |
10.2220 |
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(d) 183 - 364 Days |
337 |
9.1249 |
9.4740 |
1,376 |
9.1249 |
9.5228 |
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II. |
RBI* : Sales |
3,159 |
1,772 |
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: Purchases |
60 |
572 |
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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 |
2,232 |
7.95 |
(1) |
13.00 |
(7) |
1,985 |
8.35 |
(1) |
11.00 |
(36) |
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2. |
14 Day Treasury Bills |
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3. |
91 Day Treasury Bills |
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4. |
182 Day Treasury Bills |
110 |
8.75 |
(4) |
8.75 |
(4) |
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5. |
364 Day Treasury Bills |
125 |
8.50 |
(1) |
9.95 |
(6) |
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IV. |
RBI : Repo £ |
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: Reverse Repo |
274 |
8.00 |
341 |
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 |
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(% 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 2000 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. |