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 Jun. 30, 2000 |
For the Week Ended Jul. 7, 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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2000-01 |
451 |
10.0184 |
10.7072 |
765 |
6.9650 |
9.9802 |
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2001-02 |
397 |
9.5901 |
9.8012 |
702 |
9.3886 |
9.6372 |
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2002-03 $ |
185 |
9.7563 |
9.8770 |
1,245 |
9.6240 |
9.8240 |
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2003-04 |
411 |
9.9352 |
10.1274 |
1,250 |
9.7880 |
10.0717 |
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2004-05 |
105 |
10.1325 |
10.2352 |
346 |
10.0379 |
10.1470 |
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2005-06 |
96 |
10.1493 |
10.3902 |
301 |
9.9992 |
10.3090 |
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2006-09 |
1,878 |
10.4503 |
10.9310 |
3,418 |
10.3773 |
10.8717 |
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2009-10 |
317 |
10.9119 |
11.0575 |
1,093 |
10.8244 |
10.9998 |
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Beyond 2010 |
525 |
10.5793 |
11.4385 |
922 |
10.5802 |
11.2167 |
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2. |
State Government Securities |
4 |
10.9799 |
11.3086 |
72 |
10.2581 |
11.4545 |
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3. |
Treasury Bills (Residual Maturity in Days) |
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(a) Upto 14 Days |
13 |
8.5774 |
8.9749 |
110 |
6.8556 |
7.9781 |
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(b) 15 - 91 Days |
55 |
8.6010 |
10.1216 |
1,423 |
7.7880 |
9.2244 |
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(c) 92 - 182 Days |
27 |
9.0157 |
9.5238 |
58 |
8.7259 |
9.1747 |
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(d) 183 - 364 Days |
155 |
9.1837 |
9.8230 |
353 |
9.0750 |
9.6235 |
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II. RBI* : Sales |
0.29 |
1,437 |
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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 |
2,720 |
6.50 |
(1) |
13.50 |
(14) |
315 |
6.95 (1) |
11.75 |
(14) |
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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 |
15 |
6.90 |
(2) |
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5. |
364 Day Treasury Bills |
64 |
6.85 |
(2) |
7.70 |
(4) |
97 |
6.90 (1) |
8.85 |
(3) |
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: Reverse Repo ! |
994 |
7.00 |
13.05 |
258 |
7.00 |
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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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^ : Data relate to Repo auctions under Liquidity Adjustment Facility effective from June 5, 2000. |
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! : Includes Reverse Repo auctions under Liquidity Adjustment Facility. |
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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. |