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21. Secondary Market Transactions in Government Securities (Face Value)
81898539

21. Secondary Market Transactions in Government Securities (Face Value)

(Amount in Rs. crore)


     

For the Week Ended Mar. 16, 2001

For the Week Ended Mar. 23, 2001


Item

Amount

YTM (%PA) Indicative**

Amount

YTM (%PA) Indicative**


       

Minimum

Maximum

 

Minimum

Maximum


 

1

 

2

3

 

4

5

6

7


I.

Outright Transactions

             

1.

Govt. of India Dated Securities

             
   

Maturing in the year

             
   

2000-01

—

—

 

—

2

—

—

   

2001-02

341

8.7152

9.1920

351

8.3987

9.1804

   

2002-03 $

672

8.7429

9.3265

762

8.9730

9.2722

   

2003-04

1,388

8.9587

9.4112

704

9.1218

9.2921

   

2004-05

609

9.1479

9.6133

728

9.3614

9.6309

   

2005-06

506

9.2038

9.7666

810

9.4103

9.9951

   

2006-09

4,639

9.4028

10.7132

3,167

9.5957

10.3583

   

2009-10

266

10.0906

10.5647

683

10.1312

10.5651

   

Beyond 2010

4,275

9.8392

11.0376

2,894

9.9939

11.0543

2.

State Government Securities

42

9.1302

11.1999

40

10.4998

10.9523

3.

Treasury Bills (Residual Maturity in Days)

           
   

(a) Upto 14 Days

191

5.0593

8.7243

242

5.5850

7.5805

   

(b) 15 - 91 Days

610

7.2402

9.4743

425

7.2507

8.5266

   

(c) 92 - 182 Days

120

7.9783

8.5365

132

8.0776

8.5765

   

(d) 183 - 364 Days

411

8.4767

8.8757

856

8.3272

8.8856

II.

RBI* : Sales

23

     

6

   
   

: Purchase

—

     

—

   

III.Repo Transactions £ (Other than with RBI)

         
     

Amount

Rates (%PA)

 

Amount

Rates (%PA)

       

Minimum

Maximum

 

Minimum

Maximum

                   
 

1.

Govt. of India Dated Securities

1,635

7.05 (1)

11.00

(15)

3,541

6.95 (1)

10.50 (15)

 

2.

State Govt. Securities

—

—

—

 

—

—

—

 

3.

14 Day Treasury Bills

—

—

—

 

—

—

—

 

4.

91 Day Treasury Bills

—

—

—

 

40

7.40 (6)

—

 

5.

182 Day Treasury Bills

40

7.00 (1)

—

 

—

—

—

 

6.

364 Day Treasury Bills

340

7.00 (1)

8.50

(3)

40

6.90 (1)

—

IV. RBI : Repo £^

15,190

7.00

—

 

25,200

7.00

—

   

: Reverse Repo !

1,035

7.00

9.00

 

40

7.00

—


@ : As reported in Subsidiary General Ledger Accounts at RBI, Mumbai which presently accounts for nearly 98 percent of the total transactions in the country.
$ : 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.
* : 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.
Above information can also be directly accessed on Internet at http://www.wss.rbi.org.in Due to rounding off of figures, the constituent items may not add up to the totals
The symbols used in WSS are: .. = Not availabe. — = Nil/Negligible. # = Provisional
Annual subscription for 2001 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

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