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

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Date: December 21, 2002


(Amount in Rs. crore)

			For the Week Ended Dec. 6, 2002				For the Week Ended Dec. 13, 2002

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
		2002-03 $	—	—		—	—			—		—
		2003-04	1,149	5.3863	5.5866		318	5.4990			5.6557
		2004-05	5	5.6038		—	25	5.6837			5.6958
		2005-06	126	5.5943	5.7226		205	5.6423			5.7908
		2006-07	20	5.7412	5.7874		80	5.7448			5.8395
		2007-08	115	5.8581	5.9526		72	5.8748			6.2011
		2008-11	1,616	5.9736	6.6050		1,571	6.0056			6.6177
		2011-12	9,484	6.3911	6.5403		3,549	6.3882			6.8493
		Beyond 2012	21,170	6.2460	7.2403		14,365	6.2508			7.2449
2.	State Government Securities		183	6.5896	7.0092		146	6.3053			7.3284
3.	Treasury Bills (Residual Maturity in Days)
		(a) Upto 14 Days	41	4.9882	5.4989		79	5.2424			5.4845
		(b) 15 - 91 Days	400	4.9863	5.4950		513	4.9855			5.5246
		(c) 92 - 182 Days	10	5.1059		—	17	5.4053				—
		(d) 183 - 364 Days	781	5.0688	5.5946		396	5.1558			5.5947
II.	*RBI : Sales**		4,530				18
		: Purchase	—				—
III.Repo Transactions £ (Other than with RBI)
			Amount	Rates (%PA)			Amount	Rates (%PA)
				Minimum	Maximum			Minimum			Maximum

	1.	Govt. of India Dated Securities	7,326	4.50 (1)	6.50	(14)	6,080	5.00		(1)	6.50	(23)
	2.	State Govt. Securities	—	—	—		—	—			—
	3.	91 Day Treasury Bills	280	4.90 (1)	5.10	(3)	210	5.00		(1)	5.25	(3)
	4.	364 Day Treasury Bills	993	4.75 (1)	5.20	(3)	792	5.00		(1)	5.30	(5)
IV. RBI : Repo £^			80,630	5.50	—		21,720	5.50			—
		: Reverse Repo !	—	—	—		—	—			—

@ : 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. $ : 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 available. — = Nil/Negligible. # = Provisional