23. Secondary Market Transactions in Government Securities (Face Value) - RBI - Reserve Bank of India
23. Secondary Market Transactions in Government Securities (Face Value)
(Amount in Rs. crore) |
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For the Week Ended Jan. 2, 2004 |
For the Week Ended Jan. 9, 2004 |
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Item |
Amount |
YTM (%PA) Indicative** |
Amount |
YTM (%PA) Indicative** |
|||||||||
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 |
|||||||||||||
2003-04 |
165 |
4.3749 |
4.4890 |
240 |
4.1919 |
4.4147 |
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2004-05 |
58 |
4.5039 |
4.5324 |
5 |
— |
— |
|||||||
2005-06 |
14 |
4.5611 |
— |
101 |
4.1745 |
4.5022 |
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2006-07 |
61 |
4.5366 |
4.8322 |
257 |
4.5526 |
4.6507 |
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2007-08 |
181 |
4.6379 |
4.7061 |
77 |
4.6204 |
4.6665 |
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2008-09 |
817 |
4.7041 |
5.0224 |
739 |
4.7139 |
5.0340 |
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2009-12 |
3,253 |
4.8012 |
5.3258 |
2,506 |
4.8015 |
5.2929 |
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2012-13 |
2,183 |
4.9513 |
5.2200 |
1,854 |
5.0576 |
5.1510 |
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Beyond 2013 |
16,925 |
5.0941 |
6.0440 |
28,508 |
5.0807 |
6.1024 |
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2. |
State Government Securities |
388 |
5.3300 |
5.9544 |
290 |
5.8100 |
5.9800 |
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3. |
Treasury Bills (Residual Maturity in Days) |
||||||||||||
(a) Upto 14 Days |
407 |
3.9987 |
4.6814 |
102 |
4.1197 |
4.1781 |
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(b) 15 - 91 Days |
1,043 |
4.1603 |
4.2993 |
1,128 |
4.0698 |
4.2301 |
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(c) 92 - 182 Days |
605 |
4.2000 |
4.3400 |
218 |
4.1449 |
4.2401 |
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(d) 183 - 364 Days |
1,136 |
4.2500 |
4.3300 |
531 |
4.1701 |
4.2979 |
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II. |
RBI* : Sales |
157 |
5,021 |
||||||||||
: Purchase |
— |
— |
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III. Repo Transactions £ (Other than with RBI) |
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Amount |
Rates (%PA) |
Amount |
Rates (%PA) |
||||||||||
Minimum |
Maximum |
Minimum |
Maximum |
||||||||||
1. |
Govt. of India Dated Securities |
29,941 |
2.25 |
(1) |
4.55 |
(7) |
27,791 |
2.50 |
(1) |
4.50 |
(14) |
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2. |
State Govt. Securities |
317 |
3.80 |
(3) |
4.10 |
(6) |
89 |
3.65 |
(1) |
3.95 |
(2) |
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3. |
91 Day Treasury Bills |
95 |
4.00 |
(2) |
4.05 |
(3) |
92 |
3.75 |
(1) |
3.80 |
(1) |
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4. |
364 Day Treasury Bills |
1,051 |
3.80 |
(1) |
4.30 |
(7) |
1,128 |
3.50 |
(1) |
4.25 |
(4) |
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IV. RBI : Repo £^ |
1,60,715 |
4.50 |
— |
1,95,855 |
4.50 |
— |
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: Reverse Repo ! |
— |
— |
— |
— |
— |
— |
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@ : 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. £ : 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. |