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 May 21, 2004 |
For the Week Ended May 28, 2004 |
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Item |
Amount |
YTM (%PA) Indicative** |
Amount |
YTM (%PA) Indicative** |
|||||||
Minimum |
Maximum |
Minimum |
Maximum |
||||||||
1 |
2 |
3 |
4 |
5 |
6 |
7 |
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I. |
OutrightTransactions |
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1. |
Govt. of India Dated Securities |
||||||||||
Maturing in the year |
|||||||||||
2004-05 |
— |
— |
— |
— |
— |
— |
|||||
2005-06 |
263 |
4.4708 |
4.6188 |
1,070 |
4.4880 |
4.6086 |
|||||
2006-07 |
81 |
4.5413 |
4.8499 |
125 |
4.5683 |
4.8002 |
|||||
2007-08 |
582 |
3.9883 |
4.8496 |
145 |
4.6999 |
4.7495 |
|||||
2008-09 |
400 |
4.7829 |
4.9233 |
451 |
4.7728 |
5.0735 |
|||||
2009-10 |
1,240 |
4.8370 |
5.2788 |
765 |
4.8351 |
5.2074 |
|||||
2010-13 |
2,339 |
4.8794 |
5.2455 |
2,044 |
4.8987 |
5.2434 |
|||||
2013-14 |
877 |
5.1481 |
5.2621 |
740 |
5.1684 |
5.2520 |
|||||
Beyond 2014 |
19,362 |
4.4964 |
5.9534 |
11,020 |
4.4946 |
6.0209 |
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2. |
State Government Securities |
235 |
5.8200 |
5.9203 |
786 |
4.9741 |
5.8717 |
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3. |
Treasury Bills (Residual Maturity in Days) |
||||||||||
(a) Upto 14 Days |
11 |
4.1517 |
— |
279 |
3.5043 |
4.5089 |
|||||
(b) 15 - 91 Days |
2,256 |
4.2596 |
4.4199 |
3,149 |
4.2499 |
4.4202 |
|||||
(c) 92 - 182 Days |
167 |
4.3599 |
4.4100 |
15 |
4.3699 |
— |
|||||
(d) 183 - 364 Days |
1,542 |
2.8001 |
4.4500 |
1,788 |
3.1700 |
4.4399 |
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II. |
RBI* : Sales |
5 |
87 |
||||||||
:Purchase |
— |
— |
|||||||||
III.Repo Transactions £ (Other than with RBI) |
|||||||||||
Amount |
Rates (%PA) |
Amount |
Rates (%PA) |
||||||||
Minimum |
Maximum |
Minimum |
Maximum |
||||||||
1. |
Govt. of India Dated Securities |
27,030 |
2.85 (1) |
4.40 |
(8) |
22,699 |
2.75 |
(1) |
4.50 |
(7) |
|
2. |
State Govt. Securities |
629 |
3.70 (1) |
4.00 |
(5) |
389 |
3.55 |
(1) |
4.05 |
(5) |
|
3. |
91 Day Treasury Bills |
2,835 |
3.50 (1) |
4.00 |
(5) |
2,524 |
3.55 |
(1) |
4.50 |
(5) |
|
4. |
364 Day Treasury Bills |
2,275 |
3.00 (1) |
4.05 |
(4) |
1,932 |
3.65 |
(1) |
4.60 |
(4) |
|
IV. RBI : Repo £^ |
69,315 |
4.50 |
— |
66,785 |
4.50 |
— |
|||||
: 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.
*: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.