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) |
|||||||||||
For the Week Ended Sep. 24, 2004 |
For the Week Ended Oct. 1, 2004 |
||||||||||
Item |
Amount |
YTM (%PA) Indicative** |
Amount |
YTM (%PA) Indicative** |
|||||||
Minimum |
Maximum |
Minimum |
Maximum |
||||||||
1 |
2 |
3 |
4 |
5 |
6 |
7 |
|||||
I. |
OutrightTransactions |
||||||||||
1. |
Govt. of India Dated Securities |
||||||||||
Maturing in the year |
|||||||||||
2004-05 |
— |
— |
— |
— |
— |
— |
|||||
2005-06 |
320 |
5.1293 |
5.2363 |
445 |
5.1550 |
5.4057 |
|||||
2006-07 |
462 |
5.3677 |
5.5922 |
51 |
5.4920 |
5.5648 |
|||||
2007-08 |
937 |
5.6920 |
6.0083 |
60 |
5.6761 |
5.8901 |
|||||
2008-09 |
2,057 |
5.8841 |
6.3966 |
1,031 |
5.8784 |
6.4150 |
|||||
2009-10 |
3,672 |
5.7979 |
6.4721 |
2,729 |
5.8225 |
6.6727 |
|||||
2010-13 |
5,118 |
5.9822 |
6.6572 |
3,454 |
6.0688 |
6.8174 |
|||||
2013-14 |
552 |
5.4811 |
6.9201 |
252 |
5.4910 |
7.0117 |
|||||
Beyond 2014 |
8,822 |
6.0135 |
7.2364 |
3,942 |
4.6153 |
7.1132 |
|||||
2. |
State Government Securities |
552 |
5.6253 |
7.4129 |
564 |
5.9479 |
7.3331 |
||||
3. |
Treasury Bills (Residual Maturity in Days) |
||||||||||
(a) Upto 14 Days |
496 |
4.4511 |
4.6816 |
1,090 |
4.4986 |
5.6593 |
|||||
(b) 15 - 91 Days |
2,481 |
4.4643 |
4.9127 |
3,610 |
4.4569 |
5.0361 |
|||||
(c) 92 - 182 Days |
5 |
— |
— |
17 |
5.0000 |
— |
|||||
(d) 183 - 364 Days |
912 |
4.9900 |
5.2485 |
1,493 |
4.5804 |
5.3888 |
|||||
II. |
RBI* : Sales |
— |
85 |
||||||||
:Purchase |
— |
— |
|||||||||
III.Repo Transactions £ (Other than with RBI) |
|||||||||||
Amount |
Rates (%PA) |
Amount |
Rates (%PA) |
||||||||
Minimum |
Maximum |
Minimum |
Maximum |
||||||||
1. |
Govt. of India Dated Securities |
22,537 |
4.20 (1) |
5.05 |
(10) |
18,255 |
2.25 |
(1) |
4.95 |
(7) |
|
2. |
State Govt. Securities |
— |
— |
— |
— |
— |
— |
||||
3. |
91 Day Treasury Bills |
3,408 |
4.30 (1) |
4.90 |
(3) |
3,085 |
2.50 |
(1) |
4.75 |
(3) |
|
4. |
364 Day Treasury Bills |
3,708 |
4.40 (1) |
5.00 |
(3) |
3,517 |
3.25 |
(1) |
4.70 |
(3) |
|
IV. RBI : Repo £^ |
48,230 |
4.50 |
— |
81,805 |
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. |