Weekly Statistical Supplement


download file (21 kb) or PDF document (104 kb)
Date : Jan 22, 2010
Secondary Market Transactions in Government Securities (Face Value)

(Amount in Rs. crore)

Item

For the Week Ended Jan. 8, 2010

For the Week Ended Jan. 15, 2010

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

 

 

 

 

 

 

 

2009-10

495

3.1775

3.3905

460

3.1780

3.2295

 

2010-11

3,300

3.7622

5.0985

3,764

3.8391

4.9371

 

2011-12

3,419

5.2000

5.9843

967

5.0000

5.5106

 

2012-13

3,361

6.2685

6.7021

2,900

6.2469

6.7261

 

2013-14

278

6.7491

7.0775

326

6.7478

6.9429

 

2014-15

1,035

7.1410

7.8501

2,051

7.2152

7.4000

 

2015-18

7,669

7.3470

7.5838

6,059

7.3770

7.5013

 

2018-19

10

7.8450

7.8450

15

7.7916

7.8433

 

Beyond 2019

21,425

4.4887

8.3826

25,061

4.5870

8.3817

2

State Government Securities

2,482

6.1050

8.4360

1,714

3.4210

8.3821

3

Treasury Bills (Residual Maturity in Days)

 

 

 

 

 

 

 

(a)

Upto 14 Days

1,726

2.9991

3.5050

1,125

3.1513

3.4000

 

(b)

15 - 91 Days

10,740

3.0000

3.8499

4,873

3.1656

3.8061

 

(c)

92 - 182 Days

632

3.7000

4.0511

397

3.7000

4.0001

 

(d)

183 - 364 Days

990

4.5000

4.7003

183

4.3000

4.6700

II.

RBI*  : Sales

679

 

 

151

 

 

 

: Purchases

674

 

 

149 +

 

 

III.

Repo Transactions X (Other than with RBI)

 

 

 

 

 

 

 

 

Amount

Rates (%PA) Minimum

Rates (%PA) Maximum

Amount

Rates (%PA) Minimum

Rates (%PA) Maximum

 

1.

Govt. of India Dated Securities

62,916

1.25    (1)

5.50   (80)

85,137

1.00    (1)

3.25    (5)

 

2.

State Govt. Securities

465

2.75    (1)

3.15    (3)

132

3.00    (1)

3.15    (5)

 

3.

91 Day Treasury Bills

3,024

2.95    (1)

3.10    (3)

8,452

1.75    (1)

3.15    (3)

 

4.

182 Day Treasury Bills

660

2.85     (1)

3.12    (1)

1,161

2.60    (1)

3.15    (3)

 

5.

364 Day Treasury Bills

128

3.00    (1)

3.10    (2)

2,614

1.50    (1)

3.10    (3)

IV.

RBI: Repo X ^

 

: Reverse Repo !

4,75,490

3.25

3,72,995

3.25

@ : As reported in Subsidiary General Ledger Accounts at RBI, including 'When Issued' transactions
*   :  RBI's sales and purchases include transactions in other offices and transactions on behalf of the State Governments and others
** : Minimum and maximum YTMs (% PA) indicative have been given excluding transactions of Non-standard lot size (Less than Rs.5 crore)
X : Represent the first leg of transactions
^ : Data relate to Repo auctions under Liquidity Adjustment Facility effective from June 5, 2000 (See Table 9)
! : Includes Reverse Repo auctions under Liquidity Adjustment Facility.
+ : Includes purchase of Oil Marketing Companies Government of India Special Bonds (Oil bonds) of Rs. NIL (face value) under Special Market Operation (SMO)
Note : Figures in brackets indicate Repo Period.


Top