Table 17: Secondary Market Activity

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Holdings

Amount

Amount

Amount

Amount of

Amount of

Total

Weighted

 

 

of SMC

of Bills

of Bills

of Bills

Government

Government

volume of

average

 

 

as at end

transacted

purchased

sold by

Securities

Securities

secondary

yield on

 

 

of period

outside

by

SMC 1

transacted

sold by

market

Bills sold

 

 

 

SMC

SMC

 

outside SMC

SMC

transactions

by SMC

 

 

 

(Rs million)

 

 

 

 

 

(% p.a.)

 

 

 

 

 

 

 

 

 

 

 

Aug 1999

 

 

 

 

 

 

 

 

 

 2-6 Aug

      1,262

0

50

469

0

0

519

12.02

 

9-13 Aug

      1,308

75

0

106

0

0

181

12.60

 

16-20 Aug

      1,192

100

166

408

0

0

674

12.42

 

23-27 Aug

      1,593

40

15

448

0

0

503

12.43

 

30-31 Aug

      1,573

0

0

22

0

0

22

12.78

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Jul-98

         938

72

621

120

150

0

963

9.14

 

Aug-98

         957

193

25

514

0

0

732

9.36

 

Sep-98

         428

406

0

542

0

0

948

9.97

 

Oct-98

      1,009

330

53

372

164

0

919

9.91

 

Nov-98

      1,579

128

0

476

0

0

604

11.30

 

Dec-98

      1,301

55

69

914

0

0

1,038

12.40

 

Jan-99

      1,361

111

25

850

0

0

986

12.54

 

Feb-99

      1,562

90

0

487

22

0

599

12.43

 

Mar-99

      1,255

97

169

783

0

0

1,049

12.63

 

Apr-99

      1,208

123

0

716

0

0

839

12.73

 

May-99

      1,349

191

84

782

0

0

1,057

12.58

 

Jun-99

      1,320

90

135

1,824

0

0

2,049

12.61

 

Jul-99

      1,522

50

1

566

0

0

617

12.54

 

Aug-99

      1,573

215

231

1,452

0

0

1,898

12.31

 

 

 

 

 

 

 

 

 

 

 

SMC : Secondary Market Cell of the Bank of Mauritius.

1 Includes Bills sold Over The Counter (OTC).