Table 18: 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.) | |||||||
May 2001 | ||||||||
2-4 May | 999 | 0 | 1 | 57 | 0 | 0 | 58 | 11.80 |
7-11 May | 971 | 0 | 0 | 42 | 0 | 0 | 42 | 11.55 |
14-18 May | 1,009 | 0 | 0 | 52 | 0 | 0 | 52 | 11.05 |
21-25 May | 1,210 | 0 | 0 | 37 | 0 | 0 | 37 | 11.90 |
28-31 May | 1,199 | 50 | 0 | 0 | 0 | 0 | 50 | - |
Jun-99 | 1,320 | 90 | 135 | 1,824 | 0 | 0 | 2,049 | 12.61 |
Sep-99 | 863 | 109 | 570 | 1,820 | 0 | 0 | 2,499 | 11.58 |
Dec-99 | 2,052 | 14 | 522 | 597 | 0 | 0 | 1,133 | 12.46 |
Jan-00 | 1,485 | 0 | 8 | 674 | 0 | 0 | 682 | 12.55 |
Feb-00 | 1,912 | 20 | 135 | 681 | 0 | 0 | 836 | 11.39 |
Mar-00 | 1,819 | 50 | 159 | 1,328 | 0 | 0 | 1,537 | 11.04 |
Apr-00 | 1,753 | 6 | 65 | 1,153 | 0 | 0 | 1,224 | 10.91 |
May-00 | 1,031 | 0 | 117 | 184 | 0 | 0 | 301 | 11.19 |
Jun-00 | 1,852 | 61 | 357 | 615 | 0 | 0 | 1,015 | 9.91 |
Jul-00 | 2,140 | 192 | 1 | 452 | 0 | 0 | 645 | 11.00 |
Aug-00 | 1,770 | 71 | 1 | 441 | 0 | 0 | 514 | 9.77 |
Sep-00 | 1,626 | 19 | 3 | 245 | 0 | 0 | 267 | 10.27 |
Oct-00 | 1,645 | 37 | 111 | 220 | 0 | 0 | 368 | 10.71 |
Nov-00 | 674 | 13 | 4 | 3,493 | 0 | 0 | 3,510 | 10.14 |
Dec-00 | 1,441 | 0 | 2 | 397 | 0 | 0 | 399 | 11.77 |
Jan-01 | 1,808 | 0 | 101 | 646 | 0 | 0 | 747 | 11.35 |
Feb-01 | 1,409 | 0 | 5 | 413 | 0 | 0 | 418 | 11.76 |
Mar-01 | 1,046 | 0 | 24 | 520 | 0 | 0 | 544 | 11.23 |
Apr-01 | 755 | 0 | 7 | 463 | 0 | 0 | 470 | 11.62 |
May-01 | 1,199 | 50 | 1 | 188 | 0 | 0 | 239 | 11.55 |
SMC: Secondary Market Cell of the Bank of Mauritius. | 1 Includes Bills sold Over The Counter (OTC). | |||||||