Secondary Market Transactions in Government Securities (Face Value)
82107749
Secondary Market Transactions in Government Securities (Face Value)
তাৰিখ: মাৰ্চ 23, 2007
(Amount in Rs. crore)
For the Week Ended Mar. 9, 2007
For the Week Ended Mar. 16, 2007
Item
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
2006-07
—
—
—
—
—
—
2007-08
436
6.7183
7.5517
143
7.2206
7.6553
2008-09
699
7.6200
8.3494
401
7.6566
8.4100
2009-10
2,720
7.6520
7.9000
467
7.7902
7.9458
2010-11
112
7.8427
8.0091
1
—
—
2011-12
286
7.9125
7.9910
528
7.8987
8.4750
2012-15
3,866
7.8877
8.5003
4,262
7.8538
8.5500
2015-16
—
—
—
1
—
—
Beyond 2016
2,639
7.8976
8.3570
6,824
7.7479
8.4000
2.
State Government Securities
389
7,1713
8.3515
457
7,7271
8.3939
3.
Treasury Bills (Residual Maturity in Days)
(a) Upto 14 Days
5
6.4993
6.4993
65
5.9984
6.7508
(b) 15 - 91 Days
1,248
6.0005
7.3500
769
6.3994
7.4769
(c) 92 - 182 Days
615
7.3500
7.5900
349
7.2499
7.6500
(d) 183 - 364 Days
434
7.2499
7.6250
620
7.4499
7.8265
II.
RBI* : Sales
418
28
: Purchase
5
—
III. Repo Transactions £ (Other than with RBI)
Amount
Rates (%PA)
Rates (%PA)
Amount
Rates(%PA)
Rates (%PA)
Minimum
Maximum
Minimum
Maximum
1.
Govt. of India Dated Securities
47,791
2.00
(1)
8.55
(95)
57,404
4.00
(1)
9.50
(93)
2.
State Govt. Securities
1,189
4.00
(1)
8.50
(95)
2,460
4.40
(1)
8.50
(5)
3.
91 Day Treasury Bills
3,020
4.00
(1)
6.05
(3)
1,653
4.60
(1)
7.90
(4)
4.
182 Day Treasury Bills
1,153
4.00
(1)
5.65
(3)
1,057
4.40
(1)
7.65
(4)
5.
364 Day Treasury Bills
9,094
4.00
(1)
6.05
(3)
6,937
3.85
(1)
9.00
(4)
IV. RBI: Repo £^
—
—
—
19,725
7.50
7.50
: Reverse Repo !
14,991
6.00
6.00
12,170
6.00
6.00
@ : As reported in Subsidiary General Ledger Accounts at RBI, including 'When Issued' transactions. * : RBI's sales and purchases include transactions in other offices also. ** : Minimum and maximum YTMs (% PA) indicative have been given excluding transactions of Non-standard lot size (Less than Rs.5 crore). £ : 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. Note: Figures in brackets indicate Repo Period.
