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Table 219 : Secondary Market Repo Transactions in Government Securities (Face Value)

(Amount in ` Billion)

Week Ended

Dated Securities

Treasury Bills

Week Ended

Dated Securities

Treasury Bills

Central Govt.

State Govt.

Cash Manage­ ment Bill

91-day

182-day

364-day

Central Govt.

State Govt.

Cash Manage­ ment Bill

91-day

182-day

364-day

1

2

3

4

5

6

7

1

2

3

4

5

6

7

2011-12

 

 

 

 

 

 

 

2012-13

 

 

 

 

 

 

16-Dec-11

Amount

41772

297

2388

5158

9213

2788

06-Apr-12

9783

492

-

11000

10080

5728

 

Repo Rate Min

6.50

8.55

8.35

7.50

7.50

8.00

 

4.00

8.00

-

7.00

7.00

7.50

 

Repo Rate Max

9.65

8.55

8.85

9.00

9.00

9.00

 

9.50

8.85

-

9.05

9.05

9.00

 

Repo Period Min

1

1

1

1

1

1

 

1

1

-

1

1

1

 

Repo Period Max

15

1

3

3

3

3

 

15

5

-

9

5

5

23-Dec-11

Amount

37807

535

549

3003

4937

3561

13-Apr-12

25485

668

-

19994

14692

13971

 

Repo Rate Min

7.50

8.70

8.65

8.70

8.70

8.65

 

5.00

8.45

-

8.25

8.00

8.35

 

Repo Rate Max

9.90

9.26

8.85

9.40

9.41

9.41

 

9.60

8.70

-

8.70

8.80

8.70

 

Repo Period Min

1

1

1

1

1

1

 

1

1

-

1

1

1

 

Repo Period Max

15

3

1

3

3

3

 

89

4

-

6

3

3

30-Dec-11

Amount

29894

1462

-

3353

7878

4116

20-Apr-12

27405

-

-

19803

22166

17758

 

Repo Rate Min

6.25

8.50

-

6.50

8.45

8.45

 

6.00

-

-

7.80

7.45

7.75

 

Repo Rate Max

9.90

9.15

-

9.10

9.10

9.05

 

8.50

-

-

8.57

8.55

8.52

 

Repo Period Min

1

1

-

1

1

1

 

1

-

-

1

1

1

 

Repo Period Max

15

3

-

3

3

3

 

14

-

-

4

3

3

06-Jan-12

Amount

26632

10

-

5334

5527

3981

27-Apr-12

30085

75

-

18255

16571

20993

 

Repo Rate Min

7.25

8.40

-

8.39

8.50

8.45

 

5.00

8.10

-

7.90

7.00

8.05

 

Repo Rate Max

9.90

8.40

-

8.70

8.80

8.75

 

9.00

8.10

-

8.35

8.30

8.30

 

Repo Period Min

1

1

-

1

1

1

 

1

1

-

1

1

1

 

Repo Period Max

15

1

-

3

3

3

 

15

3

-

3

3

3

13-Jan-12

Amount

46274

30

-

5436

9373

7926

04-May-12

27471

62

-

20416

15755

18808

 

Repo Rate Min

7.25

8.60

-

8.30

8.45

8.45

 

5.90

8.08

-

6.50

7.25

7.55

 

Repo Rate Max

9.90

8.60

-

8.75

9.25

9.25

 

9.20

8.24

-

8.70

8.55

9.20

 

Repo Period Min

1

1

-

1

1

1

 

1

1

-

1

1

1

 

Repo Period Max

15

3

-

5

3

3

 

15

2

-

3

3

3

20-Jan-12

Amount

36926

-

-

4320

6160

1857

11-May-12

30166

514

-

19460

12450

14586

 

Repo Rate Min

7.50

-

-

8.35

8.50

8.50

 

6.50

8.05

-

8.05

8.05

8.05

 

Repo Rate Max

9.80

-

-

9.00

8.95

9.00

 

9.25

8.20

-

8.25

8.25

8.25

 

Repo Period Min

1

-

-

1

1

1

 

1

1

-

1

1

1

 

Repo Period Max

15

-

-

3

3

3

 

16

3

-

3

3

3

27-Jan-12

Amount

29013

359

-

4722

6439

2383

18-May-12

39207

543

-

20124

18025

20513

 

Repo Rate Min

6.90

8.45

-

8.00

8.00

8.60

 

6.50

8.00

-

7.60

7.35

7.20

 

Repo Rate Max

9.90

9.60

-

9.50

9.30

9.50

 

8.20

8.20

-

8.20

8.20

8.20

 

Repo Period Min

1

2

-

1

1

1

 

1

1

-

1

1

1

 

Repo Period Max

30

15

-

3

3

3

 

14

3

-

3

3

3

03-Feb-12

Amount

38695

440

-

7648

8274

1064

25-May-12

33876

682

-

14115

10375

19973

 

Repo Rate Min

7.00

8.60

-

8.50

8.50

8.55

 

6.50

7.95

-

7.95

8.00

7.90

 

Repo Rate Max

9.80

8.70

-

8.70

8.70

8.70

 

9.25

9.25

-

8.15

8.15

8.15

 

Repo Period Min

1

1

-

1

1

1

 

1

1

-

1

1

1

 

Repo Period Max

15

3

-

3

3

3

 

17

17

-

3

3

3

10-Feb-12

Amount

55452

363

-

8961

13195

2427

01-Jun-12

50404

471

-

22619

13855

23821

 

Repo Rate Min

7.00

8.25

-

8.40

7.50

8.35

 

6.75

7.90

-

7.35

7.50

7.25

 

Repo Rate Max

9.80

8.60

-

8.71

8.75

8.75

 

9.50

8.05

-

8.05

8.05

8.05

 

Repo Period Min

1

1

-

1

1

1

 

1

1

-

1

1

1

 

Repo Period Max

15

3

-

3

3

3

 

60

4

-

3

3

3

17-Feb-12

Amount

31415

97

-

8018

8235

403

08-Jun-12

60120

137

-

17028

8905

23474

 

Repo Rate Min

7.50

8.50

-

8.50

8.48

8.60

 

6.75

8.00

-

7.90

8.00

8.00

 

Repo Rate Max

9.80

8.70

-

8.70

8.70

8.70

 

9.40

8.11

-

8.25

8.20

8.22

 

Repo Period Min

1

1

-

1

1

1

 

1

1

-

1

1

1

 

Repo Period Max

17

1

-

4

4

4

 

90

1

-

3

3

3

24-Feb-12

Amount

43595

838

-

13758

11872

2710

15-Jun-12

65511

189

-

29150

13174

28142

 

Repo Rate Min

7.25

7.50

-

6.50

7.50

7.50

 

6.75

8.05

-

7.63

7.45

7.70

 

Repo Rate Max

9.80

8.65

-

8.70

8.70

8.80

 

9.40

8.10

-

8.10

8.10

8.10

 

Repo Period Min

1

1

-

1

1

1

 

1

1

-

1

1

1

 

Repo Period Max

16

3

-

3

3

3

 

18

1

-

3

3

3

02-Mar-12

Amount

43179

613

-

10932

9690

3108

22-Jun-12

36924

363

-

20404

6654

20754

 

Repo Rate Min

8.00

8.65

-

8.50

8.15

8.15

 

6.75

8.05

-

7.90

8.00

7.75

 

Repo Rate Max

9.90

9.10

-

9.05

9.10

9.20

 

9.40

9.40

-

8.15

8.30

8.30

 

Repo Period Min

1

1

-

1

1

1

 

1

1

-

1

1

1

 

Repo Period Max

15

3

-

3

3

3

 

18

18

-

3

3

3

09-Mar-12

Amount

41706

388

-

12300

12729

1810

29-Jun-12

38551

213

-

21924

14087

24120

 

Repo Rate Min

7.25

7.20

-

7.80

7.00

7.60

 

6.50

8.00

-

7.25

7.55

7.40

 

Repo Rate Max

9.90

8.80

-

8.70

8.70

8.65

 

9.40

9.40

-

8.15

8.10

8.15

 

Repo Period Min

1

1

-

1

1

1

 

1

1

-

1

1

1

 

Repo Period Max

15

3

-

3

3

3

 

19

19

-

4

4

4

16-Mar-12

Amount

40071

1109

-

11216

14321

891

 

 

 

-

 

 

 

 

Repo Rate Min

6.00

8.60

-

7.50

8.30

8.50

 

 

 

-

 

 

 

 

Repo Rate Max

9.00

8.70

-

8.80

8.80

8.60

 

 

 

-

 

 

 

 

Repo Period Min

1

1

-

1

1

1

 

 

 

-

 

 

 

 

Repo Period Max

7

3

-

3

7

1

 

 

 

-

 

 

 

23-Mar-12

Amount

25832

979

-

17966

15987

8531

 

 

 

-

 

 

 

 

Repo Rate Min

7.00

8.60

-

7.00

7.50

7.76

 

 

 

-

 

 

 

 

Repo Rate Max

10.75

9.50

-

9.60

9.40

9.50

 

 

 

-

 

 

 

 

Repo Period Min

1

1

-

1

1

1

 

 

 

-

 

 

 

 

Repo Period Max

30

28

-

4

6

4

 

 

 

-

 

 

 

30-Mar-12

Amount

19098

604

-

10673

12292

5840

 

 

 

-

 

 

 

 

Repo Rate Min

4.00

9.00

-

8.20

8.00

8.65

 

 

 

-

 

 

 

 

Repo Rate Max

11.50

11.75

-

12.50

13.50

11.00

 

 

 

-

 

 

 

 

Repo Period Min

1

1

-

1

1

1

 

 

 

-

 

 

 

 

Repo Period Max

15

4

-

4

4

4

 

 

 

-

 

 

 

Note : 1. Data based on first leg of transactions as reported in SGL accounts at RBI, Mumbai.
2. Repo rate in per cent per annum and repo period is in days. Transactions exclude repo transactions with RBI.

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