Secondary Market Transactions in Government Securities (Face Value)
82105928
Secondary Market Transactions in Government Securities (Face Value)
তারিখ: মার্চ 16, 2007
(Amount in Rs. crore)
For the Week Ended Mar. 2, 2007
For the Week Ended Mar. 9, 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
10
7.2846
7.2846
—
—
—
2007-08
159
7.3239
7.6539
436
6.7183
7.5517
2008-09
255
7.7000
8.3500
699
7.6200
8.3494
2009-10
602
7.8000
7.9100
2,720
7.6520
7.9000
2010-11
55
7.7582
7.8743
112
7.8427
8.0091
2011-12
721
7.8522
7.9622
286
7.9125
7.9910
2012-15
4,995
7.8254
8.4728
3,866
7.8877
8.5003
2015-16
—
—
—
—
—
—
Beyond 2016
6,664
7.8571
8.3799
2,639
7.8976
8.3570
2.
State Government Securities
727
8.0600
8.4497
389
7,1713
8.3515
3.
Treasury Bills (Residual Maturity in Days)
(a) Upto 14 Days
150
7.0005
7.1012
5
6.4993
6.4993
(b) 15 - 91 Days
950
6.4997
7.5000
1,248
6.0005
7.3500
(c) 92 - 182 Days
253
7.3000
7.5500
615
7.3500
7.5900
(d) 183 - 364 Days
441
7.4900
7.7101
434
7.2499
7.6250
II.
RBI* : Sales
169
418
: 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
45,258
5.00 (1)
8.50
(96)
47,791
2.00
(1)
8.55
(95)
2.
State Govt. Securities
1,657
5.65 (1)
6.25
(3)
1,189
4.00
(1)
8.50
(95)
3.
91 Day Treasury Bills
859
5.75 (1)
6.25
(3)
3,020
4.00
(1)
6.05
(3)
4.
182 Day Treasury Bills
369
5.70 (1)
6.03
(3)
1,153
4.00
(1)
5.65
(3)
5.
364 Day Treasury Bills
3,843
5.50 (1)
6.15
(3)
9,094
4.00
(1)
6.05
(3)
IV. RBI: Repo £^
—
7.50
7.50
—
—
—
: Reverse Repo !
1,18,810
6.00
6.00
14,991
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.
