(Amount in Rs. crore) |
|
For the Week Ended Dec. 7, 2007 |
For the Week Ended Dec. 14, 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 |
|
|
|
|
|
|
|
|
2007-08 |
— |
— |
— |
— |
— |
— |
|
|
2008-09 |
175 |
8.1223 |
8.1265 |
280 |
8.0588 |
8.0776 |
|
|
2009-10 |
5,250 |
7.7299 |
7.8301 |
8,531 |
7.6993 |
7.8146 |
|
|
2010-11 |
486 |
7.7754 |
7.8216 |
1,285 |
7.7369 |
7.8621 |
|
|
2011-12 |
25 |
7.7129 |
7.7129 |
272 |
7.7649 |
8.3785 |
|
|
2012-13 |
55 |
7.8026 |
7.8052 |
42 |
7.7933 |
7.8181 |
|
|
2013-16 |
2,195 |
7.7926 |
7.9983 |
2,845 |
7.7814 |
7.8375 |
|
|
2016-17 |
1,088 |
7.8774 |
7.9552 |
1,062 |
7.8803 |
7.9243 |
|
|
Beyond 2017 |
24,950 |
7.8559 |
8.7525 |
17,697 |
7.8575 |
8.5905 |
2. |
State Government Securities |
466 |
8.1007 |
8.4894 |
206 |
7.9986 |
8.4994 |
3. |
Treasury Bills
(Residual Maturity in Days) |
|
|
|
|
|
|
|
|
(a) Upto 14 Days |
83 |
7.1000 |
7.5500 |
100 |
7.5015 |
8.0000 |
|
|
(b) 15 - 91 Days |
1,041 |
7.0995 |
7.5502 |
1,133 |
7.2800 |
7.6499 |
|
|
(c) 92 - 182 Days |
371 |
7.4001 |
7.5502 |
598 |
7.4500 |
7.5974 |
|
|
(d) 183 - 364 Days |
1,355 |
6.6927 |
7.7000 |
1,271 |
7.5699 |
7.6800 |
II. |
RBI* : Sales |
46 |
|
|
1 |
|
|
|
|
: Purchase |
1,575 |
|
|
2,230 |
|
|
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 |
82,240 |
3.00 (1) |
7.75 |
(4) |
83,007 |
6.00 |
(1) |
9.50 |
(91) |
|
2. |
State Govt. Securities |
1,092 |
4.00 (1) |
7.70 |
(3) |
596 |
6.90 |
(1) |
7.80 |
(3) |
|
3. |
91 Day Treasury Bills |
1,405 |
4.00 (1) |
7.65 |
(3) |
111 |
7.15 |
(1) |
7.75 |
(1) |
|
4. |
182 Day Treasury Bills |
1,992 |
3.50 (1) |
7.75 |
(3) |
114 |
7.40 |
(1) |
7.45 |
(1) |
|
5. |
364 Day Treasury Bills |
11,464 |
4.00 (1) |
7.75 |
(3) |
6,988 |
7.10 |
(1) |
7.90 |
(3) |
IV. RBI: Repo £^ |
330 |
— |
7.75 |
|
26,410 |
— |
|
7.75 |
|
|
|
: Reverse Repo ! |
11,980 |
— |
6.00 |
|
50 |
— |
|
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. |
|
