23. Secondary Market Transactions in Government Securities (Face Value)

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Date: June 05, 2004

(Amount in Rs. crore)
			For the Week Ended May 21, 2004				For the Week Ended May 28, 2004
*Item*			Amount	YTM (%PA) Indicative**			Amount	YTM (%PA) Indicative**
				Minimum	Maximum			Minimum		Maximum
1			2	3	4		5	6			7
I.	OutrightTransactions
1.	Govt. of India Dated Securities
		Maturing in the year
		2004-05	—	—		—	—		—		—
		2005-06	263	4.4708	4.6188		1,070	4.4880		4.6086
		2006-07	81	4.5413	4.8499		125	4.5683		4.8002
		2007-08	582	3.9883	4.8496		145	4.6999		4.7495
		2008-09	400	4.7829	4.9233		451	4.7728		5.0735
		2009-10	1,240	4.8370	5.2788		765	4.8351		5.2074
		2010-13	2,339	4.8794	5.2455		2,044	4.8987		5.2434
		2013-14	877	5.1481	5.2621		740	5.1684		5.2520
		Beyond 2014	19,362	4.4964	5.9534		11,020	4.4946		6.0209
2.	State Government Securities		235	5.8200	5.9203		786	4.9741		5.8717
3.	Treasury Bills (Residual Maturity in Days)
		(a) Upto 14 Days	11	4.1517		—	279	3.5043		4.5089
		(b) 15 - 91 Days	2,256	4.2596	4.4199		3,149	4.2499		4.4202
		(c) 92 - 182 Days	167	4.3599	4.4100		15	4.3699			—
		(d) 183 - 364 Days	1,542	2.8001	4.4500		1,788	3.1700		4.4399
II.		*RBI : Sales**	5				87
		:Purchase	—				—
III.Repo Transactions £ (Other than with RBI)
			Amount	Rates (%PA)			Amount		Rates (%PA)
				Minimum	Maximum			Minimum		Maximum
	1.	Govt. of India Dated Securities	27,030	2.85 (1)	4.40	(8)	22,699	2.75	(1)	4.50	(7)
	2.	State Govt. Securities	629	3.70 (1)	4.00	(5)	389	3.55	(1)	4.05	(5)
	3.	91 Day Treasury Bills	2,835	3.50 (1)	4.00	(5)	2,524	3.55	(1)	4.50	(5)
	4.	364 Day Treasury Bills	2,275	3.00 (1)	4.05	(4)	1,932	3.65	(1)	4.60	(4)
IV. RBI : Repo £^			69,315	4.50	—		66,785	4.50		—
		: Reverse Repo !	—	—	—		—	—		—

@:As reported in Subsidiary General Ledger Accounts at RBI, Mumbai which presently accounts for nearly 98 per cent of the total transactions in the country.
*:RBI's sales and purchases include transactions in other offices also.
£:Represent the first leg of transactions.
^:Data relate to Repo auctions under Liquidity Adjustment Facility effective from June 5, 2000.
! :Includes Reverse Repo auctions under Liquidity Adjustment Facility.
**:Minimum and maximum YTMs (% PA) indicative have been given excluding transactions of Non-standard lot size (Less than Rs.5 crore).

Note:Figures in brackets indicate Repo Period.

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