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

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Date: June 12, 2004

(Amount in Rs. crore)
			For the Week Ended May 28, 2004				For the Week Ended Jun. 4, 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	1,070	4.4880	4.6086		1,726	4.5083		4.7700
		2006-07	125	4.5683	4.8002		1,080	4.6181		4.7700
		2007-08	145	4.6999	4.7495		134	4.8409		4.9648
		2008-09	451	4.7728	5.0735		46	4.8704		4.8886
		2009-10	765	4.8351	5.2074		910	4.9088		5.3132
		2010-13	2,044	4.8987	5.2434		2,553	4.9722		5.8585
		2013-14	740	5.1684	5.2520		580	5.2442		5.3413
		Beyond 2014	11,020	4.4946	6.0209		14,572	4.4968		6.2348
2.	State Government Securities		786	4.9741	5.8717		413	5.1000		5.9763
3.	Treasury Bills (Residual Maturity in Days)
		(a) Upto 14 Days	279	3.5043	4.5089		509	4.1511		4.5299
		(b) 15 - 91 Days	3,149	4.2499	4.4202		2,938	4.1498		4.4498
		(c) 92 - 182 Days	15	4.3699		—	15	4.3850		4.4198
		(d) 183 - 364 Days	1,788	3.1700	4.4399		1,219	3.7600		4.5000
II.		*RBI : Sales**	87				60
		:Purchase	—				—
III.Repo Transactions £ (Other than with RBI)
			Amount	Rates (%PA)			Amount		Rates (%PA)
				Minimum	Maximum			Minimum		Maximum
	1.	Govt. of India Dated Securities	22,699	2.75 (1)	4.50	(7)	26,941	1.75	(1)	6.00	(7)
	2.	State Govt. Securities	389	3.55 (1)	4.05	(5)	286	3.50	(1)	4.00	(7)
	3.	91 Day Treasury Bills	2,524	3.55 (1)	4.50	(5)	2,027	2.75	(1)	5.75	(5)
	4.	364 Day Treasury Bills	1,932	3.65 (1)	4.60	(4)	1,925	3.25	(1)	5.00	(5)
IV. RBI : Repo £^			66,785	4.50	—		67,445	4.50		—
		: Reverse Repo !	—	—	—		800	6.00		—

@: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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