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

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Date: June 19, 2004

(Amount in Rs. crore)

			For the Week Ended Jun. 4, 2004				For the Week Ended Jun. 11, 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	—	—		—	20	3.7163			—
		2005-06	1,726	4.5083	4.7700		736	4.5115		4.7408
		2006-07	1,080	4.6181	4.7700		410	4.7422		4.9367
		2007-08	134	4.8409	4.9648		173	4.8748		4.9354
		2008-09	46	4.8704	4.8886		118	4.8386		5.1425
		2009-10	910	4.9088	5.3132		826	4.9102		5.4026
		2010-13	2,553	4.9722	5.8585		2,614	5.0099		5.8569
		2013-14	580	5.2442	5.3413		790	5.2344		5.4990
		Beyond 2014	14,572	4.4968	6.2348		18,998	4.4973		6.2315
2.	State Government Securities		413	5.1000	5.9763		768	5.1992		5.9100
3.	Treasury Bills (Residual Maturity in Days)
		(a) Upto 14 Days	509	4.1511	4.5299		544	3.7485		4.5996
		(b) 15 - 91 Days	2,938	4.1498	4.4498		2,002	3.8246		4.4612
		(c) 92 - 182 Days	15	4.3850	4.4198		18	4.4501			—
		(d) 183 - 364 Days	1,219	3.7600	4.5000		2,288	3.6954		4.4946
II.		*RBI : Sales**	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	26,941	1.75 (1)	6.00	(7)	18,160	3.60	(1)	4.75	(7)
	2.	State Govt. Securities	286	3.50 (1)	4.00	(7)	85	4.00	(1)	4.30	(3)
	3.	91 Day Treasury Bills	2,027	2.75 (1)	5.75	(5)	3,565	4.00	(1)	4.40	(5)
	4.	364 Day Treasury Bills	1,925	3.25 (1)	5.00	(5)	1,466	4.00	(1)	4.35	(4)
IV. RBI : Repo £^			67,445	4.50	—		53,465	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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