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

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Date: February 12, 2005

								(Amount in Rs. crore)

			For the Week Ended Jan. 28, 2005				For the Week Ended Feb. 4, 2005
*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	48	5.5645	5.6721		370	5.4599		5.5777
		2006-07	258	5.7520	5.8108		297	5.6596		5.7854
		2007-08	66	6.0369	6.0669		170	5.9263		6.1284
		2008-09	141	6.3614	6.8029		266	6.3534		6.6909
		2009-10	301	6.4496	6.6119		415	6.3974		6.8198
		2010-13	1,852	6.4508	6.8913		3,788	6.4045		6.9709
		2013-14	7	6.8031		—	31	6.5892		6.8168
		Beyond 2014	2,198	6.5347	7.4911		4,469	6.5867		7.4998
2.	State Government Securities		189	6.5011	7.2300		346	6.6324		7.2240
3.	Treasury Bills (Residual Maturity in Days)
		(a) Upto 14 Days	482	4.7956	4.9478		403	4.7456		5.4766
		(b) 15 - 91 Days	3,331	4.8104	5.3655		3,625	4.7909		5.3201
		(c) 92 - 182 Days	436	5.2751	5.4800		731	5.1598		5.3800
		(d) 183 - 364 Days	2,456	5.4234	5.7688		3,639	5.3800		5.6567
II.		*RBI : Sales**	13				11
		:Purchase	—				—
III.Repo Transactions £ (Other than with RBI)
			Amount	Rates (%PA)			Amount		Rates (%PA)
				Minimum	Maximum			Minimum		Maximum
	1.	Govt. of India Dated Securities	20,166	4.40 (1)	5.06	(7)	30,187	2.75	(1)	6.00	(7)
	2.	State Govt. Securities	—	—	—		—	—		—
	3.	91 Day Treasury Bills	1,058	4.60 (1)	4.75	(3)	847	4.00	(1)	4.70	(3)
	4.	364 Day Treasury Bills	1,702	4.00 (1)	4.75	(3)	2,543	3.90	(1)	4.70	(3)
IV. RBI : Repo £^			—	—	—		—	—		—
		: Reverse Repo !	65,065	4.75	—		1,03,135	4.75		—

@: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 (See Table 9). ! :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.