Secondary Market Transactions in Government Securities (Face Value)

RbiAnnouncementWeb

Weekly Statistical Supplement Content Banner

Asset Publisher

Date: February 02, 2007

(Amount in Rs. crore)
Item			For the Week Ended Jan. 19, 2007					For the Week Ended Jan. 26, 2007
			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
		2006-07	—		—		—	—		—		—
		2007-08	8		—		—	30	7.2387		7.2545
		2008-09	920	7.1563		8.1476		400	8.0851		8.2000
		2009-10	45	7.4761		7.4808		150	7.4863		7.6271
		2010-11	101	7.6310		7.6562		61	7.6486		7.7183
		2011-12	1,565	7.4470		7.8400		640	7.7212		7.8430
		2012-15	904	7.5123		8.1476		200	6.7850		7.8450
		2015-16	—		—		—	—		—		—
		Beyond 2016	15,276	7.5310		8.2854		8,993	7.7662		8.3122
2.		State Government Securities	29		—		—	147	7.8000		7.9898
3. Treasury Bills (Residual Maturity in Days)
		(a) Upto 14 Days	131	6.8513		8.3075		—		—		—
		(b) 15 - 91 Days	1,455	6.8804		7.1443		604	7.0005		7.1500
		(c) 92 - 182 Days	136	6.9999		7.2500		134	7.1000		7.2300
		(d) 183 - 364 Days	462	7.0099		7.3100		61	7.2500		7.3100
II.	RBI* : Sales		1					—
		: Purchase	—					—
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	38,836	6.75	(1)	7.75	(17)	26,651	6.50	(1)	8.60	(60)
	2.	State Govt. Securities	525	7.20	(1)	7.31	(3)	523	7.20	(1)	7.35	(4)
	3.	91 Day Treasury Bills	902	7.20	(1)	7.40	(3)	796	7.25	(1)	7.35	(3)
	4.	182 Day Treasury Bills	564	7.20		7.30	(4)	1,215	7.25	(1)	7.35	(4)
	5.	364 Day Treasury Bills	837	7.00	(1)	7.35	(14)	718	7.25	(1)	7.25	(4)
IV. RBI: Repo £^			66,660	7.25		7.25		48,595	7.25		7.25
		: Reverse Repo !	855	6.00		6.00		840	6.00		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.