Secondary Market Transactions in Government Securities (Face Value)

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Date: December 07, 2007

(Amount in Rs. crore)
			For the Week Ended Nov. 23, 2007					For the Week Ended Nov. 30, 2007
Item			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
		2007-08	—	—		—		—	—		—
		2008-09	650	7.9368		7.9976		675	7.8164		8.1500
		2009-10	2,591	7.7016		7.8300		4,786	7.7043		7.8281
		2010-11	31	7.7147		7.7907		80	7.7632		7.7802
		2011-12	26	8.3500		8.3500		17	7.8425		8.3500
		2012-13	1	—		—		—	—		—
		2013-16	1,646	7.7895		7.8738		1,135	7.8205		7.9013
		2016-17	200	7.8585		7.9505		414	7.9273		7.9710
		Beyond 2017	6,359	7.8618		8.7513		12,083	8.0578		8.7233
2.	State Government Securities		506	5.5945		8.4390		342	8.1996		8.4288
3.	Treasury Bills (Residual Maturity in Days)
		(a) Upto 14 Days	185	7.3500		7.5494		5	8.0000		8.0000
		(b) 15 - 91 Days	1,277	7.1604		7.7503		493	7.3601		7.6001
		(c) 92 - 182 Days	418	7.5400		7.5700		281	7.4599		7.6500
		(d) 183 - 364 Days	922	6.7487		7.7450		836	7.5600		7.6800
II.	RBI* : Sales		21					47
		: 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	52,939	1.10	(1)	8.00	(17)	66,038	6.50	(1)	7.90	(3)
	2.	State Govt. Securities	1,109	3.50	(1)	7.90	(3)	593	6.80	(1)	7.85	(3)
	3.	91 Day Treasury Bills	442	2.75	(1)	7.75	(3)	193	7.40	(1)	7.70	(3)
	4.	182 Day Treasury Bills	1,173	2.90	(1)	7.95	(3)	704	7.00	(1)	7.85	(3)
	5.	364 Day Treasury Bills	7,256	2.90	(1)	7.95	(3)	6,159	6.90	(1)	7.85	(3)
IV. RBI: Repo £^			55,655	—		7.75		25,575	—		7.75
		: Reverse Repo !	12,770	—		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.