(Amount in Rs. crore) |
|
For the Week Ended Jan. 4, 2008 |
For the Week Ended Jan. 11, 2008 |
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 |
620 |
7.4952 |
7.9700 |
202 |
7.3644 |
8.0000 |
|
|
2009-10 |
9,759 |
7.4507 |
7.7421 |
12,375 |
7.3794 |
7.5774 |
|
|
2010-11 |
550 |
7.4965 |
7.7475 |
840 |
7.4719 |
7.5821 |
|
|
2011-12 |
100 |
7.6011 |
8.2521 |
569 |
7.5044 |
7.6066 |
|
|
2012-13 |
— |
— |
— |
— |
— |
— |
|
|
2013-16 |
4,166 |
7.5862 |
7.8124 |
4,368 |
7.4926 |
7.7982 |
|
|
2016-17 |
1,402 |
7.6957 |
7.8530 |
2,425 |
7.6076 |
7.7726 |
|
|
Beyond 2017 |
49,610 |
7.7199 |
8.5048 |
56,584 |
7.5943 |
8.5164 |
2. |
State Government Securities |
1,006 |
8.1000 |
8.3620 |
746 |
8.0481 |
8.4662 |
3. |
Treasury Bills (Residual Maturity in Days) |
|
|
|
|
|
|
|
|
(a) Upto 14 Days |
165 |
6.1491 |
7.1937 |
453 |
6.1988 |
6.3000 |
|
|
(b) 15 - 91 Days |
1,070 |
6.0000 |
7.5000 |
921 |
6.1990 |
6.9781 |
|
|
(c) 92 - 182 Days |
2,046 |
6.7000 |
7.5500 |
720 |
6.2000 |
7.1662 |
|
|
(d) 183 - 364 Days |
2,935 |
7.1400 |
7.6799 |
2,931 |
7.0800 |
7.4116 |
II. |
RBI* : Sales |
2,495 |
|
|
— |
|
|
|
|
: Purchase |
1,040 |
|
|
1,230 |
|
|
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 |
81,091 |
2.00 |
(1) |
7.75 |
(3) |
92,655 |
5.50 |
(1) |
7.00 |
(3) |
|
2. |
State Govt. Securities |
3,614 |
3.50 |
(1) |
7.50 |
(3) |
1,974 |
5.90 |
(1) |
6.25 |
(3) |
|
3. |
91 Day Treasury Bills |
567 |
5.75 |
(1) |
7.75 |
(3) |
1,026 |
6.00 |
(1) |
6.15 |
(3) |
|
4. |
182 Day Treasury Bills |
459 |
4.00 |
(1) |
7.25 |
(3) |
421 |
6.15 |
(1) |
6.15 |
(1) |
|
5. |
364 Day Treasury Bills |
4,129 |
3.50 |
(1) |
7.25 |
(3) |
4,111 |
6.10 |
(1) |
6.15 |
(3) |
IV. RBI: Repo £^ |
9,500 |
— |
|
7.75 |
|
— |
— |
|
— |
|
|
|
: Reverse Repo ! |
83,800 |
— |
|
6.00 |
|
66,295 |
— |
|
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. |
|
