Secondary Market Transactions in Government Securities (Face Value)

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Date: May 23, 2008

(Amount in Rs. crore)
			For the Week Ended May 9, 2008			For the Week Ended May 16, 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
		2008-09	420	8.0449	8.2590	75	7.7730		8.2200
		2009-10	5,371	7.6053	7.8061	3,531	7.5386		7.8006
		2010-11	3,487	7.7009	7.8379	1,590	7.7275		7.8244
		2011-12	190	7.9015	8.8113	—	—		—
		2012-13	100	8.8008	8.8468	50	8.9504		8.9504
		2013-14	395	7.7743	7.8732	215	7.8017		7.8520
		2014-17	7,518	7.7954	8.9488	13,172	7.8393		7.9942
		2017-18	3,316	7.8467	8.0504	1,518	7.8555		7.9797
		Beyond 2018	22,479	7.7759	9.1429	21,172	7.7693		9.0421
2.	State Government Securities		5,024	7.9300	8.4009	126	7.9500		8.3061
3.	Treasury Bills (Residual Maturity in Days)
		(a) Upto 14 Days	100	5.4987	6.5016	80	5.4996		6.5500
		(b) 15 - 91 Days	1,954	5.4996	7.3521	1,275	6.6000		7.3937
		(c) 92 - 182 Days	560	7.2301	7.4601	255	7.2801		7.5758
		(d) 183 - 364 Days	310	7.3301	7.7500	337	7.3650		7.5100
II.	RBI* : Sales		—			96
		: Purchase	—			79
III.	Repo Transactions 3 (Other than with RBI)
			Amount	Rates (%PA)	Rates (%PA)	Amount	Rates (%PA)		Rates (%PA)
				Minimum	Maximum		Minimum		Maximum
	1.	Govt. of India Dated Securities	93,875	2.70 (1)	8.03 (33)	87,428	5.00	(1)	7.90	(8)
	2.	State Govt. Securities	976	5.05 (1)	6.00 (3)	720	6.25	(1)	7.70	(4)
	3.	91 Day Treasury Bills	874	5.25 (1)	6.00 (3)	1,527	5.50	(1)	7.75	(4)
	4.	182 Day Treasury Bills	257	5.60 (3)	5.60 (3)	—	—		—
	5.	364 Day Treasury Bills	2,987	5.20 (1)	6.00 (3)	6948	6.25	(1)	7.75	(4)
IV. RBI: Repo 3^			—	—	—	20,885	—		7.75
		: Reverse Repo !	2,05,675	—	6.00	11,805	—		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). 3 : 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.