Secondary Market Transactions in Government Securities (Face Value)

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Date: May 30, 2008

(Amount in Rs. crore)
			For the Week Ended May 16, 2008				For the Week Ended May 23, 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	75	7.7730	8.2200		50	8.3100		8.3100
		2009-10	3,531	7.5386	7.8006		1,382	7.7134		7.8861
		2010-11	1,590	7.7275	7.8244		165	7.7921		7.9209
		2011-12	—	—	—		—	—		—
		2012-13	50	8.9504	8.9504		42	8.9299		8.9299
		2013-14	215	7.8017	7.8520		2,535	7.8768		8.0455
		2014-17	13,172	7.8393	7.9942		6,539	7.9360		8.1420
		2017-18	1,518	7.8555	7.9797		547	7.9408		8.1993
		Beyond 2018	21,172	7.7693	9.0421		8,034	7.8343		9.0800
2.	State Government Securities		126	7.9500	8.3061		50	8.2984		8.3500
3.	Treasury Bills (Residual Maturity in Days)
		(a) Upto 14 Days	80	5.4996	6.5500		105	5.5991		7.0007
		(b) 15 - 91 Days	1,275	6.6000	7.3937		1,826	5.5509		7.5502
		(c) 92 - 182 Days	255	7.2801	7.5758		399	7.4500		7.5099
		(d) 183 - 364 Days	337	7.3650	7.5100		240	7.5940		7.6200
II.	RBI* : Sales		96				5
		: Purchase	79				30
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	87,428	5.00 (1)	7.90	(8)	66,809	2.00	(1)	6.75	(7)
	2.	State Govt. Securities	720	6.25 (1)	7.70	(4)	738	5.40	(1)	6.60	(3)
	3.	91 Day Treasury Bills	1,527	5.50 (1)	7.75	(4)	990	5.80	(1)	6.05	(3)
	4.	182 Day Treasury Bills	—	—	—		230	3.10	(1)	6.00	(4)
	5.	364 Day Treasury Bills	6,948	6.25 (1)	7.75	(4)	1,683	5.40	(1)	6.55	(3)
IV. RBI: Repo 3^			20,885	—	7.75		—	—		—
		: Reverse Repo !	11,805	—	6.00		1,16,085	—		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.