(Amount in Rs. crore) |
|
For the Week Ended Nov. 28, 2008 |
For the Week Ended Dec. 5, 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 |
30 |
8.2236 |
8.5609 |
265 |
7.5518 |
8.2597 |
2009-10 |
716 |
6.3381 |
7.1967 |
2,219 |
6.3088 |
7.2298 |
2010-11 |
435 |
6.7142 |
7.0800 |
1,089 |
6.4758 |
6.9267 |
2011-12 |
85 |
7.0783 |
7.2608 |
1,199 |
6.2544 |
8.1996 |
2012-13 |
17 |
7.2062 |
7.2062 |
47 |
6.7278 |
6.9423 |
2013-14 |
380 |
7.1406 |
7.4001 |
690 |
6.7797 |
7.1150 |
2014-17 |
8,336 |
7.0365 |
7.5950 |
11,039 |
6.6241 |
8.3492 |
2017-18 |
2,376 |
7.2466 |
7.4543 |
3,317 |
6.9150 |
7.3914 |
Beyond 2018 |
42,106 |
7.0948 |
9.2003 |
53,939 |
6.7117 |
9.0310 |
2. State Government Securities |
440 |
7.5001 |
7.9850 |
779 |
6.9306 |
7.8516 |
3. Treasury Bills (Residual Maturity in Days) |
|
|
|
|
|
|
(a) Upto 14 Days |
865 |
6.3000 |
7.0000 |
796 |
5.5000 |
6.9999 |
(b) 15 - 91 Days |
2,409 |
6.5000 |
7.2299 |
4,320 |
5.7489 |
7.3858 |
(c) 92 - 182 Days |
453 |
6.9708 |
7.0372 |
517 |
6.0000 |
7.0588 |
(d) 183 - 364 Days |
454 |
6.7500 |
6.8700 |
456 |
6.2000 |
6.9000 |
II. RBI* : Sales |
41 |
|
|
134 |
|
|
: Purchase |
670 |
|
|
1,781+ |
|
|
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 |
81,339 |
4.00 (1) |
7.25 (3) |
1,02,187 |
1.00 |
(1) |
6.75 |
(5) |
2. State Govt. Securities |
— |
— |
— |
— |
— |
|
— |
|
3. 91 Day Treasury Bills |
2,419 |
5.95 (1) |
6.70 (3) |
4,640 |
3.30 |
(1) |
6.15 |
(3) |
4. 182 Day Treasury Bills |
4,846 |
6.15 (1) |
6.70 (1) |
6,859 |
5.85 |
(1) |
6.20 |
(3) |
5. 364 Day Treasury Bills |
9,428 |
5.75 (1) |
7.00 (3) |
10,621 |
3.50 |
(1) |
6.30 |
(3) |
IV. RBI: Repo 3^ |
28,625 |
— |
7.50 |
4,685 |
— |
|
7.50 |
|
: Reverse Repo ! |
33,250 |
— |
6.00 |
2,43,310 |
— |
|
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.
+ : Includes purchase of Oil Marketing Companies Government of India Special Bonds (Oil bonds) of Rs.1,640 (face value) under Special Market Operation (SMO).
Note : Figures in brackets indicate Repo Period. |
|
