Secondary Market Transactions in Government Securities (Face Value)

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Date: July 23, 2005

								(Amount in Rs. crore)

			For the Week Ended Jul. 8, 2005				For the Week Ended Jul. 15, 2005
*Item*			Amount	YTM (%PA) Indicative**			Amount	YTM (%PA) Indicative**
				Minimum	Maximum			Minimum		Maximum
1			2	3	4		5	6			7
I.	OutrightTransactions
1.	Govt. of India Dated Securities
		Maturing in the year
		2005-06	—	—		—	—		—		—
		2006-07	15	5.7166	5.7329		165	5.7547		5.8491
		2007-08	89	6.0739	6.0928		205	6.0803		6.1315
		2008-09	360	6.2935	6.7862		490	6.2995		6.8009
		2009-10	96	6.4785	6.8736		53	6.5538		6.9122
		2010-11	2,489	6.5734	6.9371		1,374	6.7182		6.9719
		2011-14	8,410	6.7075	7.1074		4,234	6.5218		7.1857
		2014-15	3,251	6.8314	7.1576		1,034	7.1345		7.2379
		Beyond 2015	5,541	6.8828	7.5905		1,886	6.9019		7.6646
2.	State Government Securities		644	7.1503	7.6949		325	7.2143		7.7766
3.	Treasury Bills (Residual Maturity in Days)
		(a) Upto 14 Days	81	5.2012	5.2791		247	5.2489		5.3901
		(b) 15 - 91 Days	2,872	5.0999	5.4301		832	5.1645		5.4906
		(c) 92 - 182 Days	1,231	5.3958	5.5863		175	5.4999		5.6711
		(d) 183 - 364 Days	1,653	5.4000	5.7501		546	5.6001		5.7650
II.		*RBI : Sales**	286				—
		:Purchase	—				—
III.Repo Transactions £ (Other than with RBI)
			Amount	Rates (%PA)			Amount	Rates (%PA)
				Minimum	Maximum			Minimum		Maximum
	1.	Govt. of India Dated Securities	27,351	4.50 (1)	6.00	(4)	24,028	4.90	(1)	5.45	(7)
	2.	State Govt. Securities	1,155	5.00 (1)	5.60	(7)	731	4.95	(1)	5.25	(3)
	3.	91 Day Treasury Bills	3,163	5.00 (1)	5.85	(4)	2,616	4.95	(1)	5.35	(3)
	4.	182 Day Treasury Bills	637	5.00 (1)	5.62	(3)	472	5.00	(1)	5.35	(3)
	5.	364 Day Treasury Bills	7,111	4.95 (1)	5.85	(3)	8,757	4.75	(1)	5.36	(5)
IV. RBI : Repo £^			—	—	—		—	—		—
		: Reverse Repo !	57,860	5.00	5.00		26,010	5.00		5.00

@:As reported in Subsidiary General Ledger Accounts at RBI, Mumbai which presently accounts for nearly 98 per cent of the total transactions in the country. :RBI's sales and purchases include transactions in other offices also. £: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. :Minimum and maximum YTMs (% PA) indicative have been given excluding transactions of Non-standard lot size (Less than Rs.5 crore). Note*:Figures in brackets indicate Repo Period.