Secondary Market Transactions in Government Securities (Face Value)
82337957
Secondary Market Transactions in Government Securities (Face Value)
તારીખ: જુલાઈ 20, 2007
(Amount in Rs. crore)
For the Week Ended Jul. 6, 2007
For the Week Ended Jul. 13, 2007
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
40
6.2110
7.2275
15
6.9500
6.9500
2008-09
422
7.2207
8.2008
835
6.9000
7.6532
2009-10
7,520
7.3572
8.2000
3,261
7.0454
7.4703
2010-11
1,191
7.3474
7.8378
1,943
7.2005
7.6000
2011-12
726
7.5316
7.8778
630
7.4700
7.7257
2012-13
173
7.5846
7.9044
62
7.5217
7.6227
2013-16
5,391
7.9023
8.3800
2,885
7.8204
7.9955
2016-17
3,203
7.9434
8.1780
2,026
7.8805
8.0285
Beyond 2017
31,927
7.9585
8.7394
35,020
7.8227
8.6516
2.
State Government Securities
120
8.2002
8.4001
197
7.7300
8.2015
3.
Treasury Bills (Residual Maturity in Days)
(a) Upto 14 Days
225
1.9978
4.4999
473
0.9855
3.0031
(b) 15 - 91 Days
2,481
4.0000
7.2500
4,137
1.9994
6.0155
(c) 92 - 182 Days
890
6.1000
7.5900
565
4.9500
6.2400
(d) 183 - 364 Days
2,757
6.5500
7.7000
891
6.1799
7.0000
II.
RBI* : Sales
563
101
: Purchase
10
5
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
52,284
0.01 (1)
7.75 (6)
63,881
0.05
(1)
0.75
(3)
2.
State Govt. Securities
366
0.10 (1)
0.85 (3)
488
0.10
(1)
0.50
(3)
3.
91 Day Treasury Bills
3,281
0.10 (1)
1.00 (3)
3,560
0.12
(1)
0.50
(3)
4.
182 Day Treasury Bills
1,096
0.10 (1)
1.00 (3)
1,081
0.13
(1)
0.20
(1)
5.
364 Day Treasury Bills
2,191
0.15 (1)
0.60 (3)
2,615
0.20
(1)
0.25
(3)
IV. RBI: Repo £^
—
—
—
—
—
—
: Reverse Repo !
11,978
—
6.00
14,984
—
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.