(Amount in Rs. crore) |
|
For the Week Ended
Dec. 19, 2008 |
For the Week Ended
Dec. 26, 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 |
95 |
6.7548 |
6.9081 |
— |
— |
— |
|
|
|
2009-10 |
2,254 |
5.1727 |
5.6286 |
1,547 |
4.3850 |
5.5172 |
|
|
|
2010-11 |
519 |
5.4806 |
5.8003 |
25 |
5.4965 |
5.7668 |
|
|
|
2011-12 |
342 |
5.6982 |
7.4002 |
129 |
5.8893 |
7.3988 |
|
|
|
2012-13 |
51 |
5.9721 |
6.3962 |
84 |
5.9434 |
6.0000 |
|
|
|
2013-14 |
3,880 |
5.5983 |
6.4082 |
1,574 |
5.5535 |
6.5508 |
|
|
|
2014-17 |
16,770 |
5.5513 |
7.5000 |
8,468 |
5.4709 |
7.0004 |
|
|
|
2017-18 |
4,246 |
5.8970 |
6.6629 |
1,007 |
5.8540 |
6.2826 |
|
|
|
Beyond 2018 |
77,810 |
5.4577 |
7.8891 |
42,937 |
5.4001 |
7.3700 |
2. |
|
State Government Securities |
1,599 |
5.1109 |
7.0589 |
1,217 |
6.1501 |
6.9981 |
3. |
|
Treasury Bills (Residual Maturity in Days) |
|
|
|
|
|
|
|
|
|
(a) Upto 14 Days |
139 |
5.4966 |
6.0011 |
165 |
4.9132 |
5.2014 |
|
|
|
(b) 15 - 91 Days |
4,852 |
5.1498 |
5.7500 |
2,004 |
4.8802 |
5.4795 |
|
|
|
(c) 92 - 182 Days |
124 |
5.1801 |
5.4801 |
302 |
5.0500 |
5.2500 |
|
|
|
(d) 183 - 364 Days |
1,250 |
5.1000 |
5.4499 |
548 |
5.0100 |
5.2500 |
II. |
|
RBI* : Sales |
— |
|
|
7 |
|
|
|
|
|
: Purchase |
2,895 |
|
|
2,115+ |
|
|
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 |
70,507 |
4.00 (1) |
6.50 (3) |
59,411 |
5.05 |
(1) |
6.45 |
(3) |
|
|
2. |
State Govt. Securities |
970 |
5.75 (1) |
6.20 (1) |
— |
— |
|
— |
|
|
|
3. |
91 Day Treasury Bills |
1,044 |
5.30 (1) |
6.10 (1) |
149 |
5.25 |
(1) |
5.60 |
(3) |
|
|
4. |
182 Day Treasury Bills |
5,358 |
5.00 (1) |
6.15 (3) |
1,424 |
5.60 |
(1) |
6.15 |
(3) |
|
|
5. |
364 Day Treasury Bills |
8,187 |
5.05 (1) |
6.45 (3) |
9,318 |
5.05 |
(1) |
6.45 |
(3) |
IV. RBI: Repo 3^ |
39,890 |
— |
6.50 |
11,175 |
— |
|
6.50 |
|
|
|
|
: Reverse Repo ! |
1,30,850 |
— |
5.00 |
52,195 |
— |
|
5.00 |
|
@ : 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.2,110 crore (face value) under Special Market Operation (SMO).
Note : Figures in brackets indicate Repo Period. |
|
