Table 213 : Secondary Market Outright Transactions in Government Securities (Face Value)
(Amount in ` crore) |
||||||||||||
Week Ended |
|
Central Government Dated Securities Maturing in the Year |
||||||||||
2009-10 |
2010-11 |
2011-12 |
2012-13 |
2013-14 |
2014-15 |
2015-16 |
2016-17 |
2017-18 |
2018-19 |
2019 & Above |
||
1 |
|
2 |
3 |
4 |
5 |
6 |
7 |
8 |
9 |
10 |
11 |
12 |
2009-10 |
|
|
|
|
|
|
|
|
|
|
|
|
03-Apr-09 |
Amount |
3563 |
1349 |
575 |
337 |
2412 |
332 |
137 |
1615 |
2131 |
9500 |
10291 |
|
YTM% Min |
4.9156 |
5.0187 |
5.6049 |
6.1350 |
6.5543 |
6.6041 |
6.7462 |
7.0530 |
7.0000 |
5.9699 |
7.0002 |
|
YTM% Max |
7.9895 |
5.7013 |
6.2508 |
7.1800 |
7.4075 |
6.8000 |
7.1107 |
7.2995 |
7.2589 |
7.5090 |
8.2983 |
10-Apr-09 |
Amount |
726 |
823 |
754 |
433 |
3100 |
6060 |
153 |
833 |
1581 |
8905 |
6262 |
|
YTM% Min |
4.6101 |
4.7500 |
5.2423 |
5.5311 |
6.2404 |
6.5376 |
6.8597 |
6.9287 |
6.8953 |
6.8260 |
7.3583 |
|
YTM% Max |
5.1025 |
5.5457 |
5.9610 |
6.5500 |
6.7736 |
6.8434 |
6.9853 |
7.2150 |
7.1771 |
7.0898 |
8.2021 |
17-Apr-09 |
Amount |
1320 |
457 |
785 |
520 |
3130 |
7419 |
5 |
2070 |
2284 |
33254 |
10857 |
|
YTM% Min |
3.5945 |
4.4600 |
5.1000 |
5.2373 |
5.8692 |
6.1678 |
6.7339 |
6.5508 |
6.4484 |
6.4298 |
6.7503 |
|
YTM% Max |
4.9999 |
5.0856 |
6.5038 |
6.3500 |
6.5092 |
6.5355 |
6.7339 |
6.9498 |
6.9072 |
6.8579 |
8.0992 |
24-Apr-09 |
Amount |
2836 |
1732 |
240 |
198 |
2926 |
19021 |
213 |
2545 |
2696 |
45203 |
18080 |
|
YTM% Min |
3.2537 |
3.9500 |
4.8870 |
5.1401 |
5.5188 |
5.8572 |
6.1841 |
6.2285 |
6.2230 |
6.0279 |
6.2210 |
|
YTM% Max |
4.7500 |
5.0595 |
6.1211 |
6.1500 |
6.1849 |
6.8000 |
6.3625 |
6.7005 |
6.6516 |
6.6701 |
7.8508 |
01-May-09 |
Amount |
900 |
662 |
285 |
436 |
1944 |
4160 |
82 |
1524 |
646 |
23654 |
11679 |
|
YTM% Min |
3.1573 |
4.0800 |
4.8975 |
5.3625 |
5.6898 |
5.8376 |
6.2793 |
6.3122 |
6.3103 |
6.0348 |
6.5688 |
|
YTM% Max |
4.8561 |
4.8501 |
4.9902 |
6.0000 |
6.1143 |
6.3162 |
6.3013 |
6.5376 |
6.6318 |
7.5378 |
7.8293 |
08-May-09 |
Amount |
1607 |
1015 |
1140 |
411 |
3396 |
14751 |
156 |
1927 |
1610 |
34245 |
14387 |
|
YTM% Min |
2.7739 |
3.8042 |
4.6500 |
5.2766 |
5.7175 |
5.8694 |
6.2434 |
6.3342 |
6.4053 |
6.1610 |
6.6983 |
|
YTM% Max |
4.4488 |
4.2500 |
6.0312 |
6.1500 |
6.0966 |
6.4899 |
6.4040 |
6.7385 |
6.6955 |
6.7006 |
7.7492 |
15-May-09 |
Amount |
975 |
1440 |
1230 |
805 |
2474 |
8174 |
130 |
1896 |
398 |
23198 |
10203 |
|
YTM% Min |
2.9850 |
4.0000 |
4.5953 |
5.4471 |
5.8552 |
5.9564 |
6.3033 |
6.5156 |
6.5559 |
6.1868 |
6.0231 |
|
YTM% Max |
4.0038 |
4.8497 |
6.1000 |
6.3061 |
6.0640 |
6.3376 |
6.4428 |
6.8000 |
6.7999 |
7.8686 |
7.9884 |
22-May-09 |
Amount |
2770 |
620 |
260 |
370 |
1815 |
15492 |
3 |
1482 |
135 |
23840 |
9857 |
|
YTM% Min |
3.0201 |
3.9800 |
4.8372 |
5.2561 |
5.8617 |
5.7038 |
0.0000 |
6.5832 |
6.5375 |
6.2010 |
5.7940 |
|
YTM% Max |
4.2084 |
4.1500 |
4.9500 |
6.1200 |
6.0586 |
6.9265 |
0.0000 |
6.8055 |
6.7546 |
6.9016 |
7.8513 |
29-May-09 |
Amount |
1959 |
1526 |
462 |
581 |
1270 |
5487 |
7 |
3254 |
57 |
12590 |
16662 |
|
YTM% Min |
3.0201 |
4.0500 |
4.8172 |
5.6746 |
6.0421 |
6.0341 |
6.7900 |
6.7413 |
6.8319 |
6.2615 |
6.0506 |
|
YTM% Max |
4.4320 |
5.2516 |
6.2758 |
6.4986 |
6.2767 |
6.5272 |
6.7900 |
7.1907 |
7.0060 |
7.0202 |
7.8787 |
05-Jun-09 |
Amount |
2056 |
1293 |
110 |
754 |
565 |
2990 |
|
25602 |
1199 |
3472 |
11172 |
|
YTM% Min |
2.1606 |
4.1000 |
5.0318 |
5.6060 |
6.1011 |
6.2355 |
0.0000 |
6.7008 |
6.8636 |
6.5070 |
6.2857 |
|
YTM% Max |
4.4189 |
5.5724 |
6.1954 |
6.2372 |
6.3447 |
6.5123 |
0.0000 |
7.0159 |
7.2126 |
7.0134 |
7.9004 |
12-Jun-09 |
Amount |
1247 |
245 |
460 |
644 |
730 |
1590 |
10184 |
12066 |
242 |
1108 |
8865 |
|
YTM% Min |
3.8992 |
4.1018 |
4.7947 |
5.7116 |
6.1653 |
6.3077 |
0.0000 |
6.7196 |
6.9085 |
6.5148 |
6.4893 |
|
YTM% Max |
7.8217 |
6.2941 |
5.4500 |
6.5000 |
6.5655 |
6.7018 |
6.7010 |
7.4000 |
7.2338 |
6.9968 |
8.0779 |
19-Jun-09 |
Amount |
2881 |
2052 |
345 |
493 |
1310 |
20142 |
4980 |
7444 |
309 |
672 |
14789 |
|
YTM% Min |
3.8999 |
4.0000 |
5.3958 |
5.6778 |
6.3740 |
6.1461 |
6.5818 |
6.8339 |
6.9866 |
6.2935 |
6.5805 |
|
YTM% Max |
4.3999 |
5.3504 |
5.6000 |
5.9811 |
6.7167 |
6.7510 |
6.8720 |
7.1603 |
7.1394 |
7.1044 |
8.0465 |
26-Jun-09 |
Amount |
1518 |
1780 |
560 |
756 |
2040 |
14095 |
5829 |
4094 |
197 |
1612 |
20226 |
|
YTM% Min |
3.9530 |
4.0927 |
5.4000 |
5.8772 |
6.3986 |
6.4866 |
6.5838 |
6.8004 |
6.9861 |
6.7721 |
6.5135 |
|
YTM% Max |
4.3000 |
5.2983 |
5.5165 |
5.9933 |
6.6004 |
6.7675 |
6.8309 |
7.0656 |
7.0400 |
7.0728 |
8.0096 |
03-Jul-09 |
Amount |
3427 |
745 |
1727 |
787 |
905 |
16978 |
4876 |
3899 |
359 |
1828 |
41376 |
|
YTM% Min |
3.6678 |
4.0902 |
5.2000 |
5.6619 |
6.1742 |
6.1401 |
6.4538 |
6.6798 |
6.9599 |
6.8187 |
6.2975 |
|
YTM% Max |
4.3000 |
5.2152 |
5.6000 |
6.3500 |
6.4224 |
7.3015 |
6.6023 |
7.0651 |
6.9697 |
7.0709 |
7.9689 |
10-Jul-09 |
Amount |
1320 |
1345 |
260 |
980 |
1371 |
16475 |
6655 |
2616 |
245 |
1309 |
34205 |
|
YTM% Min |
3.6137 |
3.9991 |
5.0857 |
5.5743 |
5.5365 |
6.1885 |
6.3082 |
6.5763 |
6.9736 |
6.7895 |
6.1256 |
|
YTM% Max |
3.8526 |
5.3562 |
5.4042 |
6.3300 |
6.6537 |
6.5798 |
6.6542 |
7.1125 |
7.1986 |
7.1301 |
7.9289 |
17-Jul-09 |
Amount |
360 |
2426 |
1410 |
1386 |
1038 |
6505 |
7230 |
1567 |
11 |
25 |
35997 |
|
YTM% Min |
3.6200 |
3.8357 |
4.8265 |
5.5611 |
6.2501 |
6.3596 |
6.4986 |
6.7311 |
6.9794 |
7.0603 |
6.3154 |
|
YTM% Max |
3.8500 |
5.5648 |
5.1524 |
5.6962 |
6.5013 |
6.6233 |
6.7697 |
7.3380 |
6.9794 |
7.1040 |
7.9959 |
24-Jul-09 |
Amount |
820 |
2557 |
440 |
1135 |
795 |
8247 |
3738 |
891 |
372 |
36 |
33989 |
|
YTM% Min |
3.5863 |
3.8114 |
4.5526 |
5.5969 |
6.2621 |
6.4318 |
6.5545 |
6.7659 |
6.9662 |
7.1032 |
6.4490 |
|
YTM% Max |
3.7703 |
5.3760 |
6.2003 |
6.3703 |
6.5925 |
6.7466 |
6.7638 |
6.9177 |
7.1192 |
7.1097 |
7.9471 |
31-Jul-09 |
Amount |
1355 |
891 |
400 |
386 |
925 |
6700 |
5091 |
1258 |
347 |
432 |
1771 |
|
YTM% Min |
3.5895 |
3.8364 |
4.9621 |
5.6931 |
6.3531 |
6.5473 |
6.5170 |
6.6778 |
6.8986 |
6.6826 |
5.5500 |
|
YTM% Max |
3.8214 |
4.9281 |
5.1974 |
6.1476 |
6.6154 |
6.9455 |
6.7813 |
7.1487 |
7.1625 |
7.1520 |
7.8166 |
07-Aug-09 |
Amount |
2236 |
1953 |
3650 |
435 |
494 |
5820 |
1650 |
732 |
236 |
162 |
12726 |
|
YTM% Min |
3.5909 |
4.1186 |
5.0582 |
5.7972 |
6.4486 |
6.6611 |
6.7787 |
6.9247 |
7.1448 |
7.1209 |
6.6712 |
|
YTM% Max |
3.9240 |
5.6292 |
5.4000 |
6.3837 |
6.6147 |
6.9537 |
7.0168 |
7.1642 |
7.2000 |
7.1671 |
8.4282 |
14-Aug-09 |
Amount |
55 |
1032 |
2120 |
1310 |
505 |
12796 |
2697 |
1595 |
239 |
125 |
9484 |
|
YTM% Min |
3.9454 |
4.3456 |
5.3485 |
6.0846 |
6.5570 |
6.7146 |
6.7007 |
7.0538 |
7.1937 |
7.0516 |
6.7196 |
|
YTM% Max |
3.9998 |
5.3600 |
5.6236 |
6.4190 |
6.8500 |
6.9345 |
7.1517 |
7.2139 |
7.3296 |
7.2500 |
8.1038 |
21-Aug-09 |
Amount |
594 |
1239 |
1042 |
360 |
903 |
4745 |
1317 |
7834 |
328 |
191 |
9678 |
|
YTM% Min |
3.8997 |
4.4593 |
5.5950 |
6.2194 |
6.6394 |
6.7413 |
6.8640 |
7.0108 |
7.2513 |
7.1613 |
6.7514 |
|
YTM% Max |
4.1951 |
5.5003 |
5.7885 |
6.6500 |
6.8461 |
6.9996 |
7.0411 |
7.3212 |
7.4259 |
7.8970 |
8.0845 |
28-Aug-09 |
Amount |
680 |
915 |
1520 |
140 |
787 |
7568 |
4952 |
5437 |
65 |
470 |
27677 |
|
YTM% Min |
3.7844 |
4.5465 |
5.7235 |
6.2572 |
6.7652 |
6.8419 |
6.7884 |
7.0590 |
7.3162 |
7.2910 |
6.9992 |
|
YTM% Max |
4.1589 |
5.6326 |
6.3098 |
6.5277 |
6.9225 |
7.1698 |
7.1727 |
7.5091 |
7.6868 |
7.8985 |
8.2532 |
04-Sep-09 |
Amount |
1084 |
1602 |
1530 |
679 |
924 |
2042 |
1580 |
17515 |
320 |
83 |
15760 |
|
YTM% Min |
3.7229 |
4.5442 |
5.8300 |
6.3000 |
6.8100 |
6.9479 |
7.1301 |
7.1301 |
7.4488 |
7.3909 |
7.1514 |
|
YTM% Max |
3.9635 |
5.7172 |
6.8800 |
6.5033 |
7.1595 |
7.2619 |
7.4064 |
7.5062 |
7.6036 |
7.5800 |
8.3487 |
11-Sep-09 |
Amount |
685 |
1709 |
1080 |
718 |
66 |
1600 |
9590 |
10159 |
25 |
55 |
26061 |
|
YTM% Min |
3.7412 |
4.4172 |
5.8700 |
6.4000 |
6.9781 |
7.0979 |
7.1343 |
7.1113 |
7.5700 |
7.5517 |
7.2725 |
|
YTM% Max |
4.1351 |
5.7700 |
6.5195 |
7.0000 |
7.1228 |
7.3202 |
7.4688 |
7.5000 |
7.5700 |
8.0274 |
8.2544 |
18-Sep-09 |
Amount |
1720 |
2760 |
2316 |
4762 |
730 |
1663 |
14420 |
10910 |
360 |
16 |
51234 |
|
YTM% Min |
3.7169 |
4.3070 |
5.9262 |
6.5500 |
6.7434 |
6.8291 |
6.9161 |
6.9963 |
7.4498 |
7.3964 |
7.0143 |
|
YTM% Max |
3.9157 |
6.0433 |
6.9100 |
6.8474 |
7.2209 |
7.3380 |
7.4771 |
7.6600 |
8.1974 |
7.8924 |
8.2789 |
25-Sep-09 |
Amount |
1780 |
3945 |
3650 |
3914 |
795 |
322 |
6085 |
11122 |
583 |
45 |
31407 |
|
YTM% Min |
3.7182 |
4.3450 |
5.8399 |
6.4440 |
6.7848 |
6.9226 |
6.9801 |
7.0294 |
7.1488 |
7.2375 |
6.9592 |
|
YTM% Max |
3.7396 |
5.7342 |
6.0113 |
6.9462 |
7.2000 |
7.2700 |
7.2468 |
7.2967 |
7.6210 |
7.5928 |
8.2500 |
TABLE 213 : SECONDARY MARKET OUTRIGHT TRANSACTIONS IN GOVERNMENT SECURITIES (FACE VALUE) (Contd.) |
||||||||
(Amount in ` crore) |
||||||||
Week Ended |
|
State |
Treasury Bills (Residual Maturity in Days) |
RBI Open Market |
||||
Up to 14 |
15-91 |
92-182 |
183-364 |
Sale |
Purchase |
|||
1 |
|
13 |
14 |
15 |
16 |
17 |
18 |
19 |
2009-10 |
|
|
|
|
|
|
|
|
03-Apr-09 |
Amount |
1676 |
- |
2254 |
226 |
699 |
536 |
2996 |
|
YTM% Min |
7.7148 |
- |
4.2500 |
4.8000 |
4.7500 |
|
|
|
YTM% Max |
8.4164 |
- |
5.1004 |
5.1000 |
5.1600 |
|
|
10-Apr-09 |
Amount |
1572 |
1946 |
9234 |
1237 |
2344 |
200 |
7734 |
|
YTM% Min |
7.6489 |
2.4000 |
2.8308 |
3.9000 |
4.2000 |
|
|
|
YTM% Max |
8.1622 |
4.7500 |
4.6000 |
4.6000 |
4.8000 |
|
|
17-Apr-09 |
Amount |
2011 |
767 |
6982 |
555 |
600 |
106 |
2149 |
|
YTM% Min |
6.7339 |
1.7500 |
2.5000 |
3.7000 |
4.1000 |
|
|
|
YTM% Max |
8.0390 |
3.5047 |
4.0100 |
4.0720 |
4.2500 |
|
|
24-Apr-09 |
Amount |
1726 |
1584 |
5666 |
1335 |
2624 |
302 |
8557 |
|
YTM% Min |
6.1012 |
2.4988 |
2.9992 |
3.2500 |
3.6477 |
|
|
|
YTM% Max |
7.5985 |
3.4962 |
3.9898 |
3.9000 |
4.2900 |
|
|
01-May-09 |
Amount |
2004 |
575 |
2509 |
1296 |
973 |
8 |
1800 |
|
YTM% Min |
5.0000 |
1.0951 |
2.5000 |
3.1999 |
3.4500 |
|
|
|
YTM% Max |
7.3508 |
3.1500 |
3.5002 |
3.5693 |
3.8000 |
|
|
08-May-09 |
Amount |
4160 |
1896 |
7903 |
787 |
1535 |
80 |
9625 |
|
YTM% Min |
5.0300 |
1.7526 |
2.0000 |
2.9500 |
3.4000 |
|
|
|
YTM% Max |
7.3346 |
3.5050 |
3.3025 |
3.5000 |
3.9500 |
|
|
15-May-09 |
Amount |
1759 |
385 |
4805 |
231 |
1191 |
76 |
2055 |
|
YTM% Min |
7.1498 |
1.8992 |
2.2493 |
3.1701 |
3.3699 |
|
|
|
YTM% Max |
8.4387 |
3.3038 |
3.2754 |
3.4891 |
3.6500 |
|
|
22-May-09 |
Amount |
1203 |
494 |
3482 |
496 |
352 |
|
3642 |
|
YTM% Min |
7.1956 |
2.5000 |
2.7503 |
3.1500 |
3.4800 |
|
|
|
YTM% Max |
7.3515 |
3.2500 |
3.2998 |
3.4001 |
3.6500 |
|
|
29-May-09 |
Amount |
834 |
2849 |
620 |
448 |
343 |
51 |
52 |
|
YTM% Min |
4.0833 |
2.7503 |
3.4360 |
3.3499 |
1.4967 |
|
|
|
YTM% Max |
7.5199 |
3.4000 |
3.7000 |
3.5929 |
3.2494 |
|
|
05-Jun-09 |
Amount |
1212 |
4396 |
971 |
225 |
745 |
149 |
1975 |
|
YTM% Min |
5.0500 |
3.0000 |
3.4500 |
3.4500 |
2.6002 |
|
|
|
YTM% Max |
7.6017 |
3.3570 |
3.9700 |
3.4999 |
3.2494 |
|
|
12-Jun-09 |
Amount |
1502 |
31 |
3060 |
920 |
996 |
56 |
60 |
|
YTM% Min |
7.4501 |
2.9450 |
3.0996 |
3.3999 |
3.6500 |
|
|
|
YTM% Max |
7.6376 |
3.3501 |
3.4000 |
3.5500 |
3.9800 |
|
|
19-Jun-09 |
Amount |
747 |
388 |
2855 |
829 |
2029 |
|
4620 |
|
YTM% Min |
6.7000 |
2.8837 |
2.8611 |
3.2999 |
3.6999 |
|
|
|
YTM% Max |
7.8437 |
3.2500 |
3.4001 |
3.5201 |
4.0000 |
|
|
26-Jun-09 |
Amount |
656 |
595 |
6549 |
473 |
725 |
|
- |
|
YTM% Min |
7.5500 |
2.7503 |
3.0995 |
3.5000 |
3.5500 |
|
|
|
YTM% Max |
7.8544 |
3.3011 |
3.3998 |
3.6500 |
3.8500 |
|
|
03-Jul-09 |
Amount |
534 |
3975 |
4640 |
245 |
963 |
289 |
281 |
|
YTM% Min |
7.5395 |
2.7022 |
2.7002 |
3.3500 |
3.5000 |
|
|
|
YTM% Max |
7.8978 |
3.4000 |
3.3746 |
3.4599 |
3.8500 |
|
|
10-Jul-09 |
Amount |
1756 |
270 |
5515 |
205 |
961 |
889 |
2554 |
|
YTM% Min |
7.5400 |
2.8500 |
2.5001 |
3.1401 |
3.4389 |
|
|
|
YTM% Max |
7.9399 |
3.2500 |
3.3000 |
3.3500 |
3.7999 |
|
|
17-Jul-09 |
Amount |
764 |
401 |
7113 |
410 |
651 |
749 |
749 |
|
YTM% Min |
6.7829 |
2.9500 |
2.7999 |
3.1500 |
3.3400 |
|
|
|
YTM% Max |
7.9405 |
3.3044 |
3.2754 |
3.3700 |
3.6700 |
|
|
24-Jul-09 |
Amount |
1043 |
848 |
3573 |
882 |
127 |
311 |
3899 |
|
YTM% Min |
4.5000 |
2.8000 |
2.8000 |
3.1675 |
3.6000 |
|
|
|
YTM% Max |
7.9005 |
3.2400 |
3.2754 |
3.4686 |
3.7300 |
|
|
31-Jul-09 |
Amount |
1771 |
253 |
2561 |
496 |
982 |
354 |
352 |
|
YTM% Min |
5.5500 |
2.8501 |
2.8506 |
3.2102 |
3.3501 |
|
|
|
YTM% Max |
7.8166 |
3.2000 |
3.2502 |
3.4000 |
3.7987 |
|
|
07-Aug-09 |
Amount |
2804 |
913 |
2831 |
1144 |
177 |
334 |
3788 |
|
YTM% Min |
3.5909 |
2.8000 |
2.8991 |
3.2501 |
3.7400 |
|
|
|
YTM% Max |
8.0029 |
3.2497 |
3.2754 |
3.6969 |
4.0000 |
|
|
14-Aug-09 |
Amount |
1561 |
1033 |
3686 |
240 |
958 |
100 |
100 |
|
YTM% Min |
6.4000 |
2.8488 |
2.9493 |
3.2500 |
3.5999 |
|
|
|
YTM% Max |
8.0093 |
3.4076 |
3.3570 |
3.7801 |
4.6500 |
|
|
21-Aug-09 |
Amount |
432 |
20 |
3398 |
850 |
260 |
403 |
6042 |
|
YTM% Min |
3.5736 |
2.7497 |
2.9506 |
3.4000 |
3.9500 |
|
|
|
YTM% Max |
7.9748 |
3.1675 |
3.3570 |
3.9051 |
4.1600 |
|
|
28-Aug-09 |
Amount |
2053 |
435 |
1954 |
160 |
948 |
141 |
3122 |
|
YTM% Min |
6.7708 |
2.7195 |
2.8997 |
3.2700 |
3.8208 |
|
|
|
YTM% Max |
8.2359 |
3.3586 |
3.3978 |
3.7800 |
4.2979 |
|
|
04-Sep-09 |
Amount |
220 |
384 |
2662 |
425 |
608 |
245 |
3330 |
|
YTM% Min |
7.1000 |
2.8000 |
2.6493 |
3.4499 |
3.8500 |
|
|
|
YTM% Max |
8.2986 |
3.3586 |
3.4000 |
3.8001 |
4.2129 |
|
|
11-Sep-09 |
Amount |
1876 |
373 |
4064 |
827 |
450 |
- |
4497 |
|
YTM% Min |
7.1000 |
2.6999 |
2.6493 |
3.5299 |
3.8500 |
|
|
|
YTM% Max |
8.2986 |
3.2497 |
3.4000 |
3.7800 |
4.5932 |
|
|
18-Sep-09 |
Amount |
1838 |
216 |
6961 |
526 |
110 |
- |
4725 |
|
YTM% Min |
7.2548 |
2.6478 |
2.6493 |
3.8199 |
4.2500 |
|
|
|
YTM% Max |
8.2703 |
3.3951 |
3.4000 |
4.0302 |
4.4600 |
|
|
25-Sep-09 |
Amount |
1310 |
2635 |
4283 |
1650 |
684 |
3 |
1969 |
|
YTM% Min |
7.2344 |
3.0000 |
2.6493 |
3.6500 |
3.9000 |
|
|
|
YTM% Max |
8.3422 |
3.5009 |
3.4000 |
3.9886 |
4.3025 |
|
|
TABLE 213 : SECONDARY MARKET OUTRIGHT TRANSACTIONS IN GOVERNMENT SECURITIES (FACE VALUE) (Contd.) |
||||||||||||
(Amount in ` crore) |
||||||||||||
Week Ended |
|
Central Government Dated Securities Maturing in the Year |
||||||||||
2009-10 |
2010-11 |
2011-12 |
2012-13 |
2013-14 |
2014-15 |
2015-16 |
2016-17 |
2017-18 |
2018-19 |
2019 & Above |
||
1 |
|
2 |
3 |
4 |
5 |
6 |
7 |
8 |
9 |
10 |
11 |
12 |
2009-10 |
|
|
|
|
|
|
|
|
|
|
|
|
02-Oct-09 |
Amount |
715 |
1609 |
1020 |
900 |
266 |
160 |
3353 |
5677 |
125 |
1 |
12093 |
|
YTM% Min |
3.7799 |
4.3138 |
5.7798 |
6.4406 |
6.8376 |
7.0045 |
7.0276 |
7.0761 |
7.3250 |
- |
7.0828 |
|
YTM% Max |
4.1156 |
5.6999 |
6.2993 |
6.8129 |
7.1650 |
7.8545 |
7.2269 |
7.2791 |
7.4245 |
- |
8.2487 |
09-Oct-09 |
Amount |
2971 |
1120 |
460 |
747 |
344 |
155 |
9471 |
8779 |
197 |
121 |
28681 |
|
YTM% Min |
3.2581 |
4.2891 |
5.7653 |
6.4987 |
6.8679 |
7.0874 |
7.1220 |
7.1617 |
7.3607 |
7.2308 |
7.1498 |
|
YTM% Max |
4.2065 |
5.7201 |
6.8543 |
6.6595 |
7.0586 |
7.1762 |
7.2849 |
7.3375 |
7.4242 |
7.4005 |
8.3100 |
16-Oct-09 |
Amount |
1330 |
884 |
360 |
658 |
309 |
255 |
1765 |
4548 |
269 |
50 |
15268 |
|
YTM% Min |
3.2341 |
4.3147 |
5.7333 |
6.5676 |
6.9395 |
7.2119 |
7.2148 |
7.2259 |
7.5431 |
7.8319 |
7.2012 |
|
YTM% Max |
3.7148 |
4.7501 |
6.2015 |
6.6783 |
7.0427 |
7.4497 |
7.6274 |
7.3962 |
7.6291 |
7.8319 |
8.6805 |
23-Oct-09 |
Amount |
245 |
725 |
510 |
1041 |
402 |
3029 |
3001 |
25492 |
117 |
67 |
22320 |
|
YTM% Min |
3.2995 |
4.1563 |
5.8608 |
6.5921 |
6.9761 |
7.2036 |
7.3799 |
7.3290 |
7.5242 |
7.6411 |
7.2607 |
|
YTM% Max |
3.3108 |
5.6601 |
6.2978 |
6.7700 |
7.0207 |
7.4838 |
7.5050 |
7.4341 |
7.6291 |
8.0751 |
8.3979 |
30-Oct-09 |
Amount |
670 |
3067 |
681 |
3343 |
506 |
1553 |
2985 |
12239 |
466 |
152 |
43297 |
|
YTM% Min |
3.2237 |
4.2073 |
5.8154 |
6.4366 |
6.8904 |
7.0747 |
7.2702 |
7.2551 |
7.5002 |
7.5702 |
7.2022 |
|
YTM% Max |
3.7827 |
5.6500 |
6.3034 |
6.7700 |
7.1500 |
7.4866 |
7.6039 |
7.4888 |
7.6293 |
7.7343 |
8.4757 |
06-Nov-09 |
Amount |
878 |
1005 |
1950 |
1896 |
175 |
580 |
1352 |
5197 |
655 |
12 |
24922 |
|
YTM% Min |
3.2565 |
4.0644 |
5.7000 |
6.4386 |
- |
7.0569 |
7.1593 |
7.2851 |
7.5637 |
7.8068 |
7.2251 |
|
YTM% Max |
3.6113 |
6.6627 |
6.2367 |
6.6471 |
6.9641 |
7.4143 |
7.4777 |
7.5685 |
7.7300 |
7.8085 |
8.4367 |
13-Nov-09 |
Amount |
482 |
2440 |
1235 |
2881 |
580 |
1278 |
2693 |
4417 |
935 |
83 |
33532 |
|
YTM% Min |
3.2772 |
3.9186 |
5.5030 |
6.2487 |
6.8115 |
6.9549 |
7.3306 |
7.3076 |
7.5345 |
7.8999 |
7.2251 |
|
YTM% Max |
3.3411 |
6.5664 |
6.2996 |
6.7265 |
7.2502 |
7.2911 |
7.4507 |
7.5085 |
7.7258 |
7.9780 |
8.3759 |
20-Nov-09 |
Amount |
643 |
2799 |
1275 |
2065 |
478 |
1975 |
2338 |
10221 |
763 |
95 |
43900 |
|
YTM% Min |
3.2768 |
3.8894 |
5.4564 |
6.2382 |
6.7102 |
7.0123 |
7.2777 |
7.2356 |
7.4829 |
7.6005 |
7.2411 |
|
YTM% Max |
3.3660 |
5.3045 |
6.6399 |
6.6500 |
7.0800 |
7.2800 |
7.5854 |
7.5209 |
7.6215 |
7.8278 |
8.3492 |
27-Nov-09 |
Amount |
2190 |
2590 |
3996 |
1585 |
463 |
1656 |
5276 |
11141 |
1227 |
106 |
66433 |
|
YTM% Min |
3.3213 |
3.8783 |
5.0004 |
6.1045 |
6.6662 |
6.8431 |
7.1150 |
7.1220 |
7.4077 |
7.5703 |
7.1456 |
|
YTM% Max |
3.4238 |
5.0013 |
5.8599 |
6.4050 |
7.0061 |
7.1367 |
7.2797 |
7.3883 |
7.5504 |
7.6901 |
8.3464 |
04-Dec-09 |
Amount |
700 |
1477 |
925 |
1260 |
305 |
1395 |
1411 |
7004 |
293 |
70 |
41916 |
|
YTM% Min |
2.9821 |
4.0084 |
5.3929 |
6.1365 |
6.6824 |
6.5624 |
7.1114 |
7.1235 |
7.4571 |
7.6483 |
7.1384 |
|
YTM% Max |
3.4428 |
6.9473 |
5.8021 |
6.6100 |
7.0916 |
7.9496 |
7.3176 |
7.7031 |
7.5668 |
7.6642 |
8.3503 |
11-Dec-09 |
Amount |
25 |
831 |
706 |
1727 |
13 |
383 |
685 |
5595 |
135 |
113 |
42865 |
|
YTM% Min |
3.3897 |
4.2957 |
5.5515 |
6.3275 |
6.8344 |
7.0120 |
7.3081 |
7.2948 |
7.5003 |
7.7495 |
6.9836 |
|
YTM% Max |
3.3897 |
5.1502 |
5.8533 |
6.6500 |
6.8496 |
7.7500 |
7.4998 |
7.5873 |
7.7184 |
7.8333 |
8.3780 |
18-Dec-09 |
Amount |
2885 |
541 |
2257 |
1447 |
275 |
330 |
895 |
3546 |
74 |
20 |
41701 |
|
YTM% Min |
3.3088 |
4.1886 |
5.1620 |
6.3867 |
7.0000 |
7.1064 |
7.3788 |
7.2956 |
7.4295 |
7.6384 |
7.4444 |
|
YTM% Max |
4.2336 |
5.7525 |
6.0536 |
6.7458 |
7.1500 |
7.4155 |
7.4840 |
7.6050 |
7.6850 |
7.6940 |
8.3961 |
25-Dec-09 |
Amount |
1270 |
516 |
1683 |
1620 |
95 |
777 |
1023 |
8590 |
67 |
160 |
27385 |
|
YTM% Min |
3.5841 |
4.2056 |
5.6700 |
6.4665 |
6.8552 |
7.1796 |
7.3922 |
7.3546 |
7.6667 |
7.5009 |
4.5298 |
|
YTM% Max |
4.8897 |
6.9471 |
6.3120 |
6.7652 |
6.9103 |
7.5058 |
7.5785 |
7.6228 |
7.6682 |
7.9995 |
8.4077 |
01-Jan-10 |
Amount |
898 |
600 |
1655 |
1060 |
105 |
771 |
489 |
4890 |
25 |
101 |
17562 |
|
YTM% Min |
3.4395 |
4.1320 |
5.5400 |
6.4129 |
6.8592 |
7.0425 |
7.3719 |
7.3852 |
7.4748 |
7.4997 |
4.4881 |
|
YTM% Max |
7.1411 |
5.4765 |
6.0500 |
6.6994 |
7.1726 |
7.6040 |
7.4739 |
7.8229 |
7.5270 |
7.9086 |
8.4027 |
08-Jan-10 |
Amount |
495 |
3300 |
3419 |
3361 |
278 |
1035 |
269 |
7195 |
206 |
10 |
21425 |
|
YTM% Min |
3.1775 |
3.7622 |
5.2000 |
6.2685 |
6.7491 |
7.1410 |
7.3925 |
7.3470 |
7.4749 |
7.8450 |
4.4887 |
|
YTM% Max |
3.3905 |
5.0985 |
5.9843 |
6.7021 |
7.0775 |
7.8501 |
7.5838 |
7.4987 |
7.5272 |
7.8450 |
8.3826 |
15-Jan-10 |
Amount |
460 |
3764 |
967 |
2900 |
326 |
2051 |
430 |
5622 |
6 |
15 |
25061 |
|
YTM% Min |
3.1780 |
3.8391 |
5.0000 |
6.2469 |
6.7478 |
7.2152 |
7.3770 |
7.4078 |
0.0000 |
7.7916 |
4.5870 |
|
YTM% Max |
3.2295 |
4.9371 |
5.5106 |
6.7261 |
6.9429 |
7.4000 |
7.4693 |
7.5013 |
0.0000 |
7.8433 |
8.3817 |
22-Jan-10 |
Amount |
5 |
2473 |
685 |
3898 |
396 |
2624 |
147 |
9489 |
48 |
64 |
36958 |
|
YTM% Min |
3.3318 |
3.8733 |
5.1670 |
6.1545 |
6.7296 |
7.1018 |
7.3113 |
7.3494 |
7.5998 |
7.6166 |
4.5880 |
|
YTM% Max |
3.3318 |
4.8125 |
5.5000 |
6.6539 |
6.7918 |
7.4207 |
7.4254 |
7.5191 |
7.5998 |
8.2483 |
8.3391 |
29-Jan-10 |
Amount |
555 |
2506 |
1000 |
2492 |
25 |
2250 |
887 |
7334 |
25 |
10 |
34409 |
|
YTM% Min |
3.3401 |
4.0308 |
5.0919 |
6.1261 |
6.6497 |
7.0689 |
7.3509 |
7.3283 |
7.4846 |
7.4583 |
4.6137 |
|
YTM% Max |
4.2343 |
4.8100 |
6.4027 |
6.3033 |
6.6810 |
7.7000 |
7.3555 |
7.3997 |
7.4846 |
7.7154 |
8.3382 |
05-Feb-10 |
Amount |
- |
1031 |
165 |
2226 |
915 |
1489 |
504 |
7791 |
100 |
13 |
23957 |
|
YTM% Min |
- |
3.9776 |
5.0886 |
6.0922 |
6.7887 |
7.1809 |
7.3898 |
7.3716 |
7.4936 |
7.7805 |
7.5444 |
|
YTM% Max |
- |
4.7927 |
6.4000 |
6.3557 |
6.8678 |
7.2397 |
7.5019 |
7.6731 |
7.6618 |
7.7822 |
8.3551 |
12-Feb-10 |
Amount |
- |
1626 |
175 |
1320 |
257 |
856 |
705 |
7566 |
17 |
15 |
19837 |
|
YTM% Min |
- |
3.9703 |
5.1123 |
6.0922 |
6.8033 |
7.1546 |
7.3784 |
7.4413 |
7.6020 |
7.8560 |
4.6219 |
|
YTM% Max |
- |
4.7845 |
5.2314 |
6.4149 |
6.9391 |
7.2995 |
7.6116 |
7.7448 |
7.6706 |
7.9007 |
8.3532 |
19-Feb-10 |
Amount |
- |
1810 |
936 |
1250 |
935 |
127 |
1297 |
6821 |
4 |
107 |
24607 |
|
YTM% Min |
- |
3.9020 |
5.1900 |
6.1153 |
6.7999 |
7.2777 |
7.3292 |
7.5333 |
0.0000 |
7.8370 |
7.6420 |
|
YTM% Max |
- |
5.0366 |
5.7214 |
6.4505 |
7.3800 |
7.5500 |
7.7179 |
7.7400 |
0.0000 |
8.1000 |
8.4500 |
26-Feb-10 |
Amount |
- |
638 |
333 |
2236 |
551 |
640 |
377 |
8456 |
1 |
85 |
26958 |
|
YTM% Min |
- |
3.9961 |
5.2563 |
6.0929 |
6.8797 |
7.1964 |
7.3313 |
7.5643 |
0.0000 |
7.8074 |
7.7505 |
|
YTM% Max |
- |
5.0604 |
6.4500 |
6.4915 |
7.3059 |
7.6986 |
7.5569 |
7.8500 |
0.0000 |
7.9000 |
8.4955 |
05-Mar-10 |
Amount |
- |
68 |
85 |
832 |
520 |
1206 |
400 |
13232 |
60 |
41 |
15418 |
|
YTM% Min |
- |
3.9566 |
5.3409 |
6.0701 |
6.8622 |
7.2397 |
7.4191 |
7.5773 |
7.9411 |
7.9203 |
4.6572 |
|
YTM% Max |
- |
8.6213 |
5.3717 |
6.6703 |
6.9600 |
7.4145 |
7.8293 |
8.2017 |
7.9411 |
8.1334 |
8.5000 |
12-Mar-10 |
Amount |
- |
1913 |
193 |
1060 |
626 |
419 |
336 |
12477 |
87 |
114 |
9855 |
|
YTM% Min |
- |
3.9927 |
5.2153 |
6.0579 |
6.8261 |
7.2652 |
7.5172 |
7.5663 |
7.8360 |
7.8478 |
4.6524 |
|
YTM% Max |
- |
4.5639 |
6.2987 |
6.6700 |
6.9406 |
7.9909 |
7.6800 |
7.7184 |
7.9300 |
8.0035 |
8.4906 |
19-Mar-10 |
Amount |
- |
570 |
790 |
4671 |
710 |
222 |
491 |
12029 |
2 |
82 |
11115 |
|
YTM% Min |
- |
4.4473 |
5.1700 |
5.6593 |
6.6603 |
7.1877 |
7.3914 |
7.4258 |
0.0000 |
7.8500 |
4.6488 |
|
YTM% Max |
- |
5.1335 |
6.4000 |
6.2488 |
7.1766 |
7.6300 |
7.6160 |
7.7888 |
0.0000 |
8.0411 |
8.4909 |
26-Mar-10 |
Amount |
- |
1 |
510 |
1005 |
350 |
205 |
348 |
8081 |
13 |
19 |
11825 |
|
YTM% Min |
- |
- |
5.2318 |
6.0961 |
6.7220 |
7.1618 |
7.3902 |
7.3798 |
7.7367 |
7.7660 |
7.8067 |
|
YTM% Max |
- |
- |
6.4000 |
6.1904 |
7.0798 |
7.5608 |
7.6021 |
7.7465 |
7.7367 |
7.9654 |
8.5145 |
TABLE 213 : SECONDARY MARKET OUTRIGHT TRANSACTIONS IN GOVERNMENT SECURITIES (FACE VALUE) (Contd.) |
||||||||
(Amount in ` crore) |
||||||||
Week Ended |
|
State |
Treasury Bills (Residual Maturity in Days) |
RBI Open Market |
||||
Up to 14 |
15-91 |
92-182 |
183-364 |
Sale |
Purchase |
|||
1 |
|
13 |
14 |
15 |
16 |
17 |
18 |
19 |
2009-10 |
|
|
|
|
|
|
|
|
02-Oct-09 |
Amount |
297 |
905 |
3022 |
875 |
25 |
213 |
219 |
|
YTM% Min |
7.7494 |
2.3364 |
2.6493 |
3.4499 |
4.3000 |
|
|
|
YTM% Max |
8.4393 |
3.4013 |
3.4000 |
3.7801 |
4.3000 |
|
|
09-Oct-09 |
Amount |
1107 |
2060 |
13562 |
1216 |
862 |
915 |
1386 |
|
YTM% Min |
4.6961 |
2.6293 |
2.6493 |
3.1499 |
3.7700 |
|
|
|
YTM% Max |
8.4505 |
3.3583 |
3.4000 |
3.7385 |
4.5822 |
|
|
16-Oct-09 |
Amount |
873 |
509 |
3327 |
1140 |
1177 |
278 |
686 |
|
YTM% Min |
6.8574 |
2.6470 |
2.6493 |
3.1651 |
4.2600 |
|
|
|
YTM% Max |
8.3615 |
3.2000 |
3.4000 |
4.0511 |
4.5320 |
|
|
23-Oct-09 |
Amount |
561 |
1065 |
5913 |
552 |
673 |
278 |
686 |
|
YTM% Min |
6.7800 |
2.8500 |
2.6493 |
3.4300 |
4.4000 |
|
|
|
YTM% Max |
8.3001 |
3.1030 |
3.4000 |
4.0000 |
4.5384 |
|
|
30-Oct-09 |
Amount |
1396 |
607 |
6275 |
1264 |
714 |
9 |
207 |
|
YTM% Min |
7.1000 |
2.7500 |
2.6493 |
3.2100 |
4.3000 |
|
|
|
YTM% Max |
8.2503 |
3.1500 |
3.4000 |
3.9676 |
4.5200 |
|
|
06-Nov-09 |
Amount |
1946 |
1099 |
5302 |
1203 |
1034 |
91 |
91 |
|
YTM% Min |
6.9600 |
2.7500 |
2.6493 |
3.2600 |
3.9600 |
|
|
|
YTM% Max |
8.2414 |
3.3038 |
3.4000 |
4.2000 |
4.5165 |
|
|
13-Nov -09 |
Amount |
1277 |
185 |
4604 |
2116 |
904 |
290 |
290 |
|
YTM% Min |
7.0513 |
2.9990 |
2.6493 |
3.2501 |
4.3801 |
|
|
|
YTM% Max |
8.2496 |
3.1000 |
3.4000 |
3.8217 |
4.4700 |
|
|
20-Nov -09 |
Amount |
1156 |
490 |
5967 |
1335 |
685 |
135 |
310 |
|
YTM% Min |
6.0500 |
2.8998 |
2.6493 |
3.2301 |
3.7500 |
|
|
|
YTM% Max |
8.1928 |
3.2853 |
3.4000 |
3.7000 |
4.4700 |
|
|
27-Nov-09 |
Amount |
1740 |
543 |
3649 |
1258 |
1229 |
79 |
87 |
|
YTM% Min |
4.5000 |
2.8000 |
2.6493 |
3.3000 |
3.6800 |
|
|
|
YTM% Max |
8.2467 |
3.3038 |
3.4000 |
3.7385 |
4.4131 |
|
|
04-Dec-09 |
Amount |
1945 |
200 |
2978 |
210 |
244 |
84 |
364 |
|
YTM% Min |
7.6058 |
2.8005 |
2.6493 |
3.5701 |
3.8000 |
|
|
|
YTM% Max |
8.1108 |
3.3038 |
3.4000 |
3.5800 |
4.4946 |
|
|
11-Dec-09 |
Amount |
839 |
71 |
2617 |
581 |
165 |
10 |
110 |
|
YTM% Min |
7.7494 |
2.8500 |
2.6493 |
3.4001 |
4.3500 |
|
|
|
YTM% Max |
8.3095 |
3.1000 |
3.4000 |
3.8217 |
4.4500 |
|
|
18-Dec-09 |
Amount |
1873 |
70 |
11120 |
128 |
330 |
- |
250 |
|
YTM% Min |
8.0744 |
3.2975 |
2.6493 |
3.5900 |
4.4001 |
|
|
|
YTM% Max |
8.3375 |
3.4000 |
3.4000 |
3.6800 |
4.6500 |
|
|
25-Dec-09 |
Amount |
1468 |
90 |
5155 |
301 |
10 |
- |
- |
|
YTM% Min |
7.3881 |
3.5967 |
3.6000 |
4.0928 |
4.3499 |
|
|
|
YTM% Max |
8.4400 |
3.8000 |
4.0000 |
4.2600 |
4.6000 |
|
|
01-Jan-10 |
Amount |
1556 |
1710 |
8615 |
225 |
322 |
- |
- |
|
YTM% Min |
8.1996 |
3.0000 |
3.4000 |
3.7500 |
4.3499 |
|
|
|
YTM% Max |
8.4015 |
3.7500 |
3.9841 |
4.2999 |
4.5000 |
|
|
08-Jan-10 |
Amount |
2482 |
1726 |
10740 |
632 |
990 |
679 |
674 |
|
YTM% Min |
6.1050 |
2.9991 |
3.0000 |
3.7000 |
4.5000 |
|
|
|
YTM% Max |
8.4360 |
3.5050 |
3.8499 |
4.0511 |
4.7003 |
|
|
15-Jan-10 |
Amount |
1714 |
1125 |
4873 |
397 |
183 |
151 |
149 |
|
YTM% Min |
3.4210 |
3.1513 |
3.1656 |
3.7000 |
4.3000 |
|
|
|
YTM% Max |
8.3821 |
3.4000 |
3.8061 |
4.0001 |
4.6700 |
|
|
22-Jan-10 |
Amount |
1184 |
1133 |
4788 |
503 |
0 |
1 |
- |
|
YTM% Min |
3.9399 |
3.1200 |
3.0478 |
3.9900 |
0.0000 |
|
|
|
YTM% Max |
8.2959 |
3.7518 |
3.9288 |
4.1555 |
0.0000 |
|
|
29-Jan-10 |
Amount |
1717 |
691 |
4393 |
315 |
320 |
289 |
290 |
|
YTM% Min |
4.8659 |
3.2284 |
3.2197 |
3.8000 |
4.0650 |
|
|
|
YTM% Max |
8.3056 |
3.4013 |
4.0106 |
4.1500 |
4.6025 |
|
|
05-Feb-10 |
Amount |
2322 |
1518 |
8020 |
813 |
125 |
76 |
76 |
|
YTM% Min |
4.8396 |
2.7000 |
3.0499 |
3.9400 |
4.6200 |
|
|
|
YTM% Max |
8.3999 |
3.3951 |
4.0924 |
4.4904 |
4.6300 |
|
|
12-Feb-10 |
Amount |
1484 |
643 |
3348 |
829 |
392 |
- |
- |
|
YTM% Min |
4.4065 |
2.0687 |
2.9991 |
4.1502 |
4.8171 |
|
|
|
YTM% Max |
8.3802 |
3.3038 |
4.0924 |
4.3500 |
4.8681 |
|
|
19-Feb-10 |
Amount |
1490 |
350 |
3117 |
485 |
805 |
46 |
25 |
|
YTM% Min |
5.3965 |
2.9991 |
3.1696 |
3.6300 |
4.3000 |
|
|
|
YTM% Max |
8.5799 |
3.3000 |
4.0924 |
4.5533 |
4.8700 |
|
|
26-Feb-10 |
Amount |
1937 |
1850 |
4240 |
48 |
895 |
189 |
205 |
|
YTM% Min |
4.0161 |
3.2000 |
3.1500 |
4.2000 |
4.8400 |
|
|
|
YTM% Max |
8.5543 |
3.2500 |
4.1334 |
4.5000 |
4.9785 |
|
|
05-Mar-10 |
Amount |
890 |
116 |
4486 |
233 |
260 |
218 |
222 |
|
YTM% Min |
5.6000 |
2.8501 |
3.4000 |
4.3501 |
4.9000 |
|
|
|
YTM% Max |
8.5438 |
3.6574 |
7.6237 |
4.7101 |
5.0000 |
|
|
12-Mar-10 |
Amount |
1152 |
629 |
5638 |
275 |
775 |
10 |
10 |
|
YTM% Min |
4.0114 |
3.0000 |
3.5000 |
4.3000 |
4.9543 |
|
|
|
YTM% Max |
8.5400 |
5.3557 |
4.3382 |
4.6500 |
5.1001 |
|
|
19-Mar-10 |
Amount |
1509 |
440 |
3192 |
225 |
1056 |
63 |
60 |
|
YTM% Min |
8.1417 |
4.2491 |
3.9999 |
4.4700 |
4.7000 |
|
|
|
YTM% Max |
8.5380 |
5.0019 |
4.4202 |
4.5601 |
5.1000 |
|
|
26-Mar-10 |
Amount |
1494 |
672 |
5841 |
895 |
514 |
3 |
- |
|
YTM% Min |
6.5526 |
2.5016 |
3.6928 |
4.3500 |
4.8000 |
|
|
|
YTM% Max |
8.5255 |
3.9506 |
4.4202 |
4.6200 |
5.1445 |
|
|
TABLE 213 : SECONDARY MARKET OUTRIGHT TRANSACTIONS IN GOVERNMENT SECURITIES (FACE VALUE) (Contd.) |
||||||||||||
(Amount in ` crore) |
||||||||||||
Week Ended |
|
Central Government Dated Securities Maturing in the Year |
||||||||||
2010-11 |
2011-12 |
2012-13 |
2013-14 |
2014-15 |
2015-16 |
2016-17 |
2017-18 |
2018-19 |
2019-20 |
2020 & Above |
||
1 |
|
2 |
3 |
4 |
5 |
6 |
7 |
8 |
9 |
10 |
11 |
12 |
2010-11 |
|
|
|
|
|
|
|
|
|
|
|
|
02-Apr-10 |
Amount |
330 |
460 |
976 |
1492 |
258 |
217 |
6815 |
97 |
77 |
8256 |
1468 |
|
YTM% Min |
3.9094 |
5.1716 |
5.9776 |
6.5891 |
7.1286 |
7.3695 |
7.3463 |
7.4427 |
7.4978 |
4.6656 |
7.8033 |
|
YTM% Max |
5.1235 |
5.6121 |
6.1807 |
6.7239 |
7.4805 |
7.6633 |
7.6376 |
7.8631 |
7.8854 |
7.8950 |
8.4168 |
09-Apr-10 |
Amount |
4995 |
470 |
2715 |
847 |
1113 |
980 |
11918 |
16 |
108 |
16351 |
695 |
|
YTM% Min |
3.5193 |
5.1490 |
6.0362 |
6.6364 |
7.1368 |
7.2764 |
7.3268 |
7.3514 |
6.0485 |
4.6569 |
5.5209 |
|
YTM% Max |
4.9704 |
6.3600 |
6.4233 |
6.8326 |
7.4268 |
7.5677 |
7.6045 |
7.8910 |
8.2388 |
7.9003 |
8.3007 |
16-Apr-10 |
Amount |
2805 |
1030 |
2798 |
289 |
1195 |
2462 |
2462 |
10185 |
24 |
17955 |
2277 |
|
YTM% Min |
3.5967 |
5.0974 |
5.9737 |
6.7013 |
7.1381 |
7.5216 |
7.5216 |
7.5218 |
7.9319 |
7.7810 |
5.5504 |
|
YTM% Max |
5.2281 |
5.4076 |
6.4407 |
6.7958 |
7.2537 |
7.7231 |
7.7231 |
7.7426 |
8.0520 |
8.1281 |
8.6327 |
23-Apr-10 |
Amount |
2835 |
1240 |
5074 |
1613 |
1185 |
9292 |
9292 |
10012 |
283 |
13547 |
19745 |
|
YTM% Min |
3.6575 |
5.2083 |
5.9651 |
6.6500 |
7.1875 |
7.5149 |
7.5149 |
7.6015 |
8.3176 |
4.6592 |
5.5539 |
|
YTM% Max |
5.1742 |
5.8000 |
6.4224 |
7.0232 |
7.2939 |
7.7089 |
7.7089 |
7.7479 |
8.3614 |
8.0945 |
8.6296 |
30-Apr-10 |
Amount |
1585 |
2006 |
2175 |
1925 |
930 |
4672 |
24882 |
1 |
24 |
6692 |
21186 |
|
YTM% Min |
3.6423 |
4.5418 |
5.9129 |
6.5255 |
7.0940 |
7.4359 |
7.5164 |
0.0000 |
8.3041 |
4.7051 |
5.6050 |
|
YTM% Max |
4.9243 |
6.7802 |
6.3779 |
7.0208 |
7.1973 |
7.6426 |
7.7283 |
0.0000 |
8.3369 |
8.1539 |
8.6286 |
07-May-10 |
Amount |
549 |
1661 |
3773 |
3340 |
2101 |
6482 |
20483 |
14 |
10 |
3169 |
34175 |
|
YTM% Min |
3.5812 |
4.9883 |
5.7832 |
6.4854 |
6.9220 |
7.2617 |
7.3903 |
7.6743 |
8.3194 |
7.8947 |
5.5724 |
|
YTM% Max |
4.9392 |
5.4800 |
6.1998 |
6.9223 |
7.2500 |
7.5705 |
7.7339 |
7.6743 |
8.3194 |
8.0928 |
8.5013 |
14-May-10 |
Amount |
2356 |
507 |
950 |
1970 |
1802 |
6149 |
16993 |
183 |
0 |
2438 |
65264 |
|
YTM% Min |
3.8729 |
5.0407 |
5.7986 |
6.4763 |
6.6768 |
7.2270 |
7.3663 |
7.4750 |
0.0000 |
7.8370 |
5.5638 |
|
YTM% Max |
5.2364 |
5.4154 |
6.1265 |
6.8800 |
7.0572 |
7.9522 |
7.7115 |
7.9119 |
0.0000 |
8.0315 |
8.3273 |
21-May-10 |
Amount |
2384 |
1011 |
4216 |
1877 |
1576 |
3030 |
10416 |
166 |
28 |
1488 |
72711 |
|
YTM% Min |
3.6572 |
5.0304 |
5.7676 |
6.4107 |
6.8650 |
7.1803 |
7.3471 |
7.4299 |
0.0000 |
7.7005 |
7.3839 |
|
YTM% Max |
5.6324 |
6.1200 |
6.3691 |
6.8564 |
7.0835 |
7.3780 |
7.5729 |
7.8201 |
7.5894 |
7.8945 |
8.2805 |
28-May-10 |
Amount |
190 |
575 |
1929 |
1044 |
1192 |
1026 |
5975 |
201 |
678 |
407 |
68814 |
|
YTM% Min |
4.2246 |
5.0735 |
5.8234 |
6.4744 |
6.8638 |
7.1799 |
7.3250 |
7.4502 |
8.1159 |
4.7239 |
7.3188 |
|
YTM% Max |
5.0000 |
6.2300 |
6.0670 |
6.8420 |
7.1218 |
7.3086 |
7.5358 |
7.6109 |
8.1161 |
7.7940 |
8.1690 |
04-Jun-10 |
Amount |
243 |
705 |
1900 |
2529 |
470 |
2688 |
2689 |
30 |
5 |
408 |
79446 |
|
YTM% Min |
5.2242 |
5.2000 |
5.7882 |
6.4413 |
6.7300 |
7.1883 |
7.5198 |
7.4285 |
0.0000 |
4.7246 |
5.6635 |
|
YTM% Max |
5.5505 |
5.2842 |
6.9836 |
7.4215 |
6.9806 |
7.4351 |
7.6532 |
7.6180 |
0.0000 |
7.8377 |
8.2587 |
11-Jun-10 |
Amount |
325 |
100 |
1017 |
929 |
435 |
750 |
2835 |
45 |
3 |
197 |
69951 |
|
YTM% Min |
5.1262 |
5.5149 |
5.8969 |
6.5603 |
6.8730 |
7.3528 |
7.3333 |
7.6395 |
0.0000 |
7.7043 |
5.6604 |
|
YTM% Max |
5.7409 |
5.5221 |
6.1433 |
6.7445 |
7.2301 |
7.4065 |
7.6968 |
7.6395 |
7.8046 |
7.8803 |
8.2993 |
18-Jun-10 |
Amount |
1390 |
479 |
2154 |
799 |
709 |
4613 |
2795 |
35 |
149 |
531 |
55261 |
|
YTM% Min |
5.1880 |
5.2780 |
5.2911 |
6.2402 |
6.1466 |
6.4876 |
7.5890 |
6.2043 |
6.0515 |
4.7146 |
6.7982 |
|
YTM% Max |
5.5927 |
5.8000 |
6.2500 |
7.1854 |
9.6488 |
7.9035 |
7.7300 |
7.1767 |
7.6682 |
7.8735 |
9.3753 |
25-Jun-10 |
Amount |
130 |
576 |
2308 |
990 |
30 |
1238 |
1101 |
0 |
1 |
279 |
53144 |
|
YTM% Min |
5.2055 |
5.1204 |
6.1182 |
6.6746 |
7.0161 |
7.1500 |
7.3503 |
0.0000 |
0.0000 |
7.7700 |
5.8474 |
|
YTM% Max |
5.3326 |
5.8994 |
6.5500 |
7.0145 |
7.0700 |
7.5310 |
7.6834 |
0.0000 |
0.0000 |
7.8922 |
8.2404 |
02-Jul-10 |
Amount |
745 |
2471 |
1691 |
1877 |
286 |
9363 |
1339 |
135 |
100 |
187 |
56832 |
|
YTM% Min |
5.2163 |
5.2032 |
6.1167 |
6.5617 |
6.9632 |
7.2054 |
7.1049 |
7.5306 |
7.6699 |
7.6928 |
7.5094 |
|
YTM% Max |
5.6885 |
5.4643 |
6.3500 |
7.0157 |
7.2800 |
7.4496 |
7.7496 |
7.7645 |
7.6699 |
7.9196 |
8.2775 |
09-Jul-10 |
Amount |
349 |
983 |
761 |
655 |
65 |
3571 |
1851 |
1531 |
40 |
594 |
30377 |
|
YTM% Min |
5.5500 |
5.3714 |
6.1775 |
6.7377 |
7.0900 |
7.2368 |
7.5394 |
7.4483 |
7.6500 |
5.9171 |
7.4624 |
|
YTM% Max |
8.3207 |
5.7711 |
6.3627 |
6.9300 |
7.1083 |
7.4250 |
7.6149 |
7.5695 |
7.6500 |
7.8653 |
8.3226 |
16-Jul-10 |
Amount |
978 |
85 |
2220 |
785 |
203 |
6409 |
522 |
1113 |
1 |
32 |
37315 |
|
YTM% Min |
5.5954 |
5.4267 |
6.3213 |
6.7909 |
6.7707 |
7.3289 |
7.5469 |
7.5774 |
0.0000 |
7.7505 |
7.6004 |
|
YTM% Max |
8.3268 |
5.8452 |
6.4491 |
6.8275 |
7.3182 |
7.4515 |
7.6446 |
7.7446 |
0.0000 |
7.8594 |
8.3273 |
23-Jul-10 |
Amount |
1377 |
426 |
486 |
340 |
100 |
4452 |
482 |
3914 |
5 |
139 |
32393 |
|
YTM% Min |
5.7000 |
5.7326 |
6.3516 |
6.8287 |
7.4009 |
7.3500 |
7.5862 |
7.5963 |
7.8402 |
7.7797 |
6.4676 |
|
YTM% Max |
8.3357 |
5.8786 |
6.4884 |
7.0200 |
7.4009 |
7.5066 |
7.6818 |
7.6803 |
7.8402 |
7.8686 |
8.3624 |
30-Jul-10 |
Amount |
145 |
120 |
1090 |
305 |
430 |
4012 |
1009 |
2220 |
70 |
52 |
36580 |
|
YTM% Min |
5.7383 |
5.8312 |
6.4489 |
6.8487 |
7.0548 |
7.0423 |
7.5622 |
7.6068 |
7.7970 |
7.6492 |
6.7146 |
|
YTM% Max |
8.3401 |
6.0980 |
6.7777 |
7.1141 |
7.2681 |
7.5731 |
7.7736 |
7.7619 |
7.9530 |
7.8709 |
8.3309 |
06-Aug-10 |
Amount |
856 |
450 |
6001 |
4365 |
645 |
7460 |
1886 |
1761 |
0 |
146 |
30212 |
|
YTM% Min |
6.1235 |
6.2231 |
6.7414 |
6.9178 |
7.3982 |
7.4977 |
7.7018 |
7.7377 |
- |
5.9378 |
7.7602 |
|
YTM% Max |
8.3290 |
6.3533 |
7.1428 |
7.3710 |
7.9521 |
7.7438 |
7.8866 |
7.9448 |
- |
8.0406 |
8.3894 |
13-Aug-10 |
Amount |
1935 |
410 |
1401 |
1070 |
410 |
7696 |
1229 |
5065 |
384 |
94 |
54533 |
|
YTM% Min |
6.1421 |
6.2938 |
6.8587 |
7.1381 |
7.3494 |
7.5423 |
7.7701 |
7.5533 |
7.9330 |
5.9518 |
7.7676 |
|
YTM% Max |
8.3536 |
6.4338 |
7.0288 |
7.3968 |
7.6827 |
7.7445 |
7.8877 |
7.9646 |
8.4240 |
7.9492 |
8.4629 |
20-Aug-10 |
Amount |
130 |
74 |
676 |
665 |
385 |
7489 |
596 |
2132 |
83 |
2 |
48304 |
|
YTM% Min |
6.1004 |
6.3000 |
6.8743 |
7.1937 |
7.5471 |
7.5936 |
7.8149 |
7.8827 |
8.3453 |
- |
7.7899 |
|
YTM% Max |
6.9726 |
6.3810 |
7.1065 |
7.3244 |
7.6002 |
8.0505 |
7.9354 |
8.0112 |
8.4246 |
- |
8.4302 |
27-Aug-10 |
Amount |
10 |
650 |
238 |
1200 |
0 |
5456 |
655 |
1185 |
13 |
267 |
34300 |
|
YTM% Min |
- |
6.3752 |
6.3160 |
7.2128 |
- |
7.6584 |
7.8714 |
7.9779 |
8.3998 |
7.7334 |
7.9081 |
|
YTM% Max |
6.5125 |
6.7337 |
7.0087 |
7.4803 |
- |
7.8000 |
7.9500 |
8.0276 |
8.3998 |
8.0816 |
8.4087 |
03-Sep-10 |
Amount |
0 |
575 |
695 |
1115 |
240 |
12118 |
525 |
1648 |
66 |
307 |
60312 |
|
YTM% Min |
- |
3.3697 |
6.7787 |
6.8402 |
7.6111 |
7.6283 |
7.8600 |
7.9326 |
8.0900 |
8.0492 |
7.9103 |
|
YTM% Max |
- |
6.3992 |
7.2500 |
7.2132 |
8.0394 |
8.0404 |
7.9200 |
8.0017 |
8.3989 |
8.0800 |
8.6373 |
10-Sep-10 |
Amount |
0 |
25 |
725 |
300 |
10 |
3655 |
195 |
1657 |
0 |
0 |
33155 |
|
YTM% Min |
- |
6.5000 |
6.7230 |
7.1183 |
7.4600 |
7.6749 |
7.8637 |
7.9620 |
- |
- |
8.0088 |
|
YTM% Max |
- |
6.5000 |
7.2500 |
7.2124 |
7.4888 |
7.7504 |
7.9400 |
8.0778 |
- |
- |
8.3996 |
17-Sep-10 |
Amount |
0 |
70 |
1261 |
400 |
655 |
6473 |
226 |
901 |
5 |
355 |
49765 |
|
YTM% Min |
- |
6.2558 |
6.8012 |
7.1625 |
7.4610 |
7.6655 |
7.8593 |
7.9628 |
8.0503 |
7.8776 |
7.8765 |
|
YTM% Max |
- |
6.3826 |
7.3911 |
7.6906 |
8.0501 |
7.9302 |
7.9319 |
8.0150 |
8.0503 |
8.0532 |
8.4009 |
24-Sep-10 |
Amount |
55 |
350 |
1416 |
185 |
250 |
8239 |
317 |
858 |
146 |
75 |
38085 |
|
YTM% Min |
6.3976 |
6.4761 |
6.8192 |
7.1908 |
7.5050 |
7.4131 |
7.6486 |
7.9342 |
8.0467 |
8.0002 |
7.5163 |
|
YTM% Max |
6.5770 |
7.3500 |
7.5255 |
7.4584 |
7.6359 |
7.8114 |
7.9549 |
8.0804 |
8.3800 |
8.0625 |
8.4327 |
TABLE 213 : SECONDARY MARKET OUTRIGHT TRANSACTIONS IN GOVERNMENT SECURITIES (FACE VALUE) (Contd.) |
||||||||
(Amount in ` crore) |
||||||||
Week Ended |
|
State |
Treasury Bills (Residual Maturity in Days) |
RBI Open Market |
||||
Up to 14 |
15-91 |
92-182 |
183-364 |
Sale |
Purchase |
|||
1 |
|
13 |
14 |
15 |
16 |
17 |
18 |
19 |
2010-11 |
|
|
|
|
|
|
|
|
02-Apr-10 |
Amount |
1491 |
1273 |
4814 |
200 |
832 |
846 |
843 |
|
YTM% Min |
5.4658 |
3.7500 |
3.8000 |
4.3500 |
4.8800 |
|
|
|
YTM% Max |
8.4930 |
4.1099 |
4.3792 |
4.4000 |
5.0050 |
|
|
09-Apr-10 |
Amount |
2177 |
3663 |
14628 |
1295 |
2206 |
109 |
110 |
|
YTM% Min |
1.3409 |
3.0000 |
3.0500 |
3.9000 |
4.2001 |
|
|
|
YTM% Max |
8.4199 |
3.9500 |
4.1000 |
4.3500 |
5.0600 |
|
|
16-Apr-10 |
Amount |
1521 |
2359 |
7774 |
1148 |
1074 |
130 |
140 |
|
YTM% Min |
6.3019 |
3.1036 |
3.2500 |
3.9500 |
4.6023 |
|
|
|
YTM% Max |
8.5785 |
4.2516 |
4.2600 |
4.6500 |
5.1000 |
|
|
23-Apr-10 |
Amount |
2178 |
1556 |
6161 |
1274 |
1592 |
344 |
340 |
|
YTM% Min |
5.5500 |
3.6212 |
3.6994 |
4.1001 |
4.7999 |
|
|
|
YTM% Max |
8.5690 |
3.9011 |
4.1900 |
4.6500 |
5.1001 |
|
|
30-Apr-10 |
Amount |
2052 |
586 |
6798 |
1533 |
1513 |
23 |
25 |
|
YTM% Min |
5.6149 |
3.4962 |
3.6106 |
4.0500 |
4.7500 |
|
|
|
YTM% Max |
8.5584 |
4.1989 |
4.1862 |
4.5533 |
5.0891 |
|
|
07-May-10 |
Amount |
1630 |
1143 |
4922 |
1227 |
2143 |
171 |
170 |
|
YTM% Min |
5.0000 |
3.6000 |
3.6000 |
4.0998 |
4.6500 |
|
|
|
YTM% Max |
8.4730 |
3.9000 |
4.2743 |
4.4700 |
4.9550 |
|
|
14-May-10 |
Amount |
1368 |
760 |
10636 |
674 |
2596 |
599 |
602 |
|
YTM% Min |
6.4434 |
3.5509 |
3.7000 |
4.0000 |
4.4901 |
|
|
|
YTM% Max |
8.3991 |
3.8512 |
4.1743 |
4.5533 |
4.8000 |
|
|
21-May-10 |
Amount |
1519 |
684 |
6523 |
1008 |
735 |
148 |
145 |
|
YTM% Min |
5.9561 |
3.5500 |
3.6498 |
4.1100 |
4.6201 |
|
|
|
YTM% Max |
8.2902 |
4.1500 |
4.3001 |
4.6501 |
4.9343 |
|
|
28-May-10 |
Amount |
1291 |
1102 |
5121 |
1345 |
373 |
84 |
86 |
|
YTM% Min |
6.9500 |
3.5500 |
4.0999 |
4.4196 |
4.8501 |
|
|
|
YTM% Max |
8.1800 |
5.1000 |
5.2500 |
5.0501 |
5.1500 |
|
|
04-Jun-10 |
Amount |
738 |
4625 |
6496 |
1880 |
628 |
25 |
20 |
|
YTM% Min |
5.4937 |
4.8023 |
4.7063 |
4.7800 |
5.0000 |
|
|
|
YTM% Max |
8.3530 |
5.6500 |
5.5000 |
5.1724 |
5.2098 |
|
|
11-Jun-10 |
Amount |
733 |
179 |
1319 |
329 |
1148 |
101 |
103 |
|
YTM% Min |
5.9594 |
5.1698 |
5.0000 |
5.1500 |
5.1000 |
|
|
|
YTM% Max |
8.4002 |
5.7500 |
5.4000 |
5.2500 |
5.3000 |
|
|
18-Jun-10 |
Amount |
1328 |
835 |
3169 |
1641 |
1628 |
- |
- |
|
YTM% Min |
5.7089 |
5.2027 |
5.1000 |
5.1501 |
5.1800 |
|
|
|
YTM% Max |
8.3160 |
5.6500 |
5.5000 |
5.2500 |
5.5785 |
|
|
25-Jun-10 |
Amount |
1884 |
547 |
2405 |
14 |
1080 |
- |
- |
|
YTM% Min |
6.7385 |
5.3000 |
5.1300 |
5.3000 |
5.3000 |
|
|
|
YTM% Max |
8.1862 |
5.4900 |
5.3500 |
5.4000 |
5.4500 |
|
|
02-Jul-10 |
Amount |
1443 |
2342 |
3523 |
1385 |
941 |
457 |
445 |
|
YTM% Min |
6.7385 |
5.0989 |
4.9500 |
5.2300 |
5.3499 |
|
|
|
YTM% Max |
8.1478 |
5.7505 |
5.6500 |
5.4000 |
5.6456 |
|
|
09-Jul-10 |
Amount |
486 |
350 |
2601 |
1034 |
892 |
602 |
597 |
|
YTM% Min |
7.9981 |
5.2500 |
4.9999 |
5.2500 |
5.3500 |
|
|
|
YTM% Max |
8.2599 |
5.6045 |
5.5505 |
5.6900 |
5.7000 |
|
|
16-Jul-10 |
Amount |
468 |
1114 |
2695 |
590 |
1275 |
78 |
75 |
|
YTM% Min |
7.0997 |
5.3000 |
5.2500 |
5.2302 |
5.5700 |
|
|
|
YTM% Max |
8.1674 |
5.7524 |
5.5000 |
5.6299 |
5.6999 |
|
|
23-Jul-10 |
Amount |
710 |
2225 |
1876 |
1545 |
985 |
1 |
|
|
YTM% Min |
7.0606 |
4.4400 |
5.2497 |
5.5000 |
5.6500 |
|
|
|
YTM% Max |
8.2511 |
5.8500 |
5.7001 |
5.8699 |
5.9001 |
|
|
30-Jul-10 |
Amount |
625 |
1751 |
1091 |
1264 |
1269 |
806 |
810 |
|
YTM% Min |
8.0476 |
5.1365 |
5.4000 |
5.6419 |
5.8500 |
|
|
|
YTM% Max |
8.2300 |
6.0011 |
5.7800 |
6.0000 |
6.2872 |
|
|
06-Aug-10 |
Amount |
734 |
656 |
3393 |
972 |
914 |
267 |
268 |
|
YTM% Min |
7.7905 |
5.0000 |
5.2003 |
5.7500 |
6.0999 |
|
|
|
YTM% Max |
8.4200 |
5.8494 |
5.9841 |
6.1599 |
6.2999 |
|
|
13-Aug-10 |
Amount |
419 |
426 |
3508 |
769 |
1060 |
86 |
85 |
|
YTM% Min |
8.0853 |
5.2599 |
5.0199 |
5.8000 |
6.2000 |
|
|
|
YTM% Max |
8.4194 |
5.8000 |
6.1495 |
6.3000 |
6.3501 |
|
|
20-Aug-10 |
Amount |
199 |
493 |
3008 |
220 |
210 |
167 |
155 |
|
YTM% Min |
8.2500 |
5.5017 |
5.3850 |
6.1600 |
6.1851 |
|
|
|
YTM% Max |
8.3741 |
5.8419 |
6.2322 |
6.4587 |
6.3500 |
|
|
27-Aug-10 |
Amount |
1058 |
525 |
3378 |
108 |
424 |
124 |
125 |
|
YTM% Min |
7.0296 |
4.8000 |
4.7999 |
6.1701 |
6.2500 |
|
|
|
YTM% Max |
8.4399 |
5.8000 |
6.2500 |
6.3001 |
6.5255 |
|
|
03-Sep-10 |
Amount |
1183 |
678 |
4562 |
1461 |
501 |
242 |
252 |
|
YTM% Min |
7.0016 |
4.3440 |
5.3995 |
6.1399 |
6.3200 |
|
|
|
YTM% Max |
8.4177 |
5.2510 |
6.1907 |
6.3732 |
6.4100 |
|
|
10-Sep-10 |
Amount |
622 |
235 |
2768 |
80 |
948 |
99 |
95 |
|
YTM% Min |
5.4924 |
4.7500 |
4.6991 |
6.1000 |
6.2000 |
|
|
|
YTM% Max |
8.4100 |
5.0026 |
6.2644 |
6.1500 |
6.4389 |
|
|
17-Sep-10 |
Amount |
495 |
6 |
2274 |
698 |
435 |
- |
- |
|
YTM% Min |
7.1100 |
4.6486 |
5.3998 |
6.1101 |
6.2000 |
|
|
|
YTM% Max |
8.3739 |
4.6486 |
6.1495 |
6.4159 |
6.4599 |
|
|
24-Sep-10 |
Amount |
1711 |
580 |
5066 |
182 |
685 |
53 |
55 |
|
YTM% Min |
6.8006 |
5.9003 |
5.8504 |
6.3000 |
6.4200 |
|
|
|
YTM% Max |
8.4132 |
6.2071 |
6.1908 |
6.3700 |
6.6500 |
|
|
TABLE 213 : SECONDARY MARKET OUTRIGHT TRANSACTIONS IN GOVERNMENT SECURITIES (FACE VALUE) (Contd.) |
||||||||||||
(Amount in ` crore) |
||||||||||||
Week Ended |
|
Central Government Dated Securities Maturing in the Year |
||||||||||
2010-11 |
2011-12 |
2012-13 |
2013-14 |
2014-15 |
2015-16 |
2016-17 |
2017-18 |
2018-19 |
2019-20 |
2020 & Above |
||
1 |
|
2 |
3 |
4 |
5 |
6 |
7 |
8 |
9 |
10 |
11 |
12 |
2010-11 |
|
|
|
|
|
|
|
|
|
|
|
|
01-Oct-10 |
Amount |
0 |
1440 |
1797 |
246 |
60 |
5241 |
770 |
7573 |
1740 |
89 |
44497 |
|
YTM% Min |
- |
6.3894 |
6.8570 |
7.1974 |
7.3651 |
7.6275 |
7.7925 |
7.7669 |
7.9440 |
7.9058 |
7.4519 |
|
YTM% Max |
- |
7.2200 |
7.2500 |
7.2922 |
7.5000 |
7.7549 |
8.0199 |
8.0960 |
8.3984 |
8.0394 |
8.3677 |
08-Oct-10 |
Amount |
35 |
745 |
795 |
250 |
160 |
5490 |
96 |
2040 |
681 |
191 |
45803 |
|
YTM% Min |
6.3588 |
6.4095 |
6.9178 |
7.1889 |
7.5085 |
7.7107 |
7.8268 |
7.8250 |
7.9507 |
5.9908 |
7.5468 |
|
YTM% Max |
6.3588 |
7.2200 |
7.2916 |
7.2663 |
7.5370 |
7.8300 |
7.9350 |
7.9745 |
8.3854 |
8.1415 |
8.3760 |
15-Oct-10 |
Amount |
0 |
75 |
666 |
690 |
480 |
2186 |
30 |
4006 |
163 |
86 |
36405 |
|
YTM% Min |
- |
7.3000 |
6.4952 |
7.2070 |
7.5345 |
7.7364 |
7.8290 |
7.8916 |
7.2845 |
7.8448 |
7.9379 |
|
YTM% Max |
- |
7.3000 |
7.1000 |
7.4800 |
7.8200 |
7.8300 |
8.0100 |
7.9886 |
8.4670 |
8.1667 |
8.4225 |
22-Oct-10 |
Amount |
0 |
5 |
708 |
697 |
700 |
5002 |
625 |
5781 |
58 |
219 |
34186 |
|
YTM% Min |
- |
7.3836 |
6.5645 |
7.2455 |
7.5352 |
7.7653 |
7.8946 |
7.9181 |
7.8984 |
5.9945 |
8.0309 |
|
YTM% Max |
- |
7.3836 |
7.1870 |
7.5064 |
7.6400 |
7.8841 |
8.0202 |
8.0892 |
8.3818 |
8.1807 |
8.7995 |
29-Oct-10 |
Amount |
0 |
470 |
1815 |
547 |
645 |
2826 |
899 |
14054 |
13 |
202 |
29008 |
|
YTM% Min |
- |
6.9980 |
7.1861 |
7.2499 |
7.5112 |
7.7614 |
7.9329 |
7.8889 |
8.1791 |
5.9889 |
7.5092 |
|
YTM% Max |
- |
7.6000 |
7.5563 |
7.5283 |
8.1495 |
7.8900 |
8.0182 |
8.0555 |
8.1791 |
8.2366 |
8.5649 |
05-Nov-10 |
Amount |
0 |
105 |
1643 |
515 |
105 |
3725 |
683 |
11628 |
4 |
0 |
30826 |
|
YTM% Min |
- |
6.9486 |
6.9281 |
7.1573 |
7.4370 |
7.6983 |
7.7250 |
7.7628 |
- |
- |
7.9229 |
|
YTM% Max |
- |
7.3300 |
7.2783 |
7.5505 |
7.5687 |
7.8853 |
8.0037 |
8.0692 |
- |
- |
8.5671 |
12-Nov-10 |
Amount |
5 |
80 |
515 |
792 |
31 |
4212 |
65 |
7522 |
1 |
61 |
22274 |
|
YTM% Min |
6.6192 |
6.5065 |
7.2160 |
7.3039 |
7.4816 |
7.7108 |
7.7850 |
7.8148 |
- |
7.9474 |
7.9365 |
|
YTM% Max |
6.6192 |
7.6500 |
7.2858 |
7.4278 |
8.1200 |
7.8800 |
7.7937 |
7.9901 |
- |
8.2321 |
8.4650 |
19-Nov-10 |
Amount |
0 |
225 |
115 |
153 |
25 |
2316 |
60 |
8106 |
0 |
1 |
17827 |
|
YTM% Min |
- |
6.9740 |
7.1387 |
7.3119 |
7.5268 |
7.8098 |
7.8797 |
7.9240 |
- |
- |
8.0146 |
|
YTM% Max |
- |
7.2500 |
7.2289 |
7.4652 |
7.7074 |
7.8758 |
7.9000 |
8.2736 |
- |
- |
8.5304 |
26-Nov-10 |
Amount |
0 |
25 |
115 |
126 |
5 |
2841 |
10 |
6527 |
26 |
51 |
16023 |
|
YTM% Min |
- |
7.3200 |
7.0998 |
7.3241 |
7.7073 |
7.8315 |
7.8069 |
7.9120 |
7.9778 |
8.0348 |
7.9822 |
|
YTM% Max |
- |
7.3293 |
7.4018 |
7.5000 |
7.7073 |
7.8694 |
7.8563 |
7.9776 |
8.3986 |
8.0348 |
8.5416 |
03-Dec-10 |
Amount |
0 |
43 |
200 |
5 |
45 |
1845 |
5 |
10299 |
908 |
0 |
14779 |
|
YTM% Min |
- |
7.2221 |
7.2420 |
7.4037 |
7.6188 |
7.8462 |
- |
6.3463 |
8.4298 |
- |
7.9559 |
|
YTM% Max |
- |
7.4614 |
7.3185 |
7.4037 |
7.6188 |
7.9800 |
8.0250 |
8.0446 |
8.4588 |
- |
8.4588 |
10-Dec-10 |
Amount |
0 |
70 |
487 |
30 |
135 |
3346 |
454 |
10263 |
45 |
466 |
18440 |
|
YTM% Min |
- |
7.5484 |
7.2023 |
7.4480 |
7.6053 |
7.8281 |
7.9485 |
7.9635 |
8.2758 |
5.9221 |
7.9976 |
|
YTM% Max |
- |
7.5484 |
7.3164 |
7.4480 |
7.7021 |
8.0795 |
8.0618 |
8.2538 |
8.4793 |
8.1786 |
8.5603 |
17-Dec-10 |
Amount |
5 |
563 |
278 |
0 |
0 |
1520 |
601 |
7708 |
48 |
386 |
14739 |
|
YTM% Min |
7.3258 |
7.2797 |
7.3142 |
- |
- |
7.9443 |
7.8300 |
7.9585 |
7.9516 |
5.9160 |
8.0651 |
|
YTM% Max |
7.3258 |
7.9500 |
7.5068 |
- |
- |
8.0396 |
8.0444 |
8.0824 |
8.4884 |
8.1722 |
8.5429 |
24-Dec-10 |
Amount |
0 |
591 |
618 |
12 |
100 |
2831 |
120 |
8293 |
96 |
596 |
34519 |
|
YTM% Min |
- |
7.2402 |
7.3120 |
7.3671 |
7.7296 |
7.7654 |
7.8282 |
7.7980 |
7.9274 |
8.1062 |
8.0651 |
|
YTM% Max |
- |
7.5200 |
7.5039 |
7.3671 |
7.7391 |
7.9800 |
7.9163 |
7.9877 |
8.4619 |
8.3829 |
8.4993 |
31-Dec-10 |
Amount |
0 |
339 |
267 |
154 |
106 |
3773 |
166 |
5615 |
127 |
141 |
22344 |
|
YTM% Min |
- |
7.3371 |
7.3889 |
7.5568 |
7.6258 |
7.8055 |
7.8012 |
7.6123 |
8.3416 |
7.9079 |
7.3371 |
|
YTM% Max |
- |
7.7992 |
7.7236 |
7.6718 |
7.8617 |
8.1608 |
7.9650 |
8.1234 |
8.4374 |
8.3679 |
8.4982 |
07-Jan-11 |
Amount |
0 |
330 |
731 |
705 |
5 |
5196 |
0 |
1933 |
454 |
398 |
17084 |
|
YTM% Min |
- |
7.1071 |
7.3063 |
7.5213 |
7.8947 |
7.8178 |
- |
7.8058 |
8.3867 |
7.9391 |
7.3371 |
|
YTM% Max |
- |
7.7100 |
7.5083 |
7.6647 |
7.8947 |
7.9565 |
- |
8.0008 |
8.4123 |
8.3529 |
8.4982 |
14-Jan-11 |
Amount |
0 |
440 |
221 |
310 |
43 |
3355 |
320 |
7407 |
40 |
2484 |
24333 |
|
YTM% Min |
- |
7.2712 |
7.3872 |
7.5735 |
7.7182 |
7.9306 |
7.9746 |
7.9199 |
8.4005 |
7.9406 |
8.1043 |
|
YTM% Max |
- |
7.5300 |
7.5015 |
7.6477 |
8.0400 |
8.2000 |
8.1716 |
8.1205 |
8.4006 |
8.3500 |
8.5566 |
21-Jan-11 |
Amount |
50 |
230 |
305 |
52 |
10 |
4221 |
40 |
5862 |
5 |
1594 |
19997 |
|
YTM% Min |
6.6666 |
7.3560 |
7.4360 |
7.6318 |
8.1402 |
8.0437 |
8.1190 |
7.9693 |
- |
8.1438 |
8.1094 |
|
YTM% Max |
6.6666 |
7.4945 |
7.6725 |
7.8127 |
8.1402 |
8.1505 |
8.1690 |
8.2116 |
- |
8.2556 |
8.5677 |
28-Jan-11 |
Amount |
0 |
9 |
796 |
266 |
21 |
2264 |
9 |
4925 |
48 |
1101 |
23919 |
|
YTM% Min |
- |
7.4785 |
7.4701 |
7.6970 |
7.9448 |
8.0341 |
8.1657 |
8.0890 |
8.2064 |
7.9926 |
8.1066 |
|
YTM% Max |
- |
7.4958 |
7.7000 |
7.9500 |
8.0000 |
8.1904 |
8.1657 |
8.2198 |
8.4040 |
8.1448 |
8.5753 |
04-Feb-11 |
Amount |
0 |
111 |
514 |
245 |
0 |
3498 |
17 |
3308 |
17 |
17 |
24675 |
|
YTM% Min |
- |
7.3398 |
7.4538 |
7.6985 |
- |
8.0631 |
8.2413 |
8.1077 |
8.1800 |
8.1834 |
8.0879 |
|
YTM% Max |
- |
7.8000 |
7.6503 |
7.8259 |
- |
8.1774 |
8.2413 |
8.1724 |
8.2129 |
8.2615 |
8.5608 |
11-Feb-11 |
Amount |
0 |
0 |
346 |
260 |
0 |
4607 |
76 |
3006 |
35 |
29 |
20144 |
|
YTM% Min |
- |
- |
7.4721 |
7.7154 |
- |
8.0651 |
8.1600 |
8.1279 |
8.1432 |
7.9587 |
8.0228 |
|
YTM% Max |
- |
- |
7.9400 |
7.8096 |
- |
8.2154 |
8.1934 |
8.2148 |
8.2400 |
8.2714 |
8.5847 |
18-Feb-11 |
Amount |
0 |
136 |
257 |
420 |
0 |
2764 |
29 |
3536 |
13 |
166 |
31154 |
|
YTM% Min |
- |
7.4018 |
7.4727 |
7.6979 |
- |
8.0228 |
8.1800 |
8.0723 |
8.1737 |
7.8255 |
8.0160 |
|
YTM% Max |
- |
7.4018 |
7.6313 |
7.8941 |
- |
8.1348 |
8.1800 |
8.1972 |
8.1925 |
8.2224 |
8.5807 |
25-Feb-11 |
Amount |
0 |
350 |
284 |
478 |
10 |
3240 |
36 |
3509 |
162 |
110 |
34825 |
|
YTM% Min |
- |
7.4300 |
7.4393 |
7.6001 |
8.0323 |
8.0028 |
8.0629 |
7.8324 |
8.1512 |
7.8184 |
8.0012 |
|
YTM% Max |
- |
7.4500 |
7.5277 |
7.7349 |
8.0323 |
8.0986 |
8.2302 |
8.2052 |
8.5191 |
8.2062 |
8.5777 |
04-Mar-11 |
Amount |
0 |
500 |
190 |
96 |
11 |
2715 |
9 |
2434 |
58 |
20 |
31948 |
|
YTM% Min |
- |
7.3187 |
7.4134 |
7.6367 |
8.0323 |
7.9366 |
- |
7.9696 |
8.0620 |
8.1331 |
7.9218 |
|
YTM% Max |
- |
7.4500 |
7.5714 |
7.7175 |
8.0351 |
8.0694 |
- |
8.0940 |
8.4925 |
8.1408 |
8.5776 |
11-Mar-11 |
Amount |
0 |
874 |
372 |
415 |
57 |
3279 |
32 |
2952 |
107 |
283 |
37795 |
|
YTM% Min |
- |
7.3589 |
7.4418 |
7.6292 |
8.0323 |
7.7842 |
7.9578 |
7.8676 |
8.0070 |
7.7716 |
7.8987 |
|
YTM% Max |
- |
7.4501 |
7.6469 |
8.0737 |
8.1500 |
7.9995 |
8.0442 |
8.0274 |
8.4562 |
8.1890 |
8.4793 |
18-Mar-11 |
Amount |
0 |
343 |
423 |
45 |
50 |
1767 |
1 |
2865 |
12 |
824 |
33891 |
|
YTM% Min |
- |
7.3071 |
7.4344 |
7.6541 |
7.9541 |
7.8559 |
- |
7.8551 |
7.9923 |
7.7754 |
7.8987 |
|
YTM% Max |
- |
7.4500 |
7.7000 |
7.6541 |
7.9600 |
8.2464 |
- |
7.9433 |
7.9983 |
8.1003 |
8.4894 |
25-Mar-11 |
Amount |
0 |
57 |
192 |
258 |
26 |
602 |
10 |
1540 |
9 |
631 |
25719 |
|
YTM% Min |
- |
7.6751 |
7.4838 |
7.6541 |
7.9700 |
7.9190 |
7.9609 |
7.9231 |
8.0904 |
7.7913 |
7.8987 |
|
YTM% Max |
- |
7.7075 |
7.6397 |
7.6915 |
7.9700 |
7.9609 |
7.9609 |
8.0066 |
8.0904 |
8.1500 |
8.4894 |
TABLE 213 : SECONDARY MARKET OUTRIGHT TRANSACTIONS IN GOVERNMENT SECURITIES (FACE VALUE) (Contd.) |
||||||||
(Amount in ` crore) |
||||||||
Week Ended |
|
State |
Treasury Bills (Residual Maturity in Days) |
RBI Open Market |
||||
Up to 14 |
15-91 |
92-182 |
183-364 |
Sale |
Purchase |
|||
1 |
|
13 |
14 |
15 |
16 |
17 |
18 |
19 |
2010-11 |
|
|
|
|
|
|
|
|
01-Oct-10 |
Amount |
443 |
602 |
2007 |
400 |
305 |
156 |
146 |
|
YTM% Min |
7.6986 |
5.7005 |
5.8504 |
6.1400 |
6.4800 |
|
|
|
YTM% Max |
8.3981 |
6.5005 |
6.2735 |
6.5655 |
6.6500 |
|
|
08-Oct-10 |
Amount |
685 |
85 |
3810 |
114 |
1405 |
- |
- |
|
YTM% Min |
6.7948 |
5.9704 |
6.0097 |
6.3400 |
6.3900 |
|
|
|
YTM% Max |
8.3595 |
6.0504 |
6.3977 |
6.4499 |
6.8335 |
|
|
15-Oct-10 |
Amount |
275 |
15 |
2512 |
87 |
86 |
63 |
73 |
|
YTM% Min |
7.9978 |
6.0518 |
6.0106 |
6.7797 |
6.5200 |
|
|
|
YTM% Max |
8.3780 |
6.2905 |
6.5634 |
6.8011 |
6.6000 |
|
|
22-Oct-10 |
Amount |
377 |
125 |
3027 |
293 |
1063 |
384 |
383 |
|
YTM% Min |
7.7306 |
5.9500 |
5.9500 |
6.5500 |
6.5200 |
|
|
|
YTM% Max |
8.4993 |
6.5000 |
7.0005 |
6.8000 |
7.0858 |
|
|
29-Oct-10 |
Amount |
1044 |
125 |
2627 |
1035 |
640 |
15 |
15 |
|
YTM% Min |
7.1561 |
5.3188 |
5.9507 |
6.6500 |
6.8500 |
|
|
|
YTM% Max |
8.5499 |
6.3012 |
6.8121 |
7.0050 |
7.0101 |
|
|
05-Nov-10 |
Amount |
473 |
765 |
2569 |
242 |
1238 |
35 |
39 |
|
YTM% Min |
7.7891 |
5.5971 |
6.3504 |
6.8201 |
6.9500 |
|
|
|
YTM% Max |
8.5281 |
6.6987 |
6.8501 |
6.8701 |
7.1000 |
|
|
12-Nov-10 |
Amount |
1009 |
411 |
1701 |
1329 |
298 |
5 |
8357 |
|
YTM% Min |
7.7600 |
6.2500 |
6.0000 |
6.7501 |
6.9499 |
|
|
|
YTM% Max |
8.5310 |
8.4660 |
6.8121 |
7.1662 |
7.1999 |
|
|
19-Nov-10 |
Amount |
624 |
438 |
2511 |
215 |
166 |
62 |
60 |
|
YTM% Min |
7.7009 |
6.2458 |
6.0487 |
6.6999 |
7.0500 |
|
|
|
YTM% Max |
8.5171 |
6.7441 |
6.8121 |
7.1401 |
7.2009 |
|
|
26-Nov-10 |
Amount |
732 |
40 |
1477 |
1571 |
515 |
84 |
85 |
|
YTM% Min |
7.1168 |
6.2001 |
5.9997 |
6.7000 |
6.9499 |
|
|
|
YTM% Max |
8.5165 |
6.9924 |
6.8536 |
7.2000 |
7.2300 |
|
|
03-Dec-10 |
Amount |
385 |
0 |
2325 |
215 |
735 |
24 |
25 |
|
YTM% Min |
8.3679 |
- |
6.3500 |
7.1200 |
7.1500 |
|
|
|
YTM% Max |
8.4200 |
- |
6.9998 |
7.2100 |
7.2500 |
|
|
10-Dec-10 |
Amount |
390 |
16 |
1702 |
420 |
615 |
- |
- |
|
YTM% Min |
7.8998 |
6.5013 |
6.5305 |
6.9999 |
6.2656 |
|
|
|
YTM% Max |
8.4884 |
6.5013 |
7.1800 |
7.2200 |
7.3600 |
|
|
17-Dec-10 |
Amount |
360 |
30 |
2106 |
292 |
327 |
- |
21826 |
|
YTM% Min |
7.7861 |
7.0000 |
6.9564 |
7.0498 |
7.2816 |
|
|
|
YTM% Max |
8.4917 |
7.0000 |
7.1443 |
7.2955 |
7.3393 |
|
|
24-Dec-10 |
Amount |
692 |
314 |
1421 |
958 |
399 |
100 |
8158 |
|
YTM% Min |
7.5357 |
6.2000 |
6.8804 |
7.0793 |
7.3000 |
|
|
|
YTM% Max |
8.3993 |
7.5004 |
7.1858 |
7.3384 |
7.3499 |
|
|
31-Dec-10 |
Amount |
589 |
480 |
1580 |
707 |
139 |
248 |
11747 |
|
YTM% Min |
7.9757 |
6.4000 |
6.6500 |
7.1700 |
7.2501 |
|
|
|
YTM% Max |
8.8609 |
7.2480 |
7.2000 |
7.2200 |
7.3971 |
|
|
14-Jan-11 |
Amount |
356 |
755 |
5067 |
985 |
197 |
582 |
7792 |
|
YTM% Min |
8.3441 |
6.4000 |
6.4997 |
7.0501 |
7.1500 |
|
|
|
YTM% Max |
8.4558 |
6.5342 |
7.1443 |
7.2100 |
7.4780 |
|
|
21-Jan-11 |
Amount |
1367 |
100 |
2982 |
616 |
709 |
21 |
20 |
|
YTM% Min |
7.9641 |
6.2458 |
6.3000 |
6.9924 |
7.3499 |
|
|
|
YTM% Max |
8.5494 |
6.6515 |
7.1858 |
7.4031 |
7.5102 |
|
|
28-Jan-11 |
Amount |
737 |
199 |
4785 |
519 |
340 |
- |
- |
|
YTM% Min |
8.4366 |
6.1209 |
6.5100 |
7.0974 |
7.3001 |
|
|
|
YTM% Max |
8.5248 |
6.9999 |
7.2274 |
7.4001 |
7.4999 |
|
|
04-Feb-11 |
Amount |
1484 |
312 |
3742 |
868 |
30 |
600 |
599 |
|
YTM% Min |
7.7675 |
6.5000 |
6.4690 |
7.0500 |
7.4300 |
|
|
|
YTM% Max |
8.5371 |
6.7488 |
7.1858 |
7.4678 |
7.5000 |
|
|
11-Feb-11 |
Amount |
425 |
350 |
2717 |
479 |
257 |
1 |
- |
|
YTM% Min |
7.7032 |
6.5000 |
6.4848 |
7.3000 |
7.4301 |
|
|
|
YTM% Max |
8.4906 |
6.8463 |
7.1860 |
7.4801 |
7.6636 |
|
|
18-Feb-11 |
Amount |
937 |
213 |
2306 |
345 |
396 |
177 |
1791 |
|
YTM% Min |
8.2189 |
6.4999 |
6.7302 |
7.4678 |
7.6250 |
|
|
|
YTM% Max |
8.5395 |
6.6497 |
7.1443 |
7.5326 |
7.6520 |
|
|
25-Feb-11 |
Amount |
795 |
611 |
3251 |
227 |
796 |
3499 |
1889 |
|
YTM% Min |
8.3400 |
5.4783 |
6.1597 |
7.1000 |
7.5000 |
|
|
|
YTM% Max |
8.5497 |
6.6580 |
7.2444 |
7.5327 |
7.6752 |
|
|
04-Mar-11 |
Amount |
862 |
721 |
2247 |
516 |
1302 |
256 |
260 |
|
YTM% Min |
8.3900 |
6.5312 |
6.3418 |
7.2000 |
7.5000 |
|
|
|
YTM% Max |
8.5216 |
6.7496 |
7.1443 |
7.5110 |
7.6975 |
|
|
11-Mar-11 |
Amount |
1106 |
1099 |
3444 |
1002 |
618 |
- |
- |
|
YTM% Min |
7.3620 |
6.5000 |
6.1016 |
7.1199 |
7.4701 |
|
|
|
YTM% Max |
8.5071 |
7.5500 |
7.1500 |
7.5110 |
7.5824 |
|
|
18-Mar-11 |
Amount |
1350 |
190 |
2827 |
320 |
1133 |
- |
- |
|
YTM% Min |
7.8000 |
6.2729 |
6.3926 |
7.3000 |
7.3000 |
|
|
|
YTM% Max |
8.4775 |
7.0093 |
7.2500 |
7.4680 |
7.5971 |
|
|
25-Mar-11 |
Amount |
965 |
882 |
3246 |
484 |
841 |
80 |
77 |
|
YTM% Min |
8.3155 |
6.2748 |
6.7713 |
7.2000 |
7.5600 |
|
|
|
YTM% Max |
8.4652 |
7.2481 |
7.3105 |
7.3499 |
7.6288 |
|
|
TABLE 213 : SECONDARY MARKET OUTRIGHT TRANSACTIONS IN GOVERNMENT SECURITIES (FACE VALUE) (Contd.) |
||||||||||||
(Amount in ` crore) |
||||||||||||
Week Ended |
|
Central Government Dated Securities Maturing in the Year |
||||||||||
2011-12 |
2012-13 |
2013-14 |
2014-15 |
2015-16 |
2016-17 |
2017-18 |
2018-19 |
2019-20 |
2020-21 |
2021 & Above |
||
1 |
|
2 |
3 |
4 |
5 |
6 |
7 |
8 |
9 |
10 |
11 |
12 |
2011-12 |
|
|
|
|
|
|
|
|
|
|
|
|
01-Apr-11 |
Amount |
135 |
1545 |
238 |
125 |
1399 |
6 |
1442 |
242 |
81 |
1073 |
25965 |
|
YTM% Min |
7.2606 |
7.4737 |
7.5781 |
7.6541 |
7.8660 |
7.9571 |
7.4581 |
7.8610 |
7.7994 |
7.9701 |
5.8693 |
|
YTM% Max |
7.7082 |
7.6157 |
7.6562 |
7.8581 |
7.9414 |
7.9571 |
7.9614 |
8.3792 |
8.0900 |
8.0761 |
10.2454 |
08-Apr-11 |
Amount |
601 |
258 |
81 |
1 |
917 |
31 |
2686 |
57 |
1 |
877 |
19920 |
|
YTM% Min |
7.3208 |
7.4333 |
7.5610 |
- |
7.8502 |
7.9150 |
7.9042 |
8.3294 |
- |
7.9649 |
8.0345 |
|
YTM% Max |
7.4011 |
7.6794 |
7.8198 |
- |
7.9409 |
7.9576 |
7.9748 |
8.3514 |
- |
8.0513 |
8.3578 |
15-Apr-11 |
Amount |
243 |
80 |
5 |
350 |
699 |
12 |
786 |
2107 |
206 |
331 |
18725 |
|
YTM% Min |
7.4333 |
7.4490 |
7.5769 |
7.9833 |
7.8624 |
7.9188 |
7.9324 |
7.8298 |
7.7923 |
7.9478 |
7.7984 |
|
YTM% Max |
7.7136 |
7.5336 |
7.5769 |
8.0136 |
8.0069 |
7.9539 |
8.1502 |
7.9889 |
8.0454 |
8.0815 |
8.4530 |
22-Apr-11 |
Amount |
250 |
1835 |
340 |
0 |
500 |
1999 |
511 |
462 |
161 |
310 |
16369 |
|
YTM% Min |
7.2149 |
7.4760 |
7.7333 |
- |
8.0260 |
7.9520 |
8.0274 |
7.9726 |
7.7868 |
8.0110 |
7.9244 |
|
YTM% Max |
7.4494 |
7.7545 |
7.8936 |
- |
8.1483 |
8.2133 |
8.1944 |
8.4000 |
7.8994 |
8.0919 |
8.5213 |
29-Apr-11 |
Amount |
1205 |
1492 |
415 |
0 |
271 |
968 |
623 |
1837 |
116 |
260 |
27468 |
|
YTM% Min |
7.2203 |
7.7700 |
7.8320 |
- |
8.1492 |
8.0656 |
8.1007 |
8.0710 |
7.7726 |
8.0202 |
8.0207 |
|
YTM% Max |
8.0132 |
8.1300 |
8.0500 |
- |
8.2887 |
8.2887 |
8.2877 |
8.5088 |
7.7804 |
8.1189 |
8.5128 |
06-May-11 |
Amount |
90 |
275 |
0 |
300 |
775 |
737 |
180 |
1434 |
1125 |
30 |
21883 |
|
YTM% Min |
7.2500 |
8.0000 |
- |
7.5877 |
8.2027 |
8.2135 |
8.1954 |
8.1550 |
7.7808 |
8.1131 |
8.1046 |
|
YTM% Max |
8.2476 |
8.0500 |
- |
8.3200 |
8.3759 |
8.4395 |
8.4004 |
8.5364 |
8.2908 |
8.1517 |
8.6097 |
13-May-11 |
Amount |
0 |
190 |
210 |
5 |
235 |
949 |
229 |
1017 |
383 |
85 |
29415 |
|
YTM% Min |
- |
8.0250 |
8.0732 |
8.0091 |
8.3152 |
8.3465 |
8.1682 |
8.2906 |
7.7029 |
8.0682 |
8.1106 |
|
YTM% Max |
- |
8.1000 |
8.2300 |
8.0091 |
8.3708 |
8.4302 |
8.4520 |
8.4680 |
7.7865 |
8.2942 |
8.6500 |
20-May-11 |
Amount |
150 |
40 |
45 |
0 |
194 |
405 |
31 |
3935 |
35 |
160 |
26540 |
|
YTM% Min |
7.7495 |
8.0902 |
8.1031 |
- |
8.3295 |
8.3447 |
8.3669 |
8.3661 |
7.6607 |
8.2252 |
8.2016 |
|
YTM% Max |
7.8398 |
8.1269 |
8.1628 |
- |
8.4082 |
8.4544 |
8.4097 |
8.4700 |
7.6834 |
8.2954 |
8.6488 |
27-May-11 |
Amount |
110 |
610 |
55 |
1 |
656 |
2025 |
0 |
2387 |
100 |
85 |
30900 |
|
YTM% Min |
7.6499 |
8.0982 |
8.1707 |
- |
8.3812 |
8.4587 |
- |
8.4283 |
7.7150 |
8.2828 |
8.3136 |
|
YTM% Max |
8.4001 |
8.2035 |
8.1707 |
- |
8.4445 |
8.7337 |
- |
8.6813 |
7.7150 |
8.2910 |
8.6565 |
03-Jun-11 |
Amount |
895 |
120 |
0 |
1 |
970 |
1117 |
70 |
6037 |
971 |
85 |
46813 |
|
YTM% Min |
7.3989 |
8.0845 |
- |
- |
8.3886 |
8.2559 |
8.4080 |
8.3619 |
7.7404 |
8.5667 |
8.2482 |
|
YTM% Max |
8.5377 |
8.2385 |
- |
- |
8.4960 |
8.5257 |
8.4774 |
8.5806 |
7.7545 |
8.6059 |
8.7074 |
10-Jun-11 |
Amount |
533 |
120 |
25 |
100 |
484 |
1238 |
595 |
3605 |
280 |
0 |
56680 |
|
YTM% Min |
7.5301 |
8.1557 |
8.2072 |
8.2800 |
8.3165 |
8.3131 |
8.3820 |
8.1852 |
7.7245 |
- |
8.2333 |
|
YTM% Max |
8.3648 |
8.1577 |
8.2072 |
8.2800 |
8.4064 |
8.4184 |
8.4764 |
8.5900 |
7.7941 |
- |
8.6011 |
17-Jun-11 |
Amount |
395 |
240 |
70 |
0 |
235 |
1287 |
1725 |
3129 |
1380 |
15 |
61120 |
|
YTM% Min |
7.9514 |
8.0013 |
8.1470 |
- |
8.2448 |
8.2779 |
8.2880 |
8.2743 |
7.8319 |
8.3291 |
8.2113 |
|
YTM% Max |
8.4438 |
8.2022 |
8.1928 |
- |
8.3992 |
8.4324 |
8.4614 |
8.6109 |
7.8807 |
8.3307 |
8.6411 |
24-Jun-11 |
Amount |
55 |
1320 |
285 |
0 |
410 |
382 |
817 |
2207 |
525 |
190 |
57856 |
|
YTM% Min |
7.7984 |
7.9348 |
8.1073 |
- |
7.9378 |
8.2306 |
8.2873 |
8.2356 |
8.8584 |
8.7922 |
8.1743 |
|
YTM% Max |
8.6046 |
8.1723 |
8.2000 |
- |
8.2963 |
8.3752 |
8.4190 |
8.5767 |
8.8942 |
8.8617 |
8.6184 |
TABLE 213 : SECONDARY MARKET OUTRIGHT TRANSACTIONS IN GOVERNMENT SECURITIES (FACE VALUE) (Concld.) |
||||||||
(Amount in ` crore) |
||||||||
Week Ended |
|
State |
Treasury Bills (Residual Maturity in Days) # |
RBI Open Market |
||||
Up to 14 |
15-91 |
92-182 |
183-364 |
Sale |
Purchase |
|||
1 |
|
13 |
14 |
15 |
16 |
17 |
18 |
19 |
2011-12 |
|
|
|
|
|
|
|
|
01-Apr-11 |
Amount |
1854 |
401 |
2699 |
109 |
850 |
- |
- |
|
YTM% Min |
7.1544 |
4.5089 |
6.4197 |
7.1072 |
7.4499 |
|
|
|
YTM% Max |
8.4663 |
6.8496 |
7.2510 |
7.4000 |
7.5999 |
|
|
08-Apr-11 |
Amount |
778 |
1994 |
4077 |
353 |
678 |
- |
17 |
|
YTM% Min |
8.1208 |
5.7786 |
6.3274 |
7.0500 |
7.3800 |
|
|
|
YTM% Max |
8.3773 |
7.3044 |
7.2688 |
7.4895 |
7.5012 |
|
|
15-Apr-11 |
Amount |
687 |
151 |
2888 |
595 |
225 |
13 |
10 |
|
YTM% Min |
7.9000 |
5.6166 |
6.5997 |
7.1900 |
7.3500 |
|
|
|
YTM% Max |
8.4107 |
6.9924 |
7.1858 |
7.4462 |
7.4800 |
|
|
22-Apr-11 |
Amount |
323 |
425 |
7097 |
426 |
656 |
186 |
185 |
|
YTM% Min |
8.2182 |
6.7484 |
6.6307 |
7.3781 |
7.5200 |
|
|
|
YTM% Max |
8.4200 |
6.9999 |
7.4353 |
7.4101 |
7.7567 |
|
|
29-Apr-11 |
Amount |
466 |
1365 |
4368 |
290 |
753 |
238 |
240 |
|
YTM% Min |
8.2112 |
6.9000 |
6.9500 |
7.6406 |
7.6001 |
|
|
|
YTM% Max |
8.4711 |
7.1003 |
7.5186 |
7.7054 |
7.7450 |
|
|
06-May-11 |
Amount |
631 |
365 |
8043 |
200 |
816 |
108 |
105 |
|
YTM% Min |
8.0995 |
7.0973 |
7.1500 |
7.8499 |
8.0500 |
|
|
|
YTM% Max |
8.6052 |
7.5038 |
8.0004 |
7.8751 |
8.2007 |
|
|
13-May-11 |
Amount |
856 |
293 |
3363 |
513 |
395 |
- |
- |
|
YTM% Min |
8.2971 |
7.0995 |
7.3500 |
7.9999 |
8.1000 |
|
|
|
YTM% Max |
8.6484 |
7.5000 |
8.0604 |
8.2040 |
8.2000 |
|
|
20-May-11 |
Amount |
368 |
670 |
2724 |
398 |
640 |
63 |
68 |
|
YTM% Min |
8.5230 |
7.3992 |
7.5490 |
8.0646 |
8.0709 |
|
|
|
YTM% Max |
8.6381 |
7.6011 |
8.1022 |
8.1800 |
8.2947 |
|
|
27-May-11 |
Amount |
649 |
200 |
5614 |
829 |
1910 |
87 |
86 |
|
YTM% Min |
8.5584 |
7.4840 |
7.4500 |
8.1800 |
8.2161 |
|
|
|
YTM% Max |
8.7241 |
7.5015 |
8.1502 |
8.2692 |
8.3500 |
|
|
03-Jun-11 |
Amount |
704 |
1037 |
5040 |
718 |
416 |
49 |
49 |
|
YTM% Min |
8.6113 |
7.3500 |
7.5000 |
8.1429 |
8.2170 |
|
|
|
YTM% Max |
8.9106 |
7.6900 |
8.1857 |
8.2301 |
8.3182 |
|
|
10-Jun-11 |
Amount |
872 |
904 |
3982 |
1232 |
789 |
51 |
50 |
|
YTM% Min |
8.3611 |
7.4000 |
7.7509 |
8.1000 |
8.2000 |
|
|
|
YTM% Max |
8.6392 |
7.6995 |
8.2275 |
8.2000 |
8.3183 |
|
|
17-Jun-11 |
Amount |
510 |
939 |
3822 |
563 |
436 |
245 |
245 |
|
YTM% Min |
8.5639 |
7.3531 |
7.9004 |
8.1300 |
8.1400 |
|
|
|
YTM% Max |
8.6250 |
8.0011 |
8.2692 |
8.2000 |
8.3420 |
|
|
24-Jun-11 |
Amount |
1026 |
607 |
6516 |
30 |
1863 |
- |
- |
|
YTM% Min |
8.5039 |
7.5000 |
7.9501 |
8.1000 |
8.0480 |
|
|
|
YTM% Max |
8.6330 |
8.0005 |
8.1857 |
8.2000 |
8.3183 |
|
|
# : Includes transactions of Cash Management Bills. |