Secondary Market Transactions in Government Securities (Face Value)
82642035
Secondary Market Transactions in Government Securities (Face Value)
तिथि: मार्च 09, 2007
(Amount in Rs. crore)
For the Week Ended Feb. 23, 2007
For the Week Ended Mar. 2, 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
2006-07
—
—
—
10
7.2846
7.2846
2007-08
756
7.4752
7.7958
159
7.3239
7.6539
2008-09
535
7.8081
8.3704
255
7.7000
8.3500
2009-10
26
7.9500
7.9500
602
7.8000
7.9100
2010-11
25
7.9501
8.2007
55
7.7582
7.8743
2011-12
607
7.8618
8.4445
721
7.8522
7.9622
2012-15
6,617
7.8364
8.4984
4,995
7.8254
8.4728
2015-16
15
8.1204
8.1205
—
—
—
Beyond 2016
11,104
7.9175
8.4300
6,664
7.8571
8.3799
2.
State Government Securities
107
7.7000
8.2395
727
8.0600
8.4497
3.
Treasury Bills (Residual Maturity in Days)
(a) Upto 14 Days
—
—
—
150
7.0005
7.1012
(b) 15 - 91 Days
1,334
7.0946
8.1562
950
6.4997
7.5000
(c) 92 - 182 Days
450
7.5801
7.6500
253
7.3000
7.5500
(d) 183 - 364 Days
221
7.3000
7.6800
441
7.4900
7.7101
II.
RBI* : Sales
13
169
: Purchase
—
—
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
42,803
5.00
(1)
9.50
(60)
45,258
5.00
(1)
8.50
(96)
2.
State Govt. Securities
1,079
5.00
(1)
7.50
(3)
1,657
5.65
(1)
6.25
(3)
3.
91 Day Treasury Bills
1,179
6.00
(1)
8.00
(3)
859
5.75
(1)
6.25
(3)
4.
182 Day Treasury Bills
1,017
6.00
(1)
7.62
(5)
369
5.70
(1)
6.03
(3)
5.
364 Day Treasury Bills
1,229
6.05
(1)
7.50
(3)
3,843
5.50
(1)
6.15
(3)
IV. RBI: Repo £^
18,495
7.50
7.50
—
7.50
7.50
: Reverse Repo !
20,035
6.00
6.00
1,18,810
6.00
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.