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Table 213 : Secondary Market Outright Transactions in Government Securities (Face Value)

(` Billion)

Week Ended

Central Government Dated Securities Maturing in the Year

2012-13

2013-14

2014-15

2015-16

2016-17

2017-18

2018-19

2019-20

2020-21

2021-22

2022 & Above

1

2

3

4

5

6

7

8

9

10

11

12

2011-12

                     

07-Oct-11

Amount

0.64

0.66

0.23

1.80

5.32

1.66

44.38

0.10

7.50

256.74

97.68

 

YTM% Min

8.0975

8.1831

8.3220

8.2013

8.3282

8.4192

8.3401

8.4000

8.9873

8.3310

8.3870

 

YTM% Max

8.4566

8.3627

8.3265

8.9998

8.5201

8.5050

8.5749

8.4203

9.1942

8.5790

8.8125

14-Oct-11

Amount

3.72

0.01

2.35

0.95

15.94

2.80

33.75

-

4.80

321.45

131.31

 

YTM% Min

8.4142

-

8.3499

8.4460

8.5738

8.6246

8.5658

-

8.9883

8.5643

8.6542

 

YTM% Max

8.5942

-

8.5018

8.5390

8.7164

8.7396

8.7738

-

9.2042

8.7953

8.9917

21-Oct-11

Amount

11.33

0.01

0.86

0.16

9.90

0.36

51.75

0.01

0.11

401.39

77.55

 

YTM% Min

8.4428

-

8.5415

8.5751

8.7131

8.7457

8.7263

-

9.2897

8.7217

8.7430

 

YTM% Max

8.6174

-

8.6432

8.5804

8.7676

8.7457

8.8494

-

9.2914

8.8488

9.0869

28-Oct-11

Amount

10.08

0.00

-

0.75

2.67

0.05

17.49

-

-

196.89

42.92

 

YTM% Min

8.6143

-

-

8.5024

8.6901

8.8014

8.6779

-

-

8.6711

8.7003

 

YTM% Max

8.7134

-

-

9.1849

8.7787

8.8014

8.8298

-

-

8.8589

9.0008

04-Nov-11

Amount

5.25

0.25

0.75

0.75

4.32

16.97

63.40

-

0.30

306.07

155.48

 

YTM% Min

8.6167

8.5518

8.5900

8.4915

8.7639

8.8044

8.7427

-

8.9065

8.8166

8.8131

 

YTM% Max

8.7013

8.5880

8.5900

8.6340

8.8975

8.9195

8.9064

-

9.3916

8.9958

9.0271

11-Nov-11

Amount

0.20

-

0.05

0.20

0.30

4.60

36.30

-

-

181.09

44.08

 

YTM% Min

8.7307

-

8.5840

8.5864

8.8390

8.8412

8.8118

-

-

8.7300

8.9331

 

YTM% Max

8.7501

-

8.5840

8.6653

8.8963

9.0416

9.0125

-

-

9.1139

9.1427

18-Nov-11

Amount

4.51

0.10

-

0.21

5.88

3.27

56.33

0.25

6.75

331.46

248.95

 

YTM% Min

8.7273

8.6060

-

8.6833

8.7391

8.7301

8.7994

9.0500

9.0000

8.7694

8.8502

 

YTM% Max

8.8608

8.6060

-

8.7015

9.0136

9.1022

9.0611

9.0500

9.6814

9.1315

9.3028

25-Nov-11

Amount

5.60

-

1.40

2.27

0.63

0.41

72.41

-

2.05

235.66

107.22

 

YTM% Min

8.7784

-

8.6000

8.6429

8.7539

8.7769

8.7842

-

8.9103

8.7705

8.8576

 

YTM% Max

8.8759

-

8.7221

8.7500

8.8029

8.7999

8.9287

-

9.1318

8.9350

9.1723

02-Dec-11

Amount

11.68

-

0.01

4.31

2.86

2.57

73.60

-

10.55

296.26

348.62

 

YTM% Min

8.6802

-

-

8.6216

8.6213

8.6699

8.6258

-

9.3752

8.6818

8.7281

 

YTM% Max

8.9105

-

-

8.7500

8.8051

8.8367

8.8311

-

10.0166

8.8650

9.2794

09-Dec-11

Amount

4.16

0.80

0.35

0.77

6.81

0.42

75.11

-

20.57

407.71

296.80

 

YTM% Min

8.4952

8.3160

8.4071

8.4234

8.3976

8.6228

8.4494

-

9.3771

8.4976

8.5438

 

YTM% Max

8.6732

8.3905

8.4444

8.5677

8.6199

8.6752

8.6755

-

10.0657

8.7225

9.1148

16-Dec-11

Amount

2.79

0.50

1.65

1.06

7.56

6.75

62.11

0.20

24.42

442.85

498.95

 

YTM% Min

8.4612

8.2580

8.2357

8.2510

8.3411

8.3529

8.3744

8.5500

9.1984

8.4041

8.4722

 

YTM% Max

8.5600

8.2580

8.4190

8.4103

8.4726

8.5508

8.5008

8.5500

10.0309

8.5738

8.8607

23-Dec-11

Amount

16.88

0.02

1.02

1.45

12.69

2.39

138.36

0.25

25.54

546.18

550.24

 

YTM% Min

8.3761

-

8.0372

8.1085

8.2252

8.3134

8.2925

8.4000

9.2597

8.2682

8.3194

 

YTM% Max

8.7375

-

8.2500

8.3053

8.4001

8.4234

8.4915

8.4367

9.8031

8.6107

8.8019

30-Dec-11

Amount

3.15

0.00

0.10

0.45

0.26

2.29

91.17

-

10.45

392.45

246.90

 

YTM% Min

8.2039

-

8.0401

8.1650

8.3269

8.3197

8.3576

-

8.5401

8.3367

8.3918

 

YTM% Max

8.5816

-

8.0605

8.2844

8.4327

8.5500

8.6821

-

9.8319

8.5891

8.7722

06-Jan-12

Amount

5.32

0.20

0.25

7.45

4.93

12.30

81.47

-

3.15

445.26

751.43

 

YTM% Min

8.3243

8.0104

8.2000

8.1088

8.2570

8.3227

8.3165

-

9.4234

8.2917

8.3583

 

YTM% Max

8.6905

8.1222

8.2000

8.2871

8.4922

8.5507

8.5799

-

9.7614

8.6342

8.9043

13-Jan-12

Amount

3.17

10.55

1.03

5.85

5.24

16.64

105.14

0.00

4.75

594.55

519.48

 

YTM% Min

8.1200

7.7800

8.1300

8.0673

8.1502

8.1504

8.1305

-

8.4768

8.1437

8.2753

 

YTM% Max

8.4852

7.9198

8.1400

8.1532

8.3172

8.3588

8.4002

-

9.7838

8.3875

8.6597

20-Jan-12

Amount

1.59

0.00

0.28

4.90

11.71

6.69

48.55

35.72

6.19

440.70

558.13

 

YTM% Min

8.5613

-

8.0000

8.0019

8.1837

8.1618

8.1554

8.1244

9.3881

8.1347

8.2585

 

YTM% Max

8.7163

-

8.0000

8.1088

8.2876

8.2596

8.3992

8.2500

9.7632

8.3950

8.6104

27-Jan-12

Amount

1.99

1.25

0.30

3.00

4.93

1.95

68.08

21.22

1.00

465.55

406.29

 

YTM% Min

8.4847

8.0425

8.0100

8.0747

8.1262

8.1280

8.0024

8.1030

9.3715

8.0754

8.1906

 

YTM% Max

8.6997

8.0500

8.0100

8.1095

8.2570

8.2429

8.4048

8.3286

9.7445

8.4284

8.6497

03-Feb-12

Amount

5.88

-

0.01

1.75

4.43

3.05

61.72

48.51

6.05

438.24

477.13

 

YTM% Min

8.5584

-

-

8.0975

8.1868

8.1732

8.1309

8.1196

9.4151

8.0933

8.2080

 

YTM% Max

8.7782

-

-

8.1454

8.3187

8.2780

8.4236

8.3899

9.7831

8.4307

8.6595

10-Feb-12

Amount

0.61

0.05

0.46

1.30

2.06

0.55

51.15

20.70

6.35

505.04

309.79

 

YTM% Min

8.7209

8.1200

8.0400

8.0824

8.1879

8.1743

8.1684

8.1383

9.5784

8.0899

8.2112

 

YTM% Max

8.8795

8.1200

8.0400

8.1519

8.3062

8.2290

8.3193

8.2931

9.7925

8.3672

8.5998

17-Feb-12

Amount

1.72

0.50

0.03

1.48

6.80

1.50

45.69

38.80

0.70

263.50

365.01

 

YTM% Min

8.8300

8.0700

-

8.1411

8.2197

8.2435

8.2175

8.2089

9.7765

8.1529

8.1580

 

YTM% Max

8.8820

8.0700

-

8.2008

8.2870

8.2902

8.4000

8.2859

9.7765

8.2874

8.6187

24-Feb-12

Amount

1.22

-

-

0.39

2.13

1.00

20.74

14.33

2.77

327.94

129.08

 

YTM% Min

8.8572

-

-

8.1638

8.2180

8.1050

8.1845

8.2314

9.6132

8.1553

8.2682

 

YTM% Max

8.9549

-

-

8.1930

8.2591

8.3265

8.3310

8.2751

9.6522

8.3125

8.6262

02-Mar-12

Amount

8.34

3.60

-

2.31

11.58

1.86

14.39

7.63

0.45

252.10

230.98

 

YTM% Min

8.9180

8.0800

-

8.1688

8.2909

8.2916

8.2179

8.2626

9.6141

8.1809

8.2586

 

YTM% Max

9.1872

8.1700

-

8.2249

8.3551

8.3339

8.4400

8.2979

9.6194

8.3390

8.5939

09-Mar-12

Amount

3.65

0.00

0.70

0.51

2.50

2.50

6.38

6.07

0.55

201.24

112.86

 

YTM% Min

9.0243

-

8.1800

8.1927

8.2843

8.2920

8.3100

8.2766

9.6666

8.2012

8.2756

 

YTM% Max

9.3914

-

8.1800

8.2051

8.3512

8.3418

8.3597

8.2951

9.6930

8.3305

8.6049

(Continued)


TABLE 213 : SECONDARY MARKET OUTRIGHT TRANSACTIONS IN GOVERNMENT SECURITIES (FACE VALUE) (Contd.)

(` Billion)

Week Ended

State
Government Securities

Treasury Bills (Residual Maturity in Days)

RBI Open Market Operations

Up to 14

15-91

92-182

183-364

Sale

Purchase

1

13

14

15

16

17

18

19

2011-12

               

07-Oct-11

Amount

11.23

18.77

34.28

3.70

14.80

1.89

1.90

 

YTM% Min

8.6205

8.0728

8.1795

8.2500

8.3300

-

-

 

YTM% Max

9.0003

8.2600

8.4498

8.4001

8.5067

-

-

14-Oct-11

Amount

8.58

12.67

22.41

9.00

9.95

0.43

0.46

 

YTM% Min

8.8307

8.2000

8.1763

8.4501

8.4775

-

-

 

YTM% Max

8.9761

8.4008

8.4783

8.5800

8.6300

-

-

21-Oct-11

Amount

10.71

5.96

29.27

1.73

10.77

2.30

1.92

 

YTM% Min

8.8668

8.1500

8.2500

8.4998

8.5233

-

-

 

YTM% Max

9.0900

8.4287

8.7504

8.6001

8.6840

-

-

28-Oct-11

Amount

2.28

3.15

23.03

5.91

4.94

2.48

2.88

 

YTM% Min

8.9594

8.3000

8.3499

8.5490

8.5557

-

-

 

YTM% Max

9.0586

8.4950

8.6600

8.7050

8.6500

-

-

04-Nov-11

Amount

3.01

1.12

38.21

7.92

14.49

0.49

0.50

 

YTM% Min

8.8682

8.4818

8.3996

8.5500

8.6500

-

-

 

YTM% Max

9.0581

8.6526

8.6503

8.6801

8.7314

-

-

11-Nov-11

Amount

8.70

0.60

19.53

5.30

4.85

0.30

0.30

 

YTM% Min

8.9616

8.4983

8.3998

8.6500

8.6400

-

-

 

YTM% Max

9.2312

8.6000

8.8672

8.8798

8.8500

-

-

18-Nov-11

Amount

8.16

8.19

23.65

13.39

11.99

0.66

0.66

 

YTM% Min

9.0631

8.5000

8.6196

8.7500

8.7158

-

-

 

YTM% Max

9.2340

8.8921

8.8550

8.8600

8.8500

-

-

25-Nov-11

Amount

10.82

3.34

13.18

10.79

4.50

8.14

102.59

 

YTM% Min

9.0993

8.7400

8.6801

8.7000

8.4968

-

-

 

YTM% Max

9.2406

8.8686

8.8696

8.8361

8.7000

-

-

02-Dec-11

Amount

6.43

11.03

39.23

27.97

41.90

0.74

58.54

 

YTM% Min

9.0900

8.6506

8.6005

8.5000

8.2500

-

-

 

YTM% Max

9.2780

8.9498

8.9501

8.8799

8.7500

-

-

09-Dec-11

Amount

21.43

4.70

33.44

36.77

49.15

0.30

91.23

 

YTM% Min

8.9457

8.4000

8.3502

8.3865

8.1300

-

-

 

YTM% Max

9.2135

8.8007

8.8500

8.7001

8.4701

-

-

16-Dec-11

Amount

21.27

2.13

47.86

38.93

22.18

-

-

 

YTM% Min

8.5485

8.4496

8.2500

8.2500

8.2175

-

-

 

YTM% Max

9.0568

8.7000

8.7504

8.5003

8.4505

-

-

23-Dec-11

Amount

34.22

6.06

32.46

13.36

25.80

-

92.80

 

YTM% Min

8.6010

8.3000

8.1978

8.2200

8.1000

-

-

 

YTM% Max

8.9058

8.8009

9.0000

8.4002

8.3001

-

-

30-Dec-11

Amount

6.08

8.71

27.07

12.00

17.05

1.60

97.00

 

YTM% Min

8.5644

8.1998

8.2102

8.2613

8.1201

-

-

 

YTM% Max

8.8752

8.6178

8.6002

8.4601

8.4000

-

-

06-Jan-12

Amount

13.61

6.68

38.66

20.81

37.90

6.80

22.10

 

YTM% Min

8.5200

8.1500

8.2497

8.2688

8.0000

-

-

 

YTM% Max

8.9871

8.8999

8.7004

8.5500

8.5000

-

-

13-Jan-12

Amount

20.64

5.33

26.00

6.60

67.88

1.80

98.10

 

YTM% Min

8.4813

8.1500

8.1497

8.2500

7.8882

-

-

 

YTM% Max

8.9868

8.8998

8.6000

8.3400

8.2000

-

-

20-Jan-12

Amount

11.48

4.57

36.06

24.78

30.66

0.20

130.90

 

YTM% Min

8.5555

8.1522

8.3000

8.3800

7.9931

-

-

 

YTM% Max

8.8145

9.2537

8.7479

8.6500

8.4501

-

-

27-Jan-12

Amount

15.26

2.05

20.72

0.80

1.20

0.20

105.50

 

YTM% Min

8.5227

8.3981

8.2504

8.4998

8.2499

-

-

 

YTM% Max

8.7300

8.7541

8.7293

8.5306

8.3888

-

-

03-Feb-12

Amount

10.58

7.86

22.74

8.02

13.08

1.80

6.20

 

YTM% Min

8.5653

8.5000

8.2998

8.4500

8.3600

-

-

 

YTM% Max

8.7332

8.8516

8.8131

8.7500

8.5700

-

-

10-Feb-12

Amount

17.25

8.07

34.00

6.35

17.41

-

96.80

 

YTM% Min

8.5394

8.5490

8.3000

8.7899

8.3596

-

-

 

YTM% Max

8.6959

9.0017

8.9000

8.8699

8.6500

-

-

17-Feb-12

Amount

5.95

3.81

15.06

3.20

24.00

1.80

7.20

 

YTM% Min

8.6200

8.6039

8.5000

8.5959

8.4241

-

-

 

YTM% Max

8.6890

9.0953

8.9388

8.6998

8.5067

-

-

24-Feb-12

Amount

11.94

7.23

30.58

0.65

13.59

0.10

100.40

 

YTM% Min

8.6199

8.8516

8.4500

8.6001

8.3679

-

-

 

YTM% Max

8.7983

9.2659

9.0227

8.8001

8.5500

-

-

02-Mar-12

Amount

6.72

3.65

47.18

12.13

7.77

1.00

123.20

 

YTM% Min

8.6561

8.5065

8.2501

8.7200

8.3700

-

-

 

YTM% Max

8.7937

9.0991

11.6352

8.9999

8.5500

-

-

09-Mar-12

Amount

13.55

11.96

20.74

5.57

5.76

3.40

115.90

 

YTM% Min

8.7101

8.4011

8.3108

8.7199

8.3901

-

-

 

YTM% Max

8.9900

9.4767

11.8238

8.9801

8.5500

-

-


TABLE 213 : SECONDARY MARKET OUTRIGHT TRANSACTIONS IN GOVERNMENT SECURITIES (FACE VALUE) (Contd.)

(` Billion)

Week Ended

Central Government Dated Securities Maturing in the Year

2012-13

2013-14

2014-15

2015-16

2016-17

2017-18

2018-19

2019-20

2020-21

2021-22

2022 & Above

1

2

3

4

5

6

7

8

9

10

11

12

16-Mar-12

Amount

16.31

0.10

5.33

0.61

0.72

6.25

15.26

10.83

1.65

406.72

127.54

 

YTM% Min

8.9537

8.1526

8.0539

8.1807

8.2803

8.3307

8.3409

8.2960

9.6765

8.2467

8.2831

 

YTM% Max

9.3287

8.2256

8.1800

8.2170

8.4511

8.4485

8.5000

8.4078

9.6943

8.4625

8.7366

23-Mar-12

Amount

8.73

0.20

3.16

1.22

1.52

2.58

20.05

9.52

1.60

233.90

44.66

 

YTM% Min

9.0046

8.1193

8.1450

8.2750

8.3628

8.4491

8.3757

8.3989

9.6861

8.2984

8.3076

 

YTM% Max

9.8602

8.1580

8.1931

8.4342

8.4500

8.4971

8.5368

8.5590

9.7654

8.4939

8.6625

30-Mar-12

Amount

19.36

0.36

0.00

4.80

0.12

8.64

29.77

14.84

3.80

302.46

74.91

 

YTM% Min

8.9804

8.0755

-

8.2662

8.3386

8.4745

8.4427

8.4103

8.5620

8.3702

8.3318

 

YTM% Max

12.7686

8.0907

-

8.4850

8.3386

8.6941

8.6328

8.6407

9.7851

8.7748

8.8022

2012-13

                       

06-Apr-12

Amount

1.35

0.75

0.05

0.67

2.90

0.10

5.52

11.48

2.74

94.25

88.52

 

YTM% Min

8.6641

8.0233

8.2369

8.1399

8.6100

8.5728

8.5201

8.5523

8.7617

8.4791

8.5622

 

YTM% Max

10.3668

8.3321

8.2369

8.2014

8.6100

8.5850

8.7303

8.7619

9.8221

8.7846

9.0671

13-Apr-12

Amount

7.23

2.85

0.70

8.90

1.31

5.55

2.54

54.61

1.80

254.27

449.59

 

YTM% Min

8.4492

8.1081

8.1500

8.1035

8.4295

8.4656

8.4565

8.4035

9.6932

8.4105

8.4497

 

YTM% Max

8.7950

8.3800

8.2300

8.2700

8.9503

8.7089

8.7079

8.7626

9.8324

8.7691

9.0572

20-Apr-12

Amount

6.00

0.05

0.15

0.68

1.48

6.85

29.11

35.67

0.10

463.66

397.38

 

YTM% Min

8.2012

7.9660

7.5620

8.1334

8.2794

8.3210

8.3802

8.3107

9.7032

8.2221

8.3430

 

YTM% Max

8.6487

7.9660

7.6994

8.1446

8.4400

8.5019

8.5614

8.4541

9.7032

8.6420

8.8988

27-Apr-12

Amount

2.05

0.50

0.01

0.31

1.17

1.53

11.26

35.52

1.25

223.46

451.79

 

YTM% Min

8.0742

8.0386

-

8.2010

8.2963

8.3703

8.4137

8.3377

9.8917

8.4119

8.4115

 

YTM% Max

8.6266

8.0386

-

8.2019

8.4000

8.4882

8.6499

8.5636

9.8917

8.6560

8.8576

04-May-12

Amount

2.92

1.95

1.00

0.93

2.46

4.33

34.22

19.86

0.35

244.51

256.42

 

YTM% Min

8.1204

8.0100

8.0100

8.1657

8.2825

8.4090

8.5484

8.5114

9.6686

8.5790

8.6075

 

YTM% Max

8.6892

8.0617

8.0300

8.2977

8.3919

8.5140

8.6750

8.6190

9.8752

8.7042

8.9660

11-May-12

Amount

-

-

0.31

0.75

2.18

5.50

17.17

103.35

2.85

285.46

536.49

 

YTM% Min

-

-

8.0328

8.1579

8.2857

8.3297

8.4973

8.4215

9.6970

8.5020

8.5377

 

YTM% Max

-

-

8.0690

8.2259

8.3841

8.4342

8.5873

8.6251

9.9316

8.6990

8.9936

18-May-12

Amount

2.80

-

0.30

3.12

1.13

0.07

24.47

34.74

1.43

476.92

320.39

 

YTM% Min

8.8272

-

8.3741

8.1081

8.3040

8.3630

8.4666

8.4058

8.5495

8.4657

8.4934

 

YTM% Max

8.8291

-

8.3851

8.1764

8.3285

8.3630

8.5611

8.5678

9.9436

8.5860

8.9927

25-May-12

Amount

0.40

0.50

-

0.37

3.25

3.72

6.86

45.30

2.30

186.01

343.19

 

YTM% Min

8.8450

8.0172

-

8.1629

8.2953

8.3323

8.4023

8.4056

9.6118

8.4729

8.5112

 

YTM% Max

8.8450

8.0172

-

8.1706

8.3850

8.3769

8.4876

8.4479

9.9924

8.5699

8.9267

01-Jun-12

Amount

1.18

0.86

1.13

1.60

2.33

3.51

42.13

48.22

1.15

406.73

348.59

 

YTM% Min

8.6338

8.0226

8.1100

8.0945

8.2620

8.2625

8.3100

8.2598

9.6123

8.3571

8.4077

 

YTM% Max

8.6338

8.0226

8.1759

8.1877

8.3907

8.3899

8.4888

8.4340

9.9845

8.5649

8.9259

08-Jun-12

Amount

0.01

2.25

2.35

10.87

2.31

3.90

27.91

107.69

4.41

379.86

737.44

 

YTM% Min

-

7.9500

7.9100

7.9767

8.1394

8.1944

8.2387

8.1875

9.4582

8.2984

8.3386

 

YTM% Max

-

8.0058

7.9700

8.1047

8.2390

8.2926

8.3643

8.3186

9.9963

8.4314

8.8400

15-Jun-12

Amount

0.15

2.40

3.01

5.70

3.06

4.74

59.04

173.16

9.60

482.60

955.55

 

YTM% Min

8.6167

7.8000

7.8300

7.9100

8.0788

8.0861

8.0860

8.0397

9.4405

8.1553

7.9630

 

YTM% Max

8.6167

7.9300

7.9500

7.9877

8.2261

8.1956

8.2766

8.2236

9.9470

8.3821

8.7115

22-Jun-12

Amount

0.45

0.20

0.85

14.91

3.01

0.30

18.67

81.50

2.82

378.56

715.18

 

YTM% Min

8.5339

7.9239

7.9000

7.9109

8.1220

8.1924

8.1553

8.1012

9.3907

8.2351

8.0168

 

YTM% Max

8.5339

8.0565

7.9200

8.0523

8.2812

8.2392

8.3409

8.3001

9.9266

8.4743

8.7158

29-Jun-12

Amount

0.45

3.02

1.85

4.32

5.57

7.78

28.62

137.66

1.16

169.85

511.02

 

YTM% Min

8.4896

7.8875

7.9600

7.9845

8.0575

8.1368

8.1699

8.1435

9.3930

8.2954

8.0133

 

YTM% Max

8.4896

8.0250

8.0210

8.0499

8.2018

8.1737

8.2673

8.2969

9.4118

8.3840

9.0002

06-Jul-12

Amount

-

0.25

0.30

1.11

3.40

32.43

14.67

115.26

3.70

144.80

562.57

 

YTM% Min

-

7.9890

7.9800

8.0033

8.0348

8.0100

8.1834

8.1818

9.3584

8.3217

8.0894

 

YTM% Max

-

7.9890

8.0500

8.0481

8.1223

8.2018

8.2570

8.2577

9.5129

8.4111

8.6732

13-Jul-12

Amount

0.45

1.00

2.65

6.25

7.16

35.70

15.11

115.27

1.85

170.84

829.65

 

YTM% Min

8.7606

7.9082

7.9000

7.9197

7.9230

7.9749

8.1244

8.1670

9.3197

8.2414

8.0881

 

YTM% Max

8.7606

7.9515

7.9925

8.0168

8.1235

8.1732

8.2355

8.2429

9.3684

8.3367

8.6506

20-Jul-12

Amount

-

1.25

2.79

3.00

2.67

55.67

36.41

184.01

0.05

141.04

999.50

 

YTM% Min

-

7.8300

7.8300

7.8641

7.9339

7.9324

8.0693

8.0906

9.3211

8.1983

8.0147

 

YTM% Max

-

7.8758

7.9275

7.9191

8.0268

8.1009

8.1900

8.1809

9.3211

8.3212

8.6079


TABLE 213 : SECONDARY MARKET OUTRIGHT TRANSACTIONS IN GOVERNMENT SECURITIES (FACE VALUE) (Concld.)

(` Billion)

Week Ended

State
Government Securities

Treasury Bills (Residual Maturity in Days)

RBI Open Market Operations

Up to 14

15-91

92-182

183-364

Sale

Purchase

1

13

14

15

16

17

18

19

16-Mar-12

Amount

25.03

3.20

37.96

6.48

23.57

-

116.30

 

YTM% Min

8.7043

8.1467

8.1059

8.5499

8.2800

-

-

 

YTM% Max

8.9900

8.9978

9.0646

8.7200

8.5000

-

-

23-Mar-12

Amount

13.65

1.06

44.49

1.80

7.10

3.40

3.50

 

YTM% Min

8.7297

8.3696

7.9803

8.6199

8.3999

-

-

 

YTM% Max

9.0200

8.8516

9.2996

8.9700

8.5500

-

-

30-Mar-12

Amount

20.50

9.77

60.51

17.42

35.88

1.80

6.70

 

YTM% Min

8.3413

6.3692

8.3500

8.6177

8.2500

-

-

 

YTM% Max

9.3790

130.8718

9.1000

8.9700

8.6728

-

-

2012-13

               

06-Apr-12

Amount

27.70

4.15

23.86

9.05

26.60

-

63.60

 

YTM% Min

8.5805

3.0059

8.5501

8.5000

8.2999

-

-

 

YTM% Max

9.4488

8.7500

9.2501

8.6800

8.5800

-

-

13-Apr-12

Amount

29.45

3.66

75.47

21.17

20.66

1.10

32.20

 

YTM% Min

8.7397

8.5430

8.5201

8.4700

8.2500

-

-

 

YTM% Max

9.8496

8.9008

8.8131

8.7800

8.4999

-

-

20-Apr-12

Amount

14.61

4.36

95.99

20.93

4.50

1.80

22.60

 

YTM% Min

8.7346

8.1500

8.1797

8.1776

8.0952

-

-

 

YTM% Max

9.8511

8.7517

8.6504

8.5050

8.2250

-

-

27-Apr-12

Amount

11.60

9.10

60.65

14.84

6.34

2.60

14.10

 

YTM% Min

8.2607

8.1449

8.2399

8.2301

8.0445

-

-

 

YTM% Max

9.3100

8.5000

8.4300

8.3780

8.3500

-

-

04-May-12

Amount

7.65

11.44

53.32

3.20

5.59

1.50

17.50

 

YTM% Min

8.3723

8.1900

8.1982

8.3000

8.1501

-

-

 

YTM% Max

9.2594

8.7459

8.4364

8.3800

8.3500

-

-

11-May-12

Amount

14.68

8.13

36.52

18.04

11.35

1.60

43.20

 

YTM% Min

8.2598

8.2656

8.2505

8.3345

8.2000

-

-

 

YTM% Max

9.2206

8.4975

8.4364

8.4215

8.3000

-

-

18-May-12

Amount

19.63

11.06

46.75

15.59

27.75

2.50

126.00

 

YTM% Min

8.8309

7.9970

8.1997

8.3000

8.1700

-

-

 

YTM% Max

9.2012

8.4002

8.4007

8.4151

8.3500

-

-

25-May-12

Amount

29.60

4.97

37.13

14.51

17.14

0.50

129.20

 

YTM% Min

8.7716

8.2108

8.2500

8.2801

8.2200

-

-

 

YTM% Max

9.2107

8.4983

8.4006

8.4215

8.4500

-

-

01-Jun-12

Amount

15.52

6.74

61.20

17.64

26.43

0.10

123.10

 

YTM% Min

8.9656

8.0994

8.1840

8.2800

8.1500

-

-

 

YTM% Max

9.1974

8.4484

8.4006

8.5885

8.3700

-

-

08-Jun-12

Amount

20.50

16.73

40.66

13.01

44.94

-

6.80

 

YTM% Min

8.8204

8.0005

8.0001

8.1000

7.9325

-

-

 

YTM% Max

9.0938

8.4000

8.4000

8.2100

8.2829

-

-

15-Jun-12

Amount

14.63

18.71

60.40

24.37

51.97

-

112.10

 

YTM% Min

8.7519

8.1200

7.9069

8.0000

7.8500

-

-

 

YTM% Max

9.0141

8.3022

8.3037

8.2900

8.0999

-

-

22-Jun-12

Amount

13.36

6.39

47.35

10.58

8.08

2.10

2.20

 

YTM% Min

8.7575

8.0000

7.6517

8.2201

7.8500

-

-

 

YTM% Max

9.0613

8.5065

8.4997

8.3127

8.1799

-

-

29-Jun-12

Amount

12.64

18.38

68.71

15.84

13.19

0.60

115.60

 

YTM% Min

8.5999

8.1468

7.9999

8.1699

8.0700

-

-

 

YTM% Max

9.1083

8.3200

8.3110

8.3268

8.3085

-

-

06-Jul-12

Amount

13.54

3.10

46.93

12.50

27.50

7.60

13.20

 

YTM% Min

8.8465

8.1778

7.9900

8.1900

8.0100

-

-

 

YTM% Max

9.1900

8.2500

8.3999

8.2692

8.1600

-

-

13-Jul-12

Amount

8.58

10.32

63.44

13.98

18.36

2.20

4.50

 

YTM% Min

8.2239

7.9953

7.9900

8.1000

7.9300

-

-

 

YTM% Max

9.0610

8.1797

8.2275

8.2225

8.2000

-

-

20-Jul-12

Amount

38.58

5.25

68.15

17.29

34.59

0.60

4.10

 

YTM% Min

8.5293

8.1000

8.0001

8.0500

7.8700

-

-

 

YTM% Max

8.8993

8.1518

8.2000

8.1802

8.0400

-

-

# : Includes transactions of Cash Management Bills.
Note : 1. Data as reported in SGL accounts at RBI, Mumbai.
2. Minimum and Maximum YTMs (% Indicative) include transactions of standard lot size (` 0.05 Billion or more) only.
3. RBI's sales and purchases include transactions in other offices also.

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