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Table 219 : Secondary Market Repo Transactions in Government Securities (Face Value)

(Amount in ` crore)

Week Ended

Dated Securities

Treasury Bills

Week Ended

Dated Securities

Treasury Bills

Central Govt.

State Govt.

14-day

91-day

182-day

364-day

Central Govt.

State Govt.

14-day

91-day

182-day

364-day

1

2

3

4

5

6

7

1

2

3

4

5

6

7

2009-10

 

 

 

 

 

 

 

 

 

 

 

 

 

 

03-Apr-09

Amount

38368

563

-

6330

1407

8618

17-Jul-09

107689

273

-

983

632

18305

 

Repo Rate Min

1.60

3.55

-

3.15

3.80

3.25

 

2.00

2.10

-

2.00

2.00

1.25

 

Repo Rate Max

5.80

4.60

-

5.25

5.25

4.95

 

5.25

3.10

-

3.10

3.05

3.10

 

Repo Period Min

1

1

-

1

1

1

 

1

1

-

1

3

1

 

Repo Period Max

6

4

-

4

4

4

 

16

3

-

3

3

3

10-Apr-09

Amount

64940

367

-

7553

6513

15500

24-Jul-09

115036

364

-

309

463

9683

 

Repo Rate Min

0.50

0.70

-

0.01

0.60

0.01

 

2.00

2.80

-

3.10

2.95

3.00

 

Repo Rate Max

8.00

2.90

-

2.75

2.60

2.90

 

3.45

3.10

-

3.10

3.10

3.10

 

Repo Period Min

1

1

-

1

1

1

 

1

1

-

1

1

1

 

Repo Period Max

113

4

-

4

4

4

 

4

3

-

3

3

3

17-Apr-09

Amount

66510

362

-

7018

4119

7385

31-Jul-09

101007

325

-

1354

293

7353

 

Repo Rate Min

1.00

1.50

-

1.55

1.80

1.25

 

2.00

2.15

-

2.00

2.15

2.00

 

Repo Rate Max

3.10

3.00

-

3.10

3.10

3.10

 

5.00

3.10

-

3.12

3.10

3.15

 

Repo Period Min

1

1

-

1

1

1

 

1

1

-

1

1

1

 

Repo Period Max

5

3

-

3

3

3

 

7

3

-

3

3

3

24-Apr-09

Amount

106509

386

-

5406

7265

12255

07-Aug-09

101666

567

-

2291

207

8158

 

Repo Rate Min

1.00

2.50

-

0.20

1.80

1.25

 

0.50

1.05

-

1.25

2.10

1.25

 

Repo Rate Max

8.00

3.10

-

3.20

3.00

3.10

 

5.00

3.12

-

3.20

3.06

3.20

 

Repo Period Min

1

1

-

1

1

1

 

1

1

-

1

1

1

 

Repo Period Max

30

3

-

3

3

3

 

1

3

-

5

3

3

01-May-09

Amount

60938

225

-

4158

4916

7406

14-Aug-09

138569

729

-

2367

670

11060

 

Repo Rate Min

1.10

2.75

-

0.50

2.90

1.50

 

1.00

1.45

-

1.25

1.85

1.50

 

Repo Rate Max

3.40

3.00

-

3.40

3.05

3.00

 

8.00

3.10

-

3.20

3.10

3.10

 

Repo Period Min

1

1

-

1

1

1

 

1

1

-

1

1

1

 

Repo Period Max

6

5

-

5

5

5

 

30

3

-

3

3

3

08-May-09

Amount

108629

508

-

5150

8193

16526

21-Aug-09

106345

559

-

902

105

6982

 

Repo Rate Min

0.15

1.00

-

0.30

0.60

0.50

 

0.50

2.70

-

2.90

2.80

2.90

 

Repo Rate Max

3.00

2.60

-

3.00

2.95

3.00

 

5.00

3.10

-

3.10

2.80

3.08

 

Repo Period Min

1

1

-

1

1

1

 

1

1

-

1

3

1

 

Repo Period Max

3

3

-

3

3

3

 

7

3

-

3

3

3

15-May-09

Amount

100527

628

-

7896

4830

9585

28-Aug-09

135311

1

-

1614

247

8593

 

Repo Rate Min

0.75

2.05

-

2.10

2.25

1.00

 

0.25

0.80

-

1.15

2.75

0.35

 

Repo Rate Max

3.00

2.75

-

3.05

2.90

3.00

 

5.00

2.95

-

3.00

2.92

2.95

 

Repo Period Min

1

1

-

1

1

1

 

1

1

-

1

1

1

 

Repo Period Max

7

3

-

3

3

3

 

10

3

-

3

1

3

22-May-09

Amount

114851

820

-

12977

5035

13782

04-Sep-09

148196

658

-

3472

51

5650

 

Repo Rate Min

0.40

1.30

-

1.00

0.75

0.90

 

0.10

2.00

-

2.10

2.50

2.00

 

Repo Rate Max

7.75

2.80

-

3.00

3.05

3.05

 

5.00

2.80

-

3.10

2.50

3.05

 

Repo Period Min

1

1

-

1

1

1

 

1

1

-

1

3

1

 

Repo Period Max

100

3

-

3

3

3

 

5

3

-

3

3

3

29-May-09

Amount

105265

524

-

8822

3292

10890

11-Sep-09

174143

912

-

3751

597

8781

 

Repo Rate Min

0.75

2.25

-

1.25

2.40

2.25

 

0.50

1.20

-

1.05

2.25

1.35

 

Repo Rate Max

7.75

2.90

-

3.10

2.95

2.95

 

5.00

3.00

-

3.05

2.90

3.00

 

Repo Period Min

1

1

-

1

1

1

 

1

1

-

1

1

1

 

Repo Period Max

45

1

-

3

3

3

 

13

3

-

3

3

3

05-Jun-09

Amount

121165

142

-

9460

2940

16816

18-Sep-09

164295

626

-

2605

126

8651

 

Repo Rate Min

0.50

1.80

-

2.10

0.90

0.90

 

1.00

2.40

-

2.00

2.65

2.65

 

Repo Rate Max

5.75

2.90

-

3.00

2.90

3.00

 

5.00

3.00

-

3.20

2.75

3.00

 

Repo Period Min

1

1

-

1

1

1

 

1

1

-

1

1

1

 

Repo Period Max

14

3

-

3

3

3

 

9

4

-

4

1

1

12-Jun-09

Amount

97698

92

-

1103

551

20271

25-Sep-09

126612

426

-

1304

401

11558

 

Repo Rate Min

0.50

2.60

-

2.75

2.80

2.00

 

1.00

2.40

-

2.95

2.90

2.95

 

Repo Rate Max

6.75

2.90

-

3.10

2.95

3.15

 

3.50

3.20

-

3.50

2.95

3.50

 

Repo Period Min

1

1

-

1

1

1

 

1

1

-

1

1

1

 

Repo Period Max

30

3

-

3

3

3

 

6

4

-

6

4

6

19-Jun-09

Amount

125099

52

-

1242

928

22617

02-Oct-09

25220

268

-

2377

1844

990

 

Repo Rate Min

0.50

1.10

-

1.25

0.80

1.25

 

0.70

2.98

-

2.98

2.50

3.00

 

Repo Rate Max

5.25

2.80

-

2.85

2.80

2.85

 

3.85

3.30

-

3.70

3.65

3.90

 

Repo Period Min

1

1

-

1

1

1

 

1

2

-

2

2

2

 

Repo Period Max

15

3

-

3

3

3

 

4

4

-

4

4

4

26-Jun-09

Amount

105621

81

-

1122

1286

15676

09-Oct-09

138437

1201

-

4850

3707

3328

 

Repo Rate Min

0.50

2.50

-

2.50

2.50

1.25

 

0.25

0.90

-

1.50

1.75

1.75

 

Repo Rate Max

5.25

3.00

-

3.05

3.10

3.15

 

3.50

2.90

-

1.50

2.90

3.00

 

Repo Period Min

1

1

-

1

1

1

 

1

1

-

3

1

1

 

Repo Period Max

20

3

-

3

3

3

 

6

3

-

3

3

3

03-Jul-09

Amount

53

47

-

1081

 

9802

16-Oct-09

95222

705

-

1322

3835

2337

 

Repo Rate Min

0.75

2.50

-

1.15

 

0.65

 

1.25

2.85

-

2.80

3.05

3.00

 

Repo Rate Max

3.45

3.00

-

3.25

 

3.25

 

3.40

3.20

-

3.30

3.20

3.30

 

Repo Period Min

1

1

-

1

 

1

 

1

1

-

2

1

1

 

Repo Period Max

6

1

-

3

 

3

 

6

4

-

4

4

4

10-Jul-09

Amount

106

221

-

469

55

11537

23-Oct-09

127982

827

-

4401

2734

2962

 

Repo Rate Min

0.50

2.55

-

2.75

3.00

2.10

 

0.40

1.30

-

1.25

1.75

1.75

 

Repo Rate Max

6.75

3.00

-

3.03

3.00

3.05

 

3.45

3.00

-

3.10

3.10

3.10

 

Repo Period Min

1

1

-

1

3

 

 

1

1

-

1

1

1

 

Repo Period Max

62

3

-

3

3

 

 

4

3

-

3

3

3

(Continued)


TABLE 219 : SECONDARY MARKET REPO TRANSACTIONS IN GOVERNMENT SECURITIES (FACE VALUE) (Contd.)

(Amount in ` crore)

Week Ended

Dated Securities

Treasury Bills

Week Ended

Dated Securities

Treasury Bills

Central Govt.

State Govt.

14-day

91-day

182-day

364-day

Central Govt.

State Govt.

Cash
Mana­ gement
Bill

14-day

91-day

182-day

364-day

1

2

3

4

5

6

7

1

2

3

4

5

6

7

8

2009-10

 

 

 

 

 

 

2009-10

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

12-Feb-10

108627

709

-

-

6403

1196

2133

30-Oct-09

Amount

116806

928

-

1959

2648

4230

 

1.00

2.30

-

-

2.40

2.60

2.50

 

Repo Rate Min

1.00

2.80

-

3.00

3.05

3.00

 

3.35

3.15

-

-

3.10

3.10

3.10

 

Repo Rate Max

3.45

3.10

-

3.15

3.25

3.10

 

1

1

-

-

1

1

1

 

Repo Period Min

1

1

-

1

1

1

 

5

4

-

-

4

4

4

 

Repo Period Max

8

4

-

4

4

8

19-Feb-10

74900

852

-

-

10166

984

1669

06-Nov-09

Amount

120673

543

-

4020

4454

3495

 

1.50

2.90

-

-

2.90

3.10

2.75

 

Repo Rate Min

0.50

1.60

-

1.20

1.50

0.25

 

4.20

3.25

-

-

3.40

3.15

3.15

 

Repo Rate Max

3.40

2.94

-

3.00

3.10

3.10

 

1

1

-

-

1

1

1

 

Repo Period Min

1

1

-

1

1

1

 

4

3

-

-

3

3

3

 

Repo Period Max

5

3

-

3

3

3

26-Feb-10

98768

796

-

-

17410

3035

2467

13-Nov-09

Amount

97707

640

-

5749

3361

1759

 

2.00

2.50

-

-

2.50

1.50

2.70

 

Repo Rate Min

2.25

2.80

-

2.95

2.00

3.00

 

5.00

3.25

-

-

3.25

3.15

3.12

 

Repo Rate Max

3.40

3.10

-

3.10

3.25

3.10

 

1

1

-

-

1

1

1

 

Repo Period Min

1

1

-

1

1

1

 

364

4

-

-

4

1

4

 

Repo Period Max

13

3

-

3

3

3

05-Mar-10

71312

774

-

-

12773

1781

3887

20-Nov-09

Amount

122929

334

-

10049

3301

562

 

1.50

2.50

-

-

1.75

1.50

2.90

 

Repo Rate Min

1.25

1.65

-

1.70

1.30

2.00

 

4.50

3.20

-

-

3.20

3.20

3.20

 

Repo Rate Max

3.45

3.10

-

3.15

3.20

3.10

 

1

1

-

-

1

1

1

 

Repo Period Min

1

1

-

1

1

1

 

4

3

-

-

3

3

3

 

Repo Period Max

7

3

-

3

3

3

12-Mar-10

120846

651

-

-

21174

5251

7655

27-Nov-09

Amount

110872

640

-

5

492

98

 

1.25

2.25

-

-

2.60

2.50

2.55

 

Repo Rate Min

0.50

1.50

-

2.80

3.00

2.50

 

4.50

3.15

-

-

3.40

3.20

3.25

 

Repo Rate Max

3.25

3.12

-

3.20

3.10

3.10

 

1

1

-

-

1

1

1

 

Repo Period Min

1

1

-

1

1

1

 

8

3

-

-

3

3

3

 

Repo Period Max

8

3

-

3

3

3

19-Mar-10

35228

60

-

-

19059

3721

3844

04-Dec-09

Amount

147531

685

-

5598

2186

1798

 

0.70

2.95

-

-

2.25

3.20

3.00

 

Repo Rate Min

1.00

1.55

-

1.65

1.65

1.25

 

4.70

3.40

-

-

3.85

3.80

3.80

 

Repo Rate Max

3.15

3.00

-

3.10

3.10

2.85

 

1

1

-

-

1

1

1

 

Repo Period Min

1

1

-

1

1

1

 

3

2

-

-

3

3

2

 

Repo Period Max

5

3

-

3

3

3

26-Mar-10

65360

202

-

-

24658

1696

8711

11-Dec-09

Amount

114550

586

-

7695

971

50

 

1.50

3.20

-

-

1.00

2.75

2.65

 

Repo Period Max

7

3

-

3

3

1

 

5.00

3.65

-

-

4.25

4.25

4.10

 

Repo Rate Min

1.25

2.60

-

2.70

2.75

3.05

 

1

1

-

-

1

1

1

 

Repo Rate Max

3.40

3.00

-

3.30

3.05

3.05

 

364

3

-

-

3

3

3

 

Repo Period Min

1

1

-

1

1

1

2010-11

 

 

   

 

 

 

18-Dec-09

Amount

111642

444

-

9915

1983

1324

02-Apr-10

31035

71

-

-

13424

2045

4268

 

Repo Rate Min

1.00

2.90

-

2.95

2.99

2.90

 

2.25

3.60

-

-

3.30

4.40

3.25

 

Repo Rate Max

3.40

3.50

-

3.35

3.25

3.30

 

5.70

4.35

-

-

5.50

5.20

5.10

 

Repo Period Min

1

1

-

1

1

1

 

1

1

-

-

1

1

1

 

Repo Period Max

7

3

-

3

3

3

 

6

1

-

-

5

5

5

25-Dec-09

Amount

72076

1130

-

9295

931

345

09-Apr-10

120717

420

-

-

22191

6713

6882

 

Repo Rate Min

1.00

3.00

-

3.11

3.20

3.25

 

0.50

1.00

-

-

0.50

1.75

1.50

 

Repo Rate Max

5.50

3.50

-

3.60

3.45

3.35

 

3.70

3.10

-

-

3.75

3.75

3.60

 

Repo Period Min

1

1

-

1

5

1

 

1

1

-

-

1

1

1

 

Repo Period Max

89

5

-

5

5

5

 

30

3

-

-

3

3

3

01-Jan-10

Amount

55720

811

-

9081

1972

1896

16-Apr-10

65529

440

-

-

13164

4978

6961

 

Repo Rate Min

2.00

2.50

-

2.50

2.50

2.65

 

2.00

2.90

-

-

2.50

3.25

3.10

 

Repo Rate Max

5.50

3.95

-

3.95

3.85

3.85

 

7.00

3.30

-

-

3.50

3.40

3.55

 

Repo Period Min

1

1

-

1

1

1

 

1

1

-

-

1

1

1

 

Repo Period Max

89

4

-

4

3

3

 

75

2

-

-

3

3

2

08-Jan-10

Amount

62916

465

-

3024

660

128

23-Apr-10

94072

442

-

-

13981

6646

7871

 

Repo Rate Min

1.25

2.75

-

2.95

2.85

3.00

 

0.50

1.95

-

-

2.40

2.40

1.90

 

Repo Rate Max

5.50

3.15

-

3.10

3.12

3.10

 

6.75

3.45

-

-

3.80

3.70

3.70

 

Repo Period Min

1

1

-

1

1

1

 

1

1

-

-

1

1

1

 

Repo Period Max

80

3

-

3

1

2

 

90

3

-

-

3

3

3

15-Jan-10

Amount

85137

132

-

8452

1161

2614

30-Apr-10

71252

1101

-

-

9307

7758

4674

 

Repo Rate Min

1.00

3.00

-

1.75

2.60

1.50

 

2.25

3.30

-

-

3.20

3.15

3.25

 

Repo Rate Max

3.25

3.15

-

3.15

3.15

3.10

 

6.75

3.70

-

-

3.80

3.75

3.75

 

Repo Period Min

1

1

-

1

1

1

 

1

1

-

-

1

1

1

 

Repo Period Max

5

5

-

3

3

3

 

45

3

-

-

3

3

3

22-Jan-10

Amount

64937

427

-

9521

427

 

07-May-10

97801

454

-

-

44298

4575

12589

 

Repo Rate Min

2.00

2.90

-

1.34

3.10

 

 

0.50

3.00

-

-

3.35

3.40

3.35

 

Repo Rate Max

7.02

3.15

-

3.18

3.18

 

 

7.00

3.60

-

-

3.75

3.75

3.80

 

Repo Period Min

1

1

-

1

1

 

 

1

1

-

-

1

1

1

 

Repo Period Max

8

3

-

3

3

 

 

44

3

-

-

3

3

3

29-Jan-10

Amount

85990

144

-

6832

1370

3025

14-May-10

78086

298

60

-

2678

1970

8655

 

Repo Rate Min

1.00

2.30

-

2.20

2.50

2.50

 

2.00

3.50

3.78

-

3.65

3.65

3.60

 

Repo Rate Max

3.55

3.16

-

3.15

3.15

3.14

 

3.90

3.85

3.78

-

4.00

3.80

3.85

 

Repo Period Min

1

1

-

1

1

1

 

1

1

1

-

1

1

1

 

Repo Period Max

4

3

-

3

3

3

 

7

3

1

-

3

3

3

05-Feb-10

Amount

98995

933

-

5032

208

700

21-May-10

94995

208

-

-

4866

4840

9225

 

Repo Rate Min

1.00

2.45

-

2.40

2.80

2.85

 

1.00

3.40

-

-

2.50

1.25

3.35

 

Repo Rate Max

3.40

3.15

-

3.40

3.08

3.05

 

3.80

3.65

-

-

3.80

3.75

3.85

 

Repo Period Min

1

1

-

1

1

1

 

1

1

-

-

1

1

1

 

Repo Period Max

3

3

-

3

1

1

 

3

3

-

-

3

3

3


TABLE 219 : SECONDARY MARKET REPO TRANSACTIONS IN GOVERNMENT SECURITIES (FACE VALUE) (Contd.)

(Amount in ` crore)

Week Ended

Dated Securities

Treasury Bills

Week Ended

Dated Securities

Treasury Bills

Central Govt.

State Govt.

Cash Mana­ geme
nt Bill

14-day

91-day

182-day

364-day

Central Govt.

State Govt.

Cash Mana­ geme
nt Bill

14-day

91-day

182-day

364-day

1

2

3

4

5

6

7

8

1

2

3

4

5

6

7

8

2010-11

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

28-May-10

Amount

62377

148

 

 

6507

1515

10850

10-Sep-10

79823

205

 

 

11023

4800

7318

 

Repo Rate Min

2.50

3.80

 

 

3.25

3.95

3.86

 

2.00

4.40

 

 

43.5

4.40

4.30

 

Repo Rate Max

5.15

3.96

 

 

5.10

5.00

4.85

 

5.50

4.40

 

 

5.50

5.60

5.50

 

Repo Period Min

1

1

 

 

1

1

1

 

1

1

 

 

1

1

1

 

Repo Period Max

3

2

 

 

3

1

3

 

5

2

 

 

4

4

4

04-Jun-10

Amount

54912

87

 

 

7210

543

4061

17-Sep-10

74346

489

 

 

6470

1672

1355

 

Repo Rate Min

2.75

4.10

 

 

4.65

5.30

5.00

 

3.50

5.55

 

 

5.55

5.75

5.55

 

Repo Rate Max

5.40

5.15

 

 

5.45

5.35

5.30

 

6.10

5.90

 

 

6.10

6.00

6.20

 

Repo Period Min

1

1

 

 

1

1

1

 

1

1

 

 

1

1

1

 

Repo Period Max

4

3

 

 

3

3

3

 

5

3

 

 

3

3

3

11-Jun-10

Amount

45647

5

600

 

5771

663

2713

24-Sep-10

97283

782

 

 

13735

1653

8328

 

Repo Rate Min

3.00

5.25

5.30

 

5.00

5.35

5.10

 

3.00

5.98

 

 

4.10

4.00

5.50

 

Repo Rate Max

5.45

5.25

5.35

 

5.35

3.35

5.35

 

6.15

6.00

 

 

6.10

6.07

6.25

 

Repo Period Min

1

1

1

 

1

1

1

 

1

1

 

 

1

1

1

 

Repo Period Max

31

1

3

 

3

3

3

 

3

1

 

 

3

3

3

18-Jun-10

Amount

56786

177

 

 

7068

3190

4129

01-Oct-10

41484

325

 

 

3678

567

2613

 

Repo Rate Min

2.00

4.25

 

 

4.70

5.00

4.65

 

4.50

6.00

 

 

5.80

5.30

5.80

 

Repo Rate Max

5.50

5.20

 

 

5.50

5.35

5.35

 

7.00

6.40

 

 

6.90

6.85

7.00

 

Repo Period Min

1

1

 

 

1

1

1

 

1

1

 

 

1

1

1

 

Repo Period Max

15

3

 

 

3

3

3

 

4

3

 

 

3

3

3

25-Jun-10

Amount

32792

91

 

 

3248

2850

3420

08-Oct-10

72268

329

 

 

4992

5745

5690

 

Repo Rate Min

2.25

5.25

 

 

5.20

5.30

5.25

 

4.00

5.35

 

 

5.25

5.30

5.30

 

Repo Rate Max

5.50

5.25

 

 

5.40

5.40

5.40

 

6.10

6.00

 

 

6.20

6.05

6.10

 

Repo Period Min

1

1

 

 

1

1

1

 

1

1

 

 

1

1

1

 

Repo Period Max

7

1

 

 

3

3

3

 

3

3

 

 

3

3

3

02-Jul-10

Amount

40555

50

 

 

3727

1479

2620

15-Oct-10

51712

219

 

 

5571

5594

2075

 

Repo Rate Min

2.25

5.25

 

 

4.01

5.30

4.05

 

3.00

6.00

 

 

6.00

5.90

6.00

 

Repo Rate Max

6.50

5.55

 

 

6.50

5.75

5.70

 

6.25

6.00

 

 

6.15

6.10

6.15

 

Repo Period Min

1

1

 

 

1

1

1

 

1

1

 

 

1

1

1

 

Repo Period Max

4

2

 

 

4

3

3

 

6

5

 

 

3

3

3

09-Jul-10

Amount

53506

250

 

 

3055

2631

1724

22-Oct-10

74689

167

 

 

8800

7150

8808

 

Repo Rate Min

3.50

5.55

 

 

5.40

5.55

5.45

 

4.10

6.00

 

 

5.30

5.65

4.10

 

Repo Rate Max

6.25

5.55

 

 

6.10

5.90

6.00

 

9.00

6.05

 

 

6.20

6.15

6.15

 

Repo Period Min

1

1

 

 

1

1

1

 

1

1

 

 

1

1

1

 

Repo Period Max

3

3

 

 

3

3

1

 

14

1

 

 

3

3

3

16-Jul-10

Amount

78954

521

 

 

4912

1566

2917

29-Oct-10

78922

379

 

 

4349

6314

4714

 

Repo Rate Min

3.50

5.15

 

 

5.10

5.50

5.10

 

4.00

6.00

 

 

5.90

6.00

5.80

 

Repo Rate Max

7.25

5.55

 

 

5 60

5.60

5.60

 

9.00

11.00

 

 

900

7.25

8.50

 

Repo Period Min

1

1

 

 

1

1

1

 

1

1

 

 

1

1

1

 

Repo Period Max

90

3

 

 

3

3

3

 

6

3

 

 

3

3

1

23-Jul-10

Amount

47656

578

 

 

2488

725

5929

05-Nov-10

47814

108

 

 

4215

4764

4826

 

Repo Rate Min

3.50

5.45

 

 

5.55

5.55

5.50

 

5.75

6.25

 

 

6.15

6.05

6.00

 

Repo Rate Max

7.50

5.55

 

 

5.65

5.55

5.55

 

7.15

6.75

 

 

7.15

7.15

7.15

 

Repo Period Min

1

1

 

 

1

1

1

 

1

1

 

 

1

1

1

 

Repo Period Max

90

3

 

 

3

3

3

 

6

1

 

 

4

4

4

30-Jul-10

Amount

65482

449

 

 

3729

1939

9477

12-Nov-10

34362

153

 

 

4824

3857

2880

 

Repo Rate Min

3.75

4.20

 

 

4.50

4.50

4.20

 

4.00

6.26

 

 

5.35

6.30

6.25

 

Repo Rate Max

5.75

5.55

 

 

5.55

5.60

5.55

 

7.10

6.65

 

 

7.10

6.90

7.10

 

Repo Period Min

1

1

 

 

1

1

1

 

1

1

 

 

1

1

1

 

Repo Period Max

3

3

 

 

3

3

3

 

15

3

 

 

3

3

3

06-Aug-10

Amount

66371

226

 

 

3383

733

16378

19-Nov-10

41067

147

 

 

3577

809

2999

 

Repo Rate Min

2.00

4.60

 

 

4.60

4.60

4.50

 

4.00

6.10

 

 

5.55

5.80

5.40

 

Repo Rate Max

5.75

5.35

 

 

5.75

5.75

5.75

 

7.25

6.25

 

 

6.50

6.50

6.50

 

Repo Period Min

1

1

 

 

1

1

1

 

1

1

 

 

1

2

1

 

Repo Period Max

17

3

 

 

3

3

3

 

30

3

 

 

4

3

3

13-Aug-10

Amount

72235

153

 

 

4437

1662

11264

26-Nov-10

48802

222

 

 

3292

518

2729

 

Repo Rate Min

3.50

4.95

 

 

4.70

4.60

4.60

 

3.50

6.25

 

 

6.25

6.20

6.25

 

Repo Rate Max

5.80

5.70

 

 

5.80

5.80

5.80

 

7.45

6.40

 

 

6.75

6.60

7.00

 

Repo Period Min

1

1

 

 

1

1

1

 

1

1

 

 

1

1

1

 

Repo Period Max

3

1

 

 

3

3

3

 

90

3

 

 

3

3

3

20-Aug-10

Amount

43263

62

 

 

6088

60

6167

03-Dec-10

80817

148

 

 

5794

2080

4541

 

Repo Rate Min

4 50

5 65

 

 

5.50

5.65

5.55

 

3.00

6.25

 

 

5.80

5.35

5.30

 

Repo Rate Max

6.00

5.70

 

 

5.75

5.65

5.75

 

7.45

6.25

 

 

6.40

6.40

7.45

 

Repo Period Min

1

1

 

 

1

1

1

 

1

1

 

 

1

1

1

 

Repo Period Max

3

2

 

 

3

2

3

 

89

1

 

 

3

3

3

27-Aug-10

Amount

80253

 

 

 

9363

2076

12678

10-Dec-10

45286

130

 

 

8737

2146

3720

 

Repo Rate Min

2.00

 

 

 

4.25

1.00

4.25

 

5.00

6.25

 

 

6.25

6.25

6.25

 

Repo Rate Max

7.25

 

 

 

5.70

4.60

5.65

 

7.00

6.25

 

 

6.35

6.35

6.40

 

Repo Period Min

1

 

 

 

1

1

1

 

1

1

 

 

1

1

1

 

Repo Period Max

90

 

 

 

3

3

3

 

17

3

 

 

3

3

3

03-Sep-10

Amount

80291

183

 

 

16135

1245

12302

17-Dec-10

43951

118

 

 

7282

2165

2199

 

Repo Rate Min

2.00

4.50

 

 

4.35

4.50

4.35

 

4.50

6.25

 

 

6.20

6.10

6.10

 

Repo Rate Max

5.25

5.10

 

 

5.25

5.20

5.20

 

7.00

6.25

 

 

6.40

6.45

6.45

 

Repo Period Min

1

1

 

 

1

1

1

 

1

1

 

 

1

1

1

 

Repo Period Max

9

2

 

 

3

3

3

 

15

1

 

 

4

4

4


TABLE 219 : SECONDARY MARKET REPO TRANSACTIONS IN GOVERNMENT SECURITIES (FACE VALUE) (Concld.)

(Amount in ` crore)

Week Ended

Dated Securities

Treasury Bills

Week Ended

Dated Securities

Treasury Bills

Central Govt.

State Govt.

Cash . Mana- gem
ent Bill

14-day

91-day

182-day

364-day

Central Govt.

State Govt.

Cash Mana­ gem
ent Bill

14-day

91-day

182-day

364-day

1

2

3

4

5

6

7

8

1

2

3

4

5

6

7

8

2010-11

 

 

 

   

 

 

 

 

 

 

 

 

 

 

 

24-Dec-10

Amount

51491

110

-

-

12281

2179

2490

 

 

 

 

 

 

 

 

 

Repo Rate Min

6.20

6.25

-

-

6.25

6.30

6.30

08-Apr-11

69657

226

-

-

15527

5421

8485

 

Repo Rate Max

7.35

6.30

-

-

6.40

6.45

6.45

 

1.50

3.15

-

-

3.00

0.25

0.25

 

Repo Period Min

1

1

-

-

1

1

1

 

8.00

5.25

-

-

6.85

6.85

6.35

 

Repo Period Max

14

1

-

-

3

3

3

 

1

1

-

-

1

1

1

31-Dec-10

Amount

55699

255

-

-

12765

3080

3042

 

15

3

-

-

3

3

3

 

Repo Rate Min

4.50

6.25

-

-

5.25

4.10

4.50

15-Apr-11

26636

183

-

-

9748

733

217

 

Repo Rate Max

7.50

6.45

-

-

6.60

6.50

6.50

 

3.00

6.30

-

-

6.30

6.30

6.20

 

Repo Period Min

1

1

-

-

1

1

1

 

8.75

6.70

-

-

6.75

6.75

6.75

 

Repo Period Max

15

3

-

-

3

3

3

 

2

2

-

-

2

2

2

07-Jan-11

Amount

48694

409

-

-

10371

2656

2065

 

56

3

-

-

3

3

2

 

Repo Rate Min

4.00

6.20

-

-

6.15

6.20

6.15

22-Apr-11

55187

125

2124

-

11104

2242

4206

 

Repo Rate Max

7.00

6.35

-

-

6.20

6.40

6.35

 

2.00

4.00

4.50

-

5.00

4.85

4.75

 

Repo Period Min

1

1

-

-

1

1

1

 

8.25

6.50

5.50

-

6.55

6.55

5.00

 

Repo Period Max

15

3

-

-

3

3

3

 

1

1

1

-

1

1

4

14-Jan-11

Amount

64148

363

-

-

13696

4355

5120

 

15

4

4

-

4

4

4

 

Repo Rate Min

3.00

6.20

-

-

5.00

4.40

4.75

29-Apr-11

43432

135

11139

-

17537

2345

2544

 

Repo Rate Max

7.25

6.25

-

-

6.25

6.30

6.30

 

3.00

6.60

6.70

-

6.70

5.00

6.65

 

Repo Period Min

1

1

-

-

1

1

1

 

9.00

6.73

6.95

-

6.95

6.80

6.90

 

Repo Period Max

31

3

-

-

3

3

3

 

1

1

1

-

1

1

1

21-Jan-11

Amount

39054

315

-

-

10768

3599

2991

 

60

3

3

-

3

3

3

 

Repo Rate Min

3.50

6.25

-

-

6.27

6.25

6.25

06-May-11

45312

292

13158

-

20735

6262

7153

 

Repo Rate Max

7.75

6.30

-

-

6.40

6.30

6.35

 

4.00

5.20

6.45

-

6.25

5.50

5.75

 

Repo Period Min

1

1

-

-

1

1

1

 

8.95

6.72

6.80

-

7.00

6.80

7.00

 

Repo Period Max

15

3

-

-

3

3

3

 

1

1

1

-

1

1

1

28-Jan-11

Amount

57929

275

-

-

18336

3801

6301

 

90

1

3

-

3

3

3

 

Repo Rate Min

4.00

6.30

-

-

6.00

6.10

5.95

13-May-11

44770

168

12701

-

19383

4771

5802

 

Repo Rate Max

7.75

6.50

-

-

6.60

6.55

6.60

 

5.50

6.90

7.20

-

7.25

7.15

6.90

 

Repo Period Min

1

1

-

-

1

1

1

 

8.60

7.25

7.30

-

7.30

7.30

7.20

 

Repo Period Max

15

2

-

-

4

3

4

 

1

1

1

-

1

1

1

04-Feb-11

Amount

45814

-

-

-

9692

2495

3230

 

14

3

3

-

3

3

1

 

Repo Rate Min

3.00

-

-

-

6.40

6.40

6.30

20-May-11

47762

189

11090

-

19140

5245

6873

 

Repo Rate Max

8.40

-

-

-

6.70

6.70

6.70

 

3.00

6.75

4.85

-

6.90

7.00

4.60

 

Repo Period Min

1

-

-

-

1

1

1

 

8.75

7.30

7.30

-

7.30

7.30

7.35

 

Repo Period Max

30

-

-

-

3

3

3

 

1

1

1

-

1

1

1

11-Feb-11

Amount

65618

70

-

-

12304

3776

4424

 

17

3

3

-

3

3

3

 

Repo Rate Min

2.75

5.90

-

-

6.15

6.25

6.00

27-May-11

42350

423

11637

-

20011

7339

8457

 

Repo Rate Max

8.00

6.48

-

-

6.55

6.60

6.50

 

5.50

7.24

7.25

-

6.50

7.20

7.00

 

Repo Period Min

1

1

-

-

1

1

1

 

8.75

7.30

7.36

-

7.36

7.35

7.40

 

Repo Period Max

15

3

-

-

3

3

3

 

1

1

1

-

1

1

1

18-Feb-11

Amount

31642

192

-

-

8359

1442

3188

 

17

3

3

-

3

3

3

 

Repo Rate Min

4.00

6.50

-

-

6.50

6.60

6.45

03-Jun-11

71273

128

14312

-

23571

8994

9606

 

Repo Rate Max

8.00

6.60

-

-

6.65

6.65

6.65

 

2.50

6.12

4.75

-

4.75

5.25

5.75

 

Repo Period Min

1

1

-

-

1

1

1

 

8.60

7.24

7.30

-

7.30

7.35

7.35

 

Repo Period Max

15

3

-

-

3

3

3

 

1

1

1

-

1

1

1

25-Feb-11

Amount

77457

234

-

-

10125

1981

3462

 

14

3

3

-

3

3

3

 

Repo Rate Min

4.75

5.50

-

-

6.30

5.50

2.00

10-Jun-11

40151

923

11179

-

16110

3991

8884

 

Repo Rate Max

8.00

6.50

-

-

6.60

6.60

6.60

 

4.00

7.25

6.85

-

7.15

7.10

7.10

 

Repo Period Min

1

1

-

-

1

1

1

 

8.75

7.30

7.30

-

7.30

7.30

7.40

 

Repo Period Max

15

3

-

-

3

3

3

 

1

1

1

-

1

1

1

04-Mar-11

Amount

62991

163

-

-

7907

1950

3114

 

15

3

3

-

3

3

3

 

Repo Rate Min

2.00

6.48

-

-

6.35

6.45

5.00

17-Jun-11

57763

914

11923

-

16578

3299

9888

 

Repo Rate Max

8.40

6.51

-

-

6.55

6.55

7.05

 

3.00

7.00

7.00

-

5.25

7.20

5.10

 

Repo Period Min

1

1

-

-

1

1

1

 

9.00

7.31

7.50

-

7.50

7.45

7.50

 

Repo Period Max

22

3

-

-

3

3

3

 

1

1

1

-

1

1

1

11-Mar-11

Amount

116229

192

-

-

12339

2753

3284

 

15

3

3

-

3

1

3

 

Repo Rate Min

3.75

5.30

-

-

6.30

3.75

4.75

24-Jun-11

43784

676

9568

-

14217

1911

4811

 

Repo Rate Max

8.00

6.48

-

-

6.55

6.50

6.55

 

7.20

7.48

7.40

-

6.75

7.50

7.30

 

Repo Period Min

1

1

-

-

1

1

1

 

9.25

7.70

7.60

-

7.60

7.60

7.60

 

Repo Period Max

17

3

-

-

3

3

3

 

1

1

1

-

1

1

1

18-Mar-11

Amount

57913

139

-

-

9423

595

1304

 

17

3

3

-

3

3

3

 

Repo Rate Min

4.00

6.48

-

-

6.50

6.55

6.45

 

 

 

 

 

 

 

 

 

Repo Rate Max

7.65

6.51

-

-

6.82

6.85

6.85

 

 

 

 

 

 

 

 

 

Repo Period Min

1

1

-

-

1

1

1

 

 

 

 

 

 

 

 

 

Repo Period Max

14

1

-

-

3

3

3

 

 

 

 

 

 

 

 

25-Mar-11

Amount

67926

87

-

-

14920

2485

4222

 

 

 

 

 

 

 

 

 

Repo Rate Min

1.00

6.70

-

-

1.75

6.15

5.10

 

 

 

 

 

 

 

 

 

Repo Rate Max

8.40

6.74

-

-

6.85

6.90

6.85

 

 

 

 

 

 

 

 

 

Repo Period Min

1

1

-

-

1

1

1

 

 

 

 

 

 

 

 

 

Repo Period Max

15

1

-

-

3

3

3

 

 

 

 

 

 

 

 

2011-12

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

01-Apr-11

Amount

31212

100

-

-

7897

787

357

 

 

 

 

 

 

 

 

 

Repo Rate Min

5.75

6.80

-

-

6.50

6.80

6.50

 

 

 

 

 

 

 

 

 

Repo Rate Max

9.50

6.90

-

-

9.00

9.00

7.00

 

 

 

 

 

 

 

 

 

Repo Period Min

1

1

-

-

1

1

1

 

 

 

 

 

 

 

 

 

Repo Period Max

15

1

-

-

5

5

1

 

 

 

 

 

 

 

 

Note : 1. Data based on first leg of transactions as reported in SGL accounts at RBI, Mumbai.
2. Repo rate in per cent per annum and repo period is in days. Transactions exclude repo transactions with RBI.

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