23. Secondary Market Transactions in Government Securities (Face Value)

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ದಿನಾಂಕ: ನವೆಂಬರ್ 27, 2004

(Amount in Rs. crore)

			For the Week Ended Nov. 12, 2004				For the Week Ended Nov. 19, 2004
*Item*			Amount	YTM (%PA) Indicative**			Amount	YTM (%PA) Indicative**
				Minimum	Maximum			Minimum		Maximum
1			2	3		4	5	6			7
I.	OutrightTransactions
1.	Govt. of India Dated Securities
		Maturing in the year
		2004-05	—	—		—	—		—		—
		2005-06	250	5.7969	6.2291		90	5.8665		5.9445
		2006-07	25	6.1568	6.3372		—		—		—
		2007-08	95	6.2636	6.9471		5	6.2778			—
		2008-09	41	6.8303	7.1728		166	6.6438		7.0920
		2009-10	766	6.7276	7.2333		545	6.7919		7.2665
		2010-13	6,163	6.8573	7.2767		4,015	6.7621		7.2477
		2013-14	348	6.9605	7.4428		155	7.1512		7.1822
		Beyond 2014	4,344	6.9265	8.2008		3,355	7.0539		8.1076
2.	State Government Securities		411	6.8080	7.8299		356	7.0000		7.7500
3.	Treasury Bills (Residual Maturity in Days)
		(a) Upto 14 Days	424	4.3329	5.7504		133	4.7337		6.3532
		(b) 15 - 91 Days	1,240	5.1283	5.5599		1,645	4.1556		5.6126
		(c) 92 - 182 Days	540	5.5200	5.7001		362	5.4599		5.6500
		(d) 183 - 364 Days	840	5.6500	5.9900		2,190	5.2499		5.8600
II.		*RBI : Sales**	98				35
		:Purchase	—				—
III.Repo Transactions £ (Other than with RBI)
			Amount	Rates (%PA)			Amount		Rates (%PA)
				Minimum	Maximum			Minimum		Maximum
	1.	Govt. of India Dated Securities	20,592	5.50 (1)	6.20	(18)	15,858	5.25	(1)	6.20	(9)
	2.	State Govt. Securities	—	—	—		89	5.95	(1)	6.00	(1)
	3.	91 Day Treasury Bills	2,074	5.70 (1)	6.10	(7)	2,239	5.60	(1)	6.15	(3)
	4.	364 Day Treasury Bills	2,743	5.75 (1)	6.10	(5)	3,642	5.60	(1)	6.15	(5)
IV. RBI : Repo £^			32,835	6.00	—		63,510	6.00		—
		: Reverse Repo !	340	4.75	—		—	—		—

@:As reported in Subsidiary General Ledger Accounts at RBI, Mumbai which presently accounts for nearly 98 per cent of the total transactions in the country. :RBI's sales and purchases include transactions in other offices also. £: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. :Minimum and maximum YTMs (% PA) indicative have been given excluding transactions of Non-standard lot size (Less than Rs.5 crore). Note*:Figures in brackets indicate Repo Period.