Secondary Market Transactions in Government Securities (Face Value)
82137017
Secondary Market Transactions in Government Securities (Face Value)
ದಿನಾಂಕ: ನವೆಂಬರ್ 23, 2007
(Amount in Rs. crore)
For the Week Ended Nov. 9, 2007
For the Week Ended Nov. 16, 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
2007-08
—
—
—
—
—
—
2008-09
225
7.3379
7.3751
190
7.9648
8.0518
2009-10
4,623
7.6884
7.8446
3,722
7.7092
7.8811
2010-11
580
7.7170
7.8348
181
7.7463
7.7800
2011-12
1,140
7.7209
7.7726
1
—
—
2012-13
5
7.8022
7.8022
176
7.8200
7.8301
2013-16
840
7.7648
7.8722
1,436
7.8150
7.8993
2016-17
237
7.9182
7.9717
177
7.8934
8.0002
Beyond 2017
4,102
7.8380
8.7361
11,228
7.8621
8.7207
2.
State Government Securities
93
8.1438
8.3538
343
7.7005
8.5395
3.
Treasury Bills (Residual Maturity in Days)
(a) Upto 14 Days
52
6.5013
7.1015
196
7.2494
8.0005
(b) 15 - 91 Days
812
6.7500
7.4197
1,265
7.0998
7.7502
(c) 92 - 182 Days
1,200
7.3049
7.7000
1,144
7.3500
7.6000
(d) 183 - 364 Days
437
7.5301
7.7450
1,313
7.5001
7.7100
II.
RBI* : Sales
—
100
: 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
65,457
4.00 (1)
8.50
(93)
42,136
5.00
(1)
8.50
(4)
2.
State Govt. Securities
453
5.50 (1)
7.50
(5)
1,289
7.30
(1)
8.00
(3)
3.
91 Day Treasury Bills
1,525
5.30 (1)
7.50
(5)
327
7.30
(1)
8.00
(3)
4.
182 Day Treasury Bills
711
6.10 (1)
7.40
(4)
768
7.10
(1)
7.95
(3)
5.
364 Day Treasury Bills
4,910
5.25 (1)
7.50
(4)
8,098
7.10
(1)
8.25
(3)
IV. RBI: Repo £^
—
—
—
86,125
—
7.75
: Reverse Repo !
74,990
—
6.00
2,005
—
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.
