Secondary Market Transactions in Government Securities (Face Value)
82141616
Secondary Market Transactions in Government Securities (Face Value)
ದಿನಾಂಕ: ಡಿಸೆಂಬರ್ 07, 2007
(Amount in Rs. crore)
For the Week Ended Nov. 23, 2007
For the Week Ended Nov. 30, 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
650
7.9368
7.9976
675
7.8164
8.1500
2009-10
2,591
7.7016
7.8300
4,786
7.7043
7.8281
2010-11
31
7.7147
7.7907
80
7.7632
7.7802
2011-12
26
8.3500
8.3500
17
7.8425
8.3500
2012-13
1
—
—
—
—
—
2013-16
1,646
7.7895
7.8738
1,135
7.8205
7.9013
2016-17
200
7.8585
7.9505
414
7.9273
7.9710
Beyond 2017
6,359
7.8618
8.7513
12,083
8.0578
8.7233
2.
State Government Securities
506
5.5945
8.4390
342
8.1996
8.4288
3.
Treasury Bills (Residual Maturity in Days)
(a) Upto 14 Days
185
7.3500
7.5494
5
8.0000
8.0000
(b) 15 - 91 Days
1,277
7.1604
7.7503
493
7.3601
7.6001
(c) 92 - 182 Days
418
7.5400
7.5700
281
7.4599
7.6500
(d) 183 - 364 Days
922
6.7487
7.7450
836
7.5600
7.6800
II.
RBI* : Sales
21
47
: 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
52,939
1.10
(1)
8.00
(17)
66,038
6.50
(1)
7.90
(3)
2.
State Govt. Securities
1,109
3.50
(1)
7.90
(3)
593
6.80
(1)
7.85
(3)
3.
91 Day Treasury Bills
442
2.75
(1)
7.75
(3)
193
7.40
(1)
7.70
(3)
4.
182 Day Treasury Bills
1,173
2.90
(1)
7.95
(3)
704
7.00
(1)
7.85
(3)
5.
364 Day Treasury Bills
7,256
2.90
(1)
7.95
(3)
6,159
6.90
(1)
7.85
(3)
IV. RBI: Repo £^
55,655
—
7.75
25,575
—
7.75
: Reverse Repo !
12,770
—
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.