Secondary Market Transactions in Government Securities (Face Value)
82106845
Secondary Market Transactions in Government Securities (Face Value)
तारीख: जून 01, 2007
(Amount in Rs. crore)
For the Week Ended May 18, 2007
For the Week Ended May 25, 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
—
—
—
20
7.7500
7.7500
2008-09
555
7.8000
7.9201
600
7.7310
8.5992
2009-10
456
8.0064
8.5251
1,356
7.9814
8.5600
2010-11
479
8.0471
8.1571
261
7.9943
8.0482
2011-12
1,244
8.0939
8.1624
405
8.0765
8.1600
2012-13
181
8.1053
8.2207
459
8.0407
8.6507
2013-16
1,052
8.1017
8.6096
639
8.1094
8.2698
2016-17
4,166
8.0768
8.1895
4,133
8.0834
8.2150
Beyond 2017
11,924
8.1086
8.7814
8,288
8.1121
8.7315
2.
State Government Securities
117
8.3038
8.4001
770
7.2069
8.4815
3.
Treasury Bills (Residual Maturity in Days)
(a) Upto 14 Days
40
6.6996
7.4988
10
7.4994
7.4994
(b) 15 - 91 Days
651
7.0997
7.6435
1,632
7.0504
7.6435
(c) 92 - 182 Days
125
7.5001
7.7487
223
7.4801
7.6751
(d) 183 - 364 Days
280
7.7000
7.7700
496
7.6399
7.7801
II.
RBI* : Sales
84
138
: 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
46,175
3.50 (1)
8.75
(45)
55,254
3.00
(1)
8.31
(91)
2.
State Govt. Securities
258
7.65 (1)
7.85
(3)
498
4.00
(1)
7.75
(3)
3.
91 Day Treasury Bills
1,045
7.75 (1)
8.05
(3)
172
7.65
(1)
7.75
(3)
4.
182 Day Treasury Bills
58
7.90 (3)
7.90
(3)
110
7.50
(1)
7.70
(1)
5.
364 Day Treasury Bills
66
7.95 (1)
8.00
(3)
825
7.60
(1)
7.80
(3)
IV. RBI: Repo £^
1,06,445
—
7.75
34,830
—
7.75
: Reverse Repo !
95
—
6.00
745
—
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.