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83289024

No. 25 : Secondary Market Transactions in Government Securities and Treasury Bills (Face Value)

(Outright Transactions)

                 

(Amount in Rs. crore;

 
 
 
 
 
 
 
 

YTM in percent per annum)


Week ended

Government of India securities

State Govt.

 

Treasury Bills

     

(Maturing in the year)


Securities

 
 
 
 
  
  
  

2000-01 


2002-03 


2009-10 


  

14 Day 


91 Day 


182 Day $


364 Day 


I.

May 7, 1999

               
                     
 

a.

Amount

721.78

307.06

470.16

427.30

114.50

80.00

—

270.00

                     
 

b.

YTM

               
                     
   

Min.

10.1942

11.0195

11.8380

12.0507

7.2296

8.0783

—

7.7293

                     
   

Max.

12.5747

12.2605

12.2900

13.2425

8.7246

8.9453

—

10.0144

                     

II.

May 14, 1999

               
                     
 

a.

Amount

534.80

257.42

250.56

249.35

128.75

117.40

—

188.25

                     
 

b.

YTM

               
                     
   

Min.

10.1988

10.8593

11.8440

11.4238

4.3651

7.7292

—

7.7295

                     
   

Max.

10.7976

11.0482

11.9311

12.9901

9.4739

9.4745

—

9.9527

                     

III. May 21, 1999

               
                     
 

a.

Amount

460.50

362.00

479.30

147.60

61.75

125.22

—

340.25

                     
 

b.

YTM

               
                     
   

Min.

9.6552

10.9633

11.8008

11.7306

7.7184

7.7184

—

7.8784

                     
   

Max.

10.8685

11.1183

11.9137

12.2091

9.7839

9.2282

—

10.0225

                     

VI. May 28, 1999

               
                     
 

a.

Amount

555.48

200.91

1,295.04

261.81

152.00

68.45

—

580.40

                     
 

b.

YTM

               
                     
   

Min.

10.1724

11.0056

11.6807

11.7139

7.9765

5.4815

—

7.0808

                     
 
 

Max.


10.9600


11.6631


11.9468


12.2448


8.0780


8.8756


—


10.4213


YTM

:

Yield to Maturity.

@

:

As reported in Subsidiary General Ledger (SGL) Accounts at RBI, Mumbai which presently accounts for nearly 98 per cent of total transactions in the country.

$

:

Auction re-introduced from May 26, 1999.

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