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

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ତାରିଖ: ଜୁଲାଇ 10, 2004

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

(Amount in Rs. crore)

			For the Week Ended Jun. 25, 2004				For the Week Ended Jul. 2, 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	50	4.5666	4.7817		270	4.6347		4.8324
		2006-07	430	4.8872	5.0435		78	4.9462		5.2908
		2007-08	186	5.0173	5.3127		125	5.1693		5.1912
		2008-09	508	5.0927	5.5401		350	5.2667		5.5444
		2009-10	591	5.1735	5.9014		346	5.4109		5.9013
		2010-13	2,416	5.2459	6.0841		1,512	5.5407		5.9716
		2013-14	905	5.4793	5.8931		401	5.8048		6.1698
		Beyond 2014	14,407	4.5114	6.6419		11,518	4.5334		6.6906
2.	State Government Securities		650	5.7100	6.3020		336	5.8639		6.3807
3.	Treasury Bills (Residual Maturity in Days)
		(a) Upto 14 Days	160	3.7599	4.6251		428	4.2993		4.3888
		(b) 15 - 91 Days	1,983	4.3211	4.5102		2,889	4.2661		4.5022
		(c) 92 - 182 Days	269	4.4402	4.5501		62	4.4499		4.4999
		(d) 183 - 364 Days	1,689	4.1101	4.6500		1,422	4.4999		4.6400
II.		*RBI : Sales**	—				189
		:Purchase	—				—
III.Repo Transactions £ (Other than with RBI)
			Amount	Rates (%PA)			Amount		Rates (%PA)
				Minimum	Maximum			Minimum		Maximum
	1.	Govt. of India Dated Securities	33,649	3.00 (1)	4.70	(15)	24,021	2.75	(1)	4.55	(7)
	2.	State Govt. Securities	131	3.80 (1)	4.05	(3)	868	3.60	(1)	4.10	(6)
	3.	91 Day Treasury Bills	1,676	3.75 (1)	4.15	(4)	1,447	3.25	(1)	4.10	(4)
	4.	364 Day Treasury Bills	2,133	3.00 (1)	4.20	(4)	2,028	3.10	(1)	4.10	(3)
IV. RBI : Repo £^			56,815	4.50	—		67,565	4.50		—
		: Reverse Repo !	—	—	—		—	—		—

@: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. ! :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.