Secondary Market Transactions in Government Securities (Face Value)
82120912
Secondary Market Transactions in Government Securities (Face Value)
ତାରିଖ: ଜୁଲାଇ 13, 2007
(Amount in Rs. crore)
For the Week Ended Jun. 29, 2007
For the Week Ended Jul. 6, 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
—
—
—
40
6.2110
7.2275
2008-09
620
8.0500
8.2214
422
7.2207
8.2008
2009-10
2,051
7.6709
7.8811
7,520
7.3572
8.2000
2010-11
191
7.8129
8.0010
1,191
7.3474
7.8378
2011-12
880
7.8260
7.9555
726
7.5316
7.8778
2012-13
141
7.9389
7.9871
173
7.5846
7.9044
2013-16
1,746
8.1040
8.5154
5,391
7.9023
8.3800
2016-17
502
8.1069
8.1960
3,203
7.9434
8.1780
Beyond 2017
15,691
8.1523
8.6758
31,927
7.9585
8.7394
2.
State Government Securities
180
8.3001
8.4704
120
8.2002
8.4001
3.
Treasury Bills (Residual Maturity in Days)
(a) Upto 14 Days
5
7.3015
7.3015
225
1.9978
4.4999
(b) 15 - 91 Days
2,132
5.2504
7.3937
2,481
4.0000
7.2500
(c) 92 - 182 Days
838
7.0000
7.6499
890
6.1000
7.5900
(d) 183 - 364 Days
695
7.1600
7.6501
2,757
6.5500
7.7000
II.
RBI* : Sales
14
563
: Purchase
—
10
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
49,695
0.25 (1)
9.25
(5)
52,284
0.01
(1)
7.75
(6)
2.
State Govt. Securities
152
0.45 (1)
7.75
(1)
366
0.10
(1)
0.85
(3)
3.
91 Day Treasury Bills
2,569
0.50 (1)
8.25
(4)
3,281
0.10
(1)
1.00
(3)
4.
182 Day Treasury Bills
284
0.40 (1)
1.25
(1)
1,096
0.10
(1)
1.00
(3)
5.
364 Day Treasury Bills
3,962
0.35 (1)
8.20
(4)
2,191
0.15
(1)
0.60
(3)
IV. RBI: Repo £^
19,370
—
7.75
—
—
—
: Reverse Repo !
7,016
—
6.00
11,978
—
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.
