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Table 213 : Secondary Market Outright Transactions in Government Securities (Face Value)

(Amount in ` crore)

Week Ended

 

Central Government Dated Securities Maturing in the Year

2009-10

2010-11

2011-12

2012-13

2013-14

2014-15

2015-16

2016-17

2017-18

2018-19

2019 & Above

1

 

2

3

4

5

6

7

8

9

10

11

12

2009-10

 

 

 

 

 

 

 

 

 

 

 

 

03-Apr-09

Amount

3563

1349

575

337

2412

332

137

1615

2131

9500

10291

 

YTM% Min

4.9156

5.0187

5.6049

6.1350

6.5543

6.6041

6.7462

7.0530

7.0000

5.9699

7.0002

 

YTM% Max

7.9895

5.7013

6.2508

7.1800

7.4075

6.8000

7.1107

7.2995

7.2589

7.5090

8.2983

10-Apr-09

Amount

726

823

754

433

3100

6060

153

833

1581

8905

6262

 

YTM% Min

4.6101

4.7500

5.2423

5.5311

6.2404

6.5376

6.8597

6.9287

6.8953

6.8260

7.3583

 

YTM% Max

5.1025

5.5457

5.9610

6.5500

6.7736

6.8434

6.9853

7.2150

7.1771

7.0898

8.2021

17-Apr-09

Amount

1320

457

785

520

3130

7419

5

2070

2284

33254

10857

 

YTM% Min

3.5945

4.4600

5.1000

5.2373

5.8692

6.1678

6.7339

6.5508

6.4484

6.4298

6.7503

 

YTM% Max

4.9999

5.0856

6.5038

6.3500

6.5092

6.5355

6.7339

6.9498

6.9072

6.8579

8.0992

24-Apr-09

Amount

2836

1732

240

198

2926

19021

213

2545

2696

45203

18080

 

YTM% Min

3.2537

3.9500

4.8870

5.1401

5.5188

5.8572

6.1841

6.2285

6.2230

6.0279

6.2210

 

YTM% Max

4.7500

5.0595

6.1211

6.1500

6.1849

6.8000

6.3625

6.7005

6.6516

6.6701

7.8508

01-May-09

Amount

900

662

285

436

1944

4160

82

1524

646

23654

11679

 

YTM% Min

3.1573

4.0800

4.8975

5.3625

5.6898

5.8376

6.2793

6.3122

6.3103

6.0348

6.5688

 

YTM% Max

4.8561

4.8501

4.9902

6.0000

6.1143

6.3162

6.3013

6.5376

6.6318

7.5378

7.8293

08-May-09

Amount

1607

1015

1140

411

3396

14751

156

1927

1610

34245

14387

 

YTM% Min

2.7739

3.8042

4.6500

5.2766

5.7175

5.8694

6.2434

6.3342

6.4053

6.1610

6.6983

 

YTM% Max

4.4488

4.2500

6.0312

6.1500

6.0966

6.4899

6.4040

6.7385

6.6955

6.7006

7.7492

15-May-09

Amount

975

1440

1230

805

2474

8174

130

1896

398

23198

10203

 

YTM% Min

2.9850

4.0000

4.5953

5.4471

5.8552

5.9564

6.3033

6.5156

6.5559

6.1868

6.0231

 

YTM% Max

4.0038

4.8497

6.1000

6.3061

6.0640

6.3376

6.4428

6.8000

6.7999

7.8686

7.9884

22-May-09

Amount

2770

620

260

370

1815

15492

3

1482

135

23840

9857

 

YTM% Min

3.0201

3.9800

4.8372

5.2561

5.8617

5.7038

0.0000

6.5832

6.5375

6.2010

5.7940

 

YTM% Max

4.2084

4.1500

4.9500

6.1200

6.0586

6.9265

0.0000

6.8055

6.7546

6.9016

7.8513

29-May-09

Amount

1959

1526

462

581

1270

5487

7

3254

57

12590

16662

 

YTM% Min

3.0201

4.0500

4.8172

5.6746

6.0421

6.0341

6.7900

6.7413

6.8319

6.2615

6.0506

 

YTM% Max

4.4320

5.2516

6.2758

6.4986

6.2767

6.5272

6.7900

7.1907

7.0060

7.0202

7.8787

05-Jun-09

Amount

2056

1293

110

754

565

2990

 

25602

1199

3472

11172

 

YTM% Min

2.1606

4.1000

5.0318

5.6060

6.1011

6.2355

0.0000

6.7008

6.8636

6.5070

6.2857

 

YTM% Max

4.4189

5.5724

6.1954

6.2372

6.3447

6.5123

0.0000

7.0159

7.2126

7.0134

7.9004

12-Jun-09

Amount

1247

245

460

644

730

1590

10184

12066

242

1108

8865

 

YTM% Min

3.8992

4.1018

4.7947

5.7116

6.1653

6.3077

0.0000

6.7196

6.9085

6.5148

6.4893

 

YTM% Max

7.8217

6.2941

5.4500

6.5000

6.5655

6.7018

6.7010

7.4000

7.2338

6.9968

8.0779

19-Jun-09

Amount

2881

2052

345

493

1310

20142

4980

7444

309

672

14789

 

YTM% Min

3.8999

4.0000

5.3958

5.6778

6.3740

6.1461

6.5818

6.8339

6.9866

6.2935

6.5805

 

YTM% Max

4.3999

5.3504

5.6000

5.9811

6.7167

6.7510

6.8720

7.1603

7.1394

7.1044

8.0465

26-Jun-09

Amount

1518

1780

560

756

2040

14095

5829

4094

197

1612

20226

 

YTM% Min

3.9530

4.0927

5.4000

5.8772

6.3986

6.4866

6.5838

6.8004

6.9861

6.7721

6.5135

 

YTM% Max

4.3000

5.2983

5.5165

5.9933

6.6004

6.7675

6.8309

7.0656

7.0400

7.0728

8.0096

03-Jul-09

Amount

3427

745

1727

787

905

16978

4876

3899

359

1828

41376

 

YTM% Min

3.6678

4.0902

5.2000

5.6619

6.1742

6.1401

6.4538

6.6798

6.9599

6.8187

6.2975

 

YTM% Max

4.3000

5.2152

5.6000

6.3500

6.4224

7.3015

6.6023

7.0651

6.9697

7.0709

7.9689

10-Jul-09

Amount

1320

1345

260

980

1371

16475

6655

2616

245

1309

34205

 

YTM% Min

3.6137

3.9991

5.0857

5.5743

5.5365

6.1885

6.3082

6.5763

6.9736

6.7895

6.1256

 

YTM% Max

3.8526

5.3562

5.4042

6.3300

6.6537

6.5798

6.6542

7.1125

7.1986

7.1301

7.9289

17-Jul-09

Amount

360

2426

1410

1386

1038

6505

7230

1567

11

25

35997

 

YTM% Min

3.6200

3.8357

4.8265

5.5611

6.2501

6.3596

6.4986

6.7311

6.9794

7.0603

6.3154

 

YTM% Max

3.8500

5.5648

5.1524

5.6962

6.5013

6.6233

6.7697

7.3380

6.9794

7.1040

7.9959

24-Jul-09

Amount

820

2557

440

1135

795

8247

3738

891

372

36

33989

 

YTM% Min

3.5863

3.8114

4.5526

5.5969

6.2621

6.4318

6.5545

6.7659

6.9662

7.1032

6.4490

 

YTM% Max

3.7703

5.3760

6.2003

6.3703

6.5925

6.7466

6.7638

6.9177

7.1192

7.1097

7.9471

31-Jul-09

Amount

1355

891

400

386

925

6700

5091

1258

347

432

1771

 

YTM% Min

3.5895

3.8364

4.9621

5.6931

6.3531

6.5473

6.5170

6.6778

6.8986

6.6826

5.5500

 

YTM% Max

3.8214

4.9281

5.1974

6.1476

6.6154

6.9455

6.7813

7.1487

7.1625

7.1520

7.8166

07-Aug-09

Amount

2236

1953

3650

435

494

5820

1650

732

236

162

12726

 

YTM% Min

3.5909

4.1186

5.0582

5.7972

6.4486

6.6611

6.7787

6.9247

7.1448

7.1209

6.6712

 

YTM% Max

3.9240

5.6292

5.4000

6.3837

6.6147

6.9537

7.0168

7.1642

7.2000

7.1671

8.4282

14-Aug-09

Amount

55

1032

2120

1310

505

12796

2697

1595

239

125

9484

 

YTM% Min

3.9454

4.3456

5.3485

6.0846

6.5570

6.7146

6.7007

7.0538

7.1937

7.0516

6.7196

 

YTM% Max

3.9998

5.3600

5.6236

6.4190

6.8500

6.9345

7.1517

7.2139

7.3296

7.2500

8.1038

21-Aug-09

Amount

594

1239

1042

360

903

4745

1317

7834

328

191

9678

 

YTM% Min

3.8997

4.4593

5.5950

6.2194

6.6394

6.7413

6.8640

7.0108

7.2513

7.1613

6.7514

 

YTM% Max

4.1951

5.5003

5.7885

6.6500

6.8461

6.9996

7.0411

7.3212

7.4259

7.8970

8.0845

28-Aug-09

Amount

680

915

1520

140

787

7568

4952

5437

65

470

27677

 

YTM% Min

3.7844

4.5465

5.7235

6.2572

6.7652

6.8419

6.7884

7.0590

7.3162

7.2910

6.9992

 

YTM% Max

4.1589

5.6326

6.3098

6.5277

6.9225

7.1698

7.1727

7.5091

7.6868

7.8985

8.2532

04-Sep-09

Amount

1084

1602

1530

679

924

2042

1580

17515

320

83

15760

 

YTM% Min

3.7229

4.5442

5.8300

6.3000

6.8100

6.9479

7.1301

7.1301

7.4488

7.3909

7.1514

 

YTM% Max

3.9635

5.7172

6.8800

6.5033

7.1595

7.2619

7.4064

7.5062

7.6036

7.5800

8.3487

11-Sep-09

Amount

685

1709

1080

718

66

1600

9590

10159

25

55

26061

 

YTM% Min

3.7412

4.4172

5.8700

6.4000

6.9781

7.0979

7.1343

7.1113

7.5700

7.5517

7.2725

 

YTM% Max

4.1351

5.7700

6.5195

7.0000

7.1228

7.3202

7.4688

7.5000

7.5700

8.0274

8.2544

18-Sep-09

Amount

1720

2760

2316

4762

730

1663

14420

10910

360

16

51234

 

YTM% Min

3.7169

4.3070

5.9262

6.5500

6.7434

6.8291

6.9161

6.9963

7.4498

7.3964

7.0143

 

YTM% Max

3.9157

6.0433

6.9100

6.8474

7.2209

7.3380

7.4771

7.6600

8.1974

7.8924

8.2789

25-Sep-09

Amount

1780

3945

3650

3914

795

322

6085

11122

583

45

31407

 

YTM% Min

3.7182

4.3450

5.8399

6.4440

6.7848

6.9226

6.9801

7.0294

7.1488

7.2375

6.9592

 

YTM% Max

3.7396

5.7342

6.0113

6.9462

7.2000

7.2700

7.2468

7.2967

7.6210

7.5928

8.2500


TABLE 213 : SECONDARY MARKET OUTRIGHT TRANSACTIONS IN GOVERNMENT SECURITIES (FACE VALUE) (Contd.)

(Amount in ` crore)

Week Ended

 

State
Government
Securities

Treasury Bills (Residual Maturity in Days)

RBI Open Market
Operations

Up to 14

15-91

92-182

183-364

Sale

Purchase

1

 

13

14

15

16

17

18

19

2009-10

 

 

 

 

 

 

 

 

03-Apr-09

Amount

1676

-

2254

226

699

536

2996

 

YTM% Min

7.7148

-

4.2500

4.8000

4.7500

 

 

 

YTM% Max

8.4164

-

5.1004

5.1000

5.1600

 

 

10-Apr-09

Amount

1572

1946

9234

1237

2344

200

7734

 

YTM% Min

7.6489

2.4000

2.8308

3.9000

4.2000

 

 

 

YTM% Max

8.1622

4.7500

4.6000

4.6000

4.8000

 

 

17-Apr-09

Amount

2011

767

6982

555

600

106

2149

 

YTM% Min

6.7339

1.7500

2.5000

3.7000

4.1000

 

 

 

YTM% Max

8.0390

3.5047

4.0100

4.0720

4.2500

 

 

24-Apr-09

Amount

1726

1584

5666

1335

2624

302

8557

 

YTM% Min

6.1012

2.4988

2.9992

3.2500

3.6477

 

 

 

YTM% Max

7.5985

3.4962

3.9898

3.9000

4.2900

 

 

01-May-09

Amount

2004

575

2509

1296

973

8

1800

 

YTM% Min

5.0000

1.0951

2.5000

3.1999

3.4500

 

 

 

YTM% Max

7.3508

3.1500

3.5002

3.5693

3.8000

 

 

08-May-09

Amount

4160

1896

7903

787

1535

80

9625

 

YTM% Min

5.0300

1.7526

2.0000

2.9500

3.4000

 

 

 

YTM% Max

7.3346

3.5050

3.3025

3.5000

3.9500

 

 

15-May-09

Amount

1759

385

4805

231

1191

76

2055

 

YTM% Min

7.1498

1.8992

2.2493

3.1701

3.3699

 

 

 

YTM% Max

8.4387

3.3038

3.2754

3.4891

3.6500

 

 

22-May-09

Amount

1203

494

3482

496

352

 

3642

 

YTM% Min

7.1956

2.5000

2.7503

3.1500

3.4800

 

 

 

YTM% Max

7.3515

3.2500

3.2998

3.4001

3.6500

 

 

29-May-09

Amount

834

2849

620

448

343

51

52

 

YTM% Min

4.0833

2.7503

3.4360

3.3499

1.4967

 

 

 

YTM% Max

7.5199

3.4000

3.7000

3.5929

3.2494

 

 

05-Jun-09

Amount

1212

4396

971

225

745

149

1975

 

YTM% Min

5.0500

3.0000

3.4500

3.4500

2.6002

 

 

 

YTM% Max

7.6017

3.3570

3.9700

3.4999

3.2494

 

 

12-Jun-09

Amount

1502

31

3060

920

996

56

60

 

YTM% Min

7.4501

2.9450

3.0996

3.3999

3.6500

 

 

 

YTM% Max

7.6376

3.3501

3.4000

3.5500

3.9800

 

 

19-Jun-09

Amount

747

388

2855

829

2029

 

4620

 

YTM% Min

6.7000

2.8837

2.8611

3.2999

3.6999

 

 

 

YTM% Max

7.8437

3.2500

3.4001

3.5201

4.0000

 

 

26-Jun-09

Amount

656

595

6549

473

725

 

-

 

YTM% Min

7.5500

2.7503

3.0995

3.5000

3.5500

 

 

 

YTM% Max

7.8544

3.3011

3.3998

3.6500

3.8500

 

 

03-Jul-09

Amount

534

3975

4640

245

963

289

281

 

YTM% Min

7.5395

2.7022

2.7002

3.3500

3.5000

 

 

 

YTM% Max

7.8978

3.4000

3.3746

3.4599

3.8500

 

 

10-Jul-09

Amount

1756

270

5515

205

961

889

2554

 

YTM% Min

7.5400

2.8500

2.5001

3.1401

3.4389

 

 

 

YTM% Max

7.9399

3.2500

3.3000

3.3500

3.7999

 

 

17-Jul-09

Amount

764

401

7113

410

651

749

749

 

YTM% Min

6.7829

2.9500

2.7999

3.1500

3.3400

 

 

 

YTM% Max

7.9405

3.3044

3.2754

3.3700

3.6700

 

 

24-Jul-09

Amount

1043

848

3573

882

127

311

3899

 

YTM% Min

4.5000

2.8000

2.8000

3.1675

3.6000

 

 

 

YTM% Max

7.9005

3.2400

3.2754

3.4686

3.7300

 

 

31-Jul-09

Amount

1771

253

2561

496

982

354

352

 

YTM% Min

5.5500

2.8501

2.8506

3.2102

3.3501

 

 

 

YTM% Max

7.8166

3.2000

3.2502

3.4000

3.7987

 

 

07-Aug-09

Amount

2804

913

2831

1144

177

334

3788

 

YTM% Min

3.5909

2.8000

2.8991

3.2501

3.7400

 

 

 

YTM% Max

8.0029

3.2497

3.2754

3.6969

4.0000

 

 

14-Aug-09

Amount

1561

1033

3686

240

958

100

100

 

YTM% Min

6.4000

2.8488

2.9493

3.2500

3.5999

 

 

 

YTM% Max

8.0093

3.4076

3.3570

3.7801

4.6500

 

 

21-Aug-09

Amount

432

20

3398

850

260

403

6042

 

YTM% Min

3.5736

2.7497

2.9506

3.4000

3.9500

 

 

 

YTM% Max

7.9748

3.1675

3.3570

3.9051

4.1600

 

 

28-Aug-09

Amount

2053

435

1954

160

948

141

3122

 

YTM% Min

6.7708

2.7195

2.8997

3.2700

3.8208

 

 

 

YTM% Max

8.2359

3.3586

3.3978

3.7800

4.2979

 

 

04-Sep-09

Amount

220

384

2662

425

608

245

3330

 

YTM% Min

7.1000

2.8000

2.6493

3.4499

3.8500

 

 

 

YTM% Max

8.2986

3.3586

3.4000

3.8001

4.2129

 

 

11-Sep-09

Amount

1876

373

4064

827

450

-

4497

 

YTM% Min

7.1000

2.6999

2.6493

3.5299

3.8500

 

 

 

YTM% Max

8.2986

3.2497

3.4000

3.7800

4.5932

 

 

18-Sep-09

Amount

1838

216

6961

526

110

-

4725

 

YTM% Min

7.2548

2.6478

2.6493

3.8199

4.2500

 

 

 

YTM% Max

8.2703

3.3951

3.4000

4.0302

4.4600

 

 

25-Sep-09

Amount

1310

2635

4283

1650

684

3

1969

 

YTM% Min

7.2344

3.0000

2.6493

3.6500

3.9000

 

 

 

YTM% Max

8.3422

3.5009

3.4000

3.9886

4.3025

 

 


TABLE 213 : SECONDARY MARKET OUTRIGHT TRANSACTIONS IN GOVERNMENT SECURITIES (FACE VALUE) (Contd.)

(Amount in ` crore)

Week Ended

 

Central Government Dated Securities Maturing in the Year

2009-10

2010-11

2011-12

2012-13

2013-14

2014-15

2015-16

2016-17

2017-18

2018-19

2019 & Above

1

 

2

3

4

5

6

7

8

9

10

11

12

2009-10

 

 

 

 

 

 

 

 

 

 

 

 

02-Oct-09

Amount

715

1609

1020

900

266

160

3353

5677

125

1

12093

 

YTM% Min

3.7799

4.3138

5.7798

6.4406

6.8376

7.0045

7.0276

7.0761

7.3250

-

7.0828

 

YTM% Max

4.1156

5.6999

6.2993

6.8129

7.1650

7.8545

7.2269

7.2791

7.4245

-

8.2487

09-Oct-09

Amount

2971

1120

460

747

344

155

9471

8779

197

121

28681

 

YTM% Min

3.2581

4.2891

5.7653

6.4987

6.8679

7.0874

7.1220

7.1617

7.3607

7.2308

7.1498

 

YTM% Max

4.2065

5.7201

6.8543

6.6595

7.0586

7.1762

7.2849

7.3375

7.4242

7.4005

8.3100

16-Oct-09

Amount

1330

884

360

658

309

255

1765

4548

269

50

15268

 

YTM% Min

3.2341

4.3147

5.7333

6.5676

6.9395

7.2119

7.2148

7.2259

7.5431

7.8319

7.2012

 

YTM% Max

3.7148

4.7501

6.2015

6.6783

7.0427

7.4497

7.6274

7.3962

7.6291

7.8319

8.6805

23-Oct-09

Amount

245

725

510

1041

402

3029

3001

25492

117

67

22320

 

YTM% Min

3.2995

4.1563

5.8608

6.5921

6.9761

7.2036

7.3799

7.3290

7.5242

7.6411

7.2607

 

YTM% Max

3.3108

5.6601

6.2978

6.7700

7.0207

7.4838

7.5050

7.4341

7.6291

8.0751

8.3979

30-Oct-09

Amount

670

3067

681

3343

506

1553

2985

12239

466

152

43297

 

YTM% Min

3.2237

4.2073

5.8154

6.4366

6.8904

7.0747

7.2702

7.2551

7.5002

7.5702

7.2022

 

YTM% Max

3.7827

5.6500

6.3034

6.7700

7.1500

7.4866

7.6039

7.4888

7.6293

7.7343

8.4757

06-Nov-09

Amount

878

1005

1950

1896

175

580

1352

5197

655

12

24922

 

YTM% Min

3.2565

4.0644

5.7000

6.4386

-

7.0569

7.1593

7.2851

7.5637

7.8068

7.2251

 

YTM% Max

3.6113

6.6627

6.2367

6.6471

6.9641

7.4143

7.4777

7.5685

7.7300

7.8085

8.4367

13-Nov-09

Amount

482

2440

1235

2881

580

1278

2693

4417

935

83

33532

 

YTM% Min

3.2772

3.9186

5.5030

6.2487

6.8115

6.9549

7.3306

7.3076

7.5345

7.8999

7.2251

 

YTM% Max

3.3411

6.5664

6.2996

6.7265

7.2502

7.2911

7.4507

7.5085

7.7258

7.9780

8.3759

20-Nov-09

Amount

643

2799

1275

2065

478

1975

2338

10221

763

95

43900

 

YTM% Min

3.2768

3.8894

5.4564

6.2382

6.7102

7.0123

7.2777

7.2356

7.4829

7.6005

7.2411

 

YTM% Max

3.3660

5.3045

6.6399

6.6500

7.0800

7.2800

7.5854

7.5209

7.6215

7.8278

8.3492

27-Nov-09

Amount

2190

2590

3996

1585

463

1656

5276

11141

1227

106

66433

 

YTM% Min

3.3213

3.8783

5.0004

6.1045

6.6662

6.8431

7.1150

7.1220

7.4077

7.5703

7.1456

 

YTM% Max

3.4238

5.0013

5.8599

6.4050

7.0061

7.1367

7.2797

7.3883

7.5504

7.6901

8.3464

04-Dec-09

Amount

700

1477

925

1260

305

1395

1411

7004

293

70

41916

 

YTM% Min

2.9821

4.0084

5.3929

6.1365

6.6824

6.5624

7.1114

7.1235

7.4571

7.6483

7.1384

 

YTM% Max

3.4428

6.9473

5.8021

6.6100

7.0916

7.9496

7.3176

7.7031

7.5668

7.6642

8.3503

11-Dec-09

Amount

25

831

706

1727

13

383

685

5595

135

113

42865

 

YTM% Min

3.3897

4.2957

5.5515

6.3275

6.8344

7.0120

7.3081

7.2948

7.5003

7.7495

6.9836

 

YTM% Max

3.3897

5.1502

5.8533

6.6500

6.8496

7.7500

7.4998

7.5873

7.7184

7.8333

8.3780

18-Dec-09

Amount

2885

541

2257

1447

275

330

895

3546

74

20

41701

 

YTM% Min

3.3088

4.1886

5.1620

6.3867

7.0000

7.1064

7.3788

7.2956

7.4295

7.6384

7.4444

 

YTM% Max

4.2336

5.7525

6.0536

6.7458

7.1500

7.4155

7.4840

7.6050

7.6850

7.6940

8.3961

25-Dec-09

Amount

1270

516

1683

1620

95

777

1023

8590

67

160

27385

 

YTM% Min

3.5841

4.2056

5.6700

6.4665

6.8552

7.1796

7.3922

7.3546

7.6667

7.5009

4.5298

 

YTM% Max

4.8897

6.9471

6.3120

6.7652

6.9103

7.5058

7.5785

7.6228

7.6682

7.9995

8.4077

01-Jan-10

Amount

898

600

1655

1060

105

771

489

4890

25

101

17562

 

YTM% Min

3.4395

4.1320

5.5400

6.4129

6.8592

7.0425

7.3719

7.3852

7.4748

7.4997

4.4881

 

YTM% Max

7.1411

5.4765

6.0500

6.6994

7.1726

7.6040

7.4739

7.8229

7.5270

7.9086

8.4027

08-Jan-10

Amount

495

3300

3419

3361

278

1035

269

7195

206

10

21425

 

YTM% Min

3.1775

3.7622

5.2000

6.2685

6.7491

7.1410

7.3925

7.3470

7.4749

7.8450

4.4887

 

YTM% Max

3.3905

5.0985

5.9843

6.7021

7.0775

7.8501

7.5838

7.4987

7.5272

7.8450

8.3826

15-Jan-10

Amount

460

3764

967

2900

326

2051

430

5622

6

15

25061

 

YTM% Min

3.1780

3.8391

5.0000

6.2469

6.7478

7.2152

7.3770

7.4078

0.0000

7.7916

4.5870

 

YTM% Max

3.2295

4.9371

5.5106

6.7261

6.9429

7.4000

7.4693

7.5013

0.0000

7.8433

8.3817

22-Jan-10

Amount

5

2473

685

3898

396

2624

147

9489

48

64

36958

 

YTM% Min

3.3318

3.8733

5.1670

6.1545

6.7296

7.1018

7.3113

7.3494

7.5998

7.6166

4.5880

 

YTM% Max

3.3318

4.8125

5.5000

6.6539

6.7918

7.4207

7.4254

7.5191

7.5998

8.2483

8.3391

29-Jan-10

Amount

555

2506

1000

2492

25

2250

887

7334

25

10

34409

 

YTM% Min

3.3401

4.0308

5.0919

6.1261

6.6497

7.0689

7.3509

7.3283

7.4846

7.4583

4.6137

 

YTM% Max

4.2343

4.8100

6.4027

6.3033

6.6810

7.7000

7.3555

7.3997

7.4846

7.7154

8.3382

05-Feb-10

Amount

-

1031

165

2226

915

1489

504

7791

100

13

23957

 

YTM% Min

-

3.9776

5.0886

6.0922

6.7887

7.1809

7.3898

7.3716

7.4936

7.7805

7.5444

 

YTM% Max

-

4.7927

6.4000

6.3557

6.8678

7.2397

7.5019

7.6731

7.6618

7.7822

8.3551

12-Feb-10

Amount

-

1626

175

1320

257

856

705

7566

17

15

19837

 

YTM% Min

-

3.9703

5.1123

6.0922

6.8033

7.1546

7.3784

7.4413

7.6020

7.8560

4.6219

 

YTM% Max

-

4.7845

5.2314

6.4149

6.9391

7.2995

7.6116

7.7448

7.6706

7.9007

8.3532

19-Feb-10

Amount

-

1810

936

1250

935

127

1297

6821

4

107

24607

 

YTM% Min

-

3.9020

5.1900

6.1153

6.7999

7.2777

7.3292

7.5333

0.0000

7.8370

7.6420

 

YTM% Max

-

5.0366

5.7214

6.4505

7.3800

7.5500

7.7179

7.7400

0.0000

8.1000

8.4500

26-Feb-10

Amount

-

638

333

2236

551

640

377

8456

1

85

26958

 

YTM% Min

-

3.9961

5.2563

6.0929

6.8797

7.1964

7.3313

7.5643

0.0000

7.8074

7.7505

 

YTM% Max

-

5.0604

6.4500

6.4915

7.3059

7.6986

7.5569

7.8500

0.0000

7.9000

8.4955

05-Mar-10

Amount

-

68

85

832

520

1206

400

13232

60

41

15418

 

YTM% Min

-

3.9566

5.3409

6.0701

6.8622

7.2397

7.4191

7.5773

7.9411

7.9203

4.6572

 

YTM% Max

-

8.6213

5.3717

6.6703

6.9600

7.4145

7.8293

8.2017

7.9411

8.1334

8.5000

12-Mar-10

Amount

-

1913

193

1060

626

419

336

12477

87

114

9855

 

YTM% Min

-

3.9927

5.2153

6.0579

6.8261

7.2652

7.5172

7.5663

7.8360

7.8478

4.6524

 

YTM% Max

-

4.5639

6.2987

6.6700

6.9406

7.9909

7.6800

7.7184

7.9300

8.0035

8.4906

19-Mar-10

Amount

-

570

790

4671

710

222

491

12029

2

82

11115

 

YTM% Min

-

4.4473

5.1700

5.6593

6.6603

7.1877

7.3914

7.4258

0.0000

7.8500

4.6488

 

YTM% Max

-

5.1335

6.4000

6.2488

7.1766

7.6300

7.6160

7.7888

0.0000

8.0411

8.4909

26-Mar-10

Amount

-

1

510

1005

350

205

348

8081

13

19

11825

 

YTM% Min

-

-

5.2318

6.0961

6.7220

7.1618

7.3902

7.3798

7.7367

7.7660

7.8067

 

YTM% Max

-

-

6.4000

6.1904

7.0798

7.5608

7.6021

7.7465

7.7367

7.9654

8.5145


TABLE 213 : SECONDARY MARKET OUTRIGHT TRANSACTIONS IN GOVERNMENT SECURITIES (FACE VALUE) (Contd.)

(Amount in ` crore)

Week Ended

 

State
Government
Securities

Treasury Bills (Residual Maturity in Days)

RBI Open Market
Operations

Up to 14

15-91

92-182

183-364

Sale

Purchase

1

 

13

14

15

16

17

18

19

2009-10

 

 

 

 

 

 

 

 

02-Oct-09

Amount

297

905

3022

875

25

213

219

 

YTM% Min

7.7494

2.3364

2.6493

3.4499

4.3000

 

 

 

YTM% Max

8.4393

3.4013

3.4000

3.7801

4.3000

 

 

09-Oct-09

Amount

1107

2060

13562

1216

862

915

1386

 

YTM% Min

4.6961

2.6293

2.6493

3.1499

3.7700

 

 

 

YTM% Max

8.4505

3.3583

3.4000

3.7385

4.5822

 

 

16-Oct-09

Amount

873

509

3327

1140

1177

278

686

 

YTM% Min

6.8574

2.6470

2.6493

3.1651

4.2600

 

 

 

YTM% Max

8.3615

3.2000

3.4000

4.0511

4.5320

 

 

23-Oct-09

Amount

561

1065

5913

552

673

278

686

 

YTM% Min

6.7800

2.8500

2.6493

3.4300

4.4000

 

 

 

YTM% Max

8.3001

3.1030

3.4000

4.0000

4.5384

 

 

30-Oct-09

Amount

1396

607

6275

1264

714

9

207

 

YTM% Min

7.1000

2.7500

2.6493

3.2100

4.3000

 

 

 

YTM% Max

8.2503

3.1500

3.4000

3.9676

4.5200

 

 

06-Nov-09

Amount

1946

1099

5302

1203

1034

91

91

 

YTM% Min

6.9600

2.7500

2.6493

3.2600

3.9600

 

 

 

YTM% Max

8.2414

3.3038

3.4000

4.2000

4.5165

 

 

13-Nov -09

Amount

1277

185

4604

2116

904

290

290

 

YTM% Min

7.0513

2.9990

2.6493

3.2501

4.3801

 

 

 

YTM% Max

8.2496

3.1000

3.4000

3.8217

4.4700

 

 

20-Nov -09

Amount

1156

490

5967

1335

685

135

310

 

YTM% Min

6.0500

2.8998

2.6493

3.2301

3.7500

 

 

 

YTM% Max

8.1928

3.2853

3.4000

3.7000

4.4700

 

 

27-Nov-09

Amount

1740

543

3649

1258

1229

79

87

 

YTM% Min

4.5000

2.8000

2.6493

3.3000

3.6800

 

 

 

YTM% Max

8.2467

3.3038

3.4000

3.7385

4.4131

 

 

04-Dec-09

Amount

1945

200

2978

210

244

84

364

 

YTM% Min

7.6058

2.8005

2.6493

3.5701

3.8000

 

 

 

YTM% Max

8.1108

3.3038

3.4000

3.5800

4.4946

 

 

11-Dec-09

Amount

839

71

2617

581

165

10

110

 

YTM% Min

7.7494

2.8500

2.6493

3.4001

4.3500

 

 

 

YTM% Max

8.3095

3.1000

3.4000

3.8217

4.4500

 

 

18-Dec-09

Amount

1873

70

11120

128

330

-

250

 

YTM% Min

8.0744

3.2975

2.6493

3.5900

4.4001

 

 

 

YTM% Max

8.3375

3.4000

3.4000

3.6800

4.6500

 

 

25-Dec-09

Amount

1468

90

5155

301

10

-

-

 

YTM% Min

7.3881

3.5967

3.6000

4.0928

4.3499

 

 

 

YTM% Max

8.4400

3.8000

4.0000

4.2600

4.6000

 

 

01-Jan-10

Amount

1556

1710

8615

225

322

-

-

 

YTM% Min

8.1996

3.0000

3.4000

3.7500

4.3499

 

 

 

YTM% Max

8.4015

3.7500

3.9841

4.2999

4.5000

 

 

08-Jan-10

Amount

2482

1726

10740

632

990

679

674

 

YTM% Min

6.1050

2.9991

3.0000

3.7000

4.5000

 

 

 

YTM% Max

8.4360

3.5050

3.8499

4.0511

4.7003

 

 

15-Jan-10

Amount

1714

1125

4873

397

183

151

149

 

YTM% Min

3.4210

3.1513

3.1656

3.7000

4.3000

 

 

 

YTM% Max

8.3821

3.4000

3.8061

4.0001

4.6700

 

 

22-Jan-10

Amount

1184

1133

4788

503

0

1

-

 

YTM% Min

3.9399

3.1200

3.0478

3.9900

0.0000

 

 

 

YTM% Max

8.2959

3.7518

3.9288

4.1555

0.0000

 

 

29-Jan-10

Amount

1717

691

4393

315

320

289

290

 

YTM% Min

4.8659

3.2284

3.2197

3.8000

4.0650

 

 

 

YTM% Max

8.3056

3.4013

4.0106

4.1500

4.6025

 

 

05-Feb-10

Amount

2322

1518

8020

813

125

76

76

 

YTM% Min

4.8396

2.7000

3.0499

3.9400

4.6200

 

 

 

YTM% Max

8.3999

3.3951

4.0924

4.4904

4.6300

 

 

12-Feb-10

Amount

1484

643

3348

829

392

-

-

 

YTM% Min

4.4065

2.0687

2.9991

4.1502

4.8171

 

 

 

YTM% Max

8.3802

3.3038

4.0924

4.3500

4.8681

 

 

19-Feb-10

Amount

1490

350

3117

485

805

46

25

 

YTM% Min

5.3965

2.9991

3.1696

3.6300

4.3000

 

 

 

YTM% Max

8.5799

3.3000

4.0924

4.5533

4.8700

 

 

26-Feb-10

Amount

1937

1850

4240

48

895

189

205

 

YTM% Min

4.0161

3.2000

3.1500

4.2000

4.8400

 

 

 

YTM% Max

8.5543

3.2500

4.1334

4.5000

4.9785

 

 

05-Mar-10

Amount

890

116

4486

233

260

218

222

 

YTM% Min

5.6000

2.8501

3.4000

4.3501

4.9000

 

 

 

YTM% Max

8.5438

3.6574

7.6237

4.7101

5.0000

 

 

12-Mar-10

Amount

1152

629

5638

275

775

10

10

 

YTM% Min

4.0114

3.0000

3.5000

4.3000

4.9543

 

 

 

YTM% Max

8.5400

5.3557

4.3382

4.6500

5.1001

 

 

19-Mar-10

Amount

1509

440

3192

225

1056

63

60

 

YTM% Min

8.1417

4.2491

3.9999

4.4700

4.7000

 

 

 

YTM% Max

8.5380

5.0019

4.4202

4.5601

5.1000

 

 

26-Mar-10

Amount

1494

672

5841

895

514

3

-

 

YTM% Min

6.5526

2.5016

3.6928

4.3500

4.8000

 

 

 

YTM% Max

8.5255

3.9506

4.4202

4.6200

5.1445

 

 


TABLE 213 : SECONDARY MARKET OUTRIGHT TRANSACTIONS IN GOVERNMENT SECURITIES (FACE VALUE) (Contd.)

(Amount in ` crore)

Week Ended

 

Central Government Dated Securities Maturing in the Year

2010-11

2011-12

2012-13

2013-14

2014-15

2015-16

2016-17

2017-18

2018-19

2019-20

2020 & Above

1

 

2

3

4

5

6

7

8

9

10

11

12

2010-11

 

 

 

 

 

 

 

 

 

 

 

 

02-Apr-10

Amount

330

460

976

1492

258

217

6815

97

77

8256

1468

 

YTM% Min

3.9094

5.1716

5.9776

6.5891

7.1286

7.3695

7.3463

7.4427

7.4978

4.6656

7.8033

 

YTM% Max

5.1235

5.6121

6.1807

6.7239

7.4805

7.6633

7.6376

7.8631

7.8854

7.8950

8.4168

09-Apr-10

Amount

4995

470

2715

847

1113

980

11918

16

108

16351

695

 

YTM% Min

3.5193

5.1490

6.0362

6.6364

7.1368

7.2764

7.3268

7.3514

6.0485

4.6569

5.5209

 

YTM% Max

4.9704

6.3600

6.4233

6.8326

7.4268

7.5677

7.6045

7.8910

8.2388

7.9003

8.3007

16-Apr-10

Amount

2805

1030

2798

289

1195

2462

2462

10185

24

17955

2277

 

YTM% Min

3.5967

5.0974

5.9737

6.7013

7.1381

7.5216

7.5216

7.5218

7.9319

7.7810

5.5504

 

YTM% Max

5.2281

5.4076

6.4407

6.7958

7.2537

7.7231

7.7231

7.7426

8.0520

8.1281

8.6327

23-Apr-10

Amount

2835

1240

5074

1613

1185

9292

9292

10012

283

13547

19745

 

YTM% Min

3.6575

5.2083

5.9651

6.6500

7.1875

7.5149

7.5149

7.6015

8.3176

4.6592

5.5539

 

YTM% Max

5.1742

5.8000

6.4224

7.0232

7.2939

7.7089

7.7089

7.7479

8.3614

8.0945

8.6296

30-Apr-10

Amount

1585

2006

2175

1925

930

4672

24882

1

24

6692

21186

 

YTM% Min

3.6423

4.5418

5.9129

6.5255

7.0940

7.4359

7.5164

0.0000

8.3041

4.7051

5.6050

 

YTM% Max

4.9243

6.7802

6.3779

7.0208

7.1973

7.6426

7.7283

0.0000

8.3369

8.1539

8.6286

07-May-10

Amount

549

1661

3773

3340

2101

6482

20483

14

10

3169

34175

 

YTM% Min

3.5812

4.9883

5.7832

6.4854

6.9220

7.2617

7.3903

7.6743

8.3194

7.8947

5.5724

 

YTM% Max

4.9392

5.4800

6.1998

6.9223

7.2500

7.5705

7.7339

7.6743

8.3194

8.0928

8.5013

14-May-10

Amount

2356

507

950

1970

1802

6149

16993

183

0

2438

65264

 

YTM% Min

3.8729

5.0407

5.7986

6.4763

6.6768

7.2270

7.3663

7.4750

0.0000

7.8370

5.5638

 

YTM% Max

5.2364

5.4154

6.1265

6.8800

7.0572

7.9522

7.7115

7.9119

0.0000

8.0315

8.3273

21-May-10

Amount

2384

1011

4216

1877

1576

3030

10416

166

28

1488

72711

 

YTM% Min

3.6572

5.0304

5.7676

6.4107

6.8650

7.1803

7.3471

7.4299

0.0000

7.7005

7.3839

 

YTM% Max

5.6324

6.1200

6.3691

6.8564

7.0835

7.3780

7.5729

7.8201

7.5894

7.8945

8.2805

28-May-10

Amount

190

575

1929

1044

1192

1026

5975

201

678

407

68814

 

YTM% Min

4.2246

5.0735

5.8234

6.4744

6.8638

7.1799

7.3250

7.4502

8.1159

4.7239

7.3188

 

YTM% Max

5.0000

6.2300

6.0670

6.8420

7.1218

7.3086

7.5358

7.6109

8.1161

7.7940

8.1690

04-Jun-10

Amount

243

705

1900

2529

470

2688

2689

30

5

408

79446

 

YTM% Min

5.2242

5.2000

5.7882

6.4413

6.7300

7.1883

7.5198

7.4285

0.0000

4.7246

5.6635

 

YTM% Max

5.5505

5.2842

6.9836

7.4215

6.9806

7.4351

7.6532

7.6180

0.0000

7.8377

8.2587

11-Jun-10

Amount

325

100

1017

929

435

750

2835

45

3

197

69951

 

YTM% Min

5.1262

5.5149

5.8969

6.5603

6.8730

7.3528

7.3333

7.6395

0.0000

7.7043

5.6604

 

YTM% Max

5.7409

5.5221

6.1433

6.7445

7.2301

7.4065

7.6968

7.6395

7.8046

7.8803

8.2993

18-Jun-10

Amount

1390

479

2154

799

709

4613

2795

35

149

531

55261

 

YTM% Min

5.1880

5.2780

5.2911

6.2402

6.1466

6.4876

7.5890

6.2043

6.0515

4.7146

6.7982

 

YTM% Max

5.5927

5.8000

6.2500

7.1854

9.6488

7.9035

7.7300

7.1767

7.6682

7.8735

9.3753

25-Jun-10

Amount

130

576

2308

990

30

1238

1101

0

1

279

53144

 

YTM% Min

5.2055

5.1204

6.1182

6.6746

7.0161

7.1500

7.3503

0.0000

0.0000

7.7700

5.8474

 

YTM% Max

5.3326

5.8994

6.5500

7.0145

7.0700

7.5310

7.6834

0.0000

0.0000

7.8922

8.2404

02-Jul-10

Amount

745

2471

1691

1877

286

9363

1339

135

100

187

56832

 

YTM% Min

5.2163

5.2032

6.1167

6.5617

6.9632

7.2054

7.1049

7.5306

7.6699

7.6928

7.5094

 

YTM% Max

5.6885

5.4643

6.3500

7.0157

7.2800

7.4496

7.7496

7.7645

7.6699

7.9196

8.2775

09-Jul-10

Amount

349

983

761

655

65

3571

1851

1531

40

594

30377

 

YTM% Min

5.5500

5.3714

6.1775

6.7377

7.0900

7.2368

7.5394

7.4483

7.6500

5.9171

7.4624

 

YTM% Max

8.3207

5.7711

6.3627

6.9300

7.1083

7.4250

7.6149

7.5695

7.6500

7.8653

8.3226

16-Jul-10

Amount

978

85

2220

785

203

6409

522

1113

1

32

37315

 

YTM% Min

5.5954

5.4267

6.3213

6.7909

6.7707

7.3289

7.5469

7.5774

0.0000

7.7505

7.6004

 

YTM% Max

8.3268

5.8452

6.4491

6.8275

7.3182

7.4515

7.6446

7.7446

0.0000

7.8594

8.3273

23-Jul-10

Amount

1377

426

486

340

100

4452

482

3914

5

139

32393

 

YTM% Min

5.7000

5.7326

6.3516

6.8287

7.4009

7.3500

7.5862

7.5963

7.8402

7.7797

6.4676

 

YTM% Max

8.3357

5.8786

6.4884

7.0200

7.4009

7.5066

7.6818

7.6803

7.8402

7.8686

8.3624

30-Jul-10

Amount

145

120

1090

305

430

4012

1009

2220

70

52

36580

 

YTM% Min

5.7383

5.8312

6.4489

6.8487

7.0548

7.0423

7.5622

7.6068

7.7970

7.6492

6.7146

 

YTM% Max

8.3401

6.0980

6.7777

7.1141

7.2681

7.5731

7.7736

7.7619

7.9530

7.8709

8.3309

06-Aug-10

Amount

856

450

6001

4365

645

7460

1886

1761

0

146

30212

 

YTM% Min

6.1235

6.2231

6.7414

6.9178

7.3982

7.4977

7.7018

7.7377

-

5.9378

7.7602

 

YTM% Max

8.3290

6.3533

7.1428

7.3710

7.9521

7.7438

7.8866

7.9448

-

8.0406

8.3894

13-Aug-10

Amount

1935

410

1401

1070

410

7696

1229

5065

384

94

54533

 

YTM% Min

6.1421

6.2938

6.8587

7.1381

7.3494

7.5423

7.7701

7.5533

7.9330

5.9518

7.7676

 

YTM% Max

8.3536

6.4338

7.0288

7.3968

7.6827

7.7445

7.8877

7.9646

8.4240

7.9492

8.4629

20-Aug-10

Amount

130

74

676

665

385

7489

596

2132

83

2

48304

 

YTM% Min

6.1004

6.3000

6.8743

7.1937

7.5471

7.5936

7.8149

7.8827

8.3453

-

7.7899

 

YTM% Max

6.9726

6.3810

7.1065

7.3244

7.6002

8.0505

7.9354

8.0112

8.4246

-

8.4302

27-Aug-10

Amount

10

650

238

1200

0

5456

655

1185

13

267

34300

 

YTM% Min

-

6.3752

6.3160

7.2128

-

7.6584

7.8714

7.9779

8.3998

7.7334

7.9081

 

YTM% Max

6.5125

6.7337

7.0087

7.4803

-

7.8000

7.9500

8.0276

8.3998

8.0816

8.4087

03-Sep-10

Amount

0

575

695

1115

240

12118

525

1648

66

307

60312

 

YTM% Min

-

3.3697

6.7787

6.8402

7.6111

7.6283

7.8600

7.9326

8.0900

8.0492

7.9103

 

YTM% Max

-

6.3992

7.2500

7.2132

8.0394

8.0404

7.9200

8.0017

8.3989

8.0800

8.6373

10-Sep-10

Amount

0

25

725

300

10

3655

195

1657

0

0

33155

 

YTM% Min

-

6.5000

6.7230

7.1183

7.4600

7.6749

7.8637

7.9620

-

-

8.0088

 

YTM% Max

-

6.5000

7.2500

7.2124

7.4888

7.7504

7.9400

8.0778

-

-

8.3996

17-Sep-10

Amount

0

70

1261

400

655

6473

226

901

5

355

49765

 

YTM% Min

-

6.2558

6.8012

7.1625

7.4610

7.6655

7.8593

7.9628

8.0503

7.8776

7.8765

 

YTM% Max

-

6.3826

7.3911

7.6906

8.0501

7.9302

7.9319

8.0150

8.0503

8.0532

8.4009

24-Sep-10

Amount

55

350

1416

185

250

8239

317

858

146

75

38085

 

YTM% Min

6.3976

6.4761

6.8192

7.1908

7.5050

7.4131

7.6486

7.9342

8.0467

8.0002

7.5163

 

YTM% Max

6.5770

7.3500

7.5255

7.4584

7.6359

7.8114

7.9549

8.0804

8.3800

8.0625

8.4327


TABLE 213 : SECONDARY MARKET OUTRIGHT TRANSACTIONS IN GOVERNMENT SECURITIES (FACE VALUE) (Contd.)

(Amount in ` crore)

Week Ended

 

State
Government
Securities

Treasury Bills (Residual Maturity in Days)

RBI Open Market
Operations

Up to 14

15-91

92-182

183-364

Sale

Purchase

1

 

13

14

15

16

17

18

19

2010-11

 

 

 

 

 

 

 

 

02-Apr-10

Amount

1491

1273

4814

200

832

846

843

 

YTM% Min

5.4658

3.7500

3.8000

4.3500

4.8800

 

 

 

YTM% Max

8.4930

4.1099

4.3792

4.4000

5.0050

 

 

09-Apr-10

Amount

2177

3663

14628

1295

2206

109

110

 

YTM% Min

1.3409

3.0000

3.0500

3.9000

4.2001

 

 

 

YTM% Max

8.4199

3.9500

4.1000

4.3500

5.0600

 

 

16-Apr-10

Amount

1521

2359

7774

1148

1074

130

140

 

YTM% Min

6.3019

3.1036

3.2500

3.9500

4.6023

 

 

 

YTM% Max

8.5785

4.2516

4.2600

4.6500

5.1000

 

 

23-Apr-10

Amount

2178

1556

6161

1274

1592

344

340

 

YTM% Min

5.5500

3.6212

3.6994

4.1001

4.7999

 

 

 

YTM% Max

8.5690

3.9011

4.1900

4.6500

5.1001

 

 

30-Apr-10

Amount

2052

586

6798

1533

1513

23

25

 

YTM% Min

5.6149

3.4962

3.6106

4.0500

4.7500

 

 

 

YTM% Max

8.5584

4.1989

4.1862

4.5533

5.0891

 

 

07-May-10

Amount

1630

1143

4922

1227

2143

171

170

 

YTM% Min

5.0000

3.6000

3.6000

4.0998

4.6500

 

 

 

YTM% Max

8.4730

3.9000

4.2743

4.4700

4.9550

 

 

14-May-10

Amount

1368

760

10636

674

2596

599

602

 

YTM% Min

6.4434

3.5509

3.7000

4.0000

4.4901

 

 

 

YTM% Max

8.3991

3.8512

4.1743

4.5533

4.8000

 

 

21-May-10

Amount

1519

684

6523

1008

735

148

145

 

YTM% Min

5.9561

3.5500

3.6498

4.1100

4.6201

 

 

 

YTM% Max

8.2902

4.1500

4.3001

4.6501

4.9343

 

 

28-May-10

Amount

1291

1102

5121

1345

373

84

86

 

YTM% Min

6.9500

3.5500

4.0999

4.4196

4.8501

 

 

 

YTM% Max

8.1800

5.1000

5.2500

5.0501

5.1500

 

 

04-Jun-10

Amount

738

4625

6496

1880

628

25

20

 

YTM% Min

5.4937

4.8023

4.7063

4.7800

5.0000

 

 

 

YTM% Max

8.3530

5.6500

5.5000

5.1724

5.2098

 

 

11-Jun-10

Amount

733

179

1319

329

1148

101

103

 

YTM% Min

5.9594

5.1698

5.0000

5.1500

5.1000

 

 

 

YTM% Max

8.4002

5.7500

5.4000

5.2500

5.3000

 

 

18-Jun-10

Amount

1328

835

3169

1641

1628

-

-

 

YTM% Min

5.7089

5.2027

5.1000

5.1501

5.1800

 

 

 

YTM% Max

8.3160

5.6500

5.5000

5.2500

5.5785

 

 

25-Jun-10

Amount

1884

547

2405

14

1080

-

-

 

YTM% Min

6.7385

5.3000

5.1300

5.3000

5.3000

 

 

 

YTM% Max

8.1862

5.4900

5.3500

5.4000

5.4500

 

 

02-Jul-10

Amount

1443

2342

3523

1385

941

457

445

 

YTM% Min

6.7385

5.0989

4.9500

5.2300

5.3499

 

 

 

YTM% Max

8.1478

5.7505

5.6500

5.4000

5.6456

 

 

09-Jul-10

Amount

486

350

2601

1034

892

602

597

 

YTM% Min

7.9981

5.2500

4.9999

5.2500

5.3500

 

 

 

YTM% Max

8.2599

5.6045

5.5505

5.6900

5.7000

 

 

16-Jul-10

Amount

468

1114

2695

590

1275

78

75

 

YTM% Min

7.0997

5.3000

5.2500

5.2302

5.5700

 

 

 

YTM% Max

8.1674

5.7524

5.5000

5.6299

5.6999

 

 

23-Jul-10

Amount

710

2225

1876

1545

985

1

 

 

YTM% Min

7.0606

4.4400

5.2497

5.5000

5.6500

 

 

 

YTM% Max

8.2511

5.8500

5.7001

5.8699

5.9001

 

 

30-Jul-10

Amount

625

1751

1091

1264

1269

806

810

 

YTM% Min

8.0476

5.1365

5.4000

5.6419

5.8500

 

 

 

YTM% Max

8.2300

6.0011

5.7800

6.0000

6.2872

 

 

06-Aug-10

Amount

734

656

3393

972

914

267

268

 

YTM% Min

7.7905

5.0000

5.2003

5.7500

6.0999

 

 

 

YTM% Max

8.4200

5.8494

5.9841

6.1599

6.2999

 

 

13-Aug-10

Amount

419

426

3508

769

1060

86

85

 

YTM% Min

8.0853

5.2599

5.0199

5.8000

6.2000

 

 

 

YTM% Max

8.4194

5.8000

6.1495

6.3000

6.3501

 

 

20-Aug-10

Amount

199

493

3008

220

210

167

155

 

YTM% Min

8.2500

5.5017

5.3850

6.1600

6.1851

 

 

 

YTM% Max

8.3741

5.8419

6.2322

6.4587

6.3500

 

 

27-Aug-10

Amount

1058

525

3378

108

424

124

125

 

YTM% Min

7.0296

4.8000

4.7999

6.1701

6.2500

 

 

 

YTM% Max

8.4399

5.8000

6.2500

6.3001

6.5255

 

 

03-Sep-10

Amount

1183

678

4562

1461

501

242

252

 

YTM% Min

7.0016

4.3440

5.3995

6.1399

6.3200

 

 

 

YTM% Max

8.4177

5.2510

6.1907

6.3732

6.4100

 

 

10-Sep-10

Amount

622

235

2768

80

948

99

95

 

YTM% Min

5.4924

4.7500

4.6991

6.1000

6.2000

 

 

 

YTM% Max

8.4100

5.0026

6.2644

6.1500

6.4389

 

 

17-Sep-10

Amount

495

6

2274

698

435

-

-

 

YTM% Min

7.1100

4.6486

5.3998

6.1101

6.2000

 

 

 

YTM% Max

8.3739

4.6486

6.1495

6.4159

6.4599

 

 

24-Sep-10

Amount

1711

580

5066

182

685

53

55

 

YTM% Min

6.8006

5.9003

5.8504

6.3000

6.4200

 

 

 

YTM% Max

8.4132

6.2071

6.1908

6.3700

6.6500

 

 


TABLE 213 : SECONDARY MARKET OUTRIGHT TRANSACTIONS IN GOVERNMENT SECURITIES (FACE VALUE) (Contd.)

(Amount in ` crore)

Week Ended

 

Central Government Dated Securities Maturing in the Year

2010-11

2011-12

2012-13

2013-14

2014-15

2015-16

2016-17

2017-18

2018-19

2019-20

2020 & Above

1

 

2

3

4

5

6

7

8

9

10

11

12

2010-11

 

 

 

 

 

 

 

 

 

 

 

 

01-Oct-10

Amount

0

1440

1797

246

60

5241

770

7573

1740

89

44497

 

YTM% Min

-

6.3894

6.8570

7.1974

7.3651

7.6275

7.7925

7.7669

7.9440

7.9058

7.4519

 

YTM% Max

-

7.2200

7.2500

7.2922

7.5000

7.7549

8.0199

8.0960

8.3984

8.0394

8.3677

08-Oct-10

Amount

35

745

795

250

160

5490

96

2040

681

191

45803

 

YTM% Min

6.3588

6.4095

6.9178

7.1889

7.5085

7.7107

7.8268

7.8250

7.9507

5.9908

7.5468

 

YTM% Max

6.3588

7.2200

7.2916

7.2663

7.5370

7.8300

7.9350

7.9745

8.3854

8.1415

8.3760

15-Oct-10

Amount

0

75

666

690

480

2186

30

4006

163

86

36405

 

YTM% Min

-

7.3000

6.4952

7.2070

7.5345

7.7364

7.8290

7.8916

7.2845

7.8448

7.9379

 

YTM% Max

-

7.3000

7.1000

7.4800

7.8200

7.8300

8.0100

7.9886

8.4670

8.1667

8.4225

22-Oct-10

Amount

0

5

708

697

700

5002

625

5781

58

219

34186

 

YTM% Min

-

7.3836

6.5645

7.2455

7.5352

7.7653

7.8946

7.9181

7.8984

5.9945

8.0309

 

YTM% Max

-

7.3836

7.1870

7.5064

7.6400

7.8841

8.0202

8.0892

8.3818

8.1807

8.7995

29-Oct-10

Amount

0

470

1815

547

645

2826

899

14054

13

202

29008

 

YTM% Min

-

6.9980

7.1861

7.2499

7.5112

7.7614

7.9329

7.8889

8.1791

5.9889

7.5092

 

YTM% Max

-

7.6000

7.5563

7.5283

8.1495

7.8900

8.0182

8.0555

8.1791

8.2366

8.5649

05-Nov-10

Amount

0

105

1643

515

105

3725

683

11628

4

0

30826

 

YTM% Min

-

6.9486

6.9281

7.1573

7.4370

7.6983

7.7250

7.7628

-

-

7.9229

 

YTM% Max

-

7.3300

7.2783

7.5505

7.5687

7.8853

8.0037

8.0692

-

-

8.5671

12-Nov-10

Amount

5

80

515

792

31

4212

65

7522

1

61

22274

 

YTM% Min

6.6192

6.5065

7.2160

7.3039

7.4816

7.7108

7.7850

7.8148

-

7.9474

7.9365

 

YTM% Max

6.6192

7.6500

7.2858

7.4278

8.1200

7.8800

7.7937

7.9901

-

8.2321

8.4650

19-Nov-10

Amount

0

225

115

153

25

2316

60

8106

0

1

17827

 

YTM% Min

-

6.9740

7.1387

7.3119

7.5268

7.8098

7.8797

7.9240

-

-

8.0146

 

YTM% Max

-

7.2500

7.2289

7.4652

7.7074

7.8758

7.9000

8.2736

-

-

8.5304

26-Nov-10

Amount

0

25

115

126

5

2841

10

6527

26

51

16023

 

YTM% Min

-

7.3200

7.0998

7.3241

7.7073

7.8315

7.8069

7.9120

7.9778

8.0348

7.9822

 

YTM% Max

-

7.3293

7.4018

7.5000

7.7073

7.8694

7.8563

7.9776

8.3986

8.0348

8.5416

03-Dec-10

Amount

0

43

200

5

45

1845

5

10299

908

0

14779

 

YTM% Min

-

7.2221

7.2420

7.4037

7.6188

7.8462

-

6.3463

8.4298

-

7.9559

 

YTM% Max

-

7.4614

7.3185

7.4037

7.6188

7.9800

8.0250

8.0446

8.4588

-

8.4588

10-Dec-10

Amount

0

70

487

30

135

3346

454

10263

45

466

18440

 

YTM% Min

-

7.5484

7.2023

7.4480

7.6053

7.8281

7.9485

7.9635

8.2758

5.9221

7.9976

 

YTM% Max

-

7.5484

7.3164

7.4480

7.7021

8.0795

8.0618

8.2538

8.4793

8.1786

8.5603

17-Dec-10

Amount

5

563

278

0

0

1520

601

7708

48

386

14739

 

YTM% Min

7.3258

7.2797

7.3142

-

-

7.9443

7.8300

7.9585

7.9516

5.9160

8.0651

 

YTM% Max

7.3258

7.9500

7.5068

-

-

8.0396

8.0444

8.0824

8.4884

8.1722

8.5429

24-Dec-10

Amount

0

591

618

12

100

2831

120

8293

96

596

34519

 

YTM% Min

-

7.2402

7.3120

7.3671

7.7296

7.7654

7.8282

7.7980

7.9274

8.1062

8.0651

 

YTM% Max

-

7.5200

7.5039

7.3671

7.7391

7.9800

7.9163

7.9877

8.4619

8.3829

8.4993

31-Dec-10

Amount

0

339

267

154

106

3773

166

5615

127

141

22344

 

YTM% Min

-

7.3371

7.3889

7.5568

7.6258

7.8055

7.8012

7.6123

8.3416

7.9079

7.3371

 

YTM% Max

-

7.7992

7.7236

7.6718

7.8617

8.1608

7.9650

8.1234

8.4374

8.3679

8.4982

07-Jan-11

Amount

0

330

731

705

5

5196

0

1933

454

398

17084

 

YTM% Min

-

7.1071

7.3063

7.5213

7.8947

7.8178

-

7.8058

8.3867

7.9391

7.3371

 

YTM% Max

-

7.7100

7.5083

7.6647

7.8947

7.9565

-

8.0008

8.4123

8.3529

8.4982

14-Jan-11

Amount

0

440

221

310

43

3355

320

7407

40

2484

24333

 

YTM% Min

-

7.2712

7.3872

7.5735

7.7182

7.9306

7.9746

7.9199

8.4005

7.9406

8.1043

 

YTM% Max

-

7.5300

7.5015

7.6477

8.0400

8.2000

8.1716

8.1205

8.4006

8.3500

8.5566

21-Jan-11

Amount

50

230

305

52

10

4221

40

5862

5

1594

19997

 

YTM% Min

6.6666

7.3560

7.4360

7.6318

8.1402

8.0437

8.1190

7.9693

-

8.1438

8.1094

 

YTM% Max

6.6666

7.4945

7.6725

7.8127

8.1402

8.1505

8.1690

8.2116

-

8.2556

8.5677

28-Jan-11

Amount

0

9

796

266

21

2264

9

4925

48

1101

23919

 

YTM% Min

-

7.4785

7.4701

7.6970

7.9448

8.0341

8.1657

8.0890

8.2064

7.9926

8.1066

 

YTM% Max

-

7.4958

7.7000

7.9500

8.0000

8.1904

8.1657

8.2198

8.4040

8.1448

8.5753

04-Feb-11

Amount

0

111

514

245

0

3498

17

3308

17

17

24675

 

YTM% Min

-

7.3398

7.4538

7.6985

-

8.0631

8.2413

8.1077

8.1800

8.1834

8.0879

 

YTM% Max

-

7.8000

7.6503

7.8259

-

8.1774

8.2413

8.1724

8.2129

8.2615

8.5608

11-Feb-11

Amount

0

0

346

260

0

4607

76

3006

35

29

20144

 

YTM% Min

-

-

7.4721

7.7154

-

8.0651

8.1600

8.1279

8.1432

7.9587

8.0228

 

YTM% Max

-

-

7.9400

7.8096

-

8.2154

8.1934

8.2148

8.2400

8.2714

8.5847

18-Feb-11

Amount

0

136

257

420

0

2764

29

3536

13

166

31154

 

YTM% Min

-

7.4018

7.4727

7.6979

-

8.0228

8.1800

8.0723

8.1737

7.8255

8.0160

 

YTM% Max

-

7.4018

7.6313

7.8941

-

8.1348

8.1800

8.1972

8.1925

8.2224

8.5807

25-Feb-11

Amount

0

350

284

478

10

3240

36

3509

162

110

34825

 

YTM% Min

-

7.4300

7.4393

7.6001

8.0323

8.0028

8.0629

7.8324

8.1512

7.8184

8.0012

 

YTM% Max

-

7.4500

7.5277

7.7349

8.0323

8.0986

8.2302

8.2052

8.5191

8.2062

8.5777

04-Mar-11

Amount

0

500

190

96

11

2715

9

2434

58

20

31948

 

YTM% Min

-

7.3187

7.4134

7.6367

8.0323

7.9366

-

7.9696

8.0620

8.1331

7.9218

 

YTM% Max

-

7.4500

7.5714

7.7175

8.0351

8.0694

-

8.0940

8.4925

8.1408

8.5776

11-Mar-11

Amount

0

874

372

415

57

3279

32

2952

107

283

37795

 

YTM% Min

-

7.3589

7.4418

7.6292

8.0323

7.7842

7.9578

7.8676

8.0070

7.7716

7.8987

 

YTM% Max

-

7.4501

7.6469

8.0737

8.1500

7.9995

8.0442

8.0274

8.4562

8.1890

8.4793

18-Mar-11

Amount

0

343

423

45

50

1767

1

2865

12

824

33891

 

YTM% Min

-

7.3071

7.4344

7.6541

7.9541

7.8559

-

7.8551

7.9923

7.7754

7.8987

 

YTM% Max

-

7.4500

7.7000

7.6541

7.9600

8.2464

-

7.9433

7.9983

8.1003

8.4894

25-Mar-11

Amount

0

57

192

258

26

602

10

1540

9

631

25719

 

YTM% Min

-

7.6751

7.4838

7.6541

7.9700

7.9190

7.9609

7.9231

8.0904

7.7913

7.8987

 

YTM% Max

-

7.7075

7.6397

7.6915

7.9700

7.9609

7.9609

8.0066

8.0904

8.1500

8.4894


TABLE 213 : SECONDARY MARKET OUTRIGHT TRANSACTIONS IN GOVERNMENT SECURITIES (FACE VALUE) (Contd.)

(Amount in ` crore)

Week Ended

 

State
Government
Securities

Treasury Bills (Residual Maturity in Days)

RBI Open Market
Operations

Up to 14

15-91

92-182

183-364

Sale

Purchase

1

 

13

14

15

16

17

18

19

2010-11

 

 

 

 

 

 

 

 

01-Oct-10

Amount

443

602

2007

400

305

156

146

 

YTM% Min

7.6986

5.7005

5.8504

6.1400

6.4800

 

 

 

YTM% Max

8.3981

6.5005

6.2735

6.5655

6.6500

 

 

08-Oct-10

Amount

685

85

3810

114

1405

-

-

 

YTM% Min

6.7948

5.9704

6.0097

6.3400

6.3900

 

 

 

YTM% Max

8.3595

6.0504

6.3977

6.4499

6.8335

 

 

15-Oct-10

Amount

275

15

2512

87

86

63

73

 

YTM% Min

7.9978

6.0518

6.0106

6.7797

6.5200

 

 

 

YTM% Max

8.3780

6.2905

6.5634

6.8011

6.6000

 

 

22-Oct-10

Amount

377

125

3027

293

1063

384

383

 

YTM% Min

7.7306

5.9500

5.9500

6.5500

6.5200

 

 

 

YTM% Max

8.4993

6.5000

7.0005

6.8000

7.0858

 

 

29-Oct-10

Amount

1044

125

2627

1035

640

15

15

 

YTM% Min

7.1561

5.3188

5.9507

6.6500

6.8500

 

 

 

YTM% Max

8.5499

6.3012

6.8121

7.0050

7.0101

 

 

05-Nov-10

Amount

473

765

2569

242

1238

35

39

 

YTM% Min

7.7891

5.5971

6.3504

6.8201

6.9500

 

 

 

YTM% Max

8.5281

6.6987

6.8501

6.8701

7.1000

 

 

12-Nov-10

Amount

1009

411

1701

1329

298

5

8357

 

YTM% Min

7.7600

6.2500

6.0000

6.7501

6.9499

 

 

 

YTM% Max

8.5310

8.4660

6.8121

7.1662

7.1999

 

 

19-Nov-10

Amount

624

438

2511

215

166

62

60

 

YTM% Min

7.7009

6.2458

6.0487

6.6999

7.0500

 

 

 

YTM% Max

8.5171

6.7441

6.8121

7.1401

7.2009

 

 

26-Nov-10

Amount

732

40

1477

1571

515

84

85

 

YTM% Min

7.1168

6.2001

5.9997

6.7000

6.9499

 

 

 

YTM% Max

8.5165

6.9924

6.8536

7.2000

7.2300

 

 

03-Dec-10

Amount

385

0

2325

215

735

24

25

 

YTM% Min

8.3679

-

6.3500

7.1200

7.1500

 

 

 

YTM% Max

8.4200

-

6.9998

7.2100

7.2500

 

 

10-Dec-10

Amount

390

16

1702

420

615

-

-

 

YTM% Min

7.8998

6.5013

6.5305

6.9999

6.2656

 

 

 

YTM% Max

8.4884

6.5013

7.1800

7.2200

7.3600

 

 

17-Dec-10

Amount

360

30

2106

292

327

-

21826

 

YTM% Min

7.7861

7.0000

6.9564

7.0498

7.2816

 

 

 

YTM% Max

8.4917

7.0000

7.1443

7.2955

7.3393

 

 

24-Dec-10

Amount

692

314

1421

958

399

100

8158

 

YTM% Min

7.5357

6.2000

6.8804

7.0793

7.3000

 

 

 

YTM% Max

8.3993

7.5004

7.1858

7.3384

7.3499

 

 

31-Dec-10

Amount

589

480

1580

707

139

248

11747

 

YTM% Min

7.9757

6.4000

6.6500

7.1700

7.2501

 

 

 

YTM% Max

8.8609

7.2480

7.2000

7.2200

7.3971

 

 

14-Jan-11

Amount

356

755

5067

985

197

582

7792

 

YTM% Min

8.3441

6.4000

6.4997

7.0501

7.1500

 

 

 

YTM% Max

8.4558

6.5342

7.1443

7.2100

7.4780

 

 

21-Jan-11

Amount

1367

100

2982

616

709

21

20

 

YTM% Min

7.9641

6.2458

6.3000

6.9924

7.3499

 

 

 

YTM% Max

8.5494

6.6515

7.1858

7.4031

7.5102

 

 

28-Jan-11

Amount

737

199

4785

519

340

-

-

 

YTM% Min

8.4366

6.1209

6.5100

7.0974

7.3001

 

 

 

YTM% Max

8.5248

6.9999

7.2274

7.4001

7.4999

 

 

04-Feb-11

Amount

1484

312

3742

868

30

600

599

 

YTM% Min

7.7675

6.5000

6.4690

7.0500

7.4300

 

 

 

YTM% Max

8.5371

6.7488

7.1858

7.4678

7.5000

 

 

11-Feb-11

Amount

425

350

2717

479

257

1

-

 

YTM% Min

7.7032

6.5000

6.4848

7.3000

7.4301

 

 

 

YTM% Max

8.4906

6.8463

7.1860

7.4801

7.6636

 

 

18-Feb-11

Amount

937

213

2306

345

396

177

1791

 

YTM% Min

8.2189

6.4999

6.7302

7.4678

7.6250

 

 

 

YTM% Max

8.5395

6.6497

7.1443

7.5326

7.6520

 

 

25-Feb-11

Amount

795

611

3251

227

796

3499

1889

 

YTM% Min

8.3400

5.4783

6.1597

7.1000

7.5000

 

 

 

YTM% Max

8.5497

6.6580

7.2444

7.5327

7.6752

 

 

04-Mar-11

Amount

862

721

2247

516

1302

256

260

 

YTM% Min

8.3900

6.5312

6.3418

7.2000

7.5000

 

 

 

YTM% Max

8.5216

6.7496

7.1443

7.5110

7.6975

 

 

11-Mar-11

Amount

1106

1099

3444

1002

618

-

-

 

YTM% Min

7.3620

6.5000

6.1016

7.1199

7.4701

 

 

 

YTM% Max

8.5071

7.5500

7.1500

7.5110

7.5824

 

 

18-Mar-11

Amount

1350

190

2827

320

1133

-

-

 

YTM% Min

7.8000

6.2729

6.3926

7.3000

7.3000

 

 

 

YTM% Max

8.4775

7.0093

7.2500

7.4680

7.5971

 

 

25-Mar-11

Amount

965

882

3246

484

841

80

77

 

YTM% Min

8.3155

6.2748

6.7713

7.2000

7.5600

 

 

 

YTM% Max

8.4652

7.2481

7.3105

7.3499

7.6288

 

 


TABLE 213 : SECONDARY MARKET OUTRIGHT TRANSACTIONS IN GOVERNMENT SECURITIES (FACE VALUE) (Contd.)

(Amount in ` crore)

Week Ended

 

Central Government Dated Securities Maturing in the Year

2011-12

2012-13

2013-14

2014-15

2015-16

2016-17

2017-18

2018-19

2019-20

2020-21

2021 & Above

1

 

2

3

4

5

6

7

8

9

10

11

12

2011-12

 

 

 

 

 

 

 

 

 

 

 

 

01-Apr-11

Amount

135

1545

238

125

1399

6

1442

242

81

1073

25965

 

YTM% Min

7.2606

7.4737

7.5781

7.6541

7.8660

7.9571

7.4581

7.8610

7.7994

7.9701

5.8693

 

YTM% Max

7.7082

7.6157

7.6562

7.8581

7.9414

7.9571

7.9614

8.3792

8.0900

8.0761

10.2454

08-Apr-11

Amount

601

258

81

1

917

31

2686

57

1

877

19920

 

YTM% Min

7.3208

7.4333

7.5610

-

7.8502

7.9150

7.9042

8.3294

-

7.9649

8.0345

 

YTM% Max

7.4011

7.6794

7.8198

-

7.9409

7.9576

7.9748

8.3514

-

8.0513

8.3578

15-Apr-11

Amount

243

80

5

350

699

12

786

2107

206

331

18725

 

YTM% Min

7.4333

7.4490

7.5769

7.9833

7.8624

7.9188

7.9324

7.8298

7.7923

7.9478

7.7984

 

YTM% Max

7.7136

7.5336

7.5769

8.0136

8.0069

7.9539

8.1502

7.9889

8.0454

8.0815

8.4530

22-Apr-11

Amount

250

1835

340

0

500

1999

511

462

161

310

16369

 

YTM% Min

7.2149

7.4760

7.7333

-

8.0260

7.9520

8.0274

7.9726

7.7868

8.0110

7.9244

 

YTM% Max

7.4494

7.7545

7.8936

-

8.1483

8.2133

8.1944

8.4000

7.8994

8.0919

8.5213

29-Apr-11

Amount

1205

1492

415

0

271

968

623

1837

116

260

27468

 

YTM% Min

7.2203

7.7700

7.8320

-

8.1492

8.0656

8.1007

8.0710

7.7726

8.0202

8.0207

 

YTM% Max

8.0132

8.1300

8.0500

-

8.2887

8.2887

8.2877

8.5088

7.7804

8.1189

8.5128

06-May-11

Amount

90

275

0

300

775

737

180

1434

1125

30

21883

 

YTM% Min

7.2500

8.0000

-

7.5877

8.2027

8.2135

8.1954

8.1550

7.7808

8.1131

8.1046

 

YTM% Max

8.2476

8.0500

-

8.3200

8.3759

8.4395

8.4004

8.5364

8.2908

8.1517

8.6097

13-May-11

Amount

0

190

210

5

235

949

229

1017

383

85

29415

 

YTM% Min

-

8.0250

8.0732

8.0091

8.3152

8.3465

8.1682

8.2906

7.7029

8.0682

8.1106

 

YTM% Max

-

8.1000

8.2300

8.0091

8.3708

8.4302

8.4520

8.4680

7.7865

8.2942

8.6500

20-May-11

Amount

150

40

45

0

194

405

31

3935

35

160

26540

 

YTM% Min

7.7495

8.0902

8.1031

-

8.3295

8.3447

8.3669

8.3661

7.6607

8.2252

8.2016

 

YTM% Max

7.8398

8.1269

8.1628

-

8.4082

8.4544

8.4097

8.4700

7.6834

8.2954

8.6488

27-May-11

Amount

110

610

55

1

656

2025

0

2387

100

85

30900

 

YTM% Min

7.6499

8.0982

8.1707

-

8.3812

8.4587

-

8.4283

7.7150

8.2828

8.3136

 

YTM% Max

8.4001

8.2035

8.1707

-

8.4445

8.7337

-

8.6813

7.7150

8.2910

8.6565

03-Jun-11

Amount

895

120

0

1

970

1117

70

6037

971

85

46813

 

YTM% Min

7.3989

8.0845

-

-

8.3886

8.2559

8.4080

8.3619

7.7404

8.5667

8.2482

 

YTM% Max

8.5377

8.2385

-

-

8.4960

8.5257

8.4774

8.5806

7.7545

8.6059

8.7074

10-Jun-11

Amount

533

120

25

100

484

1238

595

3605

280

0

56680

 

YTM% Min

7.5301

8.1557

8.2072

8.2800

8.3165

8.3131

8.3820

8.1852

7.7245

-

8.2333

 

YTM% Max

8.3648

8.1577

8.2072

8.2800

8.4064

8.4184

8.4764

8.5900

7.7941

-

8.6011

17-Jun-11

Amount

395

240

70

0

235

1287

1725

3129

1380

15

61120

 

YTM% Min

7.9514

8.0013

8.1470

-

8.2448

8.2779

8.2880

8.2743

7.8319

8.3291

8.2113

 

YTM% Max

8.4438

8.2022

8.1928

-

8.3992

8.4324

8.4614

8.6109

7.8807

8.3307

8.6411

24-Jun-11

Amount

55

1320

285

0

410

382

817

2207

525

190

57856

 

YTM% Min

7.7984

7.9348

8.1073

-

7.9378

8.2306

8.2873

8.2356

8.8584

8.7922

8.1743

 

YTM% Max

8.6046

8.1723

8.2000

-

8.2963

8.3752

8.4190

8.5767

8.8942

8.8617

8.6184


TABLE 213 : SECONDARY MARKET OUTRIGHT TRANSACTIONS IN GOVERNMENT SECURITIES (FACE VALUE) (Concld.)

(Amount in ` crore)

Week Ended

 

State
Government
Securities

Treasury Bills (Residual Maturity in Days) #

RBI Open Market
Operations

Up to 14

15-91

92-182

183-364

Sale

Purchase

1

 

13

14

15

16

17

18

19

2011-12

 

 

 

 

 

 

 

 

01-Apr-11

Amount

1854

401

2699

109

850

-

-

 

YTM% Min

7.1544

4.5089

6.4197

7.1072

7.4499

 

 

 

YTM% Max

8.4663

6.8496

7.2510

7.4000

7.5999

 

 

08-Apr-11

Amount

778

1994

4077

353

678

-

17

 

YTM% Min

8.1208

5.7786

6.3274

7.0500

7.3800

 

 

 

YTM% Max

8.3773

7.3044

7.2688

7.4895

7.5012

 

 

15-Apr-11

Amount

687

151

2888

595

225

13

10

 

YTM% Min

7.9000

5.6166

6.5997

7.1900

7.3500

 

 

 

YTM% Max

8.4107

6.9924

7.1858

7.4462

7.4800

 

 

22-Apr-11

Amount

323

425

7097

426

656

186

185

 

YTM% Min

8.2182

6.7484

6.6307

7.3781

7.5200

 

 

 

YTM% Max

8.4200

6.9999

7.4353

7.4101

7.7567

 

 

29-Apr-11

Amount

466

1365

4368

290

753

238

240

 

YTM% Min

8.2112

6.9000

6.9500

7.6406

7.6001

 

 

 

YTM% Max

8.4711

7.1003

7.5186

7.7054

7.7450

 

 

06-May-11

Amount

631

365

8043

200

816

108

105

 

YTM% Min

8.0995

7.0973

7.1500

7.8499

8.0500

 

 

 

YTM% Max

8.6052

7.5038

8.0004

7.8751

8.2007

 

 

13-May-11

Amount

856

293

3363

513

395

-

-

 

YTM% Min

8.2971

7.0995

7.3500

7.9999

8.1000

 

 

 

YTM% Max

8.6484

7.5000

8.0604

8.2040

8.2000

 

 

20-May-11

Amount

368

670

2724

398

640

63

68

 

YTM% Min

8.5230

7.3992

7.5490

8.0646

8.0709

 

 

 

YTM% Max

8.6381

7.6011

8.1022

8.1800

8.2947

 

 

27-May-11

Amount

649

200

5614

829

1910

87

86

 

YTM% Min

8.5584

7.4840

7.4500

8.1800

8.2161

 

 

 

YTM% Max

8.7241

7.5015

8.1502

8.2692

8.3500

 

 

03-Jun-11

Amount

704

1037

5040

718

416

49

49

 

YTM% Min

8.6113

7.3500

7.5000

8.1429

8.2170

 

 

 

YTM% Max

8.9106

7.6900

8.1857

8.2301

8.3182

 

 

10-Jun-11

Amount

872

904

3982

1232

789

51

50

 

YTM% Min

8.3611

7.4000

7.7509

8.1000

8.2000

 

 

 

YTM% Max

8.6392

7.6995

8.2275

8.2000

8.3183

 

 

17-Jun-11

Amount

510

939

3822

563

436

245

245

 

YTM% Min

8.5639

7.3531

7.9004

8.1300

8.1400

 

 

 

YTM% Max

8.6250

8.0011

8.2692

8.2000

8.3420

 

 

24-Jun-11

Amount

1026

607

6516

30

1863

-

-

 

YTM% Min

8.5039

7.5000

7.9501

8.1000

8.0480

 

 

 

YTM% Max

8.6330

8.0005

8.1857

8.2000

8.3183

 

 

# : Includes transactions of Cash Management Bills.
Note : 1. Data as reported in SGL accounts at RBI, Mumbai.
2. Minimum and Maximum YTMs (% Indicative) include transactions of standard lot size (` 5 crore or more) only.
3. RBI's sales and purchases include transactions in other offices also.

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