Secondary Market Transactions in Government Securities (Face Value)
82585045
Secondary Market Transactions in Government Securities (Face Value)
தேதி: மார்ச் 30, 2007
(Amount in Rs. crore)
For the Week Ended Mar. 16, 2007
For the Week Ended Mar. 23, 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
2006-07
—
—
—
—
—
—
2007-08
143
7.2206
7.6553
802
7.4802
8.3176
2008-09
401
7.6566
8.4100
285
7.6414
8.4497
2009-10
467
7.7902
7.9458
327
7.8943
8.0832
2010-11
1
—
—
1
—
—
2011-12
528
7.8987
8.4750
1,048
7.9666
8.5204
2012-15
4,262
7.8538
8.5500
2,426
7.8799
8.5534
2015-16
1
—
—
4
—
—
Beyond 2016
6,824
7.7479
8.4000
3,473
7.9335
8.4107
2.
State Government Securities
457
7,7271
8.3939
284
8,1184
8.3373
3.
Treasury Bills (Residual Maturity in Days)
(a) Upto 14 Days
65
5.9984
6.7508
97
6.0011
7.4993
(b) 15 - 91 Days
769
6.3994
7.4769
534
7.1003
7.7700
(c) 92 - 182 Days
349
7.2499
7.6500
552
7.3802
8.2040
(d) 183 - 364 Days
620
7.4499
7.8265
21
7.6099
7.7100
II.
RBI* : Sales
28
562
: 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
57,404
4.00
(1)
9.50
(93)
25,021
6.00
(1)
49.63
(8)
2.
State Govt. Securities
2,460
4.40
(1)
8.50
(5)
2,444
7.50
(1)
19.00
(3)
3.
91 Day Treasury Bills
1,653
4.60
(1)
7.90
(4)
90
8.00
(1)
12.50
(3)
4.
182 Day Treasury Bills
1,057
4.40
(1)
7.65
(4)
272
7.55
(1)
18.90
(3)
5.
364 Day Treasury Bills
6,937
3.85
(1)
9.00
(4)
46
7.50
(1)
10.25
(3)
IV. RBI: Repo £^
19,725
7.50
7.50
1,60,070
7.50
7.50
: Reverse Repo !
12,170
6.00
6.00
320
6.00
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.
