Secondary Market Transactions in Government Securities (Face Value)
82103917
Secondary Market Transactions in Government Securities (Face Value)
தேதி: ஜூலை 27, 2007
(Amount in Rs. crore)
For the Week Ended Jul. 13,2007
For the Week Ended Jul. 20, 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
15
6.9500
6.9500
15
5.8871
5.8871
2008-09
835
6.9000
7.6532
381
6.5000
7.8033
2009-10
3,261
7.0454
7.4703
8,955
6.9278
7.3978
2010-11
1,943
7.2005
7.6000
450
7.0563
7.3200
2011-12
630
7.4700
7.7257
610
7.2429
7.6043
2012-13
62
7.5217
7.6227
532
7.3456
7.6668
2013-16
2,885
7.8204
7.9955
4,204
7.4844
8.3305
2016-17
2,026
7.8805
8.0285
2,894
7.7148
8.0852
Beyond 2017
35,020
7.8227
8.6516
37,283
7.7590
8.7536
2.
State Government Securities
197
7.7300
8.2015
364
6.0425
8.3986
3.
Treasury Bills (Residual Maturity in Days)
(a) Upto 14 Days
473
0.9855
3.0031
299
0.9994
1.6887
(b) 15 - 91 Days
4,137
1.9994
6.0155
3,706
1.4000
5.0500
(c) 92 - 182 Days
565
4.9500
6.2400
363
4.4500
6.2000
(d) 183 - 364 Days
891
6.1799
7.0000
1,433
6.1500
6.7200
II.
RBI* : Sales
101
1
: Purchase
5
—
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
63,881
0.05 (1)
0.75 (3)
57,989
0.05
(1)
7.75
(15)
2.
State Govt. Securities
488
0.10 (1)
0.50 (3)
290
0.10
(1)
0.10
(3)
3.
91 Day Treasury Bills
3,560
0.12 (1)
0.50 (3)
4,871
0.10
(1)
0.20
(3)
4.
182 Day Treasury Bills
1,081
0.13 (1)
0.20 (1)
533
0.20
(1)
0.20
(3)
5.
364 Day Treasury Bills
2,615
0.20 (1)
0.25 (3)
2,499
0.15
(1)
0.20
(3)
IV. RBI: Repo £^
—
—
—
—
—
—
: Reverse Repo !
14,984
—
6.00
14,999
—
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.
