Secondary Market Transactions in Government Securities (Face Value)
82105707
Secondary Market Transactions in Government Securities (Face Value)
தேதி: ஆகஸ்ட் 03, 2007
(Amount in Rs. crore)
For the Week Ended Jul. 20, 2007
For the Week Ended Jul. 27, 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
5.8871
5.8871
—
—
—
2008-09
381
6.5000
7.8033
137
7.7017
7.7017
2009-10
8,955
6.9278
7.3978
6,516
6.8746
7.1950
2010-11
450
7.0563
7.3200
1,334
6.9463
7.3006
2011-12
610
7.2429
7.6043
1,450
7.2390
8.0869
2012-13
532
7.3456
7.6668
705
7.2952
7.4464
2013-16
4,204
7.4844
8.3305
4,150
7.4413
7.8610
2016-17
2,894
7.7148
8.0852
1,260
7.6270
7.8795
Beyond 2017
37,283
7.7590
8.7536
23,408
7.7094
8.5646
2.
State Government Securities
364
6.0425
8.3986
273
7.5000
8.3019
3.
Treasury Bills (Residual Maturity in Days)
(a) Upto 14 Days
299
0.9994
1.6887
352
0.6000
2.2493
(b) 15 - 91 Days
3,706
1.4000
5.0500
2,327
1.3000
4.4612
(c) 92 - 182 Days
363
4.4500
6.2000
372
4.4001
5.9001
(d) 183 - 364 Days
1,433
6.1500
6.7200
1,294
6.0800
6.7000
II.
RBI* : Sales
1
25
: 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
57,989
0.05 (1)
7.75 (15)
49,006
0.10
(1)
8.75
(90)
2.
State Govt. Securities
290
0.10 (1)
0.10 (3)
441
0.10
(1)
0.10
(3)
3.
91 Day Treasury Bills
4,871
0.10 (1)
0.20 (3)
3,481
0.20
(1)
0.20
(3)
4.
182 Day Treasury Bills
533
0.20 (1)
0.20 (3)
434
0.20
(1)
0.20
(1)
5.
364 Day Treasury Bills
2,499
0.15 (1)
0.20 (3)
2,934
0.15
(1)
0.20
(3)
IV. RBI: Repo £^
—
—
—
—
—
—
: Reverse Repo !
14,999
—
6.00
14,980
—
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.
