23. Secondary Market Transactions in Government Securities (Face Value)

RbiAnnouncementWeb

తేదీ: నవంబర్ 13, 2004

			For the Week	Ended Oct.	29, 2004			For the Week	Ended Nov. 5, 2004
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
		2004-05	—		—		—	—	—		—
		2005-06	43	5.622		5.7029		104	5.4914	5.721
		2006-07	50	5.7613		5.8599		119	5.8993	6.6888
		2007-08	140	5.8471		6.0642		191	6.0079	6.7101
		2008-09	80	6.1921		6.6612		325	6.3301	6.7244
		2009-10	2,182	6.1234		6.7653		1,162	6.3257	7.2076
		2010-13	1,087	6.3997		6.9773		555	6.6728	7.1425
		2013-14	76	6.7814		6.8876		170	6.7698	7.3165
		Beyond 2014	12,122	4.7116		7.3049		4,993	6.8302	7.5696
2	State	Government Securities	925	7.0422		7.35		691	5.8487	7.38
3	Treasury	Bills (Residual Maturity in	Days)
		(a) Upto 14 Days	837	4.8416		5.1845		52	4.2491	5.1037
		(b) 15 - 91 Days	2,119	4.6278		5.3653		3,154	4.8869	5.5001
		(c) 92 - 182 Days	5		—		—	208	5.3503	6.0501
		(d) 183 - 364 Days	1,100	5.25		5.6903		2,368	5.07	6.05
II.	RBI*	: Sales	—					79
		:Purchase	—					—
III.Repo	Transactions	£ (Other than with	RBI)
			Amount		Rates	(%PA)		Amount	Rates	(%PA)
				Minimum		Maximum			Minimum	Maximum
	1	Govt. of India Dated Securities	28,237	4.25	-1	4.9	-7	41,848	4.60 (1)	6.15	-7
	2	State Govt. Securities	—	—		—		—	—	—
	3	91 Day Treasury Bills	408	4.4	-1	4.85	-3	1,849	4.75 (1)	6.1	-3
	4	364 Day Treasury Bills	2,388	4.5	-1	4.9	-4	4,807	4.50 (1)	6.15	-3
IV.	RBI	: Repo £^	31,285	4.5		4.75		4,015	6	—
		: Reverse Repo !	5,960	4.75		—		5,650	4.75	—

@ : As reported in Subsidiary General Ledger Accounts at RBI, Mumbai which presently accounts for nearly 98 per cent of the total transactions the country.
* : RBI's sales and purchases include transactions in other offices also.
£ : 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.

** : Minimum and maximum YTMs (% PA) indicative have been given excluding transactions of Non-standard lot size (Less than Rs.5 crore).
Note:Figures in brackets indicate Repo Period.