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83001352

No. 24 : Secondary Market Transactions in Government Securities and Treasury Bills (Face Value)

(Outright Transations)

               

(Amount in Rs. crore,

 
 
 
 
 
 
 

YTM in Percent per annum)


Week ended

Government of India securities

State Govt.

Treasury Bills

     

(Maturing in the year)


Securities

 
 
 
 
 
 

2000-01


2002-03


2009-10


 

14 Day


91 Day


364 Day


I.

April 2,1999

             
                   
 

a.

Amount

611.73

136.43

80.34

45.92

14.00

65.00

836.00

                   
 

b.

YTM

             
                   
   

Min.

10.1331

11.0538

11.9970

11.4330

7.2296

7.4789

7.9775

                   
   

Max.

11.0280

11.5774

12.1520

12.6335

7.9775

8.9754

10.2718

                   

II.

April 9, 1999

             
                   
 

a.

Amount

1,368.84

840.15

1,630.59

12.14

57.37

126.00

752.37

                   
 

b.

YTM

             
                   
   

Min.

10.1224

11.0423

11.8926

11.4449

5.8333

5.9706

5.9706

                   
   

Max.

11.0347

11.5150

12.1516

12.2356

8.2284

8.7259

10.0724

                   

III.

April 16, 1999

             
                   
 

a.

Amount

367.63

554.00

2,114.59

8.93

59.95

189.52

590.90

                   
 

b.

YTM

             
                   
   

Min.

10.4024

11.0245

11.8407

11.2876

5.9818

6.1340

6.7311

                   
   

Max.

10.7229

11.1138

12.0228

12.4580

7.7201

8.5064

9.9227

                   

IV.

April 23, 1999

             
                   
 

a.

Amount

940.00

390.06

623.91

0.28

54.75

113.46

867.37

                   
 

b.

YTM

             
                   
   

Min.

10.4444

10.7761

11.8247

11.9938

6.9810

7.2309

8.3273

                   
   

Max.

10.8956

11.2150

12.0007

12.0777

8.7278

8.9770

9.9228

                   

V.

April 30, 1999

             
                   
 

a.

Amount

460.00

537.90

411.93

7.61

103.25

56.15

269.67

                   
 

b.

YTM

             
                   
   

Min.

10.3948

11.0043

11.8564

11.9855

5.2381

7.4799

7.9876

                   
 
 

Max.


10.7219


11.1167


12.0137


12.9898


9.5797


8.9756


9.9227


YTM

:

Yield to Maturity.

@

:

As reported in Subsidiary General Ledger (SGL) Accounts at RBI, Mumbai which presently accounts for nearly 98 per cent of total transactions in the country.

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