Secondary Market Transactions in Government Securities (Face Value)
82101012
Secondary Market Transactions in Government Securities (Face Value)
تاریخ: مارچ 02, 2007
(Amount in Rs. crore)
For the Week Ended Feb. 16, 2007
For the Week Ended Feb. 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
410
7.3104
7.6585
756
7.4752
7.7958
2008-09
545
7.5505
8.3481
535
7.8081
8.3704
2009-10
50
7.7500
7.7500
26
7.9500
7.9500
2010-11
155
7.6850
7.7383
25
7.9501
8.2007
2011-12
479
7.7725
8.2500
607
7.8618
8.4445
2012-15
5,614
7.7161
8.0946
6,617
7.8364
8.4984
2015-16
10
—
—
15
8.1204
8.1205
Beyond 2016
5,702
7.7756
8.3208
11,104
7.9175
8.4300
2.
State Government Securities
245
6.9230
7.9505
107
7.7000
8.2395
3.
Treasury Bills (Residual Maturity in Days)
(a) Upto 14 Days
160
5.0026
6.9995
(b) 15 - 91 Days
374
7.1000
7.6001
1,334
7.0946
8.1562
(c) 92 - 182 Days
637
7.3901
7.5000
450
7.5801
7.6500
(d) 183 - 364 Days
341
7.4199
7.6499
221
7.3000
7.6800
II.
RBI* : Sales
9
13
: 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
31,332
4.50
(1)
8.50
(44)
42,803
5.00
(1)
9.50
(60)
2.
State Govt. Securities
439
6.25
(1)
7.50
(4)
1,079
5.00
(1)
7.50
(3)
3.
91 Day Treasury Bills
238
6.20
(1)
7.50
(4)
1,179
6.00
(1)
8.00
(3)
4.
182 Day Treasury Bills
1,293
5.50
(1)
7.65
(4)
1,017
6.00
(1)
7.62
(5)
5.
364 Day Treasury Bills
4,219
6.00
(1)
7.50
(4)
1,229
6.05
(1)
7.50
(3)
IV. RBI: Repo £^
11,925
7.50
7.50
18,495
7.50
7.50
: Reverse Repo !
13,140
6.00
6.00
20,035
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.