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

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Date: July 17, 2004

(Amount in Rs. crore)

		For the Week Ended Jul. 2, 2004				For the Week Ended Jul. 9, 2004
*Item*		Amount	YTM (%PA) Indicative**			Amount	YTM (%PA) Indicative**
			Minimum	Maximum			Minimum		Maximum
1		2	3	4		5	6			7
I. OutrightTransaction
1. Govt. of India Dated Securitie
	Maturing in the year
	2004-05	—	—		—	—		—		—
	2005-06	270	4.6347	4.8324		381	4.7339		4.7751
	2006-07	78	4.9462	5.2908		20	4.9724		4.9874
	2007-08	125	5.1693	5.1912		115	5.0954		5.2365
	2008-09	350	5.2667	5.5444		390	5.2626		5.5710
	2009-10	346	5.4109	5.9013		274	5.3520		5.8770
	2010-13	1,512	5.5407	5.9716		2,047	5.5058		5.9508
	2013-14	401	5.8048	6.1698		386	5.7429		5.9416
	Beyond 2014	11,518	4.5334	6.6906		17,343	4.7099		6.6552
2. State Government Securities		336	5.8639	6.3807		476	5.5390		6.3505
3. Treasury Bills (Residual Maturity in Days
	(a) Upto 14 Days	428	4.2993	4.3888		329	4.2584		4.7821
	(b) 15 - 91 Days	2,889	4.2661	4.5022		1,936	4.2492		4.4798
	(c) 92 - 182 Days	62	4.4499	4.4999		30	4.4599		4.4601
	(d) 183 - 364 Days	1,422	4.4999	4.6400		1,006	4.2466		4.6152
*II. RBI : Sales**		189				—
	:Purchase	—				—
III.Repo Transactions £ (Other than with RBI)
		Amount	Rates (%PA)			Amount		Rates (%PA)
			Minimum	Maximum			Minimum		Maximum
1.	Govt. of India Dated Securities	24,021	2.75 (1)	4.55	(7)	26,432	2.75	(1)	4.60	(8)
2.	State Govt. Securities	868	3.60 (1)	4.10	(6)	655	3.90	(1)	4.05	(5)
3.	91 Day Treasury Bills	1,447	3.25 (1)	4.10	(4)	4,520	3.00	(1)	4.25	(4)
4.	364 Day Treasury Bills	2,028	3.10 (1)	4.10	(3)	2,322	3.55	(1)	4.10	(4)
IV. RBI : Repo £^		67,565	4.50	—		61,260	4.50		—
	: Reverse Repo !	—	—	—		—	—		—

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

! :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.

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