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

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Date: July 31, 2004

(Amount in Rs. crore)

			For the Week Ended Jul. 16, 2004				For the Week Ended Jul. 23, 2004
*Item*			Amount	YTM (%PA) Indicative**			Amount	YTM (%PA) Indicative**
				Minimum	Maximum			Minimum		Maximum
1			2	3	4		5	6			7
I.	OutrightTransactions
1.	Govt. of India Dated Securities
		Maturing in the year
		2004-05	—	—		—	130	4.3945		4.5349
		2005-06	40	4.7771	4.9597		40	4.8315		4.8548
		2006-07	410	4.5491	5.0907		529	4.9844		5.1367
		2007-08	85	5.2854	5.3295		518	5.3103		5.3659
		2008-09	195	5.3750	5.7310		170	5.4469		5.8460
		2009-10	195	5.4367	5.9633		310	5.4897		6.0275
		2010-13	1,066	5.6191	6.1351		1,719	5.6361		6.1434
		2013-14	300	5.8484	6.2409		265	5.9207		6.0939
		Beyond 2014	7,390	4.5390	6.6575		9,097	4.5445		6.5820
2.	State Government Securities		634	5.5000	6.3650		805	5.6972		6.4150
3.	Treasury Bills (Residual Maturity in Days)
		(a) Upto 14 Days	229	3.9976	4.3507		257	4.2487		4.8551
		(b) 15 - 91 Days	3,529	4.2324	4.5022		2,583	4.2045		4.5991
		(c) 92 - 182 Days	8	4.5301		—	9		—		—
		(d) 183 - 364 Days	747	4.4899	4.6301		961	4.5501		4.6371
II.		*RBI : Sales**	22				6
		:Purchase	—				—
III.Repo Transactions £ (Other than with RBI)
			Amount	Rates (%PA)			Amount		Rates (%PA)
				Minimum	Maximum			Minimum		Maximum
	1.	Govt. of India Dated Securities	28,279	3.30 (1)	4.60	(7)	22,132	2.75	(1)	4.60	(7)
	2.	State Govt. Securities	187	3.95 (2)	4.05	(3)	238	4.00	(1)	4.10	(3)
	3.	91 Day Treasury Bills	4,943	3.90 (1)	4.30	(6)	4,899	3.00	(1)	4.20	(4)
	4.	364 Day Treasury Bills	3,432	3.85 (1)	4.10	(6)	3,889	3.60	(1)	4.15	(4)
IV. RBI : Repo £^			58,790	4.50	—		55,110	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.