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PDF - Table 186 : Secondary Market Outright Transactions in Government Securities (Face Value) # (Part 3 of 7) ()
Date : Jan 19, 2001
Table 186 : Secondary Market Outright Transactions in Government Securities (Face Value) # (Part 3 of 7)
 
 
 
 
 
 
 
 
 
 

(Amount in Rs. crore)

  

Central Govt. Dated Securities Maturing in the Year

Week

 

1998-99

1999-00

2000-01

2001-02

2002-03^

2003-04

2004-05

2005-06

2006-07

2007-08

2008 &

Ended

 
 
 
 
 
 
 
 
 
 
 

above

1

 

2

3

4

5

6

7

8

9

10

11

12

1998-99

            

3-Apr-98

Amount

136

127

237

77

613

20

75

174

31

369

12

 

YTM% Min

9.0390

9.7141

9.4604

10.7467

10.7618

11.5620

11.2680

11.5972

12.0107

11.8128

12.1499

 

YTM% Max

12.0957

10.7802

11.2399

13.8150

11.5375

11.6687

11.8154

12.0409

12.0363

12.4419

12.1499

10-Apr-98

Amount

107

367

127

177

711

120

137

282

10

579

-

 

YTM% Min

7.7437

8.5404

10.1541

10.5637

10.7006

10.9925

11.2339

11.3567

11.7094

11.6944

-

 

YTM% Max

9.8053

10.4356

10.5906

10.8401

11.1596

11.4369

11.6005

11.6612

11.7094

11.9003

-

17-Apr-98

Amount

219

320

152

212

316

1959

78

163

1430

392

6

 

YTM% Min

8.0694

9.0680

10.1217

10.6165

10.8390

10.9664

11.2094

11.3883

11.6087

11.7079

12.1565

 

YTM% Max

9.5294

9.8212

10.3205

10.8480

11.0769

11.3156

11.5135

11.5568

11.8104

11.8649

12.1565

24-Apr-98

Amount

170

178

263

301

458

380

10

141

1376

334

0.23

 

YTM% Min

7.9108

8.8039

8.0060

10.5561

10.8549

11.0245

11.2763

11.4525

11.6354

11.7242

-

 

YTM% Max

9.4739

9.5168

10.4059

10.7806

11.2317

11.3150

11.2959

11.5995

11.7926

11.8735

-

1-May-98

Amount

75

98

300

118

418

411

-

181

678

393

0.5

 

YTM% Min

7.7693

8.2715

9.8500

10.4847

10.6761

10.8955

-

11.3380

11.5526

11.6437

-

 

YTM% Max

8.0785

9.4953

10.6412

10.6558

11.0219

11.3317

-

11.5592

11.7220

11.8529

-

8-May-98

Amount

124

236

196

245

219

262

113

176

546

343

1258

 

YTM% Min

7.1004

8.4176

9.9313

10.5498

10.8254

11.0276

11.2907

11.4606

11.5845

11.7469

11.8608

 

YTM% Max

8.7631

9.5702

10.5612

10.7660

10.9772

11.3591

11.3773

11.5846

11.7296

11.9880

12.0259

15-May-98

Amount

120

99

280

186

494

150

788

47

401

294

336

 

YTM% Min

8.1086

9.2438

10.1306

10.6496

10.8309

11.0538

11.4488

11.5290

11.7036

11.8134

11.8613

 

YTM% Max

12.3988

11.6635

12.0969

11.5614

12.1059

11.6403

12.1589

12.3013

12.4453

12.4980

12.1740

22-May-98

Amount

160

29

153

121

314

5

479

125

197

120

407

 

YTM% Min

9.5170

9.3528

10.6363

10.9509

11.2049

11.3650

11.5088

11.5560

11.7508

11.8459

11.9763

 

YTM% Max

11.0211

10.4325

11.1382

11.5284

11.4137

11.3650

11.9050

11.8649

12.0832

12.0947

12.1470

29-May-98

Amount

278

229

140

60

420

5

182

79

58

155

156

 

YTM% Min

10.2757

10.1560

10.7182

11.0072

11.2440

11.3650

11.6277

11.7697

11.9022

11.8816

11.7450

 

YTM% Max

11.4688

11.2460

11.3756

11.5174

12.2561

11.3650

12.2651

12.1083

12.0612

12.1200

12.0670

5-Jun-98

Amount

238

334

80

185

280

15

205

110

157

135

93

 

YTM% Min

8.7831

10.2383

11.1414

11.3520

11.3203

11.7263

11.7611

11.7788

11.8577

11.9620

11.7343

 

YTM% Max

10.7202

11.2079

11.3755

11.5145

11.6020

11.9010

12.1898

11.9195

12.0039

12.0385

11.7841

12-Jun-98

Amount

228

241

241

338

227

9

105

92

46

40

13

 

YTM% Min

8.8290

10.1694

11.0041

11.2973

11.4204

11.6894

12.1535

11.7931

11.8907

11.9706

11.7635

 

YTM% Max

10.3911

11.3298

11.2897

11.6674

11.7052

11.6894

12.1980

11.9697

12.0731

12.0091

11.7635

19-Jun-98

Amount

457

138

641

201

74

45

95

37

7

13

7

 

YTM% Min

7.8855

9.7260

10.8250

11.2398

11.4045

11.6450

11.8302

11.8696

11.9187

12.0840

11.7531

 

YTM% Max

10.2682

11.0977

11.3955

11.5512

11.5394

11.7696

12.2422

11.9091

11.9187

12.0840

11.7531

26-Jun-98

Amount

143

97

286

270

29

38

25

53

6

8

70

 

YTM% Min

9.3541

9.9144

10.9832

11.3132

11.4646

11.9122

12.2420

11.9367

-

-

11.8864

 

YTM% Max

10.2829

11.0174

11.3770

11.5546

11.5675

11.9122

12.2635

11.9367

-

-

12.0989

3-Jul-98

Amount

162

285

93

235

21

10

9

0.5

0.07

10

172

 

YTM% Min

8.8143

10.0616

11.0201

11.4078

-

11.7179

11.8763

-

-

12.0945

12.0978

 

YTM% Max

10.2561

14.2853

11.3582

11.5496

-

11.7271

11.8763

-

-

12.0945

12.1861

10-Jul-98

Amount

305

107

162

1358

53

465

10

1

11

2

110

 

YTM% Min

8.0248

10.0137

11.0055

11.4326

11.6552

11.7291

11.8572

-

11.9871

-

12.0828

 

YTM% Max

10.0669

14.6270

11.4708

11.6066

11.6908

11.7915

11.8572

-

12.0894

-

12.4807

17-Jul-98

Amount

502

260

152

397

19

211

15

19

21

31

63

 

YTM% Min

7.3514

9.8414

11.0916

11.4458

11.7190

11.7282

11.8549

11.8607

11.9811

12.0784

12.0823

 

YTM% Max

9.7180

10.6167

11.2242

11.6314

11.7190

11.9115

11.9595

11.8607

12.1224

12.1365

12.1947

24-Jul-98

Amount

280

444

160

994

51

35

65

6

0.22

42

86

 

YTM% Min

6.7484

9.4862

10.8920

11.4846

11.6132

11.7267

11.8676

11.9746

-

12.0574

12.0779

 

YTM% Max

9.6665

10.9539

11.2648

11.5543

11.7014

11.9202

11.9046

11.9746

-

12.0856

12.2659

31-Jul-98

Amount

337

304

508

739

285

96

280

5

25

43

165

 

YTM% Min

7.0632

9.4900

10.7706

11.4833

11.6327

11.7306

11.9354

11.9666

12.2334

12.1542

12.1514

 

YTM% Max

9.3234

10.7629

11.2059

11.5916

11.7028

11.9684

11.9498

11.9666

12.2334

12.1545

12.2962

7-Aug-98

Amount

203

433

401

1027

478

94

155

23

25

217

90

 

YTM% Min

6.9603

9.3958

10.7784

11.4071

11.6062

11.7292

11.8733

11.9591

12.2164

12.1252

12.1801

 

YTM% Max

9.1532

10.9693

11.3689

11.5442

11.7101

11.9559

11.9389

12.0034

12.2164

12.1539

12.2914

14-Aug-98

Amount

175

434

328

1181

614

173

1181

31

40

796

51

 

YTM% Min

8.4375

9.2266

10.5988

11.3502

11.4953

11.7418

11.8316

11.8403

12.0187

12.0871

12.1702

 

YTM% Max

9.0863

10.9577

11.4848

11.5261

11.6395

11.8938

11.8983

11.9399

12.1483

12.1605

12.2827

21-Aug-98

Amount

176

304

224

754

199

3082

131

252

8

135

16

 

YTM% Min

8.6077

9.3657

10.6469

11.4136

11.5770

11.7381

11.8212

11.9639

12.0169

12.1044

12.2336

 

YTM% Max

10.0537

10.6980

11.5268

12.0650

11.6586

11.8688

11.8971

11.9639

12.0169

12.1610

12.2336

28-Aug-98

Amount

1

35

117

247

8

2305

30

17

15

3

61

 

YTM% Min

-

11.1182

11.0319

11.5354

-

11.7686

11.9437

12.0880

12.1068

-

12.1975

 

YTM% Max

-

11.5176

11.3360

12.0758

-

11.8262

12.0300

12.1548

12.2084

-

12.2143

4-Sep-98

Amount

15

99

151

548

594

235

89

11

33

23

72

 

YTM% Min

9.9445

9.8321

10.8580

11.4505

11.6417

11.7114

11.8753

12.0859

12.1296

12.1363

12.1189

 

YTM% Max

9.9445

10.5226

11.6409

11.8769

11.6671

11.9176

11.9435

12.1376

12.1784

12.1621

12.2330

11-Sep-98

Amount

124

116

95

436

168

93

193

13

5

50

275

 

YTM% Min

10.2438

10.2570

11.1806

11.5107

11.6387

11.7720

11.9424

12.0802

12.1561

12.1489

12.1273

 

YTM% Max

10.6156

10.7133

11.5009

11.6702

11.6848

11.9873

11.9876

12.0802

12.1561

12.1996

12.2498

18-Sep-98

Amount

314

131

215

347

60

35

74

0.4

25

1

44

 

YTM% Min

10.3704

10.2439

11.1892

11.5374

11.6659

11.7868

11.9293

-

12.2611

-

12.2487

 

YTM% Max

10.7041

10.7639

11.3694

12.0105

11.7277

11.8787

12.0018

-

12.3496

-

12.2573


 
 
 
 
 
 
 

(Amount in Rs. crore)

Week

 

St. Govt.

Treasury Bills (Residual Maturity in Days)

RBI Open Market Operation*

Ended

 

Securities

Upto 14

15-91

92-182

183-364

Sales

Purchase

1

 

13

14

15

16

17

18

19

1998-99

        

3-Apr-98

Amount

20

481

423

60

65

165

0

 

YTM% Min

12.0864

3.9915

7.2354

8.0279

8.2274

  
 

YTM% Max

12.0864

9.4739

9.5741

9.5240

10.1513

  

10-Apr-98

Amount

12

58

416

-

130

46

0

 

YTM% Min

12.1021

1.8659

7.0807

-

7.9781

  
 

YTM% Max

12.1021

5.9826

8.1278

-

9.1749

  

17-Apr-98

Amount

12

364

86

221

3

1

0

 

YTM% Min

12.0600

6.9128

7.1803

7.7286

-

  
 

YTM% Max

12.0600

7.4810

7.9282

7.8783

-

  

24-Apr-98

Amount

13

198

336

106

60

2

0

 

YTM% Min

12.0007

6.1326

6.9797

7.5295

7.8284

  
 

YTM% Max

12.0007

8.9732

7.7287

8.4268

8.3271

  

1-May-98

Amount

5

117

94

374

54

0.10

0

 

YTM% Min

12.1222

5.7351

6.7813

7.1804

7.5294

  
 

YTM% Max

12.1222

7.5197

7.8287

7.6790

7.8285

  

8-May-98

Amount

40

155

74

54

20

0.36

0

 

YTM% Min

12.0077

3.9867

6.2323

7.0307

7.5294

  
 

YTM% Max

12.0422

6.2883

7.1302

7.5294

7.8784

  

15-May-98

Amount

88

115

238

5

32

3

0

 

YTM% Min

12.0002

5.4865

6.8811

7.8783

8.0279

  
 

YTM% Max

12.1553

10.9630

10.3712

7.8783

8.0279

  

22-May-98

Amount

1

189

525

21

7

5

0

 

YTM% Min

-

5.7366

6.2323

8.9754

9.9726

  
 

YTM% Max

-

7.8798

11.2194

10.7205

9.9726

  

29-May-98

Amount

160

239

144

10

-

25

0

 

YTM% Min

12.1359

4.9877

8.8754

9.5237

-

  
 

YTM% Max

12.2493

9.9697

10.2222

9.9226

-

  

5-Jun-98

Amount

15

292

212

21

-

5

0

 

YTM% Min

-

5.3342

5.9841

9.2744

-

  
 

YTM% Max

-

6.2825

9.1249

9.3743

-

  

12-Jun-98

Amount

64

133

172

32

-

8

0

 

YTM% Min

12.1197

5.9825

7.2306

9.3244

-

  
 

YTM% Max

12.1560

6.9803

8.9754

9.5237

-

  

19-Jun-98

Amount

15

287

240

40

-

0.37

0

 

YTM% Min

12.1435

4.4885

5.6844

8.7261

-

  
 

YTM% Max

12.1435

7.2311

8.2274

9.4740

-

  

26-Jun-98

Amount

0.02

150

74

139

10

0.34

0

 

YTM% Min

-

4.9864

7.3791

8.8758

9.4740

  
 

YTM% Max

-

7.9781

8.7261

9.3742

9.8230

  

3-Jul-98

Amount

3

396

167

5

-

0.36

0

 

YTM% Min

-

6.7303

6.5819

8.8257

-

  
 

YTM% Max

-

8.5924

7.9784

8.8257

-

  

10-Jul-98

Amount

0.5

130

159

46

5

1155

0

 

YTM% Min

-

5.3329

6.5822

8.7259

9.6235

  
 

YTM% Max

-

7.4782

8.3770

9.0253

9.6235

  

17-Jul-98

Amount

3

451

271

26

112

214

0

 

YTM% Min

-

5.1695

6.3319

7.9282

8.9753

  
 

YTM% Max

-

6.5816

8.1278

7.9783

9.2247

  

24-Jul-98

Amount

0.38

628

449

-

237

28

0

 

YTM% Min

-

5.8826

6.2832

-

8.8516

  
 

YTM% Max

-

7.2323

7.8786

-

9.1250

  

31-Jul-98

Amount

1

808

403

15

-

45

0

 

YTM% Min

-

4.4778

6.3331

7.7787

-

  
 

YTM% Max

-

7.9768

7.7289

8.4766

-

  

7-Aug-98

Amount

15

639

278

-

126

343

0

 

YTM% Min

12.2048

5.8826

6.4817

-

8.8756

  
 

YTM% Max

12.2048

6.7256

7.7055

-

9.0153

  

14-Aug-98

Amount

37

685

321

30

-

1746

0

 

YTM% Min

12.2135

4.4863

5.6845

7.4098

-

  
 

YTM% Max

12.2194

6.0807

8.1774

7.4796

-

  

21-Aug-98

Amount

20

523

282

5

317

2549

0

 

YTM% Min

12.2036

5.4845

6.3816

8.1775

8.9255

  
 

YTM% Max

12.4502

7.9781

13.9618

8.1775

9.0152

  

28-Aug-98

Amount

47

66

103

-

10

2261

0

 

YTM% Min

12.2961

6.9733

7.9783

-

9.5738

  
 

YTM% Max

12.4453

11.9664

11.9668

-

9.9726

  

4-Sep-98

Amount

48

75

262

-

-

543

0

 

YTM% Min

12.1526

5.9847

8.7260

-

-

  
 

YTM% Max

12.3721

8.4788

10.2222

-

-

  

11-Sep-98

Amount

56

136

52

-

62

104

0

 

YTM% Min

12.1565

6.9803

8.4763

-

9.3244

  
 

YTM% Max

12.2119

8.9930

9.2749

-

9.4739

  

18-Sep-98

Amount

43

196

142

-

257

3

0

 

YTM% Min

12.2573

7.4788

9.0249

-

9.4740

  
 

YTM% Max

12.2573

9.6745

9.5939

-

9.5737

 
 

#

As reported in SGL Accounts at RBI, Mumbai.

*

RBI’s sales and purchases include transactions in other offices also.

^

While Face Value transacted for 6.00% Capital Indexed Bond 2002 has been included in the amount for the maturity year 2002-03, YTMs (% Indicative) have not been included in YTM% Minimum and YTM% Maximum.

Note : Minimum and Maximum YTMs (% Indicative) include transactions of standard lot size (Rs. 5 crore or more) only.