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

(Amount in Rs. crore)

  

Central Govt. Dated Securities Maturing in the Year

Week

 

2000-01

2001-02

2002-03^

2003-04

2004-05

2005-06

2006-07

2007-08

2008-09

2009-10

2010 &

Ended

 
 
 
 
 
 
 
 
 
 
 

above

1

 

2

3

4

5

6

7

8

9

10

11

12

2000-01

            

7-Apr-00

Amount

404

676

611

670

848

98

360

335

2183

438

3001

 

YTM% Min

9.3742

9.4704

9.6573

9.8538

9.9035

10.0021

10.0770

10.0685

10.1012

10.3428

10.4379

 

YTM% Max

10.9110

10.2613

10.3002

10.5466

10.2670

10.0634

10.4398

10.6181

10.8037

10.6977

11.0990

14-Apr-00

Amount

514

1000

370

310

475

40

101

291

1282

1743

2673

 

YTM% Min

8.2833

9.4700

9.5971

9.7176

9.8040

9.9036

9.9552

10.0457

10.1178

10.2072

10.2896

 

YTM% Max

9.8212

9.6697

9.7257

9.9195

9.9335

9.9600

10.1184

10.2945

10.3255

10.4474

10.9713

21-Apr-00

Amount

711

814

561

500

455

265

415

168

815

1656

1826

 

YTM% Min

8.5262

9.4525

9.5612

9.6706

9.7809

9.8693

9.9703

10.0717

10.1490

10.2054

10.3024

 

YTM% Max

9.4765

9.5589

9.6793

9.8247

9.8933

9.9181

10.0263

10.1137

10.2428

10.3256

10.9592

28-Apr-00

Amount

551

920

830

948

886

1603

445

317

650

942

3431

 

YTM% Min

8.5665

9.2787

9.4027

9.5624

9.7033

9.8163

9.9279

10.0460

10.1789

10.2616

10.2261

 

YTM% Max

9.5725

9.5214

9.6293

9.8105

9.8341

10.0542

10.2603

10.1976

10.2715

10.3506

10.7362

5-May-00

Amount

380

721

350

672

660

1288

320

199

544

979

2785

 

YTM% Min

8.6364

9.2542

9.4051

9.5542

9.6789

9.8058

9.9121

10.0320

10.1642

10.2700

10.3704

 

YTM% Max

9.4070

9.3588

9.5790

9.7637

9.7888

10.0697

10.0172

10.1610

10.3633

10.4944

10.7722

12-May-00

Amount

459

1392

755

1231

698

1645

284

107

1054

1002

1990

 

YTM% Min

8.1457

9.1417

9.3265

9.4277

9.6487

9.7752

9.9187

10.0654

10.2240

10.3383

10.4831

 

YTM% Max

9.2789

9.3575

9.4939

9.6934

9.7499

10.0250

9.9733

10.1435

10.3501

10.4877

10.8420

19-May-00

Amount

320

672

456

1680

400

631

1175

140

497

414

1237

 

YTM% Min

8.5178

9.2005

9.3647

9.4578

9.6453

9.7954

9.9189

10.0833

10.2794

10.3857

10.5187

 

YTM% Max

9.3194

9.3685

9.4296

9.6936

9.7540

10.0354

10.2798

10.1144

10.3488

10.4853

10.8607

26-May-00

Amount

484

1618

645

1342

231

600

730

96

565

663

659

 

YTM% Min

7.5140

9.2782

9.4035

9.4794

9.6910

9.8173

9.9365

10.1441

10.3103

10.4326

10.5334

 

YTM% Max

10.2207

10.0555

10.0972

10.1697

9.9017

10.1245

10.2958

10.2070

10.6306

10.8836

11.2039

2-Jun-00

Amount

436

1336

826

1035

560

476

327

90

161

400

2099

 

YTM% Min

8.7593

9.4207

9.5350

9.6548

9.8207

9.8711

10.0105

10.3359

10.4664

10.5536

10.8242

 

YTM% Max

9.6945

9.9897

10.1187

10.0300

10.0252

10.0874

10.2199

10.4085

10.6476

10.8271

11.1913

9-Jun-00

Amount

344

497

388

592

280

297

110

47

80

122

989

 

YTM% Min

9.2939

9.5029

9.5946

9.7159

9.8642

9.9077

10.1588

10.4402

10.5971

10.7034

10.7034

 

YTM% Max

9.9491

10.0138

10.0066

10.2135

10.1204

10.1725

10.2370

10.7986

10.8617

10.9704

11.2829

16-Jun-00

Amount

86

337

157

368

91

126

227

1660

42

61

531

 

YTM% Min

9.3295

9.6609

9.8745

9.9704

10.0910

10.1192

10.4920

10.6711

10.8619

10.9417

10.8692

 

YTM% Max

9.9544

9.9219

10.0361

10.2059

10.2334

10.2906

10.5767

10.8105

10.9900

11.0836

11.2963

23-Jun-00

Amount

224

447

185

728

300

222

254

2089

23

219

305

 

YTM% Min

9.3590

9.6154

9.7869

9.9137

10.0780

10.1222

10.4625

10.6806

10.7944

10.9143

10.9502

 

YTM% Max

10.6380

9.9131

9.9754

10.2089

10.2659

10.5713

10.5679

10.8314

10.8174

11.0832

11.2961

30-Jun-00

Amount

451

397

185

411

105

96

304

1562

11

317

525

 

YTM% Min

10.0184

9.5901

9.7563

9.9352

10.1325

10.1493

10.4503

10.6415

10.8386

10.9119

11.1301

 

YTM% Max

10.7072

9.8012

9.8770

10.1274

10.2352

10.3902

10.5893

10.7439

10.8386

11.0575

11.2829

7-Jul-00

Amount

765

702

1245

1250

346

301

767

2536

115

1093

922

 

YTM% Min

6.9650

9.4520

9.6240

9.7880

10.0379

9.9992

10.3773

10.5494

10.7076

10.8244

10.9620

 

YTM% Max

9.9802

9.6372

9.8240

10.0717

10.1470

10.3090

10.4836

10.6726

10.8264

10.9998

11.2098

14-Jul-00

Amount

167

385

896

588

270

1467

655

1373

52

503

414

 

YTM% Min

8.1399

9.4384

9.6327

9.7861

10.0108

10.0989

10.3460

10.5389

10.6915

10.8096

10.9435

 

YTM% Max

9.6223

9.5674

9.7122

10.0419

10.1216

10.2771

10.4597

10.6155

10.7805

10.9585

11.1772

21-Jul-00

Amount

180

318

1118

746

250

1815

350

2009

35

624

2109

 

YTM% Min

7.6830

9.4429

9.6205

9.7683

9.9799

10.1212

10.2843

10.4608

10.6043

10.7279

10.8641

 

YTM% Max

9.5323

9.7824

9.9299

10.2689

10.3614

10.3614

10.5327

10.7147

10.6715

10.9511

11.1653

28-Jul-00

Amount

598

564

618

1672

365

221

3366

2374

246

512

2292

 

YTM% Min

9.5890

9.7209

9.8494

10.2133

10.2472

10.2899

10.8800

10.6498

11.1345

10.9684

11.1260

 

YTM% Max

12.2500

10.9538

10.8916

11.1938

11.1967

11.2528

11.3046

11.3571

11.3706

11.4655

11.5443

4-Aug-00

Amount

187

193

275

836

300

299

3087

1141

5

45

2046

 

YTM% Min

9.9689

10.1718

10.3896

10.5559

10.7530

10.8091

10.9565

11.0328

11.2038

11.2067

10.9508

 

YTM% Max

11.1097

10.6269

10.7545

10.9559

11.0179

11.0742

11.1843

11.1666

11.2038

11.2996

11.5670

11-Aug-00

Amount

287

316

405

1285

186

127

348

2

25

188

271

 

YTM% Min

10.6452

10.6365

10.6997

10.8202

10.9455

11.0006

11.0913

-

11.1579

11.4123

11.2592

 

YTM% Max

11.5330

11.2933

11.0470

11.0857

11.1620

11.2133

11.2110

-

11.3305

11.5560

11.6063

18-Aug-00

Amount

140

307

576

1019

205

243

773

2

31

114

110

 

YTM% Min

11.1675

10.5314

10.5532

10.6604

10.7725

10.8733

10.9736

-

11.2133

11.3201

11.2032

 

YTM% Max

11.8637

10.9468

10.9748

11.0562

11.0161

11.1951

11.1617

-

11.3229

11.4958

11.5784

25-Aug-00

Amount

183

158

475

914

155

38

496

-

-

251

1131

 

YTM% Min

11.2629

10.5677

10.5567

10.6856

10.8161

10.8761

10.9657

-

-

11.3467

11.4199

 

YTM% Max

12.1558

10.9487

11.0005

11.0067

11.1205

11.1124

11.1721

-

-

11.4925

11.6075

1-Sep-00

Amount

368

226

200

1082

226

78

663

27

5

48

241

 

YTM% Min

10.3822

10.7662

10.7519

10.7724

10.8995

10.9340

11.0163

11.2490

11.4776

11.3736

11.2422

 

YTM% Max

13.9035

11.0083

10.9981

11.0235

11.0358

11.2389

11.3049

11.2531

11.4776

11.4189

11.7249

8-Sep-00

Amount

104

337

695

1199

206

125

641

7

2560

53

82

 

YTM% Min

11.1190

10.5227

10.5457

10.6611

10.8438

10.9318

11.0600

11.3386

11.3698

11.4645

11.1345

 

YTM% Max

13.2372

10.8840

10.8254

10.9572

10.9446

11.0470

11.3087

11.3386

11.5363

11.5614

11.5943

15-Sep-00

Amount

321

260

360

1041

230

96

534

20

3730

49

134

 

YTM% Min

10.6578

10.4657

10.5308

10.6554

10.7658

10.9163

11.0172

11.2324

11.3309

11.4463

11.2278

 

YTM% Max

11.4777

10.8460

10.8239

10.8394

10.9211

11.0171

11.1953

11.2430

11.4426

11.5085

11.6466


 
 
 
 
 
 
 

(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

2000-01

        

7-Apr-00

Amount

7

103

478

47

766

27

5

 

YTM% Min

11.0447

5.3880

7.4797

8.3769

8.8457

  
 

YTM% Max

11.0447

8.9289

9.3804

9.4740

9.4241

  

14-Apr-00

Amount

0.49

61

211

165

151

0

0

 

YTM% Min

-

5.9816

6.7815

7.9781

9.1249

  
 

YTM% Max

-

7.6285

8.0778

8.9753

9.2047

  

21-Apr-00

Amount

14

91

320

25

153

14

0

 

YTM% Min

10.5708

6.2326

7.3301

8.4268

9.1249

  
 

YTM% Max

10.5708

6.9826

8.4267

8.9256

9.2745

  

28-Apr-00

Amount

105

205

447

139

795

0

0

 

YTM% Min

10.4607

4.9848

7.4790

8.3970

8.8757

  
 

YTM% Max

10.5839

8.2268

8.3771

8.8758

9.2746

  

5-May-00

Amount

92

201

346

96

307

0

0

 

YTM% Min

9.9335

6.4830

7.4303

8.2274

8.7260

  
 

YTM% Max

10.6784

7.6812

8.2775

8.6264

9.3244

  

12-May-00

Amount

57

130

237

96

497

0

0

 

YTM% Min

10.5076

6.9803

6.9815

8.0976

8.8757

  
 

YTM% Max

10.6381

7.3319

8.3770

8.5764

9.2786

  

19-May-00

Amount

9

74

122

16

279

0

0

 

YTM% Min

10.5531

6.5302

7.4299

8.5267

8.8757

  
 

YTM% Max

10.5531

7.6283

8.5266

8.5763

9.2246

  

26-May-00

Amount

24

182

86

73

802

302

0

 

YTM% Min

10.7969

6.9304

7.9790

8.8755

8.9255

  
 

YTM% Max

10.8121

8.9765

9.0751

9.2746

9.6735

  

2-Jun-00

Amount

11

310

231

99

468

1663

0

 

YTM% Min

-

6.7329

8.4568

8.6263

8.7758

  
 

YTM% Max

-

8.3281

8.6762

9.3244

9.3443

  

9-Jun-00

Amount

7

292

379

85

116

16

0

 

YTM% Min

-

6.9319

7.2294

8.8856

9.1948

  
 

YTM% Max

-

9.9726

9.3246

9.3743

9.5139

  

16-Jun-00

Amount

10

105

64

26

177

8

0

 

YTM% Min

-

7.7275

7.9777

9.1748

9.5338

  
 

YTM% Max

-

8.9743

9.4739

9.4242

9.6734

  

23-Jun-00

Amount

2

45

86

38

190

0

0

 

YTM% Min

-

8.9754

8.8755

8.5764

9.5737

  
 

YTM% Max

-

11.1243

10.1722

9.6733

9.8231

  

30-Jun-00

Amount

4

13

55

27

155

0.29

0

 

YTM% Min

-

8.5774

8.6010

9.0157

9.3543

  
 

YTM% Max

-

8.9749

10.1216

9.5238

9.6847

  

7-Jul-00

Amount

72

110

1423

58

353

1437

0

 

YTM% Min

10.8797

7.2279

7.7880

8.8755

9.0750

  
 

YTM% Max

11.0507

7.9781

9.2244

9.1747

9.6235

  

14-Jul-00

Amount

18

121

207

36

181

456

0

 

YTM% Min

11.0534

6.5798

7.3858

8.9525

9.2283

  
 

YTM% Max

11.1537

7.7295

8.9753

9.1748

9.5039

  

21-Jul-00

Amount

16

220

107

42

237

539

0

 

YTM% Min

11.0027

4.5881

7.5790

8.7259

9.1747

  
 

YTM% Max

11.0901

8.6269

8.6764

9.0750

9.3930

  

28-Jul-00

Amount

49

276

209

51

528

4962

1428

 

YTM% Min

11.2993

6.4815

7.7287

9.7730

9.2247

  
 

YTM% Max

11.3825

8.7246

11.9672

10.1196

10.4712

  

4-Aug-00

Amount

31

237

178

27

614

927

1716

 

YTM% Min

11.2469

6.8501

7.9787

9.4130

10.0922

  
 

YTM% Max

11.2987

10.4709

9.5735

10.3716

10.3715

  

11-Aug-00

Amount

246

161

352

18

247

0

100

 

YTM% Min

11.6704

7.6016

8.9752

10.4711

10.3369

  
 

YTM% Max

11.8451

11.4732

12.4663

10.4711

10.8701

  

18-Aug-00

Amount

120

159

394

18

196

25

0

 

YTM% Min

11.6834

6.7329

9.9732

10.9697

10.5211

  
 

YTM% Max

11.7290

14.9545

11.4691

10.9697

10.6806

  

25-Aug-00

Amount

139

72

210

95

1079

937

937

 

YTM% Min

11.6727

8.9754

10.7923

10.3217

10.5268

  
 

YTM% Max

11.7727

14.4647

12.0665

11.0197

10.9699

  

1-Sep-00

Amount

80

163

143

339

361

175

175

 

YTM% Min

11.7846

7.8486

8.9753

10.2005

10.6840

  
 

YTM% Max

11.8192

14.7113

11.4686

11.0198

11.0883

  

8-Sep-00

Amount

32

107

82

15

746

0

0

 

YTM% Min

11.7758

9.8264

9.2403

10.3577

10.4522

  
 

YTM% Max

11.8017

11.9661

10.9691

10.4476

10.8067

  

15-Sep-00

Amount

27

89

162

73

694

1313

0

 

YTM% Min

11.7478

7.6382

9.2403

10.2923

10.4713

  
 

YTM% Max

11.7479

10.4695

11.0191

10.5210

10.7903

 
 

 
 
 
 
 
 
 
 
 
 

(Amount in Rs. crore)

  

Central Govt. Dated Securities Maturing in the Year

Week

 

2000-01

2001-02

2002-03^

2003-04

2004-05

2005-06

2006-07

2007-08

2008-09

2009-10

2010 &

Ended

 
 
 
 
 
 
 
 
 
 
 

above

1

 

2

3

4

5

6

7

8

9

10

11

12

2000-01

            

22-Sep-00

Amount

62

99

861

493

310

152

376

17

2168

25

119

 

YTM% Min

10.6450

10.5877

10.5826

10.7864

10.8262

10.9138

11.0258

11.3819

11.2960

11.5291

10.7857

 

YTM% Max

11.4925

11.0634

11.0604

11.0889

11.2177

11.2238

11.4500

11.4763

11.6411

11.6120

11.6387

29-Sep-00

Amount

41

504

793

1582

120

122

176

1

1909

37

25

 

YTM% Min

9.9669

10.5589

10.5584

10.6635

10.8532

10.9291

11.0766

-

11.2999

11.4559

-

 

YTM% Max

11.0880

10.7926

10.7033

11.0855

10.9749

11.0056

11.3707

-

11.5243

11.5089

-

6-Oct-00

Amount

0.04

262

340

1190

142

132

136

5

3099

38

5

 

YTM% Min

-

10.4026

10.4560

10.6246

10.7853

10.8435

11.0369

11.3418

11.3368

11.5132

-

 

YTM% Max

-

10.7124

10.6710

10.7722

10.8882

10.9859

11.2009

11.3418

11.5534

11.5960

-

13-Oct-00

Amount

10

236

330

1374

95

115

484

4

2722

-

2920

 

YTM% Min

10.3673

10.2559

10.3969

10.5296

10.6860

10.7621

10.9560

-

11.3412

-

10.9373

 

YTM% Max

10.3673

10.5483

10.6486

10.8165

10.9018

10.8667

11.3522

-

11.5419

-

11.7559

20-Oct-00

Amount

22

184

459

784

80

67

270

15

1704

16

1024

 

YTM% Min

10.5331

10.3938

10.4704

10.5814

10.7172

10.8134

11.0008

11.3583

11.4076

11.4900

11.4914

 

YTM% Max

10.5331

10.7377

10.6328

10.8234

10.8145

11.0287

11.1374

11.3838

11.5201

11.5090

11.7381

27-Oct-00

Amount

31

96

260

552

30

105

447

0.1

2165

35

1381

 

YTM% Min

10.3688

10.3494

10.4505

10.5679

10.7378

10.7882

10.9745

-

11.3700

11.4893

10.8569

 

YTM% Max

10.3945

10.4519

10.6159

10.6868

10.7522

11.1601

11.0125

-

11.4883

11.5244

11.7123


 
 
 
 
 
 
 

(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

2000-01

        

22-Sep-00

Amount

17

116

186

123

830

21

0

 

YTM% Min

11.6880

6.6316

9.5730

10.4214

10.4214

  
 

YTM% Max

11.7515

9.9754

10.7626

10.8734

11.1693

  

29-Sep-00

Amount

11

331

749

262

631

1

0

 

YTM% Min

-

6.6770

9.4801

10.0723

10.4338

  
 

YTM% Max

-

10.7232

10.4713

10.6614

10.7396

  

6-Oct-00

Amount

83

169

207

111

959

37

0

 

YTM% Min

11.9640

8.3106

9.0746

9.9827

10.2718

  
 

YTM% Max

11.9889

10.0714

10.2725

10.3574

10.6706

  

13-Oct-00

Amount

16

272

276

51

714

0

0

 

YTM% Min

-

8.1134

8.8396

9.8013

10.1113

  
 

YTM% Max

-

9.7213

10.9200

10.3046

10.7106

  

20-Oct-00

Amount

13

189

295

122

778

29

0

 

YTM% Min

-

7.1091

9.0433

9.7819

10.2291

  
 

YTM% Max

-

9.7238

10.3812

10.3116

10.6705

  

27-Oct-00

Amount

67

87

170

55

328

0

0

 

YTM% Min

11.8394

7.3131

9.1182

9.8231

10.1721

  
 

YTM% Max

11.9405

8.5782

9.8228

10.1221

10.4014

 
 

#

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.