Publications

PDF - Table 189 :Secondary Market Outright Transactions in Government Securities (Face Value) (Part 1 of 9) ()
Date : Jan 08, 2002
Table 189 :Secondary Market Outright Transactions in Government Securities (Face Value) (Part 1 of 9)
          

(Amount in Rupees crore)

Week

 

Central Govt. Dated Securities Maturing in the Year

Ended

 

1997-98

1998-99

1999-00

2000-01

2001-02

2002-03^

2003-04

2004-05

2005-06

2006-07

2007 &

            

above

1

 

2

3

4

5

6

7

8

9

10

11

12

1997-98

            

4-Apr-97

Amount

122

370

338

638

123

165

67

2

238

14

0.49

 

YTM% Min

9.2072

9.6597

11.5007

12.4363

12.5924

12.7561

13.1684

-

13.0108

13.1559

-

 

YTM% Max

9.7342

12.4043

12.9943

13.1447

13.1626

13.2777

13.4329

-

13.5392

13.1559

-

11-Apr-97

Amount

408

179

455

324

165

689

26

-

237

17

-

 

YTM% Min

4.6776

9.3022

11.0158

11.8706

12.0639

12.1736

12.8783

-

12.6501

13.0656

-

 

YTM% Max

11.0412

11.5683

12.5825

12.8501

12.8083

12.9655

13.1113

-

13.3462

13.1194

-

18-Apr-97

Amount

206

383

121

82

75

418

65

1

30

0.32

-

 

YTM% Min

3.1491

8.6147

10.2727

11.3211

11.8518

12.0733

12.7164

-

12.9680

-

-

 

YTM% Max

9.5548

11.0823

12.0001

12.7911

12.8268

12.6816

12.8623

-

13.0154

-

-

25-Apr-97

Amount

307

808

275

347

213

496

78

11

94

67

1294

 

YTM% Min

5.8950

8.5043

9.4322

10.6787

10.9804

11.3282

12.0595

12.1149

12.2143

12.3841

12.6912

 

YTM% Max

8.6285

10.4114

11.0643

11.9758

11.9957

12.1752

12.6606

12.1732

12.9057

12.9559

13.0498

2-May-97

Amount

593

214

114

55

71

198

52

-

50

10

301

 

YTM% Min

6.7166

8.9328

10.5375

11.0042

11.3119

11.3962

12.3295

-

12.4005

12.6303

12.7343

 

YTM% Max

8.1215

10.4059

11.2782

12.1733

11.9655

12.3042

12.5758

-

12.6619

12.7348

12.9303

9-May-97

Amount

135

142

179

180

41

94

23

-

23

7

188

 

YTM% Min

7.2845

10.1177

11.2259

11.6327

12.0419

12.2378

12.6812

-

12.6470

12.8073

12.9174

 

YTM% Max

8.8889

11.2256

12.1618

12.5421

12.3267

12.6931

12.9399

-

12.7766

12.8073

13.0291

16-May-97

Amount

164

120

122

89

70

1081

60

-

15

-

116

 

YTM% Min

6.7932

9.9894

10.9685

11.8809

11.9859

12.2610

12.6760

-

12.5387

-

12.9052

 

YTM% Max

7.3962

11.6847

11.7253

12.2909

12.2237

12.6894

12.7704

-

12.7482

-

12.9378

23-May-97

Amount

60

83

139

75

12

335

53

-

0.5

0.07

75

 

YTM% Min

6.2505

9.6074

10.9060

11.8649

12.1365

12.0739

12.5987

-

-

-

12.8640

 

YTM% Max

7.3399

10.7234

11.6129

12.3303

12.1519

12.6327

12.7028

-

-

-

12.9180

30-May-97

Amount

91

38

66

1747

15

222

53

-

102

-

172

 

YTM% Min

6.2999

9.7893

11.2816

11.8326

12.1227

12.4506

12.5793

-

12.4531

-

12.8444

 

YTM% Max

6.7143

11.0921

12.2147

12.4005

12.4450

12.6145

12.6330

-

12.7618

-

12.8971

6-Jun-97

Amount

306

249

90

1472

116

519

34

-

22

0.08

145

 

YTM% Min

6.4272

9.4985

11.0532

11.6619

12.1549

12.2793

12.6283

-

12.7960

-

12.7718

 

YTM% Max

9.6103

11.3029

11.8587

12.3851

12.5062

12.6358

12.7205

-

12.8329

-

12.9507

13-Jun-97

Amount

146

214

202

865

40

364

25

-

5

3

145

 

YTM% Min

7.7591

9.5011

10.8405

11.7261

12.1554

12.1826

12.5610

-

12.8920

-

12.7714

 

YTM% Max

9.4282

10.9653

11.4877

12.1823

12.1721

12.5413

12.6081

-

12.8920

-

12.9513

20-Jun-97

Amount

72

186

47

647

105

260

153

297

18

6

98

 

YTM% Min

7.3680

9.2739

10.6926

11.6232

11.9552

12.1433

12.3782

12.3826

12.2639

12.6865

12.6629

 

YTM% Max

8.0529

10.5969

11.0291

12.0056

12.1484

12.3933

12.5453

12.5788

12.5219

12.6865

12.7829

27-Jun-97

Amount

175

300

205

914

173

100

238

624

20

2

144

 

YTM% Min

5.9389

9.0138

10.3415

11.3478

11.7324

12.0707

12.2235

12.2736

12.4160

-

12.5034

 

YTM% Max

9.2985

10.4074

11.3143

11.9318

11.9555

13.7495

12.5790

12.5882

12.5810

-

12.6891

4-Jul-97

Amount

159

245

66

533

66

140

43

678

31

5

106

 

YTM% Min

8.0403

8.9654

10.2640

11.0659

11.6243

12.0132

12.3891

12.4047

12.3744

12.4994

12.5551

 

YTM% Max

8.4761

10.2334

11.1408

11.7337

11.7422

12.2188

12.4336

12.5330

12.5467

12.4994

12.5818

11-Jul-97

Amount

351

660

371

1314

20

313

250

1350

13

-

184

 

YTM% Min

6.7167

8.2817

9.9592

10.6923

11.5843

11.8508

12.1653

12.2388

12.4416

-

12.3699

 

YTM% Max

8.6749

11.5299

11.4100

11.6276

11.6617

12.2238

12.3779

12.5573

12.4416

-

12.8024

18-Jul-97

Amount

97

295

162

622

90

317

212

1093

-

-

58

 

YTM% Min

6.3235

7.8108

9.2524

10.3322

10.8934

11.3344

11.6034

11.7041

-

-

11.8985

 

YTM% Max

6.9459

9.7174

10.8603

11.1392

11.4915

11.9380

12.1674

12.2597

-

-

12.3698

25-Jul-97

Amount

80

312

256

1029

75

493

1735

1139

30

51

325

 

YTM% Min

3.8152

7.6701

8.8491

9.9882

10.6101

10.9220

11.3518

11.5080

11.7623

11.7520

11.6591

 

YTM% Max

6.5349

9.0179

9.8314

10.8409

11.1272

11.7261

11.7204

12.0414

11.8852

11.9367

11.9994

1-Aug-97

Amount

38

148

35

857

1057

330

592

1013

25

41

54

 

YTM% Min

6.3068

7.6978

8.9244

10.0734

10.5831

10.8397

11.1439

11.3197

11.5007

11.4929

11.6382

 

YTM% Max

7.7047

8.8510

9.8543

10.6470

10.8306

11.2179

11.5197

11.5749

11.6994

11.7516

11.7807

8-Aug-97

Amount

147

192

30

919

687

418

472

1005

33

10

65

 

YTM% Min

6.2813

7.9227

9.2133

10.1756

10.5597

10.7737

11.0799

11.2307

11.4122

11.4665

11.4807

 

YTM% Max

6.7296

9.0487

10.6229

10.6364

10.6952

11.1243

11.2364

11.3447

11.4866

11.6654

11.7662

15-Aug-97

Amount

13

73

25

358

545

114

303

1291

1754

20

79

 

YTM% Min

6.9688

8.2526

9.3384

10.2717

10.6104

10.7485

10.9417

11.0415

11.0794

11.2464

11.2367

 

YTM% Max

6.9688

9.1024

9.6029

10.6340

10.6506

11.0519

11.1859

11.2499

11.1322

11.4467

11.5739

22-Aug-97

Amount

81

150

25

204

345

55

265

738

265

-

113

 

YTM% Min

6.6918

8.4608

9.5615

10.3227

10.6210

10.7699

10.9659

11.0603

11.0781

-

11.2599

 

YTM% Max

8.7980

9.3170

9.8824

10.6951

10.9962

11.0592

11.1988

11.2662

11.2139

-

11.3328

29-Aug-97

Amount

5

65

35

304

139

236

176

266

73

5

30

 

YTM% Min

8.8411

8.5490

10.2595

10.3161

10.7334

11.0100

11.1157

11.2227

11.1498

-

11.3067

 

YTM% Max

8.8411

9.2011

10.9389

11.4551

11.4786

11.6898

11.7603

11.7759

11.5609

-

11.7248

5-Sep-97

Amount

10

240

30

496

90

1947

201

301

128

11

106

 

YTM% Min

8.7586

8.2720

10.1424

10.6209

10.8019

11.0126

11.1143

11.2832

11.1392

11.5005

11.5010

 

YTM% Max

8.7586

9.9924

10.5160

11.1303

11.1750

11.4820

11.4462

11.7046

11.2840

11.5005

11.6405

12-Sep-97

Amount

1

166

65

146

40

212

120

151

21

-

7

 

YTM% Min

-

8.2067

10.2127

10.7587

10.9872

11.1350

11.2772

11.4254

11.1958

-

-

 

YTM% Max

-

10.2352

10.6976

11.1040

11.2180

11.2579

11.5964

11.7081

11.6915

-

-

19-Sep-97

Amount

-

110

81

191

85

63

23

289

12

5

31

 

YTM% Min

-

8.6057

10.2596

10.7771

11.0519

11.1469

11.3906

11.5480

11.9177

11.9264

11.9475

 

YTM% Max

-

10.3822

10.8610

11.2378

11.1578

11.5001

11.6072

11.9312

12.1404

11.9264

12.0250

26-Sep-97

Amount

-

121

292

311

233

203

309

178

43

5

36

 

YTM% Min

-

8.7082

9.9408

10.5578

10.9214

11.1452

11.4296

11.5208

11.3114

11.9276

11.7807

 

YTM% Max

-

10.4781

10.7024

11.1937

11.5024

11.4101

11.6940

11.7488

11.7996

11.9276

12.1000


         

(Amount in Rupees 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

Purchases

1

 

13

 

14

15

16

17

 

18

19

1997-98

          

4-Apr-97

Amount

1

 

199

319

163

188

 

879

0

 

YTM% Min

-

 

3.2419

4.7360

8.0278

8.6263

   
 

YTM% Max

-

 

6.6820

8.1776

9.8231

10.2219

   

11-Apr-97

Amount

3

 

35

555

348

223

 

717

0

 

YTM% Min

-

 

2.9853

3.2415

6.1331

8.1276

   
 

YTM% Max

-

 

3.9877

7.8782

8.5765

9.5738

   

18-Apr-97

Amount

3

 

19

167

60

955

 

211

0

 

YTM% Min

-

 

3.0404

3.9882

5.9836

7.6788

   
 

YTM% Max

-

 

5.4866

6.3129

8.2773

9.4241

   

25-Apr-97

Amount

2

 

78

222

62

776

 

314

0

 

YTM% Min

-

 

1.4926

2.9911

5.8338

7.9781

   
 

YTM% Max

-

 

4.2377

5.9835

6.7812

8.8257

   

2-May-97

Amount

-

 

6

36

13

1070

 

1

0

 

YTM% Min

-

 

2.9908

3.6892

6.6317

8.1277

   
 

YTM% Max

-

 

2.9908

6.4325

6.6317

9.0252

   

9-May-97

Amount

217

 

33

226

75

259

 

23

0

 

YTM% Min

13.0391

 

4.9864

6.4319

7.3797

8.8756

   
 

YTM% Max

13.0577

 

5.9833

8.4769

8.9755

9.6236

   

16-May-97

Amount

84

 

26

101

185

216

 

8

0

 

YTM% Min

13.0217

 

3.9915

6.8811

8.0778

8.9255

   
 

YTM% Max

13.0517

 

5.7367

8.4767

8.9754

9.4241

   

23-May-97

Amount

26

 

9

52

52

438

 

31

0

 

YTM% Min

13.0008

 

4.4875

6.4329

8.4766

8.8756

   
 

YTM% Max

13.0283

 

4.4875

7.4792

8.6263

9.4241

   

30-May-97

Amount

11

 

28

135

215

387

 

4

0

 

YTM% Min

12.9902

 

4.9882

6.2329

7.9781

8.8257

   
 

YTM% Max

12.9994

 

5.4345

7.6284

8.5766

9.5239

   

6-Jun-97

Amount

75

 

19

136

70

659

 

18

0

 

YTM% Min

12.9676

 

4.4910

5.8836

7.1305

8.5764

   
 

YTM% Max

13.0443

 

5.2346

7.0803

8.4766

9.5649

   

13-Jun-97

Amount

22

 

43

70

5

704

 

48

0

 

YTM% Min

12.9434

 

4.8875

5.4843

6.8811

8.2274

   
 

YTM% Max

12.9620

 

6.8822

7.1302

6.8811

9.3881

   

20-Jun-97

Amount

68

 

205

92

3

87

 

0.07

0

 

YTM% Min

12.8158

 

2.0021

5.4853

-

8.7459

   
 

YTM% Max

12.9611

 

5.3839

7.1306

-

8.9753

   

27-Jun-97

Amount

36

 

24

112

10

163

 

2

0

 

YTM% Min

12.6812

 

3.9880

4.4883

7.1306

8.7260

   
 

YTM% Max

12.7885

 

4.7372

6.9309

7.1306

8.9754

   

4-Jul-97

Amount

32

 

44

149

30

310

 

9

0

 

YTM% Min

12.6357

 

4.1216

5.2348

7.2301

8.4269

   
 

YTM% Max

12.7247

 

5.4865

6.9811

7.2801

8.8258

   

11-Jul-97

Amount

32

 

1124

46

1

719

 

36

0

 

YTM% Min

12.4146

 

4.1397

6.3824

-

7.4794

   
 

YTM% Max

12.6352

 

5.2355

6.6818

-

8.8257

   

18-Jul-97

Amount

15

 

207

60

-

478

 

39

0

 

YTM% Min

12.1040

 

1.9949

4.9866

-

7.1304

   
 

YTM% Max

12.5373

 

4.9463

6.4820

-

8.1775

   

25-Jul-97

Amount

17

 

240

175

16

717

 

17

0

 

YTM% Min

11.9416

 

2.4941

6.0836

6.3824

7.0307

   
 

YTM% Max

12.0007

 

4.9463

6.5818

6.8811

8.5266

   

1-Aug-97

Amount

0.37

 

243

266

-

47

 

2

0

 

YTM% Min

-

 

3.9915

5.2359

-

7.6789

   
 

YTM% Max

-

 

4.9463

7.1804

-

8.2274

   

8-Aug-97

Amount

42

 

279

124

10

512

 

3

0

 

YTM% Min

11.6464

 

4.4872

5.7345

7.4794

7.2301

   
 

YTM% Max

11.7544

 

5.2849

6.5319

7.4794

8.1277

   

15-Aug-97

Amount

3

 

222

108

-

64

 

0

0

 

YTM% Min

-

 

3.8874

5.7345

-

7.7487

   
 

YTM% Max

-

 

4.9889

6.6814

-

7.9781

   

22-Aug-97

Amount

-

 

256

161

-

396

 

0.07

0

 

YTM% Min

-

 

4.9463

5.0869

-

7.9781

   
 

YTM% Max

-

 

5.9831

7.2294

-

8.3769

   

29-Aug-97

Amount

27

 

206

127

60

275

 

0.03

0

 

YTM% Min

11.5197

 

4.9463

5.1856

8.0777

8.2274

   
 

YTM% Max

11.8771

 

6.4321

7.0803

8.3769

8.7261

   

5-Sep-97

Amount

8

 

252

62

79

963

 

0.03

0

 

YTM% Min

11.6507

 

1.9924

5.9839

7.1305

7.9780

   
 

YTM% Max

11.6507

 

6.1342

6.7316

8.2772

8.7260

   

12-Sep-97

Amount

8

 

225

102

70

252

 

1

0

 

YTM% Min

11.6908

 

1.9933

4.9855

7.4793

7.9781

   
 

YTM% Max

11.6908

 

5.4865

6.2832

7.9781

8.6486

   

19-Sep-97

Amount

10

 

238

43

17

381

 

0.09

0

 

YTM% Min

11.8173

 

4.2375

5.8846

7.9782

8.3771

   
 

YTM% Max

11.8242

 

6.4299

8.0780

8.0279

8.6762

   

26-Sep-97

Amount

0.12

 

64

48

20

237

 

1

0

 

YTM% Min

-

 

4.4965

5.9839

7.9281

8.3769

   
 

YTM% Max

-

 

9.7222

9.5735

8.2275

8.6761

   

#

: 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.