Publications

Document - Table 210 : Secondary Market Outright Transactions in Government Securities (Face value) () or PDF - Table 210 : Secondary Market Outright Transactions in Government Securities (Face value) ()
Date : Sep 13, 2005
Table 210 : Secondary Market Outright Transactions in Government Securities (Face value)

(Amount in Rupees crore)

Week-ended

Central Government dated securities maturing in the year

 

2003-04^

2004-05

2005-06

2006-07

2007-08

2008-09

2009-10

2010-11

2011-12

2012-13

2013 & above

1

2

3

4

5

6

7

8

9

10

11

12

2003-04

4-Apr-03

Amount

449

46

266

223

100

1458

1492

385

2486

3600

12038

 

YTM% Min

5.1845

5.0456

5.4495

5.5702

5.7027

5.7187

5.8499

5.8941

5.9842

5.9599

5.9604

 

YTM% Max

5.9822

6.0576

6.0654

6.1037

6.1972

6.5009

6.7560

6.6385

6.6018

6.5097

6.9613

11-Apr-03

Amount

956

265

343

135

185

1820

2183

558

3689

5956

16676

 

YTM% Min

5.2770

5.4615

5.3775

5.4195

5.8194

5.5738

5.7467

5.7676

5.8762

5.8270

5.8524

 

YTM% Max

5.6972

5.5842

5.8070

5.8273

5.8569

6.4098

6.6602

6.3565

6.2331

6.2164

6.6996

18-Apr-03

Amount

120

76

50

40

25

798

679

164

1353

2071

7549

 

YTM% Min

5.2293

5.3791

5.3409

5.3750

5.5397

5.5955

5.7498

5.7529

5.8814

5.8310

5.8489

 

YTM% Max

5.3136

5.3991

5.3867

5.5676

5.5446

6.1410

6.5453

5.8814

6.0946

6.0961

6.5471

25-Apr-03

Amount

297

180

303

126

86

1790

1396

367

2196

3875

20158

 

YTM% Min

5.0222

5.2074

5.2866

5.3679

5.5144

5.5949

5.7353

5.7802

5.8768

5.8235

5.8141

 

YTM% Max

5.2436

5.3367

5.5141

5.6458

5.8787

6.1501

6.2748

6.2020

6.1837

6.1371

6.9078

2-May-03

Amount

217

20

234

240

55

1640

1988

412

2349

1902

12976

 

YTM% Min

4.8770

5.1031

5.1190

5.2182

5.4236

5.5470

5.6958

5.7379

5.8942

5.8531

5.8602

 

YTM% Max

5.1183

5.1031

5.2850

5.6324

5.7870

6.1623

6.2847

6.0711

6.2174

6.1064

6.4673

9-May-03

Amount

319

2

100

145

150

2685

2768

942

3681

4509

19137

 

YTM% Min

4.8983

-

5.0538

5.1700

5.3755

5.4507

5.6035

5.6691

5.8596

5.8310

5.8771

 

YTM% Max

4.9881

-

5.1448

5.5473

5.6332

6.1031

6.2384

6.1942

6.1334

6.0661

7.3782

16-May-03

Amount

245

40

105

30

75

1083

794

436

1911

2165

10269

 

YTM% Min

4.9198

4.9328

5.0581

5.1609

5.3735

5.4508

5.6120

5.6835

5.8803

5.8386

5.8760

 

YTM% Max

4.9543

4.9471

5.1317

5.2515

5.5714

5.9427

6.1182

6.1388

6.0399

6.0370

6.4628

23-May-03

Amount

343

151

150

390

160

2482

2111

1364

3263

4622

28282

 

YTM% Min

4.8949

4.8681

5.0425

5.1133

5.2624

5.3109

5.4527

5.5734

5.7591

5.7416

5.0900

 

YTM% Max

5.1836

5.0008

5.1041

5.3834

5.5048

5.9300

6.0630

6.0323

6.0316

6.0109

6.4399

30-May-03

Amount

152

125

163

76

131

1513

1699

1121

3856

4853

36811

 

YTM% Min

4.8097

4.9694

5.0176

5.1005

5.2791

5.3099

5.4432

5.5186

5.7210

5.6992

5.1055

 

YTM% Max

5.0137

5.0419

5.0714

5.3310

5.3359

5.7928

5.9208

5.8564

5.8862

5.9787

6.3731

6-Jun-03

Amount

107

133

55

135

112

1155

1598

731

3147

7777

25079

 

YTM% Min

4.7348

5.1526

5.0895

5.1357

5.2728

5.3052

5.4336

5.5512

5.7099

5.6934

5.1078

 

YTM% Max

5.1371

5.2009

5.2633

5.3259

5.3199

5.7440

5.8866

5.9199

5.9901

5.9922

6.4513

13-Jun-03

Amount

204

238

46

134

55

582

1078

562

2149

5525

20643

 

YTM% Min

5.0231

5.0775

5.1427

5.1741

5.3049

5.3246

5.4365

5.5585

5.7219

5.6499

5.1125

 

YTM% Max

5.1292

5.1973

5.1629

5.3412

5.4657

5.6595

5.7996

5.9297

5.9598

5.9647

6.3948

20-Jun-03

Amount

186

435

160

130

61

775

1261

739

2847

6053

24293

 

YTM% Min

5.0181

5.0735

5.1180

5.1683

5.2935

5.3225

5.4275

5.5533

5.6954

5.6931

5.1088

 

YTM% Max

5.1684

5.7639

5.1986

6.0784

5.3073

5.6516

5.7738

5.8590

5.9888

5.9748

6.2209

27-Jun-03

Amount

236

469

940

112

121

1444

1810

611

2568

5907

27978

 

YTM% Min

5.0839

5.1126

5.1072

5.1878

5.2584

5.3046

5.4054

5.5507

5.6733

5.6725

5.0918

 

YTM% Max

5.1803

5.2502

5.2509

5.3011

5.2872

5.6801

5.8020

5.8602

5.9343

5.8017

6.2339

4-Jul-03

Amount

136

145

299

75

100

1077

930

786

1801

3627

17339

 

YTM% Min

5.0625

5.1550

5.1378

5.1967

5.2518

5.3030

5.4060

5.5579

5.6788

5.6990

5.1051

 

YTM% Max

5.1545

5.2960

5.3003

5.9090

5.4876

5.6325

5.7966

5.8197

6.0473

5.7937

6.2494

11-Jul-03

Amount

491

325

317

85

80

1066

1851

543

1973

3799

17692

 

YTM% Min

5.0414

5.0670

5.1253

5.2016

5.2237

5.2806

5.3797

5.5490

5.6672

5.6879

5.1110

 

YTM% Max

5.7480

5.2779

5.2764

5.2780

5.3673

5.6247

5.8154

5.6965

5.8808

5.9521

6.2357

18-Jul-03

Amount

711

90

383

346

197

862

2130

1039

1940

3471

14682

 

YTM% Min

4.9779

4.9767

5.0737

5.1476

5.1994

5.2566

5.3534

5.5066

5.6605

5.6861

5.1110

 

YTM% Max

5.0844

5.1896

5.1413

5.3824

5.4318

5.5901

5.7798

5.7927

5.8626

5.9514

6.2409

25-Jul-03

Amount

96

0

162

131

396

1714

2665

1819

4352

7841

24356

 

YTM% Min

4.9058

-

5.0235

5.0956

5.1517

5.2199

5.3259

5.4404

5.5739

5.6197

5.1085

 

YTM% Max

4.9861

-

5.0571

5.1482

5.2542

5.9682

5.7485

5.6821

5.8449

5.9222

6.2336

1-Aug-03

Amount

79

25

83

76

62

1085

1534

1167

4098

6727

27944

 

YTM% Min

4.8375

4.8060

5.0017

5.0774

5.1370

5.2038

5.3093

5.4114

5.5076

5.5487

5.1079

 

YTM% Max

4.8453

4.8060

5.0066

5.1131

5.1464

5.4599

5.5991

5.8011

5.7882

5.9206

6.1991

8-Aug-03

Amount

75

0

51

100

70

1442

1356

1292

6886

5419

32965

 

YTM% Min

4.7448

-

4.9894

5.0490

5.1107

5.1830

5.2863

5.3883

5.0300

5.4997

5.1134

 

YTM% Max

4.8354

-

5.0188

5.1120

5.2250

5.4468

5.5757

5.6645

5.6934

5.9137

6.1985

15-Aug-03

Amount

61

0

16

40

11

771

1360

459

1922

4832

29067

 

YTM% Min

4.7652

-

5.0384

5.0312

5.0973

5.1701

5.2704

5.3644

5.0377

5.4555

5.1085

 

YTM% Max

4.9453

-

5.0384

5.0843

5.0973

5.5563

5.7028

5.6339

5.6595

5.8977

6.1636

22-Aug-03

Amount

135

0

119

75

81

987

1161

826

1798

3441

30963

 

YTM% Min

4.9966

-

5.0143

5.0758

5.0951

5.1813

5.2689

5.3691

5.0374

5.4851

5.5269

 

YTM% Max

5.0465

-

5.0737

5.1227

5.1003

5.4414

5.5720

5.6232

5.7963

5.9234

6.1661

29-Aug-03

Amount

301

7

423

160

271

1583

1855

958

3857

7208

43613

 

YTM% Min

4.6576

4.7365

4.6681

4.7403

4.8047

4.8390

4.9506

4.9887

5.1491

5.1642

5.0647

 

YTM% Max

4.7759

4.7365

4.8115

4.8696

4.9975

5.4505

5.5834

5.5603

5.7239

7.2332

6.1012

5-Sep-03

Amount

255

87

210

485

346

782

1598

671

2755

3901

22247

 

YTM% Min

4.6341

4.7259

4.7492

4.8107

4.8560

4.8794

4.9777

5.0190

5.0140

5.1939

5.2584

 

YTM% Max

4.7216

4.8380

4.7743

4.8573

4.9937

5.1262

5.6685

5.4211

5.3339

5.2555

6.1067

12-Sep-03

Amount

290

36

270

191

115

1067

1241

696

2015

3527

25734

 

YTM% Min

4.6972

4.7729

4.7681

4.8201

4.8682

4.8914

4.9905

5.0461

5.1803

5.2135

5.2714

 

YTM% Max

4.8164

4.8242

4.8481

4.8961

5.0003

5.2221

5.3193

5.4070

5.3806

5.3563

6.1251

19-Sep-03

Amount

100

152

570

126

435

816

1204

408

1273

3180

21641

 

YTM% Min

4.7173

4.7269

4.7306

4.8273

4.9026

4.9035

5.0115

5.0811

5.0137

5.2307

5.0769

 

YTM% Max

4.7673

4.8343

4.8728

4.8736

5.0353

5.2027

5.3278

5.4106

5.3736

5.3639

6.1562

26-Sep-03

Amount

160

181

651

605

388

1023

1571

969

1858

3994

25412

 

YTM% Min

4.6328

4.6908

4.6704

4.7184

4.7868

4.8031

4.9265

5.0309

5.1632

5.1995

5.2420

 

YTM% Max

4.8353

4.8887

4.8516

4.9509

5.0389

5.5154

5.4045

5.5373

5.2888

5.8030

6.0995

(Continued)



(Amount in Rupees crore)

Week ended

State
Government
securities

Treasury bills
(Residual maturity in days)

RBI open market operations*

 

 

Up to 14

15-91

92-182

183-364

Sale

Purchase

1

13

14

15

16

17

18

19

2003-04

4-Apr-03

Amount

275

159

1111

131

1593

1

-

 

YTM% Min

6.3456

4.6165

5.1360

5.2319

5.3116

 

 

 

YTM% Max

7.1743

6.0829

5.8840

5.8541

5.8385

 

 

11-Apr-03

Amount

152

85

687

135

1990

-

-

 

YTM% Min

6.4350

4.8294

4.5820

5.0560

5.1558

 

 

 

YTM% Max

6.5044

5.0862

5.5850

5.3353

5.4600

 

 

18-Apr-03

Amount

59

6

744

81

612

6

-

 

YTM% Min

6.1681

4.7375

4.9166

4.9861

5.0661

 

 

 

YTM% Max

6.4848

4.7375

5.2348

5.0859

5.2855

 

 

25-Apr-03

Amount

195

99

1198

185

1744

-

-

 

YTM% Min

6.2196

4.3988

4.4798

4.8535

4.8866

 

 

 

YTM% Max

7.2960

4.9379

5.0860

4.9862

5.1857

 

 

2-May-03

Amount

162

296

468

69

1009

8

-

 

YTM% Min

6.3224

2.9977

4.2907

4.5873

4.5874

 

 

 

YTM% Max

6.5006

4.9167

4.9403

4.9579

5.0362

 

 

9-May-03

Amount

204

4

499

14

947

49

-

 

YTM% Min

6.2690

-

4.3881

4.6584

4.5874

 

 

 

YTM% Max

6.6415

-

4.9362

4.6584

4.9863

 

 

16-May-03

Amount

93

32

263

59

910

22

-

 

YTM% Min

6.3657

3.4411

4.3378

4.4877

4.4876

 

 

 

YTM% Max

6.5284

3.4411

4.5675

4.5874

4.7968

 

 

23-May-03

Amount

207

1

863

276

1661

82

-

 

YTM% Min

6.3722

-

4.3639

4.4877

4.5874

 

 

 

YTM% Max

6.4523

-

4.6871

4.6373

4.7669

 

 

30-May-03

Amount

360

7

424

46

516

5407

-

 

YTM% Min

6.1307

3.4951

4.2745

4.5556

4.5714

 

 

 

YTM% Max

6.8938

3.4951

4.7968

4.7987

4.8068

 

 

6-Jun-03

Amount

431

32

655

32

548

29

-

 

YTM% Min

5.8783

4.7375

4.4880

4.7369

4.6172

 

 

 

YTM% Max

6.4513

4.7375

4.9066

4.7868

4.9165

 

 

13-Jun-03

Amount

206

23

621

11

956

-

-

 

YTM% Min

5.8480

4.6853

4.6236

4.8667

4.7270

 

 

 

YTM% Max

6.3948

4.6853

5.0065

4.8667

4.9863

 

 

20-Jun-03

Amount

701

8

712

43

1292

16

-

 

YTM% Min

6.2886

-

4.6151

4.8865

4.8681

 

 

 

YTM% Max

6.3983

-

4.9866

4.9865

4.9713

 

 

27-Jun-03

Amount

195

101

978

19

1049

-

-

 

YTM% Min

6.2983

4.5876

4.7372

4.8866

4.8567

 

 

 

YTM% Max

6.4210

4.8881

4.9964

4.9665

5.0163

 

 

4-Jul-03

Amount

410

16

890

33

174

57

-

 

YTM% Min

5.8200

4.9882

4.8287

4.9762

4.9165

 

 

 

YTM% Max

6.3695

4.9882

5.0362

5.0263

5.0262

 

 

11-Jul-03

Amount

106

13

1748

51

1684

-

-

 

YTM% Min

5.7800

4.4910

4.8767

4.9214

4.9115

 

 

 

YTM% Max

6.7891

4.4910

5.0062

4.9962

5.0063

 

 

18-Jul-03

Amount

123

485

1185

56

1090

-

-

 

YTM% Min

5.7600

3.9916

4.7671

4.8366

4.8567

 

 

 

YTM% Max

6.5715

5.0072

4.9366

4.9066

4.9365

 

 

25-Jul-03

Amount

128

135

1099

49

1021

-

-

 

YTM% Min

6.1989

3.5504

4.6266

4.7111

4.7073

 

 

 

YTM% Max

6.4648

4.7278

4.8966

4.8567

4.8466

 

 

1-Aug-03

Amount

341

89

1331

101

477

47

-

 

YTM% Min

6.1497

4.1443

4.5838

4.6871

4.6871

 

 

 

YTM% Max

6.3481

4.7871

4.7770

4.8067

4.8068

 

 

8-Aug-03

Amount

328

18

1324

73

480

-

-

 

YTM% Min

6.1186

4.6853

4.6375

4.6971

4.7006

 

 

 

YTM% Max

6.2806

4.6853

4.9403

4.8567

4.9208

 

 

15-Aug-03

Amount

395

450

694

107

434

-

-

 

YTM% Min

5.9803

3.4468

4.3986

4.8667

4.8101

 

 

 

YTM% Max

6.4408

3.4468

4.9410

4.8667

4.9464

 

 

22-Aug-03

Amount

310

29

1393

87

1334

11479

-

 

YTM% Min

5.9601

3.6657

4.8270

4.8041

4.8403

 

 

 

YTM% Max

6.1836

4.9468

4.9839

4.9562

4.9764

 

 

29-Aug-03

Amount

732

227

2145

83

1356

20

-

 

YTM% Min

5.9003

4.0121

4.3117

4.5375

4.5574

 

 

 

YTM% Max

6.2456

4.9804

4.9952

4.5996

4.9864

 

 

5-Sep-03

Amount

500

85

1813

19

1265

55

-

 

YTM% Min

5.7529

3.4229

4.3562

3.3373

4.5674

 

 

 

YTM% Max

6.1998

4.6853

4.7468

4.6011

4.7370

 

 

12-Sep-03

Amount

302

73

1611

67

836

5007

-

 

YTM% Min

5.5500

3.7623

4.2942

4.5874

4.5675

 

 

 

YTM% Max

6.1727

4.8783

4.6473

4.6573

4.7226

 

 

19-Sep-03

Amount

402

106

2201

57

872

7

-

 

YTM% Min

5.2004

2.7366

4.3215

4.5127

4.5145

 

 

 

YTM% Max

6.1504

4.9147

4.6374

4.6174

4.7270

 

 

26-Sep-03

Amount

258

145

2214

257

1248

39

-

 

YTM% Min

5.3654

4.0394

4.4167

4.5674

4.5276

 

 

 

YTM% Max

6.1038

4.6889

4.6873

4.6374

4.7370

 

 



(Amount in Rupees crore)

Week-ended

Central Government dated securities maturing in the year

 

2003-04^

2004-05

2005-06

2006-07

2007-08

2008-09

2009-10

2010-11

2011-12

2012-13

2013 &
above

1

2

3

4

5

6

7

8

9

10

11

12

2003-04

3-Oct-03

Amount

185

0

290

101

175

1321

1064

540

1820

3614

30632

 

YTM% Min

4.5762

-

4.5689

4.5901

4.6908

4.6972

4.9207

4.9344

5.0763

5.1038

5.1327

 

YTM% Max

4.7256

-

4.8227

4.7107

4.8308

5.0738

5.2920

5.3897

5.2118

5.2831

6.0711

10-Oct-03

Amount

80

50

225

40

306

1427

2496

892

1712

5017

41684

 

YTM% Min

4.5551

4.5692

4.5397

4.5656

4.6020

4.6313

4.7478

4.8134

4.9931

5.0131

5.0252

 

YTM% Max

4.5874

4.6450

4.6326

4.6047

4.7743

4.9936

5.3480

5.2985

5.1716

5.1786

6.0412

17-Oct-03

Amount

1107

385

157

16

346

1662

7483

1138

2660

5498

48599

 

YTM% Min

4.5184

4.4180

4.5099

4.5681

4.5409

4.5612

4.6539

4.7318

4.8764

4.9039

4.9442

 

YTM% Max

4.5509

5.3453

4.5696

4.5703

4.6933

5.4461

5.0191

5.1666

5.1280

5.0937

5.9080

24-Oct-03

Amount

129

15

8

2003

35

835

852

398

770

2434

19805

 

YTM% Min

4.4491

4.6983

4.6971

4.5454

4.5796

4.6362

4.6768

4.8054

4.9048

4.9283

4.9665

 

YTM% Max

4.6830

4.6983

4.6971

4.8277

4.8499

5.0445

5.1672

5.0520

5.1630

5.7117

5.9527

31-Oct-03

Amount

25

5

2

290

141

457

625

148

1104

1194

15654

 

YTM% Min

4.6570

4.6328

-

4.7244

4.7402

4.7610

4.8384

4.9534

5.0269

5.0743

5.0632

 

YTM% Max

4.6570

4.6328

-

4.9154

4.8796

5.0394

5.2569

5.2319

5.2143

5.2067

5.9516

7-Nov-03

Amount

86

14

20

400

150

947

1045

248

1245

2878

23164

 

YTM% Min

4.6138

4.5325

4.7368

4.6935

4.7000

4.7221

4.7932

4.9168

4.9971

5.0094

5.0345

 

YTM% Max

4.6138

4.5325

4.7368

5.0540

4.8444

5.0673

5.1780

5.1934

5.1580

5.1537

6.0356

14-Nov-03

Amount

315

120

292

35

104

453

901

152

1226

4281

16693

 

YTM% Min

4.4681

4.7123

4.6490

4.6997

4.7366

4.7568

4.8190

4.9201

4.9040

4.6200

5.0535

 

YTM% Max

4.5875

4.7203

4.6984

4.7209

4.8633

5.0112

5.1507

5.1657

5.1034

5.1347

5.9648

21-Nov-03

Amount

30

106

280

83

144

494

756

273

583

2516

13703

 

YTM% Min

4.4073

4.5000

4.6191

4.6718

4.7907

4.8077

4.9152

4.9493

5.0561

4.6129

5.0897

 

YTM% Max

4.7272

4.7014

4.7021

4.7529

4.8927

5.1983

5.2578

5.0971

5.2933

5.2078

6.0681

28-Nov-03

Amount

90

235

592

105

25

457

540

296

550

1805

8352

 

YTM% Min

4.2964

4.4598

4.5522

4.6545

4.7769

4.8274

4.9012

4.9636

5.0871

4.6129

5.0973

 

YTM% Max

4.5258

4.5183

4.5992

4.8716

4.8382

5.1231

5.2464

5.2924

5.4427

5.2011

6.0680

5-Dec-03

Amount

75

1

941

110

97

892

658

613

1208

2955

11125

 

YTM% Min

4.2744

-

4.5071

4.6081

4.7348

4.8182

4.9232

4.9694

5.1246

4.5714

5.0524

 

YTM% Max

4.3300

-

4.6068

4.6463

4.8952

5.2177

5.3395

5.4111

5.4173

5.3348

6.2508

12-Dec-03

Amount

90

1

280

81

180

715

560

628

1380

1881

10159

 

YTM% Min

4.2608

-

4.4728

4.5516

4.6909

4.7744

4.8734

4.9924

4.8709

4.5301

5.1671

 

YTM% Max

4.3662

-

4.5249

4.5925

4.9643

5.1739

5.2994

5.3998

5.2356

5.2594

6.2718

19-Dec-03

Amount

0

50

244

93

236

890

1116

861

1495

2068

13869

 

YTM% Min

-

4.5894

4.4266

4.6012

4.6800

4.7456

4.8498

4.9690

5.1141

5.1225

5.0920

 

YTM% Max

-

4.5894

4.4996

4.8023

4.7989

5.1268

5.2744

5.3891

5.4614

5.7373

6.3006

26-Dec-03

Amount

345

465

47

111

70

581

990

502

1389

1953

14553

 

YTM% Min

4.2355

4.4816

4.4497

4.5235

4.6349

4.7266

4.8169

4.9473

5.0800

5.0940

5.1161

 

YTM% Max

4.5109

4.5505

4.4529

4.5509

4.7372

5.0484

5.2119

5.3394

5.3938

5.2064

6.0951

2-Jan-04

Amount

165

58

14

61

181

817

1165

591

1497

2183

16925

 

YTM% Min

4.3749

4.5039

4.5611

4.5366

4.6379

4.7041

4.8012

4.9164

5.0595

4.9513

5.0941

 

YTM% Max

4.4890

4.5324

4.5611

4.8322

4.7061

5.0224

5.1980

5.3258

5.2936

5.2200

6.0440

9-Jan-04

Amount

240

5

101

257

77

739

769

530

1207

1854

23508

 

YTM% Min

4.1919

-

4.1745

4.5526

4.6204

4.7139

4.8015

4.9136

5.0514

5.0576

5.0807

 

YTM% Max

4.4147

-

4.5022

4.6507

4.6665

5.0340

5.1956

5.2929

5.2340

5.1510

6.1024

16-Jan-04

Amount

250

26

174

104

77

684

600

637

1353

1985

12122

 

YTM% Min

4.3403

4.4522

4.2097

4.5825

4.6380

4.7321

4.8265

4.9419

5.0738

5.0710

5.1089

 

YTM% Max

4.4481

4.5164

4.5180

4.6008

4.6989

5.0894

5.2054

5.2473

5.1306

5.1509

6.0834

23-Jan-04

Amount

105

280

276

95

58

646

515

486

937

1436

10990

 

YTM% Min

4.3797

4.4375

4.4729

4.5906

4.6814

4.7587

4.8668

4.9521

5.0857

5.1012

5.1248

 

YTM% Max

4.4422

4.5417

4.5971

4.8443

4.7386

5.1109

5.2733

5.2398

5.1377

5.1713

6.0925

30-Jan-04

Amount

389

251

148

0

86

294

306

178

703

1118

9168

 

YTM% Min

4.3427

4.4736

4.4953

-

4.7519

4.7873

4.8803

4.9630

4.9734

5.1086

5.1260

 

YTM% Max

4.4437

4.5208

4.5381

-

4.7757

6.9569

5.3551

5.3095

5.2772

5.2258

6.1415

6-Feb-04

Amount

495

136

44

11

120

375

999

421

648

1686

12206

 

YTM% Min

4.1403

4.4162

4.3763

4.6205

4.8678

4.8533

4.9285

5.0397

5.1274

5.1394

5.1400

 

YTM% Max

4.4273

4.5329

4.5115

4.6605

5.0381

5.1905

5.3183

5.3723

5.2239

5.2541

6.1770

13-Feb-04

Amount

285

590

199

100

0

418

1212

541

1157

2217

12570

 

YTM% Min

4.1507

4.3357

4.5089

4.7062

-

4.8975

4.9495

5.0510

5.1623

5.1709

5.1546

 

YTM% Max

4.2810

4.5627

4.5810

4.7371

-

5.3533

5.4104

5.4400

5.5454

5.2984

6.1418

20-Feb-04

Amount

400

381

237

25

288

220

640

499

1472

1201

9195

 

YTM% Min

4.0083

4.3949

4.5658

4.7377

4.9524

4.9621

5.0287

5.1293

5.2128

4.6121

5.2179

 

YTM% Max

4.1933

4.5543

4.6061

4.8717

5.1763

5.3346

5.4531

5.4641

5.3878

5.4340

6.2017

27-Feb-04

Amount

215

18

24

440

39

335

1385

650

1436

1926

12559

 

YTM% Min

3.8574

4.1399

4.5097

4.7372

4.9725

4.9187

4.9965

5.0923

5.0052

4.6191

5.0763

 

YTM% Max

4.1292

4.4806

4.5097

5.1344

5.0481

5.3080

5.4428

5.4494

5.3494

5.3644

6.1160

5-Mar-04

Amount

260

1

273

35

85

302

1408

471

1470

1204

10401

 

YTM% Min

3.9001

-

4.4365

4.7472

4.7472

4.8658

4.9575

5.0696

4.9952

5.1936

5.0763

 

YTM% Max

4.1109

-

4.4878

4.9454

4.9454

5.2487

5.4210

5.4376

5.3484

5.4009

6.1668

12-Mar-04

Amount

95

365

193

235

70

618

2059

685

2651

2896

19825

 

YTM% Min

4.1206

3.9801

4.4100

4.5484

4.7490

4.7757

4.8912

4.9893

5.0032

5.1431

5.1766

 

YTM% Max

4.4762

4.5139

4.4312

4.6184

4.8415

5.1999

5.3503

5.4139

5.3336

5.3166

6.1311

19-Mar-04

Amount

255

591

224

215

210

645

1495

605

1802

2700

18379

 

YTM% Min

4.4334

4.3015

4.4087

4.5137

4.6943

4.7331

4.8096

4.9530

5.0600

5.0974

5.1578

 

YTM% Max

4.7058

4.5563

4.4999

4.7596

4.8991

5.1592

5.2885

5.2888

5.3055

5.2276

6.1264

26-Mar-04

Amount

0

859

20

16

67

546

2444

752

1186

1994

17188

 

YTM% Min

-

3.5885

4.3920

4.4928

4.6552

4.7096

4.7724

4.9113

5.0012

5.0865

5.1398

 

YTM% Max

-

4.5685

4.4727

4.5972

4.7777

5.0719

5.2567

5.2747

5.1836

5.7616

6.0902



(Amount in Rupees crore)

Week ended

State Government
securities

Treasury bills
(Residual maturity in days)

RBI open market operations*

 

 

Up to 14

15-91

92-182

183-364

Sale

Purchase

1

13

14

15

16

17

18

19

2003-04

3-Oct-03

Amount

115

45

956

58

1196

47

-

 

YTM% Min

6.0002

4.4502

4.3215

4.4199

4.4000

 

 

 

YTM% Max

6.1100

4.5432

4.6372

4.4699

4.6273

 

 

10-Oct-03

Amount

208

71

861

80

844

15

-

 

YTM% Min

5.7999

4.4303

4.3701

4.4000

4.3500

 

 

 

YTM% Max

5.9848

4.4985

4.5599

4.4599

4.6000

 

 

17-Oct-03

Amount

617

135

1593

50

691

11000

-

 

YTM% Min

5.2717

4.3000

4.2002

4.2000

4.0000

 

 

 

YTM% Max

6.0038

4.4789

4.6002

4.4400

4.6000

 

 

24-Oct-03

Amount

397

517

694

301

356

1923

-

 

YTM% Min

5.2300

4.4488

3.8502

4.4000

4.2245

 

 

 

YTM% Max

6.0010

4.8725

4.6701

4.6799

4.5501

 

 

31-Oct-03

Amount

236

31

1152

415

792

1000

-

 

YTM% Min

5.6997

4.6986

4.3600

4.5000

4.5300

 

 

 

YTM% Max

6.1433

4.6986

5.0000

4.8500

4.9000

 

 

7-Nov-03

Amount

96

338

718

167

1225

15

-

 

YTM% Min

5.7327

4.3445

4.3999

4.4201

4.4200

 

 

 

YTM% Max

5.9780

5.0206

4.6504

4.5500

4.9000

 

 

14-Nov-03

Amount

106

403

577

73

828

30

-

 

YTM% Min

5.2386

3.5043

4.2996

4.4299

4.1999

 

 

 

YTM% Max

6.1001

4.6367

4.5002

4.4999

4.5001

 

 

21-Nov-03

Amount

103

356

887

175

727

-

-

 

YTM% Min

6.0000

4.2532

4.2601

4.3400

4.1000

 

 

 

YTM% Max

6.1144

4.4989

4.4997

4.4001

4.5101

 

 

28-Nov-03

Amount

246

163

986

60

728

34

-

 

YTM% Min

6.0000

4.0042

4.1195

4.2598

4.2979

 

 

 

YTM% Max

6.1000

4.2491

4.3551

4.3501

4.5000

 

 

5-Dec-03

Amount

232

38

505

50

1088

110

-

 

YTM% Min

5.9397

4.0787

4.0494

4.1999

4.2850

 

 

 

YTM% Max

6.1600

4.0787

4.5504

4.3399

4.3600

 

 

12-Dec-03

Amount

305

377

908

47

640

21

-

 

YTM% Min

5.2362

4.0042

4.1003

4.1800

4.2700

 

 

 

YTM% Max

6.1741

4.2911

4.2702

4.2500

4.3525

 

 

19-Dec-03

Amount

495

251

464

23

646

-

-

 

YTM% Min

5.2098

4.0042

4.1501

4.1801

4.2001

 

 

 

YTM% Max

6.1417

4.2309

4.2804

4.2600

4.3611

 

 

26-Dec-03

Amount

187

239

703

171

563

-

-

 

YTM% Min

5.4495

4.1382

4.1547

4.2000

4.2199

 

 

 

YTM% Max

6.0020

4.1804

4.2502

4.5100

4.3450

 

 

2-Jan-04

Amount

388

407

1043

580

1136

157

-

 

YTM% Min

5.3300

3.9987

4.1603

4.2000

4.2500

 

 

 

YTM% Max

5.9544

4.6814

4.2993

4.3400

4.3300

 

 

9-Jan-04

Amount

290

102

1128

218

531

5021

-

 

YTM% Min

5.8100

4.1197

4.0698

4.1449

4.1701

 

 

 

YTM% Max

5.9800

4.1781

4.2301

4.2401

4.2979

 

 

16-Jan-04

Amount

327

54

755

33

984

-

-

 

YTM% Min

5.4400

4.1182

3.9532

4.2099

4.1799

 

 

 

YTM% Max

6.0106

4.1538

4.2598

4.2250

4.3500

 

 

23-Jan-04

Amount

177

156

678

45

591

-

-

 

YTM% Min

5.0500

4.1437

4.1801

4.2801

4.0500

 

 

 

YTM% Max

5.9924

4.2345

4.2999

4.4000

4.3962

 

 

30-Jan-04

Amount

120

29

384

117

1094

50

-

 

YTM% Min

5.0500

4.1437

4.1895

4.2701

4.3378

 

 

 

YTM% Max

5.8883

4.1437

4.3499

4.3601

4.3900

 

 

6-Feb-04

Amount

338

66

1143

101

583

17

-

 

YTM% Min

5.4537

4.0650

4.1503

4.3801

4.3500

 

 

 

YTM% Max

5.9556

4.1990

4.4001

4.3999

4.4071

 

 

13-Feb-04

Amount

434

118

1247

466

1034

-

-

 

YTM% Min

5.1558

4.1696

4.1696

4.3301

3.9559

 

 

 

YTM% Max

6.3243

4.1815

4.3998

4.4001

4.4500

 

 

20-Feb-04

Amount

228

28

903

34

686

18

-

 

YTM% Min

4.2798

4.0990

4.1694

4.3399

4.3300

 

 

 

YTM% Max

6.3042

4.0997

4.4278

4.3802

4.4727

 

 

27-Feb-04

Amount

312

102

727

70

898

-

-

 

YTM% Min

5.0736

4.5008

4.1494

4.2802

4.3099

 

 

 

YTM% Max

5.9032

4.5008

4.4202

4.3499

4.4600

 

 

5-Mar-04

Amount

129

186

902

44

1161

54

-

 

YTM% Min

5.2648

3.9009

3.9997

4.1200

3.8107

 

 

 

YTM% Max

5.8991

4.3821

4.4200

4.3101

4.4200

 

 

12-Mar-04

Amount

354

113

1023

62

1764

8

-

 

YTM% Min

5.2787

3.7976

4.0496

4.1200

4.0000

 

 

 

YTM% Max

5.9008

4.5033

4.2703

4.2599

4.3950

 

 

19-Mar-04

Amount

584

229

1549

560

1113

-

-

 

YTM% Min

4.7689

4.0407

4.1303

4.2198

3.7991

 

 

 

YTM% Max

5.9299

4.5033

4.3610

4.2700

4.3088

 

 

26-Mar-04

Amount

1321

267

1260

684

670

7

-

 

YTM% Min

4.7359

3.9192

4.0000

4.2201

4.0000

 

 

 

YTM% Max

6.0500

4.2994

4.3002

4.2650

4.3111

 

 



(Amount in Rupees crore)

Week-ended

Central Government dated securities maturing in the year

 

2004-05

2005-06

2006-07

2007-08

2008-09

2009-10

2010-11

2011-12

2012-13

2013-14 2014
& above

1

2

3

4

5

6

7

8

9

10

11

12

2004-05

2-Apr-04

Amount

144

601

106

353

924

1955

1198

1128

1513

1638

21523

 

YTM% Min

4.3272

4.5181

4.4270

4.6218

4.6877

4.7623

4.8669

5.0011

5.0552

5.0933

5.1093

 

YTM% Max

4.5837

4.5602

5.1331

4.6975

5.0320

5.2348

5.2385

5.1348

5.1721

5.1927

6.0714

9-Apr-04

Amount

16

285

68

52

610

1791

480

940

2208

1553

24711

 

YTM% Min

4.4045

4.4809

4.5613

4.6049

4.6742

4.7561

4.8541

5.0085

5.0465

5.0929

5.1080

 

YTM% Max

4.4045

4.5696

5.0416

4.6049

4.9945

5.1419

5.1576

5.1770

5.1378

5.3843

5.9524

16-Apr-04

Amount

11

1629

7

156

755

1392

622

961

2515

1464

32458

 

YTM% Min

3.7228

4.5062

4.5490

4.5598

4.6362

4.7292

4.8229

4.9842

5.0307

5.0578

5.0721

 

YTM% Max

3.7228

4.5919

4.5490

4.5888

4.9430

5.1104

5.1278

5.0469

5.1059

5.3727

5.8860

23-Apr-04

Amount

0

549

206

7

377

1166

596

974

1733

1217

30298

 

YTM% Min

-

4.4453

4.5248

4.5409

4.6304

4.7209

4.8169

4.9760

5.0200

5.0553

5.0533

 

YTM% Max

-

4.5709

4.6072

4.5409

4.9407

5.0985

5.0857

5.1443

5.7477

5.1965

5.8079

30-Apr-04

Amount

0

825

87

0

150

975

506

735

1244

730

17950

 

YTM% Min

-

4.4494

4.5198

-

4.6355

4.7258

4.8503

4.9833

5.0327

5.0717

5.0707

 

YTM% Max

-

4.6693

4.8756

-

4.9875

5.1897

5.1211

5.1430

5.1482

5.1735

5.8833

7-May-04

Amount

0

150

10

90

135

660

310

411

1130

335

18615

 

YTM% Min

-

4.4486

4.5207

4.5684

4.6664

4.7718

4.8685

5.0050

5.0635

5.1045

4.4900

 

YTM% Max

-

4.4732

4.5207

4.5833

4.6894

5.1871

5.1028

5.1472

5.1125

5.1575

5.8811

14-May-04

Amount

0

152

0

27

455

650

406

811

1700

1466

21564

 

YTM% Min

-

4.4628

-

4.5724

4.6724

4.7987

4.8846

5.0710

5.0862

5.1209

4.4921

 

YTM% Max

-

4.5577

-

4.5724

5.1191

5.2169

5.1835

5.2903

5.1798

5.2386

5.9484

21-May-04

Amount

0

263

81

582

400

1240

701

769

869

877

19362

 

YTM% Min

-

4.4708

4.5413

3.9883

4.7829

4.8370

4.9260

4.8794

5.1161

5.1481

4.4964

 

YTM% Max

-

4.6188

4.8499

4.8496

4.9233

5.2788

5.2135

5.2455

5.2220

5.2621

5.9534

28-May-04

Amount

0

1070

125

145

451

765

577

547

920

740

11020

 

YTM% Min

-

4.4880

4.5683

4.6999

4.7728

4.8351

4.8987

5.0868

5.1159

5.1684

4.4946

 

YTM% Max

-

4.6086

4.8002

4.7495

5.0735

5.2074

5.2096

5.2434

5.2347

5.2520

6.0209

4-Jun-04

Amount

0

1726

1080

134

46

910

359

707

1487

580

14572

 

YTM% Min

-

4.5083

4.6181

4.8409

4.8704

4.9088

4.9722

5.1597

5.1841

5.2442

4.4968

 

YTM% Max

-

4.7700

4.7700

4.9648

4.8886

5.3132

5.3525

5.3007

5.8585

5.3413

6.2348

11-Jun-04

Amount

20

736

410

173

118

826

499

887

1228

790

18998

 

YTM% Min

3.7163

4.5115

4.7422

4.8748

4.8386

4.9102

5.0099

5.1578

5.1877

5.2344

4.4973

 

YTM% Max

3.7163

4.7408

4.9367

4.9354

5.1425

5.4026

5.3636

5.3822

5.8569

5.4990

6.2315

18-Jun-04

Amount

55

661

817

163

703

682

525

1011

905

393

14310

 

YTM% Min

4.6051

4.5449

4.7746

4.8964

5.0036

5.1134

5.1687

5.2640

5.2917

5.3802

4.5060

 

YTM% Max

4.6417

4.8500

4.9128

4.9787

5.3635

5.4782

5.4855

5.5033

5.6238

5.5774

6.3518

25-Jun-04

Amount

0

50

430

186

508

591

541

604

1272

905

14407

 

YTM% Min

-

4.5666

4.8872

5.0173

5.0927

5.1735

5.2459

5.4072

5.4527

5.4793

4.5114

 

YTM% Max

-

4.7817

5.0435

5.3127

5.5401

5.9014

5.8455

5.8327

6.0841

5.8931

6.6419

2-Jul-04

Amount

0

270

78

125

350

346

260

443

809

401

11518

 

YTM% Min

-

4.6347

4.9462

5.1693

5.2667

5.4109

5.5407

5.7303

5.7318

5.8048

4.5334

 

YTM% Max

-

4.8324

5.2908

5.1912

5.5444

5.9013

5.8975

5.9716

5.9271

6.1698

6.6906

9-Jul-04

Amount

0

381

20

115

390

274

241

887

919

386

17343

 

YTM% Min

-

4.7339

4.9724

5.0954

5.2626

5.3520

5.5058

5.6840

5.6789

5.7429

4.7099

 

YTM% Max

-

4.7751

4.9874

5.2365

5.5710

5.8770

5.8601

5.8671

5.9508

5.9416

6.6552

16-Jul-04

Amount

0

40

410

85

195

195

140

530

396

300

7390

 

YTM% Min

-

4.7771

4.5491

5.2854

5.3750

5.4367

5.6191

5.7623

5.7738

5.8484

4.5390

 

YTM% Max

-

4.9597

5.0907

5.3295

5.7310

5.9633

6.0083

5.9532

6.1351

6.2409

6.6575

23-Jul-04

Amount

130

40

529

518

170

310

211

782

726

265

9097

 

YTM% Min

4.3945

4.8315

4.9844

5.3103

5.4469

5.4897

5.6361

5.8018

5.7837

5.9207

4.5445

 

YTM% Max

4.5349

4.8548

5.1367

5.3659

5.8460

6.0275

5.9045

6.0254

6.1434

6.0939

6.5820

30-Jul-04

Amount

0

140

384

165

140

585

481

733

1066

495

7751

 

YTM% Min

-

4.7587

4.9951

5.3770

5.4747

5.5791

5.7471

5.8891

5.5966

6.0142

4.5446

 

YTM% Max

-

4.8949

5.4560

5.5221

5.6062

6.3634

6.3710

6.4232

6.4069

6.4397

6.7641

6-Aug-04

Amount

0

485

215

105

908

508

406

821

700

330

7979

 

YTM% Min

-

4.8141

4.9926

5.4765

5.6494

5.7388

5.9591

6.0941

6.1355

6.2367

4.5424

 

YTM% Max

-

4.8599

5.1850

5.5202

6.2060

6.3593

6.6432

6.5153

6.5048

6.5642

6.8296

13-Aug-04

Amount

0

83

36

210

591

655

490

787

1111

188

8880

 

YTM% Min

-

4.9003

5.3435

5.6156

5.8966

5.9457

6.1801

6.1094

6.1796

6.3874

4.5436

 

YTM% Max

-

5.2115

5.6983

6.2049

6.4808

7.0084

7.0464

6.8723

6.8570

7.1122

7.7238

20-Aug-04

Amount

0

1181

245

190

52

570

547

693

848

126

5725

 

YTM% Min

-

5.0400

5.4075

5.9449

6.1828

6.2232

6.3871

6.5301

6.5364

6.6657

5.0410

 

YTM% Max

-

5.5046

5.7494

6.0730

6.9572

7.0082

7.2085

7.0202

6.8140

7.0965

7.5035

27-Aug-04

Amount

10

1549

423

450

338

831

1020

1280

1750

347

14369

 

YTM% Min

5.5153

5.1869

5.4898

5.8345

6.0122

5.9462

6.1189

6.1698

6.1659

6.2991

5.0230

 

YTM% Max

5.5153

5.4883

5.6517

6.1482

6.3330

6.9430

7.1836

7.0001

6.7209

7.0241

7.5081

3-Sep-04

Amount

10

1697

486

107

643

1425

705

1822

1750

506

13505

 

YTM% Min

4.4762

5.0898

5.3496

5.7538

5.8065

5.8060

6.0758

6.0415

6.0143

6.1719

4.9988

 

YTM% Max

4.4762

5.2103

5.6359

6.2810

6.2609

6.8049

6.9331

6.7746

6.6998

6.7041

7.3168

10-Sep-04

Amount

0

1234

456

37

628

2882

2393

1937

2118

2435

10459

 

YTM% Min

-

5.0550

5.3111

5.6450

5.6855

5.7105

5.7633

5.9968

5.9581

5.4672

5.1014

 

YTM% Max

-

5.4416

5.5019

5.7035

6.9582

6.6472

6.7928

6.5913

6.4883

6.7913

7.1540

17-Sep-04

Amount

0

610

300

265

550

5773

1673

886

822

581

8358

 

YTM% Min

-

5.0152

5.3339

5.7402

5.7947

5.7956

5.8863

6.0807

6.0271

5.4671

5.1315

 

YTM% Max

-

5.2213

5.8294

5.9060

6.2427

6.4208

6.8193

6.6086

6.4299

6.8811

7.1422

24-Sep-04

Amount

0

320

462

937

2057

3672

2984

1255

879

552

8822

 

YTM% Min

-

5.1293

5.3677

5.6920

5.8841

5.7979

5.9822

6.1187

6.1143

5.4811

6.0135

 

YTM% Max

-

5.2363

5.5922

6.0083

6.3966

6.4721

6.6572

6.5766

6.5579

6.9201

7.2364



(Amount in Rupees crore)

Week ended

State

Treasury bills
(Residual maturity in days)

RBI open market operations*

 

Government

Up to 14

15-91

92-182

183-364

Sale

Purchase

 

securities

 

 

 

 

 

 

1

13

14

15

16

17

18

19

2004-05

2-Apr-04

Amount

516

120

1050

105

769

-

-

 

YTM% Min

4.7299

3.6980

4.1497

4.2000

3.8503

 

 

 

YTM% Max

5.9000

4.6184

4.9578

4.3384

4.3500

 

 

9-Apr-04

Amount

42

18

377

76

1396

89

-

 

YTM% Min

5.7864

2.6651

4.1697

4.2300

4.0000

 

 

 

YTM% Max

5.8159

4.1922

4.4002

4.2550

4.3601

 

 

16-Apr-04

Amount

317

17

3577

94

1057

117

-

 

YTM% Min

5.2500

-

4.1998

4.2302

4.0000

 

 

 

YTM% Max

5.8673

-

4.4538

4.3101

4.4618

 

 

23-Apr-04

Amount

369

247

2405

47

1377

34

-

 

YTM% Min

5.2300

4.1511

3.9999

4.3001

4.0000

 

 

 

YTM% Max

5.8615

4.2994

4.3979

4.3999

4.4200

 

 

30-Apr-04

Amount

473

258

1156

36

1477

-

-

 

YTM% Min

5.3100

4.4901

4.2302

4.3600

3.9031

 

 

 

YTM% Max

5.8631

4.8741

4.3800

4.3600

4.4508

 

 

7-May-04

Amount

250

10

2327

8

1033

10

-

 

YTM% Min

5.4005

4.2516

4.2793

-

3.0823

 

 

 

YTM% Max

5.7862

4.2516

4.4202

-

4.4400

 

 

14-May-04

Amount

221

46

3060

49

1749

14

-

 

YTM% Min

5.1324

3.9976

4.2510

4.4001

4.0600

 

 

 

YTM% Max

5.7989

4.7821

4.4298

4.4001

4.4508

 

 

21-May-04

Amount

235

11

2256

167

1542

5

-

 

YTM% Min

5.8200

4.1517

4.2596

4.3599

2.8001

 

 

 

YTM% Max

5.9203

4.1517

4.4199

4.4100

4.4500

 

 

28-May-04

Amount

786

279

3149

15

1788

87

-

 

YTM% Min

4.9741

3.5043

4.2499

4.3699

3.1700

 

 

 

YTM% Max

5.8717

4.5089

4.4202

4.3699

4.4399

 

 

4-Jun-04

Amount

413

509

2938

15

1219

60

-

 

YTM% Min

5.1000

4.1511

4.1498

4.3850

3.7600

 

 

 

YTM% Max

5.9763

4.5299

4.4498

4.4198

4.5000

 

 

11-Jun-04

Amount

768

544

2002

18

2288

-

-

 

YTM% Min

5.1992

3.7485

3.8246

4.4501

3.6954

 

 

 

YTM% Max

5.9100

4.5996

4.4612

4.4501

4.4946

 

 

18-Jun-04

Amount

1099

2

2489

39

888

-

-

 

YTM% Min

5.5013

-

4.3792

4.2652

4.0900

 

 

 

YTM% Max

6.3494

-

4.5022

4.5150

4.5400

 

 

25-Jun-04

Amount

650

160

1983

269

1689

-

-

 

YTM% Min

5.7100

3.7599

4.3211

4.4402

4.1101

 

 

 

YTM% Max

6.3020

4.6251

4.5102

4.5501

4.6500

 

 

2-Jul-04

Amount

336

428

2889

62

1422

189

-

 

YTM% Min

5.8639

4.2993

4.2661

4.4499

4.4999

 

 

 

YTM% Max

6.3807

4.3888

4.5022

4.4999

4.6400

 

 

9-Jul-04

Amount

476

329

1936

30

1006

-

-

 

YTM% Min

5.5390

4.2584

4.2492

4.4599

4.2466

 

 

 

YTM% Max

6.3505

4.7821

4.4798

4.4601

4.6152

 

 

16-Jul-04

Amount

634

229

3529

8

747

22

-

 

YTM% Min

5.5000

3.9976

4.2324

4.5301

4.4899

 

 

 

YTM% Max

6.3650

4.3507

4.5022

4.5301

4.6301

 

 

23-Jul-04

Amount

805

257

2583

9

961

6

-

 

YTM% Min

5.6972

4.2487

4.2045

-

4.5501

 

 

 

YTM% Max

6.4150

4.8551

4.5991

-

4.6371

 

 

30-Jul-04

Amount

494

487

2835

32

1715

12

-

 

YTM% Min

5.6000

4.2516

4.1518

4.4231

4.5299

 

 

 

YTM% Max

6.4301

4.3756

4.5022

4.5701

4.6202

 

 

6-Aug-04

Amount

278

752

2978

91

1324

11

-

 

YTM% Min

5.9491

4.1049

4.1045

4.5100

4.5301

 

 

 

YTM% Max

6.7499

4.7469

4.5200

4.5101

4.6499

 

 

13-Aug-04

Amount

94

935

2946

98

232

45

-

 

YTM% Min

6.4600

3.8562

4.4601

4.6400

4.6199

 

 

 

YTM% Max

7.2500

5.2568

4.9950

5.0001

5.1500

 

 

20-Aug-04

Amount

293

190

1058

40

177

9

-

 

YTM% Min

6.0876

2.9329

4.5006

4.8001

4.9001

 

 

 

YTM% Max

7.2414

4.8000

4.9703

4.9250

5.2000

 

 

27-Aug-04

Amount

202

461

4171

95

1490

29

-

 

YTM% Min

6.3492

4.3482

4.3491

4.8501

4.7601

 

 

 

YTM% Max

7.3014

4.7091

4.9127

4.9599

5.2600

 

 

3-Sep-04

Amount

361

477

4091

167

1651

86

-

 

YTM% Min

6.0021

4.2479

4.3102

4.6200

4.6399

 

 

 

YTM% Max

7.1007

4.5996

4.7002

4.9201

5.0448

 

 

10-Sep-04

Amount

746

130

2622

3

606

12

-

 

YTM% Min

6.0000

4.3192

4.3530

-

4.7800

 

 

 

YTM% Max

7.2991

4.4511

4.6663

-

5.0001

 

 

17-Sep-04

Amount

546

219

2960

15

1922

5

-

 

YTM% Min

6.1500

4.4901

4.4532

4.7999

4.8000

 

 

 

YTM% Max

7.0189

5.4219

4.7484

4.8000

5.2554

 

 

24-Sep-04

Amount

552

496

2481

5

912

-

-

 

YTM% Min

5.6253

4.4511

4.4643

-

4.9900

 

 

 

YTM% Max

7.4129

4.6816

4.9127

-

5.2485

 

 



(Amount in Rupees crore)

Week-ended

Central Government dated securities maturing in the year

 

2004-05

2005-06

2006-07

2007-08

2008-09

2009-10

2010-11

2011-12

2012-13

2013-14

2014 &
above

1

2

3

4

5

6

7

8

9

10

11

12

2004-05

1-Oct-04

Amount

0

445

51

60

1031

2729

1774

799

881

252

3942

 

YTM% Min

-

5.1550

5.4920

5.6761

5.8784

5.8225

6.0688

6.1424

6.1331

5.4910

6.0224

 

YTM% Max

-

5.4057

5.5648

5.8901

6.4150

6.6727

6.8174

6.7043

6.3890

7.0117

7.1132

8-Oct-04

Amount

0

433

35

358

244

2791

1048

516

883

125

3778

 

YTM% Min

-

5.3218

4.8170

5.9480

6.1562

6.0533

6.4079

6.4765

6.4203

5.4908

6.3333

 

YTM% Max

-

5.6697

5.8369

6.0577

6.6714

6.7469

6.8850

6.8543

6.9757

7.1163

7.2633

15-Oct-04

Amount

0

388

221

195

288

2029

385

750

466

104

8842

 

YTM% Min

-

5.4500

5.7569

6.0157

6.2199

6.1700

6.5297

6.7248

6.5552

6.8651

6.4798

 

YTM% Max

-

5.5139

5.8237

6.1081

6.7619

6.7664

6.9073

6.9434

6.8948

6.9948

7.3347

22-Oct-04

Amount

0

155

5

120

180

1701

282

847

428

41

7870

 

YTM% Min

-

5.4342

5.7608

5.9264

6.1814

6.2192

6.5083

6.7014

6.6657

6.8454

5.1800

 

YTM% Max

-

5.5381

5.7608

6.0701

6.7003

6.7444

6.8362

6.8730

6.8852

6.8871

7.2232

29-Oct-04

Amount

0

43

50

140

80

2182

252

655

180

76

12122

 

YTM% Min

-

5.6220

5.7613

5.8471

6.1921

6.1234

6.3997

6.6137

6.4682

6.7814

4.7116

 

YTM% Max

-

5.7029

5.8599

6.0642

6.6612

6.7653

6.8586

6.9773

6.8503

6.8876

7.3049

5-Nov-04

Amount

0

104

119

191

325

1162

325

152

79

170

4993

 

YTM% Min

-

5.4914

5.8993

6.0079

6.3301

6.3257

6.6728

6.8264

6.8138

4.9124

4.4866

 

YTM% Max

-

5.7210

6.6888

6.7101

6.7244

7.2076

7.1425

7.0763

6.9097

4.9201

7.5696

12-Nov-04

Amount

0

250

25

95

41

766

5908

40

216

348

4344

 

YTM% Min

-

5.7969

6.1568

6.2636

6.8303

6.7276

6.8907

7.1202

6.8573

4.9263

4.5441

 

YTM% Max

-

6.2291

6.3372

6.9471

7.1728

7.2333

7.2637

7.2028

7.2767

4.9277

8.2008

19-Nov-04

Amount

0

90

0

5

166

545

3786

127

103

155

3355

 

YTM% Min

-

5.8665

-

6.2778

6.6438

6.7919

6.7621

7.1241

7.0842

4.9278

4.3899

 

YTM% Max

-

5.9445

-

6.2778

7.0920

7.2665

7.2040

7.2477

7.2204

7.1822

8.1076

26-Nov-04

Amount

0

170

95

153

30

556

3816

100

248

37

4481

 

YTM% Min

-

5.7258

5.9625

6.2470

6.6410

6.7275

6.7306

7.0948

6.9782

7.1592

4.9371

 

YTM% Max

-

6.0327

6.0102

6.2676

6.7996

7.1919

6.9036

7.2178

7.3078

7.3278

8.0388

3-Dec-04

Amount

0

264

211

266

307

828

5028

212

387

63

6790

 

YTM% Min

-

5.4104

5.7951

6.0212

6.3945

6.3001

6.2864

6.7213

6.697

5.5123

5.1559

 

YTM% Max

-

5.9558

5.9845

6.3804

6.8780

7.2179

7.0762

7.2621

7.2669

7.2188

7.9483

10-Dec-04

Amount

0

464

635

57

392

784

4129

216

700

147

6514

 

YTM% Min

-

5.4225

5.8817

6.0299

6.4201

6.3250

6.3138

6.6975

6.4390

5.5268

6.6274

 

YTM% Max

-

5.6568

5.9462

6.2715

6.5562

6.7688

7.0014

6.9945

6.9995

7.0250

7.5668

17-Dec-04

Amount

0

401

175

50

132

857

4722

212

650

63

8120

 

YTM% Min

-

5.4453

5.7877

6.1297

6.4410

6.2849

6.2876

6.6353

6.4373

6.6852

4.3515

 

YTM% Max

-

5.7243

5.8583

6.3409

6.5378

6.8426

6.8509

6.9013

7.0005

6.9488

7.3937

24-Dec-04

Amount

0

293

427

270

146

580

4058

348

426

153

6433

 

YTM% Min

-

5.5488

5.8414

6.0600

6.3350

6.3222

6.3065

6.6161

6.5905

6.5977

5.1686

 

YTM% Max

-

6.0022

6.0001

6.1504

6.5325

7.0224

6.8474

6.8503

6.8174

6.8113

7.3653

31-Dec-04

Amount

0

265

1457

364

340

331

3198

235

261

355

5721

 

YTM% Min

-

5.5837

5.7984

5.9502

6.2995

6.2946

6.2843

6.5252

6.5167

4.9334

4.3633

 

YTM% Max

-

5.7224

5.9620

6.1310

6.6686

6.7412

6.6914

6.6777

6.7956

6.7837

7.2943

7-Jan-05

Amount

0

380

970

90

601

551

6347

2701

160

0

12232

 

YTM% Min

-

5.4635

5.6124

5.9367

6.2971

6.2525

6.2782

6.4140

6.5033

-

6.4472

 

YTM% Max

-

5.7571

5.8368

6.0025

6.6617

6.8833

6.7732

6.7860

6.7159

-

7.1658

14-Jan-05

Amount

0

165

140

30

270

707

3585

1185

138

251

7348

 

YTM% Min

-

5.5442

5.7219

5.9520

6.2951

6.3331

6.3239

6.4914

6.5228

6.4137

6.4842

 

YTM% Max

-

5.5743

5.7774

5.9910

6.7073

6.8357

6.7249

6.7318

6.6277

6.7430

7.2921

21-Jan-05

Amount

0

7

255

111

201

225

2528

1166

205

61

5072

 

YTM% Min

-

-

5.7893

5.9819

6.3240

6.3449

6.4125

6.5708

6.6445

6.8065

6.5257

 

YTM% Max

-

-

5.9023

6.0404

6.8171

6.8718

6.7936

6.8394

6.9000

6.8065

7.5079

28-Jan-05

Amount

0

48

258

66

141

301

1376

379

97

7

2198

 

YTM% Min

-

5.5645

5.7520

6.0369

6.3614

6.4496

6.4508

6.7286

6.7619

6.8031

6.5347

 

YTM% Max

-

5.6721

5.8108

6.0669

6.8029

6.6119

6.6754

6.8474

6.8913

6.8031

7.4911

4-Feb-05

Amount

0

370

297

170

266

415

2751

883

154

31

4469

 

YTM% Min

-

5.4599

5.6596

5.9263

6.3534

6.3974

6.4045

6.4045

6.6920

6.5892

6.6714

 

YTM% Max

-

5.5777

5.7854

6.1284

6.6909

6.8198

6.7444

6.8515

6.9709

6.8168

7.4998

11-Feb-05

Amount

0

171

95

0

611

947

4581

2413

338

248

12043

 

YTM% Min

-

5.4372

5.6786

-

6.1994

6.2807

6.2535

6.4394

6.4849

6.5253

6.4219

 

YTM% Max

-

5.5479

5.7551

-

6.6487

6.7961

6.7526

6.6761

6.9174

6.6988

7.4999

18-Feb-05

Amount

0

138

272

45

650

918

3272

1850

250

501

10170

 

YTM% Min

-

5.2242

5.6559

5.8725

6.1655

6.2546

6.2573

6.4384

6.4931

6.5582

6.4205

 

YTM% Max

-

5.5151

5.7469

5.8725

6.6477

6.7260

6.6507

6.6618

6.7446

6.7005

7.3234

25-Feb-05

Amount

0

123

1177

594

697

1087

2541

1196

322

206

5469

 

YTM% Min

-

5.1893

5.6846

5.8436

6.1290

6.2511

6.3017

6.4977

6.5154

6.5011

6.4537

 

YTM% Max

-

5.5572

5.7822

5.9757

6.6048

6.6963

6.6637

6.6792

6.7268

6.7925

7.2276

4-Mar-05

Amount

0

65

95

156

1035

382

3677

1463

404

95

6894

 

YTM% Min

-

5.4153

5.7422

5.8549

6.1262

6.2361

6.2880

6.4706

6.4745

6.5639

6.4420

 

YTM% Max

-

5.4835

5.8001

6.0102

6.7161

6.8059

6.7889

6.9128

6.7980

6.8114

7.2514

11-Mar-05

Amount

0

349

601

42

534

491

2115

1074

504

176

5441

 

YTM% Min

-

5.1666

5.6175

5.8830

6.1235

6.2650

6.3209

6.4850

6.4451

6.6570

6.4956

 

YTM% Max

-

5.4396

5.7101

5.9031

6.6445

6.6961

6.6933

6.7208

6.6653

6.8016

7.2513

18-Mar-05

Amount

0

459

340

540

352

507

1281

650

219

136

3583

 

YTM% Min

-

5.2726

5.6284

5.9139

6.1344

6.2666

6.3395

6.5341

6.4242

6.0973

6.5504

 

YTM% Max

-

5.6720

5.9916

5.9713

6.6693

6.4566

6.6798

6.7717

6.6396

6.8204

7.1828

25-Mar-05

Amount

0

117

310

945

378

291

1233

648

158

64

2116

 

YTM% Min

-

5.4599

5.6988

5.8995

6.1367

6.2650

6.3635

6.5589

6.5700

6.5218

6.6491

 

YTM% Max

-

5.6067

5.9003

5.9631

6.2140

6.5107

6.7583

6.7544

6.7808

6.5218

7.1814



(Amount in Rupees crore)

Week ended

State Government
securities

Treasury bills
(Residual maturity in days)

RBI open market operations*

 

 

Up to 14

15-91

92-182

183-364

Sale

Purchase

1

 

13

14

15

16

17

18

19

2004-05

1-Oct-04

Amount

564

1090

3610

17

1493

85

-

 

YTM% Min

5.9479

4.4986

4.4569

5.0000

4.5804

 

 

 

YTM% Max

7.3331

5.6593

5.0361

5.0000

5.3888

 

 

8-Oct-04

Amount

146

291

2804

52

933

56

-

 

YTM% Min

7.0000

4.3638

4.4321

5.2000

5.0000

 

 

 

YTM% Max

7.2063

4.7819

5.0772

5.2001

5.3888

 

 

15-Oct-04

Amount

2133

720

2002

2

1129

48

-

 

YTM% Min

6.4808

4.6481

4.6481

-

5.0701

 

 

 

YTM% Max

7.2514

5.1601

5.1601

-

5.4891

 

 

22-Oct-04

Amount

505

61

1762

1

1600

-

-

 

YTM% Min

7.0400

3.7923

4.5765

-

5.3000

 

 

 

YTM% Max

7.3004

4.7790

5.1602

-

5.4895

 

 

29-Oct-04

Amount

925

837

2119

5

1100

-

-

 

YTM% Min

7.0422

4.8416

4.6278

-

5.2500

 

 

 

YTM% Max

7.3500

5.1845

5.3653

-

5.6903

 

 

5-Nov-04

Amount

691

52

3154

208

2368

79

-

 

YTM% Min

5.8487

4.2491

4.8869

5.3503

5.0700

 

 

 

YTM% Max

7.3800

5.1037

5.5001

6.0501

6.0500

 

 

12-Nov-04

Amount

411

424

1240

540

840

98

-

 

YTM% Min

6.8080

4.3329

5.1283

5.5200

5.6500

 

 

 

YTM% Max

7.8299

5.7504

5.5599

5.7001

5.9900

 

 

19-Nov-04

Amount

356

133

1645

362

2190

35

-

 

YTM% Min

7.0000

4.7337

4.1556

5.4599

5.2499

 

 

 

YTM% Max

7.7500

6.3532

5.6126

5.6500

5.8600

 

 

26-Nov-04

Amount

460

729

2328

437

1302

130

-

 

YTM% Min

7.0783

2.4458

5.0499

5.2001

5.1300

 

 

 

YTM% Max

7.6708

5.9991

5.6101

5.6200

5.8141

 

 

3-Dec-04

Amount

324

657

1866

260

3616

31

-

 

YTM% Min

6.4989

4.2476

4.7997

5.0402

5.0799

 

 

 

YTM% Max

7.6708

5.1480

5.2830

5.3501

5.6903

 

 

10-Dec-04

Amount

750

480

3184

231

1946

30

-

 

YTM% Min

6.6881

4.5631

4.7495

5.1049

5.3000

 

 

 

YTM% Max

7.6881

6.2458

5.4293

5.2999

5.7861

 

 

17-Dec-04

Amount

934

361

2437

76

1800

231

-

 

YTM% Min

6.7600

4.8516

4.8604

5.2501

5.3000

 

 

 

YTM% Max

7.3242

5.2979

5.4065

5.5000

5.7200

 

 

24-Dec-04

Amount

1175

411

2540

46

913

-

-

 

YTM% Min

6.3513

5.1516

5.1082

5.4899

5.4499

 

 

 

YTM% Max

7.3000

6.2071

5.4889

5.6001

5.7500

 

 

31-Dec-04

Amount

473

432

3499

109

2183

183

-

 

YTM% Min

6.4096

4.9471

4.9833

5.3199

5.4000

 

 

 

YTM% Max

7.1511

5.3488

5.5083

5.6500

5.7150

 

 

7-Jan-05

Amount

509

291

2137

322

3586

258

-

 

YTM% Min

6.7793

4.2345

4.6800

5.2499

5.4001

 

 

 

YTM% Max

7.1198

5.4766

5.3300

5.5501

5.6500

 

 

14-Jan-05

Amount

1419

75

2400

347

2178

121

-

 

YTM% Min

7.0084

4.7545

4.8992

5.2500

5.4200

 

 

 

YTM% Max

7.0700

4.9471

5.2830

5.6499

5.6501

 

 

21-Jan-05

Amount

497

443

1838

336

1482

-

-

 

YTM% Min

6.3021

2.7562

4.8190

5.3199

5.4899

 

 

 

YTM% Max

7.2600

5.4766

5.4002

5.5000

5.7344

 

 

28-Jan-05

Amount

189

482

3331

436

2456

13

-

 

YTM% Min

6.5011

4.7956

5.8104

5.2751

5.4234

 

 

 

YTM% Max

7.2300

4.9478

5.3655

5.4800

5.7688

 

 

4-Feb-05

Amount

346

403

3625

731

3639

11

-

 

YTM% Min

6.6324

4.7456

4.7909

5.1598

5.3800

 

 

 

YTM% Max

7.2240

5.4766

5.3201

5.3800

5.6567

 

 

11-Feb-05

Amount

276

165

2786

441

1858

-

-

 

YTM% Min

6.8400

4.7506

4.7194

5.1399

5.3125

 

 

 

YTM% Max

7.2121

5.0032

5.2418

5.3601

5.6100

 

 

18-Feb-05

Amount

341

119

2575

371

3466

13

-

 

YTM% Min

6.3104

4.4989

4.7480

5.2799

5.3509

 

 

 

YTM% Max

7.2000

5.2575

5.2830

5.4000

5.6456

 

 

25-Feb-05

Amount

204

422

3462

159

3234

24

-

 

YTM% Min

7.0085

4.8002

4.6640

5.2299

5.3599

 

 

 

YTM% Max

7.2488

4.9002

5.2418

5.3101

5.6301

 

 

4-Mar-05

Amount

193

828

4222

308

3899

355

-

 

YTM% Min

6.3358

4.1989

4.4480

5.1799

5.3400

 

 

 

YTM% Max

7.1995

5.4949

5.2201

5.3799

5.6120

 

 

11-Mar-05

Amount

188

371

1975

408

3313

9

-

 

YTM% Min

5.4280

4.5189

4.9200

5.1299

5.3300

 

 

 

YTM% Max

7.1994

4.8806

5.2584

5.3500

5.6100

 

 

18-Mar-05

Amount

350

350

2876

539

2001

-

-

 

YTM% Min

6.6008

4.2222

4.9293

5.1801

5.3449

 

 

 

YTM% Max

7.3263

5.2568

5.2202

5.5001

5.6120

 

 

25-Mar-05

Amount

154

156

2360

1240

946

-

-

 

YTM% Min

6.9600

5.0189

5.0395

5.2399

5.5100

 

 

 

YTM% Max

7.1639

5.1020

5.3241

5.5099

5.6600

 

 



(Amount in Rupees crore)

Week-ended

Central Government dated securities maturing in the year

 

2005-06

2006-07

2007-08

2008-09

2009-10

2010-11

2011-12

2012-13

2013-14

2014-15

2015 & above

1

2

3

4

5

6

7

8

9

10

11

12

2005-06

1-Apr-05

Amount

176

309

1116

494

270

1683

1154

499

129

126

3122

 

YTM% Min

5.2783

5.4268

5.8423

6.0863

6.2841

6.3314

6.5079

6.5070

6.6153

6.7196

6.6330

 

YTM% Max

5.6434

5.9007

6.0011

6.6854

6.7871

6.7322

6.7442

6.6689

6.7030

6.7561

7.1860

8-Apr-05

Amount

185

189

480

205

143

2735

687

5453

4

82

2771

 

YTM% Min

5.0629

5.6204

5.9599

6.1682

6.3860

6.2956

6.5277

6.4996

-

6.8876

6.6000

 

YTM% Max

5.5660

5.8100

6.0104

6.4135

7.0664

6.8226

6.9352

6.9321

-

7.0960

7.7820

15-Apr-05

Amount

6

270

800

25

95

712

80

2956

32

117

871

 

YTM% Min

5.3108

5.7041

6.0095

6.3580

6.4902

6.6320

6.8167

6.8422

7.0003

7.0240

6.9827

 

YTM% Max

5.3108

5.7709

6.0095

6.3713

6.8987

6.9875

6.9832

6.9357

7.0628

7.1172

7.7366

22-Apr-05

Amount

35

1300

185

85

180

1106

186

2996

51

17

6591

 

YTM% Min

5.1913

5.6497

5.9667

6.3250

6.4811

6.5947

6.8341

6.8400

7.0622

7.1094

6.9905

 

YTM% Max

5.3209

5.7126

6.0176

6.8261

6.8519

6.8618

7.0000

7.0812

7.1715

7.2505

7.9674

29-Apr-05

Amount

101

245

420

245

216

1261

104

2263

32

56

7328

 

YTM% Min

4.9294

5.6038

5.9498

6.3244

6.5317

6.5939

6.8361

6.8122

7.2418

7.1848

7.0615

 

YTM% Max

5.1620

5.7533

6.0815

6.8547

6.8567

6.9749

7.0536

7.1998

7.2516

7.2954

7.7906

6-May-05

Amount

40

405

115

278

364

6636

502

1705

85

18

4719

 

YTM% Min

5.3708

5.6895

6.0999

6.3926

6.7519

6.7745

7.0293

6.4977

5.4462

7.3187

4.5179

 

YTM% Max

5.3802

5.7492

6.1718

7.1031

7.2447

7.1451

7.2161

7.2510

7.3418

7.3213

7.9777

13-May-05

Amount

22

1260

105

475

210

4079

286

1395

50

62

4880

 

YTM% Min

5.3278

5.3618

6.0381

6.3062

6.5795

6.8110

5.0679

5.9005

7.1446

7.2303

4.7252

 

YTM% Max

5.3515

5.7297

6.0840

7.0017

7.1821

7.0092

7.1731

7.1507

7.2131

7.3304

7.8903

20-May-05

Amount

0

705

92

210

225

7540

161

1680

110

124

5547

 

YTM% Min

-

5.3697

6.0231

6.3037

6.5581

6.7472

6.9267

6.8850

7.1542

7.1500

6.9984

 

YTM% Max

-

5.7165

6.1038

6.8820

7.1079

7.0696

7.0993

7.0124

7.2004

7.3031

7.8042

27-May-05

Amount

0

25

185

115

236

4188

60

1342

25

80

4802

 

YTM% Min

-

5.6866

6.0826

6.2725

6.5456

6.6267

6.8652

6.4882

6.9698

7.1555

6.8497

 

YTM% Max

-

5.6866

6.0965

6.3378

6.9845

7.0382

6.9544

7.1242

6.9698

7.2045

7.7595

3-Jun-05

Amount

20

240

170

735

426

5637

530

1835

131

533

5266

 

YTM% Min

5.3289

5.6973

6.0500

6.2990

6.5122

6.6820

6.8538

6.4890

6.9609

7.1500

6.9095

 

YTM% Max

5.7737

5.8367

6.1055

6.9018

7.0375

7.0954

7.0749

7.1200

7.2324

7.2790

7.7462

10-Jun-05

Amount

20

340

315

2019

601

6848

1475

7021

216

7602

8668

 

YTM% Min

5.3356

5.6884

5.9376

6.2172

6.4071

6.5211

6.6723

6.4855

6.8175

6.7231

6.7747

 

YTM% Max

5.3356

5.7049

6.0704

6.8202

6.9354

6.9690

7.0241

7.0693

7.1409

7.1701

7.6528

17-Jun-05

Amount

5

65

95

1041

165

2434

222

2522

74

3155

3650

 

YTM% Min

5.2050

5.6929

5.9350

6.2264

6.4358

6.5793

6.7374

6.1781

6.8883

6.7896

6.8600

 

YTM% Max

5.2050

5.7238

6.0833

6.7890

6.8649

6.8752

6.8386

7.1503

7.0983

7.0021

7.5647

24-Jun-05

Amount

90

455

140

1324

90

4327

416

6174

263

6843

7974

 

YTM% Min

5.1744

5.6746

6.0182

6.2365

6.4801

6.5183

6.6809

6.4866

6.8302

6.7579

6.8497

 

YTM% Max

5.3738

5.7839

6.0730

6.7793

6.8374

6.9017

6.8627

7.1223

7.1817

7.1585

7.5629



(Amount in Rupees crore)

Week ended

State Government securities

Treasury bills
(Residual maturity in days)

RBI open market operations*

 

 

Up to 14

15-91

92-182

183-364

Sale

Purchase

1

13

14

15

16

17

18

19

2005-06

1-Apr-05

Amount

428

1342

3841

741

1588

17

-

 

YTM% Min

6.8505

4.7462

5.0003

5.2899

5.5199

 

 

 

YTM% Max

7.2196

5.4766

5.4501

5.5400

5.7800

 

 

8-Apr-05

Amount

100

780

6933

1049

3572

-

-

 

YTM% Min

7.0742

4.7462

4.8495

5.2099

5.4000

 

 

 

YTM% Max

7.1728

5.0996

5.3653

5.4381

5.6664

 

 

15-Apr-05

Amount

89

458

4101

1467

3887

234

-

 

YTM% Min

7.1983

4.6007

4.8504

5.1501

5.2601

 

 

 

YTM% Max

7.6888

5.2575

5.2830

5.4380

5.6456

 

 

22-Apr-05

Amount

75

99

1573

385

4322

12

-

 

YTM% Min

7.4000

4.7389

4.8304

5.1299

5.1985

 

 

 

YTM% Max

7.6497

4.8319

5.1629

5.2449

5.6456

 

 

29-Apr-05

Amount

716

531

3107

745

4151

-

-

 

YTM% Min

7.3638

4.7475

4.8007

5.1701

5.2200

 

 

 

YTM% Max

7.4900

5.2568

5.2600

5.2901

5.6400

 

 

6-May-05

Amount

105

369

2160

418

3325

176

-

 

YTM% Min

7.4496

4.9108

4.9592

5.0221

5.2047

 

 

 

YTM% Max

8.2396

5.4766

5.2006

5.4501

5.7500

 

 

13-May-05

Amount

290

552

1708

541

5540

-

-

 

YTM% Min

6.8700

4.9576

5.0100

5.1276

5.3199

 

 

 

YTM% Max

7.5486

5.5123

5.2504

5.2900

5.6256

 

 

20-May-05

Amount

1276

440

1437

652

1551

20

-

 

YTM% Min

7.1435

5.0001

5.0000

5.1146

5.2999

 

 

 

YTM% Max

7.7772

5.4028

5.2201

5.3746

5.5707

 

 

27-May-05

Amount

725

1037

1518

587

1414

129

-

 

YTM% Min

7.3600

5.0019

5.0206

5.1600

5.3400

 

 

 

YTM% Max

7.7772

6.0235

5.2006

5.3499

5.5896

 

 

3-Jun-05

Amount

771

246

2055

674

2875

398

-

 

YTM% Min

6.3591

5.0389

4.9996

5.1851

5.3976

 

 

 

YTM% Max

7.7693

5.0808

5.2006

5.3600

5.6404

 

 

10-Jun-05

Amount

728

298

1849

278

1857

9

-

 

YTM% Min

6.8583

5.0601

5.0402

5.2099

5.3999

 

 

 

YTM% Max

7.6526

5.5123

5.2401

5.3671

5.5900

 

 

17-Jun-05

Amount

692

198

1385

498

459

230

-

 

YTM% Min

6.9474

5.0229

5.1012

5.2500

5.3800

 

 

 

YTM% Max

7.4727

5.2014

5.3241

5.4200

5.6000

 

 

24-Jun-05

Amount

367

316

1465

558

1275

288

-

 

YTM% Min

6.2173

5.0595

5.0495

5.2998

5.3701

 

 

 

YTM% Max

7.7685

5.2014

5.3241

5.3958

5.6232

 

 

# As reported in SGL accounts at RBI, Mumbai.
^ While face value transacted for 6.00% capital indexed bond has been included in the
amount for the maturity year 2003-04, YTMs (per cent indicative) have not
been included in YTM% minimum and YTM% maximum.
* RBI’s sales and purchases include transactions in other offices also.
Note :
1. Minimum and maximum YTMs (% Indicative) include transactions of standard lot size (Rs.5 crore or more) only.
2. Past data since April 1997 are available in the CD version of this publication.