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Document - Table 223 : Secondary market outright transactions in Government securities (face value) () or PDF - Table 223 : Secondary market outright transactions in Government securities (face value) ()
Date : Sep 18, 2006
Table 223 : Secondary market outright transactions in Government securities (face value)

(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

(Continued)



(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

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

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

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

6.6970

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

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

 

 

 

 

 

 

 

 

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

1-Jul-05

Amount

25

275

235

550

176

2160

131

3111

50

2852

5208

 

YTM% Min

5.4932

5.6890

6.0345

6.2589

6.4640

6.5603

6.6933

6.6984

6.9046

6.8249

6.8667

 

YTM% Max

5.4979

6.1133

6.1506

6.7111

6.8330

6.8698

6.7438

7.0645

7.0904

7.1369

7.4583

8-Jul-05

Amount

0

15

89

360

96

2489

189

2559

5661

3251

5541

 

YTM% Min

-

5.7166

6.0739

6.2935

6.4785

6.5734

6.7081

6.7075

6.9474

6.8314

6.8828

 

YTM% Max

-

5.7329

6.0928

6.7862

6.8736

6.9371

6.8493

7.0549

7.1074

7.1576

7.5905

15-Jul-05

Amount

0

165

205

490

53

1374

115

522

3597

1034

1886

 

YTM% Min

-

5.7547

6.0803

6.2995

6.5538

6.7182

6.8580

6.5218

7.0765

7.1345

6.9019

 

YTM% Max

-

5.8491

6.1315

6.8009

6.9122

6.9719

6.9110

7.0596

7.1857

7.2379

7.6646

22-Jul-05

Amount

0

333

342

497

85

1523

95

715

4422

1465

3140

 

YTM% Min

-

5.7948

6.0802

6.3195

6.5231

6.7091

6.8715

6.5231

7.0307

7.0954

7.1531

 

YTM% Max

-

5.8492

6.1504

6.8003

6.9676

6.9396

6.9285

7.0571

7.1448

7.1959

7.8270

29-Jul-05

Amount

5

70

2

412

1

1373

75

1149

2963

1599

3756

 

YTM% Min

-

5.7117

-

6.6603

-

6.5394

6.6961

6.7065

6.8129

6.8583

6.0091

 

YTM% Max

-

5.7117

-

6.7875

-

7.2430

6.8734

7.0557

7.0892

7.1491

7.7333

5-Aug-05

Amount

0

387

166

271

274

1747

155

1859

1679

2064

3987

 

YTM% Min

-

5.6680

5.9770

6.2505

6.5365

6.5234

6.7122

6.4935

6.7807

6.8355

6.9189

 

YTM% Max

-

5.9906

6.2726

6.7057

6.7209

6.8356

6.9311

7.0466

6.9171

7.1808

7.5990

12-Aug-05

Amount

25

224

79

411

432

1451

181

1035

3615

1833

9731

 

YTM% Min

5.0354

5.6454

5.9836

6.2492

6.4655

6.5662

6.7321

6.7485

6.8491

6.9107

7.0076

 

YTM% Max

5.0354

5.7148

6.0029

6.6990

6.9090

6.8486

6.9147

6.9277

6.9408

7.1921

7.5747

19-Aug-05

Amount

0

105

0

215

226

1150

152

610

2038

2380

7508

 

YTM% Min

-

5.6395

-

6.1965

6.4744

6.6047

6.7766

6.4988

6.8809

6.9588

7.0627

 

YTM% Max

-

5.6865

-

6.7104

6.7111

6.8724

6.9119

6.9747

6.9568

7.1809

7.5511

26-Aug-05

Amount

35

824

1117

529

336

765

105

1197

320

3952

4052

 

YTM% Min

5.5988

5.5770

5.9694

6.2361

6.4362

6.6044

6.7911

6.7758

6.9160

7.0169

7.0723

 

YTM% Max

5.5988

5.6757

6.0467

6.7031

6.8856

6.8634

6.8233

6.9734

7.0239

7.1751

7.5466

2-Sep-05

Amount

0

147

991

625

235

1130

221

428

1065

5209

6369

 

YTM% Min

-

5.5877

5.9700

6.2604

6.4263

6.5918

6.8078

6.7826

6.9190

7.0084

7.1301

 

YTM% Max

-

5.6619

6.1823

6.7025

6.8878

6.8547

6.9037

6.9827

7.0710

7.1854

7.5255

9-Sep-05

Amount

0

547

1290

881

195

1967

572

862

2763

4761

11878

 

YTM% Min

-

5.5669

6.0178

6.2546

6.3435

6.5401

6.7540

6.7475

6.8666

6.9542

7.0202

 

YTM% Max

-

5.5905

6.0375

6.6832

6.8796

6.8271

6.8864

6.9441

7.0349

7.1389

7.5002

16-Sep-05

Amount

0

545

543

980

105

1416

336

589

1178

3115

12079

 

YTM% Min

-

5.5754

6.0237

6.2828

6.4136

6.5647

6.7059

6.5246

6.8648

6.9381

7.0055

 

YTM% Max

-

5.6528

6.0415

6.6758

6.8794

6.8177

6.7795

6.9394

7.0275

7.1369

7.4864

23-Sep-05

Amount

0

160

601

306

55

791

175

365

917

3318

9631

 

YTM% Min

-

5.6094

6.0341

6.2932

6.4055

6.5605

6.7088

6.7553

6.8696

6.9316

6.9870

 

YTM% Max

-

5.6644

6.3464

6.6585

6.8175

6.8281

6.8405

6.7914

6.9127

7.1245

7.4882

30-Sep-05

Amount

0

75

514

160

55

895

71

178

528

2281

4004

 

YTM% Min

-

5.6633

6.0670

6.3123

6.4147

6.5904

6.7935

6.7917

6.9012

6.9636

7.1692

 

YTM% Max

-

5.8740

6.1187

6.7064

6.8306

6.7560

6.8313

6.8613

6.9908

7.2214

7.4608



(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

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

 

 

1-Jul-05

Amount

438

239

494

327

1201

240

-

 

YTM% Min

6.8255

5.0672

5.1800

5.3301

5.4801

 

 

 

YTM% Max

7.3802

6.0498

5.3799

5.4100

5.6400

 

 

8-Jul-05

Amount

644

81

2872

1231

1653

286

-

 

YTM% Min

7.1503

5.2012

5.0999

5.3958

5.4000

 

 

 

YTM% Max

7.6949

5.2791

5.4301

5.5863

5.7501

 

 

15-Jul-05

Amount

325

247

832

175

546

-

-

 

YTM% Min

7.2143

5.2489

5.1645

5.4999

5.6001

 

 

 

YTM% Max

7.7766

5.3901

5.4906

5.6711

5.7650

 

 

22-Jul-05

Amount

178

211

1256

47

810

-

-

 

YTM% Min

7.0400

5.0026

5.2590

5.4500

5.6000

 

 

 

YTM% Max

7.5054

5.3557

5.5714

5.5201

5.8473

 

 

29-Jul-05

Amount

93

81

423

183

1235

37

-

 

YTM% Min

7.2500

5.0229

5.1999

5.4999

5.6499

 

 

 

YTM% Max

7.4619

5.2410

5.4699

5.6300

5.8201

 

 

5-Aug-05

Amount

350

160

1439

503

1953

29

-

 

YTM% Min

7.0011

4.8780

4.8056

5.4001

5.5000

 

 

 

YTM% Max

7.4470

5.3093

5.3850

5.5100

5.6700

 

 

12-Aug-05

Amount

479

296

2832

1092

3429

-

-

 

YTM% Min

6.7098

4.5148

5.0504

5.1999

5.4000

 

 

 

YTM% Max

7.4037

4.9051

5.2851

5.4600

5.6600

 

 

19-Aug-05

Amount

183

208

1307

1093

3271

-

-

 

YTM% Min

7.0700

3.4320

5.0200

5.1800

5.3899

 

 

 

YTM% Max

7.3747

5.0419

5.2006

5.4400

5.6120

 

 

26-Aug-05

Amount

335

197

1474

1160

2670

6

-

 

YTM% Min

6.2880

4.8923

5.0796

5.1899

5.3751

 

 

 

YTM% Max

7.3953

5.0883

5.2006

5.4375

5.5900

 

 

2-Sep-05

Amount

416

133

1159

930

2544

115

-

 

YTM% Min

6.3000

5.0489

5.0495

5.1401

5.3851

 

 

 

YTM% Max

7.4000

5.8428

5.2006

5.3850

5.6232

 

 

9-Sep-05

Amount

320

316

477

1256

1328

145

-

 

YTM% Min

6.3219

5.0114

4.9992

5.1351

5.3301

 

 

 

YTM% Max

7.3944

5.2933

5.2000

5.3535

5.5825

 

 

16-Sep-05

Amount

778

461

953

554

2509

1

-

 

YTM% Min

6.6913

4.9985

5.0399

5.1699

5.3200

 

 

 

YTM% Max

7.5343

5.5123

5.1594

5.3200

5.6008

 

 

23-Sep-05

Amount

929

439

1050

687

999

33

-

 

YTM% Min

6.4307

5.0026

5.0599

5.1048

5.3792

 

 

 

YTM% Max

7.5299

5.0912

5.2001

5.3958

5.6100

 

 

30-Sep-05

Amount

375

388

724

922

405

49

-

 

YTM% Min

6.3273

5.0026

5.0841

5.2100

5.4100

 

 

 

YTM% Max

7.5293

6.0062

5.3699

5.4501

5.7912

 

 



(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

 

 

 

 

 

 

 

 

 

 

 

 

7-Oct-05

Amount

0

250

182

350

25

825

380

241

411

2494

4121

 

YTM% Min

-

5.7343

6.0645

6.3056

6.4719

6.6272

6.8464

6.8286

6.9191

6.8967

7.0829

 

YTM% Max

-

5.7875

6.4010

6.7304

6.8748

6.9219

6.9153

6.8886

7.1624

7.1003

7.6499

14-Oct-05

Amount

0

85

125

65

65

545

40

149

166

1739

4228

 

YTM% Min

-

5.7556

6.1129

6.3553

6.4764

6.6468

6.8199

6.8497

6.9434

6.9910

7.1287

 

YTM% Max

-

5.8143

6.1305

6.7190

6.8123

6.8396

6.8598

6.8885

7.1481

7.2084

7.6472

21-Oct-05

Amount

20

50

406

542

56

995

10

53

242

2050

3450

 

YTM% Min

5.8528

5.7305

6.1247

6.3494

6.5801

6.6331

6.8333

6.8396

6.9179

6.9750

7.1214

 

YTM% Max

5.8528

5.8048

6.1441

6.7120

6.8928

6.8225

6.8434

6.9992

7.1355

7.0917

7.5948

28-Oct-05

Amount

15

115

265

207

51

1669

306

765

1836

5534

6114

 

YTM% Min

5.7996

5.7061

5.4548

6.3193

6.7604

6.6096

6.7789

6.7905

6.8753

6.9330

7.0854

 

YTM% Max

5.7996

5.7878

6.1587

6.7094

6.8897

6.8173

6.8650

6.9074

7.1379

7.0521

7.5903

4-Nov-05

Amount

78

20

85

0

24

452

211

163

425

1312

1529

 

YTM% Min

5.6782

5.8210

6.0565

-

6.5166

6.6046

6.7611

6.7961

6.8919

6.9496

5.9022

 

YTM% Max

5.7828

5.8210

6.0746

-

6.7585

6.8052

6.7941

6.9724

7.0796

6.9804

7.5156

11-Nov-05

Amount

0

141

310

180

60

471

245

217

685

1661

6562

 

YTM% Min

-

5.8640

6.0596

6.2907

6.4776

6.6123

6.7582

6.7996

6.9077

6.9612

5.8474

 

YTM% Max

-

5.9795

6.1335

6.7187

6.7566

6.7932

6.9015

6.8287

7.0795

7.0329

7.7264

18-Nov-05

Amount

0

175

153

375

180

630

160

216

671

1432

4543

 

YTM% Min

-

5.8824

6.1265

6.6903

6.4433

6.5917

6.7437

6.7893

6.8932

6.9614

7.2356

 

YTM% Max

-

5.9558

6.1298

6.7113

6.8788

6.7708

6.8926

6.8090

7.0722

7.1331

7.6732

25-Nov-05

Amount

25

70

360

694

265

1210

561

421

996

2524

13130

 

YTM% Min

5.7904

5.7600

6.0941

6.2968

6.4171

6.5456

6.6764

6.7420

6.8721

6.9447

7.0623

 

YTM% Max

5.7904

5.9225

6.1220

6.6895

6.8639

6.7307

6.8899

6.8976

7.0532

6.9779

7.6644

2-Dec-05

Amount

0

110

395

242

66

1027

484

186

313

1533

7882

 

YTM% Min

-

5.7449

6.0900

6.2738

6.4206

6.5322

6.6856

6.7437

6.8882

6.9569

7.0709

 

YTM% Max

-

5.9081

6.1136

6.6565

6.8191

6.7170

6.7887

6.9025

6.9113

7.0912

7.5822

9-Dec-05

Amount

10

219

395

146

43

566

352

123

276

861

11360

 

YTM% Min

5.9361

5.6576

6.0866

6.2693

6.5791

6.5648

6.6940

6.7688

6.8982

6.9761

7.0869

 

YTM% Max

5.9361

5.9816

6.1344

6.6955

6.8486

6.7199

6.7030

6.9441

7.0393

7.1093

7.5815

16-Dec-05

Amount

0

112

39

1940

10

536

70

120

343

879

7523

 

YTM% Min

-

5.8707

6.1902

6.2935

6.5758

6.5782

6.6862

6.7722

6.8949

6.9767

5.8389

 

YTM% Max

-

6.0577

6.1954

6.6973

6.5758

6.7410

6.8127

6.9294

7.1208

7.0212

7.5042

23-Dec-05

Amount

0

67

185

130

2

576

296

80

141

462

4206

 

YTM% Min

-

6.0566

6.1773

6.3550

-

6.5765

6.6813

6.7726

6.8962

6.9779

7.1291

 

YTM% Max

-

6.2697

6.2970

6.7476

-

6.7085

6.8090

6.8076

7.0498

7.1551

7.5142

30-Dec-05

Amount

0

216

143

1095

529

427

214

82

119

433

6626

 

YTM% Min

-

6.1145

6.1935

6.3649

6.4387

6.5676

6.7017

6.7707

6.9089

6.9852

7.1943

 

YTM% Max

-

6.2632

6.2395

6.7539

6.8933

6.6783

6.8716

6.7877

6.9242

7.1928

7.4947

6-Jan-06

Amount

0

80

116

660

41

712

829

276

265

903

12323

 

YTM% Min

-

6.0342

6.1376

6.3113

6.3938

6.5444

6.6374

6.6497

6.8850

6.9668

6.7976

 

YTM% Max

-

6.1719

6.1874

6.7146

6.4212

6.5721

6.6973

6.7736

6.9103

7.1367

7.4583

13-Jan-06

Amount

0

0

11

369

7

310

2982

58

37

303

4006

 

YTM% Min

-

-

6.1817

6.3138

6.4989

6.5599

6.6462

6.7650

6.8963

6.9806

7.0798

 

YTM% Max

-

-

6.1817

6.7513

6.4989

6.6002

6.7004

6.7754

6.9095

6.9993

7.4535

20-Jan-06

Amount

30

72

250

865

5

440

1465

42

266

253

6143

 

YTM% Min

5.9887

6.1755

6.2313

6.3131

6.4669

6.5679

6.6832

6.7833

6.9092

6.9940

7.0794

 

YTM% Max

6.1033

6.2688

6.4111

6.8842

6.4669

6.6011

6.7507

6.8012

7.0301

7.1497

7.4368

27-Jan-06

Amount

0

60

98

590

0

491

1480

41

440

610

5708

 

YTM% Min

-

6.1355

6.3691

6.3554

-

6.5852

6.7086

6.7912

6.9188

6.9975

7.1922

 

YTM% Max

-

6.9612

6.4292

7.2703

-

6.8910

7.0074

7.0514

7.0957

7.2284

7.5518

3-Feb-06

Amount

0

210

55

500

145

81

1347

45

212

356

7917

 

YTM% Min

-

6.5978

6.7469

6.7439

6.8588

6.8407

6.8986

6.9950

7.1043

7.1633

7.2420

 

YTM% Max

-

6.7810

6.8084

7.3470

6.9299

6.9022

7.0784

7.1356

7.2376

7.3378

7.6002

10-Feb-06

Amount

0

225

606

260

16

45

785

32

96

37

7679

 

YTM% Min

-

6.5814

6.6808

6.7342

6.8693

6.8819

6.9149

6.9486

7.0957

7.1794

7.2074

 

YTM% Max

-

6.8986

6.9019

7.2224

6.8759

6.9132

6.9877

7.0411

7.1342

7.1956

7.6330

17-Feb-06

Amount

0

364

382

515

0

165

555

56

30

57

6472

 

YTM% Min

-

6.5797

6.6578

6.8002

-

6.9107

6.9584

7.0308

7.1043

7.1953

7.1308

 

YTM% Max

-

6.8746

6.8540

7.3199

-

7.1436

7.0521

7.0693

7.1647

7.3161

7.6438

24-Feb-06

Amount

0

80

125

674

12

233

537

62

223

418

5470

 

YTM% Min

-

6.6612

6.8334

6.8349

7.0053

6.9315

7.0034

7.0619

7.1216

7.1627

7.2880

 

YTM% Max

-

6.9429

6.9131

7.3040

7.0053

7.0622

7.0999

7.1536

7.2345

7.3504

7.6529

3-Mar-06

Amount

0

265

450

335

20

190

1761

46

454

117

5481

 

YTM% Min

-

6.5485

6.7191

6.8491

6.9202

6.9773

7.0265

7.0771

7.1824

7.2837

7.3061

 

YTM% Max

-

7.0301

7.0043

7.3447

7.4446

7.1418

7.2765

7.1563

7.2963

7.3810

7.7330

10-Mar-06

Amount

15

177

1

420

209

157

2821

143

471

427

3996

 

YTM% Min

7.1114

6.6949

-

6.9157

7.0153

7.1113

7.1401

7.1984

7.2556

7.3350

7.3806

 

YTM% Max

7.2033

6.9092

-

7.4406

7.4798

7.2000

7.3224

7.3795

7.3155

7.4275

7.7735

17-Mar-06

Amount

0

134

418

194

35

252

526

44

193

177

2225

 

YTM% Min

-

6.6927

6.7452

6.8980

7.0350

7.1493

7.1986

7.3635

7.2781

7.3685

7.3634

 

YTM% Max

-

6.8804

6.9487

7.4622

7.5540

7.2504

7.2460

7.3814

7.3198

7.4235

7.7781

24-Mar-06

Amount

0

567

200

836

192

448

1599

40

78

655

2929

 

YTM% Min

-

6.5400

6.6300

6.7600

6.8500

7.0207

7.1600

7.2121

7.2690

7.3300

7.3567

 

YTM% Max

-

7.2384

6.7315

7.4621

7.5605

7.1747

7.2306

7.2618

7.3502

7.4270

7.7599

31-Mar-06

Amount

0

653

484

969

370

385

1760

48

341

258

2593

 

YTM% Min

-

6.0194

6.3490

6.6311

6.7535

6.9644

7.0690

7.1086

7.2294

7.3340

7.3508

 

YTM% Max

-

6.9767

6.7500

7.4814

7.5358

7.1618

7.2480

7.1814

7.3482

7.5023

7.7949



(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

2005-06

 

 

 

 

 

 

 

 

7-Oct-05

Amount

265

135

1586

1294

1295

28

-

 

YTM% Min

7.4119

5.0600

5.0504

5.3599

5.4221

 

 

 

YTM% Max

7.5146

5.0799

5.4065

5.6238

5.8050

 

 

14-Oct-05

Amount

232

199

1990

524

1414

10

-

 

YTM% Min

7.2500

5.0713

5.0720

5.4099

5.6494

 

 

 

YTM% Max

7.4998

5.3663

5.4477

5.6401

5.8473

 

 

21-Oct-05

Amount

557

548

1422

1256

1381

66

-

 

YTM% Min

7.2404

5.0019

5.0596

5.5401

5.6500

 

 

 

YTM% Max

7.5007

5.1472

5.5302

5..7559

5.8500

 

 

28-Oct-05

Amount

463

399

749

1121

988

20

-

 

YTM% Min

7.1800

5.2500

5.2991

5.5999

5.5500

 

 

 

YTM% Max

7.4776

5.4949

5.5714

5.7299

5.8375

 

 

4-Nov-05

Amount

244

90

576

476

662

32

-

 

YTM% Min

7.1800

5.3002

5.3300

5.5801

5.7299

 

 

 

YTM% Max

7.4195

5.5854

5.6539

5.7771

5.8400

 

 

11-Nov-05

Amount

316

653

661

1429

1223

-

-

 

YTM% Min

6.9394

5.5514

5.4002

5.6600

5.7599

 

 

 

YTM% Max

7.4192

6.3521

5.8997

5.8599

5.9935

 

 

18-Nov-05

Amount

160

340

675

926

232

16

-

 

YTM% Min

6.9650

5.4036

5.6001

5.7500

5.8800

 

 

 

YTM% Max

7.4189

6.7002

5.8189

5.9199

5.9500

 

 

25-Nov-05

Amount

281

623

1433

735

489

31

-

 

YTM% Min

6.9291

5.5685

5.5705

5.7500

5.8500

 

 

 

YTM% Max

7.4116

6.0996

5.7802

5.9201

5.9372

 

 

2-Dec-05

Amount

311

204

1296

1066

938

58

-

 

YTM% Min

7.0050

5.5319

5.5497

5.7376

5.8501

 

 

 

YTM% Max

7.3896

5.6480

5.7500

5.9499

5.9700

 

 

9-Dec-05

Amount

191

328

1025

472

576

-

-

 

YTM% Min

7.0022

5.4531

5.3804

5.7000

5.9200

 

 

 

YTM% Max

7.3634

5.5140

5.7500

5.8899

6.0001

 

 

16-Dec-05

Amount

299

91

1412

737

1116

-

-

 

YTM% Min

6.8900

5.6500

5.3593

5.7499

5.8500

 

 

 

YTM% Max

7.3386

5.6793

5.8999

5.9401

6.0100

 

 

23-Dec-05

Amount

282

91

407

378

887

-

-

 

YTM% Min

6.9274

5.6500

5.7104

5.8101

5.9199

 

 

 

YTM% Max

7.3659

6.2511

6.0254

6.0902

6.1740

 

 

30-Dec-05

Amount

178

139

585

73

604

-

-

 

YTM% Min

6.9900

5.8986

5.6999

6.0500

6.0801

 

 

 

YTM% Max

7.3454

6.5347

6.2003

6.1386

6.1599

 

 

6-Jan-06

Amount

262

386

1264

407

1268

497

-

 

YTM% Min

7.2410

5.2933

5.6602

5.8792

6.0300

 

 

 

YTM% Max

7.3163

6.2436

6.1004

6.1399

6.1900

 

 

13-Jan-06

Amount

129

18

552

207

631

-

-

 

YTM% Min

6.9000

5.9001

5.7796

6.0399

6.0500

 

 

 

YTM% Max

7.2943

6.1494

6.2005

6.2239

6.2500

 

 

20-Jan-06

Amount

207

89

1156

556

698

164

-

 

YTM% Min

7.2331

6.4011

6.0668

6.1498

6.2200

 

 

 

YTM% Max

7.3524

6.4616

6.3300

6.2900

6.3400

 

 

27-Jan-06

Amount

238

56

810

266

328

-

-

 

YTM% Min

7.0500

6.1300

5.9001

6.2300

6.2601

 

 

 

YTM% Max

7.5229

6.4006

6.6462

6.4502

6.8000

 

 

3-Feb-06

Amount

356

178

1157

580

1033

44

-

 

YTM% Min

7.4222

6.3901

6.1005

6.5400

6.6499

 

 

 

YTM% Max

7.6496

6.9999

6.8000

6.8501

6.8499

 

 

10-Feb-06

Amount

46

4

367

126

444

462

10

 

YTM% Min

7.3800

-

6.3994

6.4999

6.6800

 

 

 

YTM% Max

7.4433

-

6.6000

6.6501

6.7101

 

 

17-Feb-06

Amount

154

195

763

115

382

29

-

 

YTM% Min

7.3013

6.4608

6.4391

6.5699

6.6699

 

 

 

YTM% Max

7.4757

6.9768

6.6877

6.7100

6.7992

 

 

24-Feb-06

Amount

328

87

965

191

179

18

105

 

YTM% Min

7.4423

6.3987

6.3994

6.6800

6.6999

 

 

 

YTM% Max

7.5500

6.4998

6.6902

6.7368

6.7950

 

 

3-Mar-06

Amount

535

225

1434

166

373

159

50

 

YTM% Min

7.5995

6.3521

6.2955

6.6201

6.6600

 

 

 

YTM% Max

7.8602

6.5992

6.7500

6.7400

6.8000

 

 

10-Mar-06

Amount

444

288

643

317

406

8

75

 

YTM% Min

6.7964

6.1494

6.2654

6.6100

6.7200

 

 

 

YTM% Max

7.7913

6.4559

6.6899

6.7401

6.7799

 

 

17-Mar-06

Amount

513

71

726

200

850

-

35

 

YTM% Min

7.4000

6.4193

6.4195

6.5698

6.6499

 

 

 

YTM% Max

7.7587

6.9024

6.6501

6.6901

6.7535

 

 

24-Mar-06

Amount

214

6

833

330

537

1

260

 

YTM% Min

7.4000

6.3508

6.0003

6.3999

6.5399

 

 

 

YTM% Max

7.7619

6.3508

6.5600

6.6499

6.7200

 

 

31-Mar-06

Amount

654

341

750

426

975

557

110

 

YTM% Min

7.5491

4.7023

5.9997

6.1999

6.2699

 

 

 

YTM% Max

7.7900

7.9988

6.4001

6.5000

6.5500

 

 



(Amount in Rupees crore)

Week-ended

 

Central Government dated securities maturing in the year

 

 

2006-07

2007-08

2008-09

2009-10

2010-11

2011-12

2012-13

2013-14

2014-15

2015-16

2016 & above

1

 

2

3

4

5

6

7

8

9

10

11

12

2006-07

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

7-Apr-06

Amount

141

703

375

140

290

2800

33

170

325

5

1319

 

YTM% Min

5.7354

6.3072

6.5539

6.8660

6.9567

7.1844

7.1825

7.3214

7.4021

7.4085

7.5191

 

YTM% Max

6.2703

6.6623

7.4311

7.4922

7.1903

7.3344

7.2672

7.3927

7.4952

7.4085

7.8302

14-Apr-06

Amount

216

475

795

230

55

2531

1

31

366

75

4534

 

YTM% Min

5.4330

6.2500

6.4027

6.6679

7.0046

7.1272

-

7.2858

7.3847

6.2242

7.5121

 

YTM% Max

6.3231

6.3517

7.3398

7.0603

7.0957

7.2052

-

7.3035

7.5595

6.2242

7.9747

21-Apr-06

Amount

70

818

3583

700

1000

5586

76

206

599

80

8410

 

YTM% Min

5.3785

6.1288

6.3408

6.6116

6.8447

6.9060

6.6083

7.1793

7.2266

7.2684

7.2982

 

YTM% Max

5.4366

6.5059

7.4037

7.3869

7.1100

7.1998

6.6182

7.3034

7.9984

7.4381

7.9916

28-Apr-06

Amount

420

172

670

988

2006

3621

3876

301

208

331

5952

 

YTM% Min

5.4240

6.0890

6.3135

6.6110

6.8320

6.0939

6.2364

7.1437

7.2290

7.3182

7.3034

 

YTM% Max

5.6282

6.2611

7.2889

6.9502

7.0314

7.0430

7.1424

7.2994

7.2856

7.3405

8.0329

5-May-06

Amount

475

10

310

423

540

1075

1301

114

56

16

6147

 

YTM% Min

5.6787

6.3133

6.3839

6.7431

6.8804

6.9574

7.0368

7.2292

7.3068

7.3327

7.3735

 

YTM% Max

6.3099

6.3133

7.3956

7.0200

7.0497

7.0745

7.2186

7.3065

7.3606

7.3327

8.1368

12-May-06

Amount

156

618

287

1331

517

1121

2483

92

226

30

7546

 

YTM% Min

5.6206

6.3099

6.4448

6.7314

6.9094

6.0955

6.2387

7.2228

7.3217

7.4568

7.4831

 

YTM% Max

6.3350

6.6771

7.3838

7.0472

7.1203

7.1047

7.2008

7.3600

7.3663

7.5043

8.1236

19-May-06

Amount

80

750

680

21

245

2077

2271

217

50

275

7195

 

YTM% Min

5.7623

6.3357

6.5603

6.8810

6.9811

6.0963

6.2390

7.3282

7.4276

6.1193

7.5363

 

YTM% Max

5.8472

6.4707

7.4269

7.0954

7.0252

7.2500

7.4815

7.5107

7.4872

6.1193

8.1833

26-May-06

Amount

0

16

334

85

85

1356

1060

16

108

10

8468

 

YTM% Min

-

6.4012

6.7076

6.8796

7.0227

7.1461

7.2473

7.3391

7.4530

-

7.5794

 

YTM% Max

-

6.7200

6.7495

7.0375

7.0802

7.3630

7.2933

7.3570

7.4786

-

8.1934

2-Jun-06

Amount

0

100

55

180

140

984

484

186

313

5

4865

 

YTM% Min

-

6.4381

6.6873

6.8764

7.0340

7.1834

6.6856

6.7437

6.8882

7.5293

7.6070

 

YTM% Max

-

6.4792

7.4808

6.9732

7.1896

7.2803

6.7887

6.9025

6.9113

7.5293

8.1855

9-Jun-06

Amount

5

100

1160

95

111

3357

182

10

18

0

3214

 

YTM% Min

5.7139

6.5339

6.6953

6.8742

7.1597

7.2474

7.3390

7.4846

7.6378

-

7.6258

 

YTM% Max

5.7139

6.5339

7.6497

7.0312

7.2417

7.3877

7.4301

7.4937

7.6877

-

8.3346

16-Jun-06

Amount

5

78

825

145

310

3616

430

40

1

55

1942

 

YTM% Min

6.0221

6.6332

6.9104

7.0988

7.1900

7.4055

7.5148

7.7856

-

7.8654

7.7793

 

YTM% Max

6.0221

6.9010

7.8795

7.0988

7.4611

7.4824

7.6113

7.7856

-

7.8654

8.3737

23-Jun-06

Amount

7

222

332

145

101

1916

351

25

2392

120

2482

 

YTM% Min

-

6.9946

6.9037

7.3375

7.3426

7.4220

7.5405

7.7799

7.8442

7.8543

7.7846

 

YTM% Max

-

7.0504

7.0536

7.9411

7.5133

7.5519

7.7200

7.8201

7.9171

7.8543

8.5500

30-Jun-06

Amount

38

173

83

35

479

1412

66

70

2649

2

2359

 

YTM% Min

6.1057

6.9099

7.2520

7.4567

7.5460

7.6115

7.7747

7.9511

7.8824

-

8.0967

 

YTM% Max

6.9100

7.1700

8.0988

8.1578

7.7702

7.7754

7.8512

8.0910

8.1215

-

8.6364



(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

2006-07

 

 

 

 

 

 

 

 

 

7-Apr-06

 

Amount

151

60

559

648

707

54

-

 

 

YTM% Min

7.7284

4.8016

5.5796

5.9199

6.0900

 

 

 

 

YTM% Max

7.7998

5.7405

6.1000

6.2201

6.4000

 

 

14-Apr-06

Amount

90

126

795

480

1125

-

40

 

 

YTM% Min

7.7091

2.8840

5.3797

5.6002

5.9499

 

 

 

 

YTM% Max

7.7673

4.3456

5.8003

6.0501

6.200

 

 

21-Apr-06

Amount

56

109

568

856

2215

105

220

 

 

YTM% Min

7.6578

5.4024

5.2492

5.3299

5.4900

 

 

 

 

YTM% Max

7.7408

5.7941

5.6004

6.0600

6.1700

 

 

28-Apr-06

Amount

129

146

864

617

577

358

145

 

 

YTM% Min

6.3900

5.4001

5.1990

5.4199

5.5099

 

 

 

 

YTM% Max

7.6502

6.4993

5.5002

5.5601

5.8300

 

 

5-May-06

Amount

386

198

1296

827

414

37

15

 

 

YTM% Min

7.0011

5.4000

5.4497

5.5499

5.7201

 

 

 

 

YTM% Max

7.7006

5.5992

5.7003

5.9258

6.0500

 

 

12-May-06

Amount

645

165

1248

556

480

1172

35

 

 

YTM% Min

7.4980

5.4394

5.4604

5.5801

5.8900

 

 

 

 

YTM% Max

8.0000

6.4993

5.6700

5.8999

6.2532

 

 

19-May-06

Amount

1052

93

1098

1095

505

124

15

 

 

YTM% Min

6.9000

5.4028

5.5405

5.6549

5.8251

 

 

 

 

YTM% Max

8.0500

5.4499

5.7000

6.0301

6.2705

 

 

26-May-06

Amount

308

63

601

195

1697

45

10

 

 

YTM% Min

6.9878

5.4499

5.6048

5.7402

6.3200

 

 

 

 

YTM% Max

8.0363

6.4993

5.6951

6.0549

6.3914

 

 

2-Jun-06

 

Amount

182

27

1095

1338

870

125

10

 

 

YTM% Min

7.0498

5.2510

5.4600

5.6349

6.0300

 

 

 

 

YTM% Max

8.0018

5.2510

5.7364

6.1599

6.4150

 

 

9-Jun-06

 

Amount

168

25

1375

586

745

50

10

 

 

YTM% Min

7.1800

5.4499

5.4502

5.6949

6.3300

 

 

 

 

YTM% Max

8.0296

5.4499

5.7498

6.1399

6.4800

 

 

16-Jun-06

Amount

319

4

1761

689

216

-

-

 

 

YTM% Min

7.4284

-

5.7999

6.0201

6.3499

 

 

 

 

YTM% Max

8.2002

-

6.1908

6.5014

6.7400

 

 

23-Jun-06

Amount

279

80

637

526

1335

-

35

 

 

YTM% Min

7.5800

5.9003

5.9005

6.2901

6.5900

 

 

 

 

YTM% Max

8.2800

6.0062

6.3149

6.6600

7.0513

 

 

30-Jun-06

Amount

250

26

788

1094

562

643

10

 

 

YTM% Min

7.7600

5.9482

5.9008

6.2998

6.9300

 

 

 

 

YTM% Max

8.4400

5.9519

6.3563

6.7797

7.0700

 

 

Note :
1. Data as reported in SGL accounts at RBI, Mumbai.
2. Minimum and maximum YTMs (% Indicative) include transactions of standard lot size (Rs. 5 crore or more) only.
3. Past data are available in the CD version of this publication.
4. RBI’s sales and purchases include transactions in other offices also.