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Document - Table 221 : Secondary Market Outright Transactions in Government Securities (Face Value) () or PDF - Table 221 : Secondary Market Outright Transactions in Government Securities (Face Value) ()
Date : Oct 01, 2007
Table 221 : 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

02-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

09-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

07-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

04-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

02-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

09-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

06-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

03-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 securities

Up to 14

15-91

92-182

183-364

Sale

Purchase

1

 

13

14

15

16

17

18

19

2004-05

02-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

 

 

09-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

 

 

07-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

 

 

04-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

 

 

02-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

 

 

09-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

 

 

06-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

 

 

03-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

01-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

08-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

05-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

03-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

07-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

04-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

04-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

 

 

 

 

 

 

f1

13

14

15

16

17

18

19

2004-05

01-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

 

 

08-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

 

 

05-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

 

 

03-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

 

 

07-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

 

 

04-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

 

 

04-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

01-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

08-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

06-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

03-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

01-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

08-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

05-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

02-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

09-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 securities

Up to 14

15-91

92-182

183-364

Sale

Purchase

1

13

14

15

16

17

18

19

2005-06

01-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

 

 

08-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

 

 

06-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

 

 

03-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

 

 

01-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

 

 

08-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

 

 

05-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

 

 

02-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

 

 

09-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

07-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

04-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

02-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

09-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

06-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

03-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

03-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 securities

Up to 14

15-91

92-182

183-364

Sale

Purchase

1

13

14

15

16

17

18

19

2005-06

07-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

 

 

04-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

 

 

02-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

 

 

09-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

 

 

06-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

 

 

03-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

 

 

03-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

07-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

05-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

02-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

09-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

07-Jul-06

Amount

0

44

185

100

46

815

65.6

50.0

1604.2

7

712

 

YTM% Min

-

7.0006

7.1527

8.2058

7.5458

7.6417

7.7667

8.0027

7.9755

-

8.0850

 

YTM% Max

-

7.0453

8.0115

8.2058

7.6104

7.7323

7.8084

8.0316

8.1028

-

8.5379

14-Jul-06

Amount

31

95

377

12

102

976

201

232

1401

3

5996

 

YTM% Min

6.0373

6.9695

7.2045

7.5000

7.6522

7.7062

7.9641

8.0611

8.1025

-

8.1999

 

YTM% Max

6.0753

7.0124

8.0988

7.5000

7.7750

7.9053

8.1561

8.2586

8.2702

-

8.8899

21-Jul-06

Amount

55

25

437

142

173

880

145

195

726

15

4664

 

YTM% Min

6.1811

7.0059

8.0390

7.4078

7.6064

7.8037

6.7817

8.1600

8.1718

8.4494

8.2899

 

YTM% Max

6.3935

7.0399

8.1237

7.5023

7.6985

7.9134

8.0319

8.3597

8.2622

8.5213

8.9444

28-Jul-06

Amount

121

306

582

577

1368

1351

240

340

1266

151

5958

 

YTM% Min

6.1430

6.7917

7.0300

7.3002

7.6002

7.7164

6.7607

8.0366

8.0820

8.1999

8.1784

 

YTM% Max

6.2244

7.0205

8.0746

7.5005

7.7409

7.8236

7.9443

8.3482

8.1985

8.4296

8.9446

04-Aug-06

Amount

7

531

261

70

1425

1197

15

255

335

2

4179

 

YTM% Min

6.2551

6.9014

7.1494

7.3383

7.6529

7.7990

7.9234

8.0666

8.1465

-

8.1784

 

YTM% Max

6.2551

6.9783

8.0015

7.4223

7.9693

8.0214

7.9461

8.3685

8.2108

-

8.9446

11-Aug-06

Amount

45

228

130

235

2140

6440

327

105

688

118

8123

 

YTM% Min

6.0668

6.9052

7.0949

7.3260

7.5446

7.6806

6.7333

7.9733

7.9817

8.2998

8.0628

 

YTM% Max

6.9500

6.9752

7.9494

8.0502

7.9359

7.9998

7.9694

8.3445

8.3474

8.4030

8.7891

18-Aug-06

Amount

13

185

692

25

1343

5053

250

35

410

25

5724

 

YTM% Min

6.2050

6.8683

7.2005

7.4500

7.4854

7.6096

6.7352

7.9453

7.9344

7.9931

8.0170

 

YTM% Max

6.2050

6.9339

7.9404

7.4500

7.7907

7.8830

7.8702

8.2707

8.1877

8.2965

8.7983

25-Aug-06

Amount

19

392

335

45

1238

7105

490

92

1996

292

21426

 

YTM% Min

5.8792

6.7165

7.1051

7.3177

7.4540

7.5783

7.6606

7.9246

7.8116

8.1073

7.9187

 

YTM% Max

6.0173

6.9214

7.9483

7.3270

7.5196

7.6913

7.7733

8.1715

7.9966

8.2500

8.7552

01-Sep-06

Amount

0

190

90

75

925

3997

41

143

961

65

19139

 

YTM% Min

-

6.8055

7.0169

7.3762

7.4349

7.5312

7.6923

7.6188

7.7678

7.0357

7.8598

 

YTM% Max

-

7.1323

7.8998

7.5834

7.5101

7.6522

7.7280

7.9601

7.8679

7.0357

8.6548

08-Sep-06

Amount

0

185

370

225

1328

7621

286

15

960

99

21002

 

YTM% Min

-

5.5526

7.0921

7.2954

7.3626

7.4486

7.5288

7.5970

7.6171

7.7739

7.7159

 

YTM% Max

-

7.0258

7.7825

7.8813

7.6142

7.6127

7.7152

7.6918

7.8022

7.9702

8.5286

15-Sep-06

Amount

0

165

390

50

589

5199

134

153

1039

175

20118

 

YTM% Min

-

6.8174

7.0503

7.3439

7.3400

7.4206

7.5183

7.5916

7.5789

7.7387

7.6631

 

YTM% Max

-

6.9976

7.7546

7.3439

7.6201

8.2987

7.6097

7.6721

8.5357

7.9995

8.4997

22-Sep-06

Amount

18

60

456

165

305

4596

104

120

603

56

16049

 

YTM% Min

7.0882

6.7692

7.0000

7.2858

7.3549

7.4146

7.5636

7.5654

7.5444

7.5582

7.5994

 

YTM% Max

7.7088

6.8572

7.8022

7.3281

7.6923

8.2891

8.2817

7.8568

8.5499

7.8009

8.5139



(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

07-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

 

 

05-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

 

 

02-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

 

 

09-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

 

 

07-Jul-06

Amount

114

170

1207

347

885

350

5

 

YTM% Min

8.2990

5.8622

5.8394

6.6000

6.7600

 

 

 

YTM% Max

8.4000

6.2071

6.3700

6.7201

7.0513

 

 

14-Jul-06

Amount

260

70

970

705

350

-

10

 

YTM% Min

7.2457

5.7504

5.8798

6.2800

6.8800

 

 

 

YTM% Max

8.6099

5.8505

6.3977

6.7154

6.9850

 

 

21-Jul-06

Amount

231

114

1153

199

764

-

-

 

YTM% Min

8.2500

5.8505

5.9005

6.3650

6.8501

 

 

 

YTM% Max

8.6497

6.0975

6.4391

6.7100

7.0169

 

 

28-Jul-06

Amount

83

49

403

959

204

13

10

 

YTM% Min

8.4014

5.8409

6.0495

6.3450

6.7949

 

 

 

YTM% Max

8.6000

6.0488

6.4391

6.7582

6.9200

 

 

04-Aug-06

Amount

68

153

2162

1548

1304

52

40

 

YTM% Min

6.6658

6.0600

6.1010

6.4000

6.8050

 

 

 

YTM% Max

8.4980

6.3500

6.4391

6.6800

6.9939

 

 

11-Aug-06

Amount

206

53

1376

1249

981

-

5

 

YTM% Min

7.1902

6.0618

6.1503

6.3501

6.8000

 

 

 

YTM% Max

8.4150

6.0974

6.3600

6.6940

6.9901

 

 

18-Aug-06

Amount

81

2

1136

766

1376

10

35

 

YTM% Min

7.3995

-

6.1803

6.3251

6.7501

 

 

 

YTM% Max

8.3826

-

6.3977

6.6700

6.9595

 

 

25-Aug-06

Amount

169

3

1593

724

1490

34

-

 

YTM% Min

7.3506

-

6.1004

6.4001

6.7401

 

 

 

YTM% Max

8.2600

-

6.4002

6.8000

6.9201

 

 

01-Sep-06

Amount

211

64

1711

451

1664

82

15

 

YTM% Min

6.7887

6.1000

6.1206

6.3900

6.7301

 

 

 

YTM% Max

8.1276

6.1098

6.4002

6.7099

6.9251

 

 

08-Sep-06

Amount

122

199

1481

963

1263

141

-

 

YTM% Min

7.9462

5.9582

6.1502

6.4001

6.7601

 

 

 

YTM% Max

7.9973

6.1400

6.4391

6.7368

6.8700

 

 

15-Sep-06

Amount

115

192

1018

529

1401

-

10

 

YTM% Min

7.8713

5.9870

6.1604

6.3898

6.7999

 

 

 

YTM% Max

7.9998

6.3300

6.4805

6.7200

6.9251

 

 

22-Sep-06

Amount

308

6

1058

589

1061

1

15

 

YTM% Min

7.8000

-

6.2503

6.4201

6.7700

 

 

 

YTM% Max

8.0221

-

6.5219

6.7797

6.9160

 

 



(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

29-Sep-06

Amount

0

660

906

0

581

6346

122

193

2480

53

22629

 

YTM% Min

-

6.6558

6.8596

-

7.1741

7.2647

7.3314

7.4089

7.4813

7.8121

7.5386

 

YTM% Max

-

6.9900

7.7148

-

7.5048

8.1465

7.5866

7.7624

8.5125

7.8190

8.3925

06-Oct-06

Amount

0

235

400

120

255

2106

99

35

740

21

13319

 

YTM% Min

-

6.6187

6.9449

7.1892

7.2773

7.3450

7.4070

7.6465

7.5211

7.5897

7.5628

 

YTM% Max

-

6.8826

7.7102

7.1956

7.4978

8.0824

7.0509

7.7191

8.3664

7.6118

8.2918

13-Oct-06

Amount

0

331

638

138

587

3742

40

238

2377

5

12653

 

YTM% Min

-

6.8229

7.0000

7.2058

7.2894

7.3785

7.2764

7.4372

7.5180

-

7.5883

 

YTM% Max

-

6.9954

7.7184

7.2304

7.3535

8.0485

7.5497

7.6970

8.2812

-

8.1796

20-Oct-06

Amount

0

271

755

140

119

2280

5

50

565

1

10954

 

YTM% Min

-

6.8672

7.0943

7.2301

7.2955

7.3792

7.4434

7.5513

7.5061

-

7.5928

 

YTM% Max

-

7.0279

7.5000

7.2352

7.3854

8.0733

7.4434

7.5513

8.2136

-

8.1567

27-Oct-06

Amount

0

0

283

35

26

1636

25

183

86

0

5561

 

YTM% Min

-

-

7.6877

7.2300

7.3853

7.3959

7.4777

7.3408

7.5415

-

7.6305

 

YTM% Max

-

-

7.7558

7.2339

7.3853

8.0580

7.4777

7.6514

8.2141

-

8.1532

03-Nov-06

Amount

10

218

145

175

265

2743

2

98

628

0

16684

 

YTM% Min

7.1175

6.9906

7.1200

7.1982

7.3527

7.3809

-

7.5042

7.4879

-

7.5890

 

YTM% Max

7.1175

7.0564

7.7003

7.3401

7.4774

8.1000

-

7.7498

8.2322

-

8.1400

10-Nov-06

Amount

0

680

855

50

459

3432

4265

221

1224

46

22139

 

YTM% Min

-

7.0413

7.1550

7.2301

7.2872

7.3849

7.3613

7.3306

7.5057

7.6501

7.5718

 

YTM% Max

-

7.1491

7.8152

7.2548

7.5032

8.0539

7.5193

7.6460

8.1951

7.6550

8.1095

17-Nov-06

Amount

0

50

900

0

240

2862

2436

271

1150

2

26911

 

YTM% Min

-

7.1007

7.1500

-

7.2732

7.3674

7.3207

7.3305

7.4324

-

7.4909

 

YTM% Max

-

7.1400

7.7596

-

7.4407

7.9911

7.4105

7.4762

8.1699

-

8.1002

24-Nov-06

Amount

0

80

693

214

714

6023

2712

40

1075

28

28093

 

YTM% Min

-

7.0249

7.1000

7.2954

7.2181

7.2722

6.7619

7.2707

7.3219

7.5286

7.3898

 

YTM% Max

-

7.1280

7.7761

7.8509

7.3859

7.9191

7.3761

7.4385

7.9954

7.5286

7.9805

01-Dec-06

Amount

0

206

135

25

350

4812

2031

10

790

46

34222

 

YTM% Min

-

6.9465

7.0000

7.1130

7.1345

7.2056

7.1905

7.2574

7.2817

7.3554

7.3508

 

YTM% Max

-

6.9550

7.0879

7.1130

7.3012

7.8211

7.2848

7.3145

7.9330

7.4725

7.9304

08-Dec-06

Amount

0

300

772

80

225

3167

714

130

1960

76

24118

 

YTM% Min

-

6.9120

7.0200

7.2323

7.1549

7.2290

7.2054

7.2441

7.2642

7.3617

7.3709

 

YTM% Max

-

6.9120

7.7015

7.2415

7.2860

7.8458

7.2845

7.3145

7.9333

7.4657

7.8916

15-Dec-06

Amount

0

1

0

30

190

2902

266

10

1882

25

14300

 

YTM% Min

-

-

-

7.1439

7.4190

7.2534

7.2204

7.2403

7.2785

7.4550

7.3776

 

YTM% Max

-

-

-

7.3039

7.5811

8.0861

7.5556

7.2403

8.1393

7.4550

8.0018

22-Dec-06

Amount

0

10

335

429

150

1211

332

31

747

6

15811

 

YTM% Min

-

7.2723

7.1626

7.4170

7.4492

7.4484

7.3970

7.4397

7.4391

-

7.5670

 

YTM% Max

-

7.2723

7.2300

7.4200

7.4492

8.0067

7.5349

7.4398

8.0716

-

7.9793

29-Dec-06

Amount

0

610

1360

65

300

380

166

100

274

0

3790

 

YTM% Min

-

7.2166

7.2415

7.4932

7.4776

7.4864

7.5119

7.4791

7.5023

-

7.5824

 

YTM% Max

-

7.3350

8.1227

7.5600

7.5600

8.0543

7.5594

7.5474

8.1239

-

7.7769

05-Jan-07

Amount

0

106

60

26

57

845

731

80

938

0

14843

 

YTM% Min

-

7.1784

8.0009

7.4847

7.3203

7.4029

7.3804

7.4080

7.4482

-

7.5062

 

YTM% Max

-

7.3179

8.1498

7.4847

7.5049

7.5273

7.5097

7.4604

8.0556

-

8.0292

12-Jan-07

Amount

0

66

585

50

230

1912

436

240

1183

0

18648

 

YTM% Min

-

6.8792

7.1887

7.4300

7.4248

7.4006

7.3831

7.4219

7.4356

-

7.4636

 

YTM% Max

-

7.3145

7.9816

7.4300

7.5073

7.9609

7.4873

7.4607

8.0169

-

8.0235

19-Jan-07

Amount

0

8

920

45

101

1565

231

220

453

0

15276

 

YTM% Min

-

-

7.1563

7.4761

7.6310

7.4470

7.5123

7.6381

7.5566

-

7.5310

 

YTM% Max

-

-

8.1476

7.4808

7.6562

7.8400

7.7349

7.7136

8.1476

-

8.2854

26-Jan-07

Amount

0

30

400

150

61

640

115

0

85

0

8993

 

YTM% Min

-

7.2387

8.0851

7.4863

7.6486

7.7212

6.7850

-

7.7889

-

7.7662

 

YTM% Max

-

7.2545

8.2000

7.6271

7.7183

7.8430

7.7716

-

7.8450

-

8.3122

02-Feb-07

Amount

0

405

20

80

146

820

42

0

127

5

8036

 

YTM% Min

-

6.9431

8.1481

7.5118

7.7014

7.6387

7.6070

-

7.6790

7.9504

7.7104

 

YTM% Max

-

7.4701

8.1512

7.7382

7.7496

8.1304

7.7250

-

7.8553

7.9504

8.2737

09-Feb-07

Amount

0

96

430

400

710

971

474

3

145

3

11117

 

YTM% Min

-

7.3445

7.4973

7.7015

7.6811

7.6331

7.5695

-

7.6381

-

7.6615

 

YTM% Max

-

7.7586

8.1213

7.7200

7.7193

8.2195

7.7143

-

7.8003

-

8.2943

16-Feb-07

Amount

0

410

545

50

155

479

205

0

5408

10

5702

 

YTM% Min

-

7.3104

7.5505

7.7500

7.6850

7.7725

7.7161

-

7.7540

-

7.7756

 

YTM% Max

-

7.6585

8.3481

7.7500

7.7383

8.2500

7.9670

-

8.0946

-

8.3208

23-Feb-07

Amount

0.04

756

535

26

25

607

512

22

6083

15

11104

 

YTM% Min

-

7.4752

7.8081

7.9500

7.9501

7.8618

7.8364

7.9263

7.9345

8.1204

7.9175

 

YTM% Max

-

7.7958

8.3704

7.9500

8.2007

8.4445

7.9562

7.9466

8.4984

8.1205

8.4300

02-Mar-07

Amount

10

159

255

602

55

721

184

1

4810

0

6664

 

YTM% Min

7.2846

7.3239

7.7000

7.8000

7.7582

7.8522

7.8254

-

7.8768

-

7.8571

 

YTM% Max

7.2846

7.6539

8.3500

7.9100

7.8743

7.9622

8.0016

-

8.4728

-

8.3799

09-Mar-07

Amount

0

436

699

2720

112

286

26

365

3475

0

2639

 

YTM% Min

-

7.3445

7.4973

7.7015

7.6811

7.6331

7.5695

-

7.6381

-

7.6615

 

YTM% Max

-

7.7586

8.1213

7.7200

7.7193

8.2195

7.7143

-

7.8003

-

8.2943

16-Feb-07

Amount

0

410

545

50

155

479

205

0

5408

10

5702

 

YTM% Min

-

7.3104

7.5505

7.7500

7.6850

7.7725

7.7161

-

7.7540

-

7.7756

 

YTM% Max

-

7.6585

8.3481

7.7500

7.7383

8.2500

7.9670

-

8.0946

-

8.3208

23-Feb-07

Amount

0.04

756

535

26

25

607

512

22

6083

15

11104

 

YTM% Min

-

7.4752

7.8081

7.9500

7.9501

7.8618

7.8364

7.9263

7.9345

8.1204

7.9175

 

YTM% Max

-

7.7958

8.3704

7.9500

8.2007

8.4445

7.9562

7.9466

8.4984

8.1205

8.4300

02-Mar-07

Amount

10

159

255

602

55

721

184

1

4810

0

6664

 

YTM% Min

7.2846

7.3239

7.7000

7.8000

7.7582

7.8522

7.8254

-

7.8768

-

7.8571

 

YTM% Max

7.2846

7.6539

8.3500

7.9100

7.8743

7.9622

8.0016

-

8.4728

-

8.3799

09-Mar-07

Amount

0

436

699

2720

112

286

26

365

3475

0

2639

 

YTM% Min

-

6.7183

7.6200

7.6520

7.8427

7.9125

7.8877

7.8972

7.9085

-

7.8976

 

YTM% Max

-

7.5517

8.3494

7.9000

8.0091

7.9910

8.0104

7.9814

8.5003

-

8.3570

16-Mar-07

Amount

0

143

401

467

1

528

45

122

4095

1

6824

 

YTM% Min

-

7.2206

7.6566

7.7902

-

7.8987

7.8538

7.9291

7.9463

-

7.7479

 

YTM% Max

-

7.6553

8.4100

7.9458

-

8.4750

7.8773

7.9311

8.5500

-

8.4000

23-Mar-07

Amount

0

802

285

327

1

1048

60

0

2366

4

3473

 

YTM% Min

-

7.4802

7.6414

7.8943

-

7.9666

7.8799

-

7.9620

-

7.9335

 

YTM% Max

-

8.3176

8.4497

8.0832

-

8.5204

7.9411

-

8.5534

-

8.4107

30-Mar-07

Amount

0

64

122

2826

176

628

21

3

2146

15

4281

 

YTM% Min

-

7.1503

7.6398

7.8720

7.9831

7.9507

7.9528

-

7.9320

-

7.8965

 

YTM% Max

-

7.6252

8.3502

8.1385

8.0415

8.4663

7.9552

-

8.5250

-

8.3933



(Amount in Rupees crore)

Week ended

State Government

Treasury bills (Residual maturity in days)

RBI open market operations

 

 

Up to 14

15-91

92-182

183-364

Sale

Purchase

 

securities

 

 

 

 

 

 

1

13

14

15

16

17

18

19

2006-07

29-Sep-06

Amount

190

80

877

373

1001

5

10

 

YTM% Min

7.2700

6.2408

6.2900

6.5100

6.7700

 

 

 

YTM% Max

7.9809

6.7550

6.5797

6.7499

6.9022

 

 

06-Oct-06

Amount

72

363

1681

225

645

88

-

 

YTM% Min

7.6374

6.3278

6.3503

6.5900

6.7800

 

 

 

YTM% Max

7.8731

6.4993

6.6048

6.7797

6.8800

 

 

13-Oct-06

Amount

60

171

1324

397

1261

13

-

 

YTM% Min

7.1137

6.3194

6.3389

6.5469

6.8000

 

 

 

YTM% Max

7.8581

6.5016

6.6048

6.8150

6.9137

 

 

20-Oct-06

Amount

218

230

994

640

432

132

-

 

YTM% Min

7.7600

6.7002

6.0505

6.6499

6.8300

 

 

 

YTM% Max

7.9958

6.8501

6.6462

6.8815

6.9300

 

 

27-Oct-06

Amount

38

139

460

65

57

-

-

 

YTM% Min

7.9014

6.4500

6.4996

6.6498

6.9000

 

 

 

YTM% Max

7.9204

7.3790

6.6601

6.8600

6.9595

 

 

03-Nov-06

Amount

102

0

951

786

414

38

5

 

YTM% Min

7.5300

-

6.4999

6.8299

6.9000

 

 

 

YTM% Max

7.8633

-

6.7501

6.9200

7.0001

 

 

10-Nov-06

Amount

139

21

997

1336

948

-

-

 

YTM% Min

7.6733

6.4503

6.4500

6.6499

6.8994

 

 

 

YTM% Max

7.8605

6.4503

6.7002

6.9300

7.0000

 

 

17-Nov-06

Amount

185

116

1878

907

480

60

5

 

YTM% Min

7.6556

6.4500

6.4994

6.6499

6.8400

 

 

 

YTM% Max

7.8863

6.6454

6.8100

6.9199

6.9800

 

 

24-Nov-06

Amount

253

347

958

1910

1227

43

-

 

YTM% Min

6.9636

6.4006

6.4000

6.6302

6.8200

 

 

 

YTM% Max

7.7194

7.0042

6.6702

6.9101

6.9900

 

 

01-Dec-06

Amount

356

85

530

47

969

39

-

 

YTM% Min

7.5000

6.0965

6.2467

6.6401

6.7500

 

 

 

YTM% Max

7.7250

6.3998

6.6670

6.8600

6.9400

 

 

08-Dec-06

Amount

342

507

773

753

1555

-

5

 

YTM% Min

7.4906

6.4006

6.3900

6.6299

6.7801

 

 

 

YTM% Max

7.6978

6.8300

6.6500

6.8400

6.9366

 

 

15-Dec-06

Amount

202

125

631

239

166

-

10

 

YTM% Min

6.6197

6.4398

6.3558

6.7400

6.8501

 

 

 

YTM% Max

7.7500

7.9953

7.0500

7.2499

7.0000

 

 

22-Dec-06

Amount

466

17

1405

151

557

-

-

 

YTM% Min

7.5500

7.0500

6.9506

7.0400

7.1000

 

 

 

YTM% Max

7.9457

7.1011

7.1027

7.1501

7.4999

 

 

29-Dec-06

Amount

169

67

365

87

461

4

-

 

YTM% Min

7.6068

7.1350

7.1001

7.0000

7.2000

 

 

 

YTM% Max

7.8451

7.5000

7.6000

7.2954

7.2500

 

 

05-Jan-07

Amount

261

187

1083

322

865

322

-

 

YTM% Min

7.1967

6.8998

6.4758

6.8502

7.1100

 

 

 

YTM% Max

7.8000

7.9953

7.1600

7.1999

7.2000

 

 

12-Jan-07

Amount

223

286

875

836

322

228

40

 

YTM% Min

7.1739

6.4084

6.7497

6.9599

7.0600

 

 

 

YTM% Max

7.6690

6.7500

7.2293

7.2001

7.2100

 

 

19-Jan-07

Amount

29

131

1455

136

462

1

-

 

YTM% Min

-

6.8513

6.8804

6.9999

7.0099

 

 

 

YTM% Max

-

8.3075

7.1443

7.2500

7.3100

 

 

26-Jan-07

Amount

147

0

604

134

61

-

-

 

YTM% Min

7.8000

-

7.0005

7.1000

7.2500

 

 

 

YTM% Max

7.9898

-

7.1500

7.2300

7.3100

 

 

02-Feb-07

Amount

40

50

580

305

10

52

-

 

YTM% Min

7.9000

7.5586

7.2000

7.3201

7.6000

 

 

 

YTM% Max

7.9000

7.5586

7.5997

7.7501

7.7000

 

 

09-Feb-07

Amount

290

2

900

805

231

-

-

 

YTM% Min

7.5000

-

7.1503

7.3801

7.4000

 

 

 

YTM% Max

7.9381

-

7.5198

7.6190

7.6000

 

 

16-Feb-07

Amount

245

160

374

637

341

9

-

 

YTM% Min

6.9230

5.0026

7.1000

7.3901

7.4199

 

 

 

YTM% Max

7.9505

6.9995

7.6001

7.5000

7.6499

 

 

23-Feb-07

Amount

107

0

1334

450

221

13

-

 

YTM% Min

7.7000

-

7.0946

7.5801

7.3000

 

 

 

YTM% Max

8.2395

-

8.1562

7.6500

7.6800

 

 

02-Mar-07

Amount

727

150

950

253

441

169

-

 

YTM% Min

8.0600

7.0005

6.4997

7.3000

7.4900

 

 

 

YTM% Max

8.4497

7.1012

7.5000

7.5500

7.7101

 

 

09-Mar-07

Amount

389

5

1248

615

434

418

5

 

YTM% Min

7.1713

6.4993

6.0005

7.3500

7.2499

 

 

 

YTM% Max

8.3515

6.4993

7.3500

7.5900

7.6250

 

 

16-Mar-07

Amount

457

65

769

349

620

28

-

 

YTM% Min

7.7271

5.9984

6.3994

7.2499

7.4499

 

 

 

YTM% Max

8.3939

6.7508

7.4769

7.6500

7.8265

 

 

23-Mar-07

Amount

284

97

534

552

21

562

-

 

YTM% Min

8.1184

6.0011

7.1003

7.3802

7.6099

 

 

 

YTM% Max

8.3373

7.4993

7.7700

8.2040

7.7100

 

 

30-Mar-07

Amount

574

115

982

224

166

224

-

 

YTM% Min

7.1495

6.8723

7.1672

7.4101

7.6400

 

 

 

YTM% Max

8.3300

7.1500

7.9770

7.6500

7.8500

 

 



(Amount in Rupees crore)

Week ended

Central Government dated securities maturing in the year

 

2007-08

2008-09

2009-10

2010-11

2011-12

2012-13

2013-14

2014-15

2015-16

2016-17

2017 & above

1

2

3

4

5

6

7

8

9

10

11

12

2007-08

06-Apr-07

Amount

235.8

50

2069

581

1036

60

0

1602

0

2002

441

 

YTM% Min

7.9018

7.9022

7.9625

8.0743

7.9235

8.1280

-

7.9913

0.0000

7.8962

8.1220

 

YTM% Max

7.9718

7.9022

8.1963

8.2431

8.2521

8.1305

-

8.6500

0.0000

8.2262

8.5392

13-Apr-07

Amount

186

1252

4052

2700

1497

61

940

3868

1071

6397

1778

 

YTM% Min

6.9474

7.8065

7.9530

7.9841

8.0471

8.0086

8.1889

8.0069

8.0598

8.0027

8.1309

 

YTM% Max

7.7053

8.5341

8.5461

8.1667

8.2469

8.0462

8.2124

8.6496

8.2108

8.2192

8.6011

20-Apr-07

Amount

235

1590

1445

1135

367

366

705

4033

1173

2471

2336

 

YTM% Min

7.4101

7.8952

8.0012

8.0508

8.0243

8.0331

8.0708

8.0747

8.0736

8.0310

8.1805

 

YTM% Max

7.6403

8.5400

8.1835

8.2248

8.2876

8.1453

8.1641

8.2221

8.2238

8.1242

8.6499

27-Apr-07

Amount

226

820

1545

615

380

122

773

5942

1438

3101

2002

 

YTM% Min

7.2084

7.9500

7.9646

7.9759

8.0664

8.0883

7.9920

7.9506

7.9574

7.9474

8.0709

 

YTM% Max

7.8266

8.5505

8.1712

8.1709

8.1737

8.0983

8.2201

8.6000

8.1593

8.1103

8.6899

04-May-07

Amount

30

460

635

15

39

55

1

26

1092

2996

2536

 

YTM% Min

7.8407

7.9930

8.0363

8.1148

8.1196

8.0543

-

8.0637

8.0878

8.0716

8.2496

 

YTM% Max

7.8407

8.6000

8.1896

8.1377

8.1513

8.1424

-

8.1969

8.1744

8.1882

8.6975

11-May-07

Amount

0

448

1196

936

547

395

0

1685

66

4943

3040

 

YTM% Min

-

7.8701

7.9708

7.9943

8.0660

8.0933

-

8.0758

8.3149

8.0717

8.2611

 

YTM% Max

-

8.5703

8.1722

8.1869

8.1375

8.2004

-

8.3149

8.3160

8.2134

8.8317

18-May-07

Amount

0

555

456

479

1244

181

50

509

492

4166

11924

 

YTM% Min

-

7.8000

8.0064

8.0471

8.0939

8.1053

8.1017

8.1424

8.1159

8.0768

8.1086

 

YTM% Max

-

7.9201

8.5251

8.1571

8.1624

8.2207

8.1017

8.6096

8.1850

8.1895

8.7814

25-May-07

Amount

20

600

1356

261

405

459

25

237

377

4133

8288

 

YTM% Min

7.7500

7.7310

7.9814

7.9943

8.0765

8.0407

8.1130

8.1094

8.1171

8.0834

8.1121

 

YTM% Max

7.7500

8.5992

8.5600

8.0482

8.1600

8.6507

8.1130

8.2698

8.2071

8.2150

8.7315

01-Jun-07

Amount

20

294

2605

650

250

1

50

410

4621

4348

7968

 

YTM% Min

7.7404

7.6726

7.7915

7.8216

7.9580

-

8.0514

8.0695

8.0664

8.0299

8.0606

 

YTM% Max

7.7404

8.3500

8.4100

8.0618

8.4400

-

8.0514

8.5574

8.2321

8.2318

8.7317

08-Jun-07

Amount

0

65

2361

650

475

87

10

405

1965

2119

12662

 

YTM% Min

-

7.5564

7.7088

7.7715

7.8554

7.8966

8.0952

8.0663

8.0768

8.0686

8.0839

 

YTM% Max

-

8.2000

7.9601

7.8500

7.9615

7.9598

8.1271

8.6054

8.1806

8.1960

8.7386

15-Jun-07

Amount

0

15

1535

32

250

142

50

565

1875

1807

13788

 

YTM% Min

-

7.9037

7.8863

8.0001

8.0615

8.0221

8.2359

8.2011

8.1553

8.1290

8.1614

 

YTM% Max

-

7.9037

8.0494

8.0987

8.4200

8.1534

8.2359

8.6000

8.3480

8.3500

8.7026

22-Jun-07

Amount

0

150

3332

40

138

186

0

396

1853

796

19296

 

YTM% Min

-

7.6500

7.8007

7.9187

7.9289

7.9889

-

8.1184

8.1133

8.0731

8.1854

 

YTM% Max

-

7.9037

7.9910

8.0374

8.4000

8.0343

-

8.5348

8.2706

8.2448

8.6907

29-Jun-07

Amount

0

620

2051

191

880

141

0

295

1451

502

15691

 

YTM% Min

-

8.0500

7.6709

7.8129

7.8260

7.9389

-

8.1040

8.1278

8.1069

8.1523

 

YTM% Max

-

8.2214

7.8811

8.0010

7.9555

7.9871

-

8.5154

8.1956

8.1960

8.6758