Click here to Visit the RBI’s new website

publications

download file (32 kb) or PDF document (104 kb)
Date : Sep 15, 2017
Table 219 : Secondary Market Outright Transactions in Government Securities (Face Value)
Week Ended Central Government Dated Securities Maturing in the Year
2017-18 2018-19 2019-20 2020-21 2021-22 2022-23 2023-24 2024-25 2025-26 2026-27 2027 &
Above
1   2 3 4 5 6 7 8 9 10 11 12
2016-17                        
30-Sep-16 Amount 11.60 16.11 39.62 154.69 62.90 27.37 358.40 114.02 1333.05 360.06 2082.03
  YTM% Min 6.4753 6.6566 6.6541 6.7248 6.7759 6.6857 6.5411 6.9012 6.9069 6.7677 6.6257
  YTM% Max 6.7144 6.7791 6.8283 6.9140 7.2997 7.0202 7.0690 7.1285 7.1807 7.2081 7.2500
07-Oct-16 Amount 30.40 15.76 66.40 232.41 129.67 26.71 480.44 203.07 1713.48 348.03 2500.86
  YTM% Min 6.3492 6.5256 6.5180 6.5839 6.6165 6.5729 6.3759 6.7577 6.7792 6.6543 6.4368
  YTM% Max 6.6486 6.6948 6.8322 6.8552 6.9291 6.9655 6.9820 7.0839 7.0567 7.1331 7.2400
14-Oct-16 Amount 19.36 21.84 23.65 81.27 28.70 8.88 127.36 40.58 572.02 229.40 657.16
  YTM% Min 6.4721 6.5550 6.5754 6.6249 6.6817 6.6532 6.4009 6.8162 6.7963 6.6811 6.4784
  YTM% Max 6.6071 6.6382 6.6968 7.0752 6.8200 6.8480 6.9099 7.0200 7.0801 7.0223 7.1913
21-Oct-16 Amount 7.63 10.95 54.23 158.73 49.11 13.54 267.45 72.37 1203.45 287.49 1168.13
  YTM% Min 6.4473 6.5423 6.5501 6.6055 6.6816 6.6685 6.3912 6.8306 6.7909 6.6971 6.8827
  YTM% Max 6.6106 6.6172 6.6900 6.7522 6.8600 6.8800 6.9418 7.0113 7.0400 7.0950 7.2392
28-Oct-16 Amount 16.19 16.25 57.27 139.68 70.08 10.87 214.41 75.98 781.59 180.80 1128.42
  YTM% Min 6.4458 6.5225 6.4445 6.5881 6.6160 6.6700 6.5720 6.8547 6.8212 6.7285 6.4152
  YTM% Max 6.5721 6.6372 6.6398 7.0376 6.8539 6.8642 6.9515 7.0699 7.2199 7.1081 7.2535
04-Nov-16 Amount 1.53 3.30 23.41 54.60 23.52 31.30 72.48 22.05 347.71 262.26 479.16
  YTM% Min 6.5331 6.5289 6.5583 6.6185 6.6119 6.7395 6.8218 6.8773 6.8660 6.7530 6.4448
  YTM% Max 6.5541 6.5792 6.6773 6.7158 6.8500 6.8988 7.0295 7.0812 7.2857 7.1800 7.2548
11-Nov-16 Amount 5.17 19.06 84.72 80.03 26.06 39.10 226.89 118.77 728.32 359.52 1179.51
  YTM% Min 6.4058 6.3624 6.3672 6.4115 6.3765 6.5583 6.6654 6.7277 6.7172 6.6289 6.8416
  YTM% Max 6.5878 6.5502 6.6653 6.7067 6.8000 7.3500 7.0319 7.0825 7.0181 7.1937 7.2922
18-Nov-16 Amount 7.33 33.75 117.02 142.22 28.05 91.40 396.55 165.76 966.64 693.30 1377.87
  YTM% Min 5.9470 6.1329 6.1999 6.2512 6.3197 6.3290 6.1877 6.4814 6.4954 6.3757 6.2173
  YTM% Max 6.2524 6.4430 6.5005 6.5423 6.6150 7.2151 7.1609 6.9370 6.9648 7.0585 7.1792
25-Nov-16 Amount 2.73 16.98 118.00 181.58 71.50 84.12 650.96 267.61 1922.49 1141.32 3202.08
  YTM% Min 5.9667 5.8684 5.9290 6.0298 6.0734 6.1305 6.0830 6.2372 6.2560 6.1470 6.1325
  YTM% Max 6.1813 6.2536 6.3513 6.5649 6.4266 6.5384 6.6600 6.9000 6.8875 6.8991 7.0413
02-Dec-16 Amount 11.61 18.61 86.36 179.67 50.14 39.79 338.25 97.20 1341.53 1053.22 1653.56
  YTM% Min 5.8252 5.9324 5.9423 5.9980 6.0249 6.0613 6.1070 6.1608 6.1729 6.1094 6.0395
  YTM% Max 6.2304 6.1694 6.2032 6.2543 6.2840 6.4000 6.4776 6.6047 6.7943 6.6401 6.8757
09-Dec-16 Amount 4.51 9.99 54.34 173.74 82.59 31.61 248.37 89.78 1172.47 769.69 1507.89
  YTM% Min 5.9730 5.9484 5.9373 6.0158 6.1120 6.1034 6.1263 6.2937 6.2820 6.1608 6.0149
  YTM% Max 6.3056 6.2977 6.3480 6.3971 6.4710 6.7332 6.5594 6.7200 6.7450 6.8000 7.0800
16-Dec-16 Amount 8.80 5.62 33.93 94.65 39.84 28.58 96.43 40.60 871.95 601.19 955.22
  YTM% Min 6.2071 6.2233 6.1869 6.0975 6.3176 6.3534 6.4693 6.3177 6.5252 6.3954 6.4160
  YTM% Max 6.3500 6.3200 6.4513 6.5290 6.5707 6.6003 6.6938 6.8895 6.7589 6.8881 7.1950
23-Dec-16 Amount 12.73 4.08 22.59 125.32 31.01 22.60 104.31 44.86 660.95 504.95 926.00
  YTM% Min 6.2333 6.2650 6.2530 6.4023 6.4230 6.4128 6.5509 6.6056 6.5907 6.4510 6.6240
  YTM% Max 6.4061 6.3553 6.4962 6.5533 6.6586 7.2716 6.7660 7.2100 6.8225 6.9535 7.2000
30-Dec-16 Amount 17.38 28.48 21.14 74.45 27.30 9.64 82.37 40.76 344.72 344.69 732.17
  YTM% Min 6.2417 6.3179 6.3112 6.4295 6.5358 6.5156 6.6057 6.6963 6.6403 6.4800 6.6423
  YTM% Max 6.4108 6.4256 6.5687 6.6409 6.7600 6.7999 6.9528 7.0595 7.3412 7.0100 7.3470
06-Jan-17 Amount 8.95 105.78 58.08 164.07 29.53 34.07 114.73 50.33 897.63 1047.50 1267.56
  YTM% Min 6.1614 6.2376 6.2353 6.2512 6.3967 6.3089 6.3971 6.4605 6.3996 6.2859 6.3777
  YTM% Max 6.8066 6.3910 6.4989 6.5407 6.6347 7.1500 6.7687 6.9416 7.2023 6.8794 7.2720
13-Jan-17 Amount - - - - - - - - - 549.70 971.08
  YTM% Min - - - - - - - - - 6.3532 6.4729
  YTM% Max - - - - - - - - - 6.8726 7.2025
20-Jan-17 Amount 21.98 17.29 60.96 49.99 21.63 16.00 108.53 23.89 569.98 679.33 723.58
  YTM% Min 6.2130 6.2406 6.3046 6.3419 6.4200 6.4274 6.5052 6.5985 6.5042 6.3511 6.5412
  YTM% Max 6.3528 6.3448 6.4333 6.4936 6.5600 7.0399 6.7570 6.8401 6.7561 6.8838 7.2239
27-Jan-17 Amount 5.90 37.38 25.85 47.09 31.50 14.68 93.28 10.46 377.93 362.93 559.40
  YTM% Min 6.2217 6.2577 6.2808 6.3293 6.4551 6.4660 6.5589 6.6442 6.5305 6.4165 6.6032
  YTM% Max 6.3021 6.3371 6.4350 6.4850 6.6188 7.0397 6.7613 6.7742 6.8623 6.9154 7.2664
03-Feb-17 Amount 9.03 20.63 - 63.06 40.91 21.59 138.21 30.65 632.96 862.14 878.58
  YTM% Min 6.1941 6.2059 - 6.3026 6.3909 6.4452 6.5358 6.6034 6.5012 6.3652 6.5628
  YTM% Max 6.3026 6.3318 - 6.4523 6.6485 6.6887 6.7514 6.8682 7.1513 6.9195 7.2650
10-Feb-17 Amount 23.69 28.95 44.52 127.80 50.65 23.11 121.28 52.09 544.30 646.44 696.33
  YTM% Min 6.1769 6.1817 6.2116 6.2953 6.3909 6.4439 6.5449 6.6278 6.5220 6.3970 6.5681
  YTM% Max 6.4226 6.5134 6.6745 6.7486 6.7682 7.0518 7.0604 7.2950 7.2500 7.2900 7.6274
17-Feb-17 Amount 25.74 20.08 38.55 58.49 40.41 37.02 83.81 31.73 440.35 649.99 406.50
  YTM% Min 6.2489 6.3095 6.4440 6.5639 6.6822 6.6992 6.8967 6.9711 6.8966 6.4103 7.0576
  YTM% Max 6.5031 6.5319 6.6561 6.7003 6.9100 6.9600 7.4493 7.3050 7.2800 7.4014 7.6101
24-Feb-17 Amount 7.80 8.47 28.57 18.91 8.92 28.62 34.34 1.12 183.24 253.15 336.60
  YTM% Min 6.1827 6.3482 6.4567 6.5620 6.6887 6.7573 6.9125 7.0589 6.9841 6.8408 7.0943
  YTM% Max 6.3472 6.4910 6.6226 6.7077 6.8998 7.0125 7.1132 7.1842 7.3100 7.3756 7.6716
(Continued)

TABLE 219 : SECONDARY MARKET OUTRIGHT TRANSACTIONS IN GOVERNMENT SECURITIES (FACE VALUE) (Contd.)
Week Ended State
Government
Securities
Treasury Bills (Residual Maturity in Days)# RBI Open Market Operations
Up to 14 15-91 92-182 183-364 Sale Purchase
1   13 14 15 16 17 18 19
2016-17                
30-Sep-16 Amount 208.00 83.10 148.08 72.37 28.28 4.35 4.35
  YTM% Min 6.6497 6.3393 6.4100 6.4635 6.5299 - -
  YTM% Max 7.6470 6.6500 6.5700 6.5700 6.6000 - -
07-Oct-16 Amount 129.93 9.66 65.95 35.60 2.41 3.05 3.05
  YTM% Min 6.8400 6.1183 6.2000 6.2678 6.3500 - -
  YTM% Max 7.6297 6.4505 6.8000 6.5100 6.5000 - -
14-Oct-16 Amount 76.95 3.90 57.30 18.26 6.33 1.25 1.25
  YTM% Min 6.7750 6.1000 6.2470 6.3200 6.4000 - -
  YTM% Max 7.7014 6.3000 6.6400 6.5000 6.4500 - -
21-Oct-16 Amount 97.19 44.99 77.76 23.49 10.64 0.42 0.42
  YTM% Min 6.6151 6.2072 6.2013 6.2700 6.3759 - -
  YTM% Max 7.5594 6.3300 6.4300 6.4587 6.4350 - -
28-Oct-16 Amount 89.45 61.39 124.82 41.27 9.67 20.70 102.07
  YTM% Min 6.5658 6.1285 6.2500 6.3564 6.3900 - -
  YTM% Max 7.5500 6.4000 6.4500 6.4300 6.4500 - -
04-Nov-16 Amount 50.04 5.71 38.08 1.76 2.78 0.28 0.28
  YTM% Min 6.6306 6.2500 6.2500 6.3700 6.3799 - -
  YTM% Max 7.5392 6.3500 6.4100 6.4587 6.4800 - -
11-Nov-16 Amount 138.44 9.23 203.20 15.94 25.26 0.54 0.54
  YTM% Min 6.6838 6.2800 6.1518 6.2600 6.3000 - -
  YTM% Max 7.5202 6.3800 6.4100 6.4500 6.4400 - -
18-Nov-16 Amount 140.16 62.32 109.01 41.24 7.89 1.72 1.72
  YTM% Min 6.4501 5.8099 5.8000 5.8900 5.9800 - -
  YTM% Max 7.4438 6.2625 6.3500 6.3000 6.2000 - -
25-Nov-16 Amount 180.94 57.06 186.99 19.15 33.37 8.15 8.15
  YTM% Min 6.3600 5.7000 5.5668 5.6800 5.7000 - -
  YTM% Max 7.2703 6.3000 6.0000 5.9500 6.0000 - -
02-Dec-16 Amount 113.35 37.91 212.49 40.08 2.23 2.35 2.35
  YTM% Min 6.3245 5.5931 5.6185 5.6500 5.7000 - -
  YTM% Max 7.1705 6.4050 6.3000 6.0748 6.0600 - -
09-Dec-16 Amount 81.86 17.10 120.93 9.28 13.65 0.59 0.59
  YTM% Min 6.3386 5.7995 5.8000 5.8500 5.8499 - -
  YTM% Max 7.9606 6.2281 6.2850 6.2100 6.1000 - -
16-Dec-16 Amount 124.84 20.09 170.42 21.75 0.15 2.75 2.75
  YTM% Min 6.1634 5.9000 5.8516 6.0000 6.1000 - -
  YTM% Max 7.3500 6.1500 6.2825 6.3000 6.1701 - -
23-Dec-16 Amount 117.41 22.88 172.37 9.95 14.82 - -
  YTM% Min 6.7473 6.0000 6.0891 6.1500 6.1728 - -
  YTM% Max 7.4204 6.2600 6.3000 6.3000 6.3211 - -
30-Dec-16 Amount 122.86 109.96 200.24 21.90 14.29 2.06 2.06
  YTM% Min 6.2142 6.0181 5.8174 6.1799 6.1928 - -
  YTM% Max 7.4737 6.2950 6.2900 6.3305 6.3150 - -
06-Jan-17 Amount 118.50 41.02 452.12 35.10 29.87 - -
  YTM% Min 6.3226 5.3604 5.9435 5.9200 6.1201 - -
  YTM% Max 7.3600 6.2700 6.3300 6.3000 6.2700 - -
13-Jan-17 Amount - - - - - 26.93 26.93
  YTM% Min - - - - - - -
  YTM% Max - - - - - - -
20-Jan-17 Amount 69.79 23.76 229.50 9.27 4.39 0.61 0.61
  YTM% Min 6.2700 6.0000 6.1000 6.1763 6.1400 - -
  YTM% Max 7.2875 6.3000 6.3101 6.2700 6.2532 - -
27-Jan-17 Amount 108.01 29.17 114.06 11.91 5.78 370.78 380.38
  YTM% Min 6.7500 5.9982 6.1400 6.1800 6.1600 - -
  YTM% Max 7.3762 6.2000 6.2600 6.2200 6.1900 - -
03-Feb-17 Amount 55.74 102.19 119.35 24.63 - 2.63 2.63
  YTM% Min 6.4504 6.0200 6.0499 6.1201 - - -
  YTM% Max 7.3861 6.2350 6.3000 6.2200 - - -
10-Feb-17 Amount 113.78 33.30 91.37 16.30 30.94 5.95 5.95
  YTM% Min 6.6000 6.0500 5.9931 6.0100 6.1105 - -
  YTM% Max 7.6006 6.2500 6.2700 6.3000 6.2700 - -
17-Feb-17 Amount 103.24 34.85 95.62 15.94 38.65 2.69 2.69
  YTM% Min 6.7300 6.0500 6.0000 6.2000 6.2200 - -
  YTM% Max 7.7300 6.2500 6.3000 6.2650 6.2985 - -
24-Feb-17 Amount 68.29 33.32 49.67 3.50 10.90 0.60 0.60
  YTM% Min 7.0500 5.8566 5.9500 6.1600 6.2200 - -
  YTM% Max 7.7510 6.2000 6.2500 6.2665 6.2700 - -
(Continued)

TABLE 219 : SECONDARY MARKET OUTRIGHT TRANSACTIONS IN GOVERNMENT SECURITIES (FACE VALUE) (Contd.)
Week Ended Central Government Dated Securities Maturing in the Year
2017-18 2018-19 2019-20 2020-21 2021-22 2022-23 2023-24 2024-25 2025-26 2026-27 2027 &
Above
1   2 3 4 5 6 7 8 9 10 11 12
2016-17                        
03-Mar-17 Amount 26.75 24.28 98.70 64.86 33.57 59.16 74.76 7.72 475.70 524.01 285.69
  YTM% Min 5.8350 6.2982 6.4123 6.5622 6.7086 6.7737 7.0081 7.0900 6.9899 6.7979 7.1446
  YTM% Max 6.3743 6.5225 6.6313 6.7173 6.9617 7.0215 7.1940 7.3000 7.7475 7.4468 7.6800
10-Mar-17 Amount 4.95 34.89 59.07 73.35 47.30 35.44 62.79 25.62 412.56 330.48 249.33
  YTM% Min 5.7288 6.2000 6.3984 6.5692 6.7484 6.7947 7.0281 7.0980 6.9220 6.7535 7.1265
  YTM% Max 6.3000 6.5000 6.7200 6.8219 7.0006 7.0921 7.1975 7.3184 7.2909 7.4513 7.7050
17-Mar-17 Amount 0.66 20.53 29.52 81.92 39.21 14.45 50.53 10.01 379.55 255.53 254.03
  YTM% Min 5.7216 6.2978 6.4000 6.6467 6.8096 6.8369 7.0351 7.1426 6.9503 6.7672 7.1135
  YTM% Max 6.2610 6.4950 6.7075 6.8613 7.1457 7.1286 7.3312 7.3318 7.7854 7.5431 7.9852
24-Mar-17 Amount 5.08 19.23 46.60 118.06 91.93 95.80 174.02 36.87 475.42 387.88 385.69
  YTM% Min 5.7990 6.1546 6.3900 6.4987 6.6827 6.7411 6.9046 7.0276 6.9046 6.7591 7.0465
  YTM% Max 6.2341 6.5115 6.7034 6.8002 6.9869 7.0701 7.2559 7.3535 7.7024 7.4854 7.7566
31-Mar-17 Amount 3.30 29.87 41.52 68.53 51.42 55.31 137.36 38.89 453.73 382.66 304.43
  YTM% Min 5.1325 6.1787 6.3751 6.4444 6.6503 6.7090 6.8101 6.7334 6.8080 6.6585 6.9920
  YTM% Max 6.2610 6.3692 6.6494 6.7809 6.8450 7.2742 7.5843 7.2211 7.6790 7.3407 7.6506
2017-18                        
07-Apr-17 Amount 0.97 17.80 22.36 38.17 74.06 89.03 133.26 19.54 399.60 400.47 635.37
  YTM% Min 5.7499 6.2387 6.4206 6.4167 6.6635 6.6197 1.9591 6.6468 6.7611 6.5472 14.0376
  YTM% Max 6.2472 6.5800 6.6491 6.9497 6.9174 6.9338 7.0252 7.2929 7.4199 7.4125 15.2084
14-Apr-17 Amount 5.05 21.43 26.15 58.66 62.62 34.52 37.75 41.13 465.22 350.68 699.65
  YTM% Min 5.2127 6.3077 6.4871 6.5877 6.7301 6.7454 6.8473 7.0906 6.8598 6.6589 14.1186
  YTM% Max 6.7284 6.5700 6.7549 6.8360 7.0226 7.0300 7.1694 7.4024 7.4402 7.4820 15.3200
21-Apr-17 Amount 1.44 26.23 27.67 88.60 34.73 55.57 62.56 49.40 417.49 538.01 887.03
  YTM% Min 6.2037 6.3360 6.4777 6.6182 6.7706 6.7405 1.4399 7.0289 6.7886 6.7286 14.0000
  YTM% Max 6.7174 6.7045 6.7000 6.9900 6.9740 6.9911 7.1053 7.5762 7.3291 7.3898 15.2400
28-Apr-17 Amount 2.92 24.93 17.16 98.14 21.04 44.53 45.77 39.73 268.95 451.98 1541.19
  YTM% Min 6.2448 6.4000 6.5464 6.6750 6.7964 6.8482 6.9433 6.7822 6.9747 6.8585 14.0124
  YTM% Max 6.4594 6.6205 6.8450 6.8835 7.0205 7.0435 7.1256 7.2121 7.5857 7.3676 15.2700
05-May-17 Amount 5.75 22.97 11.34 30.55 33.96 119.41 51.86 107.47 143.17 453.44 570.79
  YTM% Min 6.2366 6.4176 6.6130 6.7564 6.9010 6.8810 1.4399 7.1464 6.9997 6.9020 14.1404
  YTM% Max 6.4773 6.6351 6.7529 6.9039 7.0402 7.0861 7.2000 7.3000 7.5869 7.4200 15.2986
12-May-17 Amount 3.99 3.65 9.77 46.84 31.60 43.01 54.23 32.24 166.40 336.84 1180.68
  YTM% Min 6.1862 6.3801 6.5680 6.6832 6.8648 6.8595 6.9199 7.1543 6.9903 6.9091 14.0532
  YTM% Max 6.4018 6.6316 6.8909 6.8659 7.0282 7.0473 7.6008 7.2915 7.3253 7.3716 15.3400
19-May-17 Amount 1.61 12.35 34.77 115.40 57.15 90.70 130.94 40.86 246.83 444.85 3110.69
  YTM% Min 6.2843 6.4114 6.5514 6.6489 6.8081 6.7739 6.8012 7.0605 6.9149 6.7918 13.2340
  YTM% Max 6.4499 6.5500 6.8147 6.8480 7.0100 7.0460 7.2000 7.2710 7.3036 7.3472 15.3290
26-May-17 Amount 0.17 5.04 31.64 47.41 59.38 58.22 69.30 60.73 152.32 434.67 2777.51
  YTM% Min 6.2497 6.4050 6.5276 6.6394 6.7547 6.7839 1.4313 7.0286 6.9044 6.7493 13.2494
  YTM% Max 6.8127 6.7542 6.8307 7.0101 6.9677 7.0087 7.1077 7.2495 7.5571 7.3000 15.1974
02-Jun-17 Amount 1.86 15.51 23.20 41.63 23.30 44.23 65.18 56.02 140.24 296.14 2342.17
  YTM% Min 6.4847 6.4025 6.4372 6.5486 6.7038 6.7513 6.8229 6.9223 6.8564 6.7256 13.2042
  YTM% Max 6.7791 6.6101 6.6913 6.7377 6.9011 6.9355 7.0201 7.1825 7.5588 7.2219 15.0200
09-Jun-17 Amount 1.65 18.22 45.60 42.14 49.72 103.52 95.49 67.30 186.65 512.47 4098.11
  YTM% Min 6.4096 6.3714 6.2886 6.4475 6.5877 6.5813 1.4400 6.7523 6.6600 6.5882 12.9760
  YTM% Max 6.5906 6.5833 6.6492 6.6777 6.8625 6.8700 6.9922 7.1516 7.0910 7.1550 14.9302
16-Jun-17 Amount 13.85 10.42 62.83 48.07 37.54 86.47 95.02 88.77 148.64 371.78 4031.93
  YTM% Min 6.0579 6.3471 6.2814 6.3847 6.5516 6.5571 6.5253 6.7253 6.7337 6.5873 12.8740
  YTM% Max 6.6393 6.4299 6.6501 6.5572 6.7094 6.7372 6.8095 6.9705 7.1970 6.9853 14.6340
23-Jun-17 Amount 2.80 28.61 33.71 44.92 63.27 89.39 82.66 126.72 91.72 378.77 3564.54
  YTM% Min 6.0107 6.3494 6.3189 6.4355 6.5099 6.5149 6.5384 6.7418 6.7327 6.5796 12.8320
  YTM% Max 6.4898 6.4444 6.5318 6.6275 6.6728 7.1253 6.7870 6.9100 6.9257 6.9716 14.4098
30-Jun-17 Amount 6.25 6.35 24.28 39.93 62.59 124.19 64.27 41.56 59.77 217.60 2221.69
  YTM% Min 6.2999 6.3433 6.3350 6.4532 6.5086 6.4987 6.5819 6.7512 6.7712 6.5966 12.8780
  YTM% Max 6.4094 6.4419 6.6298 6.6824 6.7200 6.7446 6.7905 6.9354 7.2387 7.0351 14.4892
07-Jul-17 Amount 9.15 5.41 42.95 34.56 26.05 30.56 115.16 99.38 54.93 301.43 3868.85
  YTM% Min 5.1603 6.3177 6.3701 6.5004 6.5501 6.5631 1.4311 6.8214 6.8329 6.6614 12.9118
  YTM% Max 6.5056 6.4857 6.5700 6.5823 6.7800 6.8024 6.9100 7.0134 7.1991 7.1134 14.6400
14-Jul-17 Amount 0.01 6.52 45.39 39.56 92.01 143.77 167.73 150.94 100.48 253.92 4718.10
  YTM% Min - 6.3124 6.3057 6.4867 6.5481 6.5200 6.5924 6.7544 6.8019 6.6288 12.8444
  YTM% Max - 6.4635 6.5819 6.5711 6.7000 6.7546 6.8272 6.9600 7.2196 7.0541 14.5394
21-Jul-17 Amount 0.24 10.84 75.03 87.09 66.15 42.46 24.13 109.34 52.81 90.08 3316.07
  YTM% Min 6.2565 6.3121 6.2956 6.4343 6.4955 6.5315 6.5524 6.7259 6.7852 6.6431 12.8796
  YTM% Max 6.2565 6.3905 6.4800 6.5088 6.6508 6.6800 6.7696 6.9422 7.2090 7.0124 14.4900
28-Jul-17 Amount 1.18 9.91 26.63 27.51 46.68 92.42 54.49 87.79 72.10 183.92 4645.84
  YTM% Min 6.3606 6.2705 6.2769 6.4089 6.4584 6.4844 6.5111 6.6819 6.7369 6.6068 12.7988
  YTM% Max 6.4146 6.3567 6.4266 6.4786 6.6105 7.1000 6.7513 6.8633 7.1779 6.9620 14.4400
(Continued)

TABLE 219 : SECONDARY MARKET OUTRIGHT TRANSACTIONS IN GOVERNMENT SECURITIES (FACE VALUE) (Concld.)
Week Ended State
Government
Securities
Treasury Bills (Residual Maturity in Days)# RBI Open Market Operations
Up to 14 15-91 92-182 183-364 Sale Purchase
1   13 14 15 16 17 18 19
2016-17                
03-Mar-17 Amount 186.35 146.30 104.40 11.88 31.22 36.15 37.70
  YTM% Min 6.8518 5.4000 5.8500 6.1001 6.1000 - -
  YTM% Max 8.1898 6.0000 6.3200 6.2000 6.2990 - -
10-Mar-17 Amount 211.69 42.28 64.89 32.55 32.18 0.62 0.62
  YTM% Min 6.3601 5.4509 5.5000 5.8610 6.0500 - -
  YTM% Max 8.2699 5.9000 6.3503 6.1386 6.2200 - -
17-Mar-17 Amount 131.48 4.03 70.74 4.96 43.99 1.16 1.16
  YTM% Min 7.1000 5.6000 5.6003 5.9010 6.0500 - -
  YTM% Max 8.2443 6.0000 5.9800 6.0500 6.1853 - -
24-Mar-17 Amount 242.30 24.45 85.51 40.61 6.87 19.84 19.84
  YTM% Min 6.5962 5.3948 5.4626 5.7900 6.0000 - -
  YTM% Max 8.2597 5.9500 6.0000 6.0535 6.1400 - -
31-Mar-17 Amount 146.02 30.68 160.16 18.65 15.52 6.01 6.01
  YTM% Min 6.3950 5.1306 5.3000 5.7500 5.8000 - -
  YTM% Max 8.2557 5.6500 5.8600 6.0000 6.1176 - -
2017-18                
07-Apr-17 Amount 116.25 28.70 100.07 15.31 6.73 - -
  YTM% Min 6.9494 5.2000 5.2500 5.7500 5.9100 - -
  YTM% Max 8.2212 5.9000 6.1000 6.1599 6.1300 - -
14-Apr-17 Amount 89.16 4.62 55.88 8.51 37.50 1.56 1.56
  YTM% Min 6.6000 5.6700 5.6000 5.7500 6.1000 - -
  YTM% Max 7.9201 6.0800 6.0500 6.1300 6.2192 - -
21-Apr-17 Amount 105.33 6.71 75.08 18.14 57.85 18.23 18.23
  YTM% Min 6.3001 5.5500 5.6500 5.7000 6.1000 - -
  YTM% Max 7.8617 5.7500 6.1760 6.3092 6.3825 - -
28-Apr-17 Amount 119.52 30.23 98.51 4.12 55.70 6.24 6.24
  YTM% Min 6.8660 5.7500 5.8500 6.0975 6.3175 - -
  YTM% Max 7.8302 6.2000 6.2499 6.2710 6.4500 - -
05-May-17 Amount 82.05 48.34 49.06 14.08 17.17 0.12 0.12
  YTM% Min 6.8632 5.7986 5.9000 6.1500 6.2415 - -
  YTM% Max 7.8400 6.2500 6.2322 6.3946 6.4569 - -
12-May-17 Amount 55.02 10.85 151.37 9.45 40.57 0.59 0.59
  YTM% Min 7.2019 5.6266 5.9008 6.3100 6.3800 - -
  YTM% Max 7.8392 6.2500 6.3405 6.3500 6.4800 - -
19-May-17 Amount 100.61 35.56 154.76 14.49 10.72 - -
  YTM% Min 6.8500 5.7103 6.1000 5.9070 6.3300 - -
  YTM% Max 7.7800 6.2900 6.3247 6.4373 6.4800 - -
26-May-17 Amount 105.80 11.70 114.42 18.78 18.19 - -
  YTM% Min 6.9499 5.8500 6.0000 6.2250 6.4000 - -
  YTM% Max 7.8278 6.2500 6.3500 6.3950 6.4700 - -
02-Jun-17 Amount 106.82 30.49 273.32 14.99 39.78 11.17 11.17
  YTM% Min 6.4414 6.0000 5.9500 6.2500 6.0000 - -
  YTM% Max 7.7863 6.2266 6.5100 6.3946 6.4600 - -
09-Jun-17 Amount 165.80 8.73 308.07 25.88 35.67 11.17 11.17
  YTM% Min 6.9002 5.9995 6.0200 6.2000 6.3328 - -
  YTM% Max 7.7559 6.3000 6.4900 6.4113 6.4346 - -
16-Jun-17 Amount 186.78 37.08 131.49 32.93 57.50 4.76 4.76
  YTM% Min 6.8500 5.9767 6.0617 6.2368 6.2915 - -
  YTM% Max 7.8653 6.3100 6.4500 6.3305 6.3650 - -
23-Jun-17 Amount 149.46 16.21 129.28 11.51 34.51 0.36 0.36
  YTM% Min 6.8400 6.1000 6.0100 5.7700 6.3017 - -
  YTM% Max 7.4570 6.3500 6.3000 6.3000 6.3800 - -
30-Jun-17 Amount 206.19 82.32 305.33 48.86 18.82 3.12 3.12
  YTM% Min 6.6680 6.1870 6.0500 6.2650 6.3000 - -
  YTM% Max 7.4250 6.3000 6.4900 6.3440 6.3935 - -
07-Jul-17 Amount 91.14 29.47 185.04 31.47 58.93 129.54 29.54
  YTM% Min 6.9618 6.0000 6.2000 6.0500 6.3001 - -
  YTM% Max 7.6548 6.3278 6.5200 6.3200 6.3778 - -
14-Jul-17 Amount 143.01 21.22 170.53 42.39 31.71 4.39 4.39
  YTM% Min 6.5837 6.1088 5.7500 6.2350 6.2500 - -
  YTM% Max 7.6441 6.3532 6.5175 6.3305 6.4377 - -
21-Jul-17 Amount 145.48 25.81 191.10 21.91 48.08 100.42 0.42
  YTM% Min 6.5000 6.1000 6.0000 6.1136 6.2075 - -
  YTM% Max 7.4447 6.2600 6.4000 6.3000 6.3100 - -
28-Jul-17 Amount 236.05 42.55 148.14 9.22 19.32 15.78 15.78
  YTM% Min 6.8000 6.1000 5.9800 6.1200 6.2000 - -
  YTM% Max 7.4074 6.3000 6.2700 6.2452 6.2500 - -
# : Includes Transactions of Cash Management Bills.
Notes : 1. Minimum and Maximum YTMs (% Indicative) include transactions of standard lot size (₹ 0.05 Billion or more).
2. RBI Sales and purchases include transactions in other offices and transactions on behalf of the State Governments and others.

Top