(Amount in Rs. crore) |
| |
For the Week Ended Jan. 23, 2009 |
For the Week Ended Jan. 30, 2009 |
Item |
Amount |
YTM (%PA) Indicative** |
Amount |
YTM (%PA) Indicative** |
| |
|
Minimum |
Maximum |
|
Minimum |
Maximum |
1 |
2 |
3 |
4 |
5 |
6 |
7 |
I. |
Outright Transactions |
|
|
|
|
|
|
1 |
Govt. of India Dated Securities |
|
|
|
|
|
|
| |
|
Maturing in the year |
|
|
|
|
|
|
| |
|
2008-09 |
186 |
4.8952 |
5.4081 |
105 |
4.8837 |
5.0089 |
| |
|
2009-10 |
2,019 |
4.3330 |
6.0000 |
758 |
4.5891 |
5.8000 |
| |
|
2010-11 |
607 |
4.5311 |
5.2200 |
700 |
4.3572 |
5.3527 |
| |
|
2011-12 |
829 |
4.7991 |
5.3655 |
770 |
5.1681 |
6.4974 |
| |
|
2012-13 |
28 |
5.3020 |
6.4500 |
1,706 |
5.4500 |
6.9967 |
| |
|
2013-14 |
1,333 |
5.4476 |
6.2521 |
739 |
5.7146 |
6.0309 |
| |
|
2014-17 |
12,572 |
5.4028 |
7.0000 |
10,071 |
5.8077 |
6.4957 |
| |
|
2017-18 |
1,117 |
5.8821 |
6.4526 |
565 |
6.1541 |
6.4727 |
| |
|
Beyond 2018 |
56,169 |
5.3663 |
7.7600 |
27,570 |
5.7224 |
7.8000 |
2 |
State Government Securities |
499 |
6.1034 |
6.9495 |
308 |
6.7316 |
7.0902 |
3 |
Treasury Bills (Residual Maturity in Days) |
|
|
|
|
|
|
| |
|
(a) Upto 14 Days |
869 |
4.2494 |
4.8686 |
1,055 |
4.2963 |
4.7500 |
| |
|
(b) 15 - 91 Days |
2,986 |
4.1354 |
4.7499 |
2,654 |
4.3505 |
4.7895 |
| |
|
(c) 92 - 182 Days |
550 |
4.3499 |
4.6199 |
— |
— |
— |
| |
|
(d) 183 - 364 Days |
920 |
4.3000 |
4.5000 |
432 |
4.3500 |
4.6000 |
II. |
RBI* : Sales |
1 |
|
|
44 |
|
|
| |
|
: Purchase |
— |
|
|
45 + |
|
|
III |
Repo Transactions * (Other than with RBI) |
|
|
|
|
|
|
| |
|
|
Amount |
Rates (%PA) |
Rates (%PA) |
Amount |
Rates (%PA) |
Rates (%PA) |
| |
|
|
|
Minimum |
Maximum |
|
Minimum |
Maximum |
| |
1 |
Govt. of India Dated Securities |
98,086 |
3.25 (1) |
4.85 (5) |
76,298 |
2.00 |
(1) |
4.75 |
(3) |
| |
2 |
State Govt. Securities |
— |
— |
— |
30 |
3.85 |
(1) |
3.85 |
(1) |
| |
3 |
91 Day Treasury Bills |
2,166 |
4.05 (1) |
4.35 (4) |
6,569 |
2.50 |
(1) |
4.25 |
(3) |
| |
4. |
182 Day Treasury Bills |
2,737 |
4.15 (1) |
4.40 (4) |
4,663 |
3.50 |
(1) |
4.25 |
(3) |
| |
5. |
364 Day Treasury Bills |
12,383 |
4.10 (1) |
4.55 (4) |
10,950 |
2.85 |
(1) |
4.25 |
(3) |
IV. |
RBI: Repo * ^ |
90 |
— |
5.50 |
775 |
— |
|
5.50 |
|
| |
|
: Reverse Repo ! |
2,52,730 |
— |
4.00 |
2,33,030 |
— |
|
4.00 |
|
@ : As reported in Subsidiary General Ledger Accounts at RBI, including 'When Issued' transactions.
* : RBI's sales and purchases include transactions in other offices also.
** : Minimum and maximum YTMs (% PA) indicative have been given excluding transactions of Non-standard lot size (Less than Rs.5 crore).
* : Represent the first leg of transactions
^ : Data relate to Repo auctions under Liquidity Adjustment Facility effective from June 5, 2000 (See Table 9).
! : Includes Reverse Repo auctions under Liquidity Adjustment Facility.
+ : Includes purchase of Oil Marketing Companies Government of India Special Bonds (Oil bonds) of Rs. NIL (face value) under Special Market
Operation (SMO).
Note : Figures in brackets indicate Repo Period |
|