Weekly Statistical Supplement


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Date : Feb 06, 2009
Secondary Market Transactions in Government Securities (Face Value)

(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


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