(Amount in Rs. crore) |
Item |
For the Week Ended Jan. 8, 2010 |
For the Week Ended Jan. 15, 2010 |
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 |
|
|
|
|
|
|
|
2009-10 |
495 |
3.1775 |
3.3905 |
460 |
3.1780 |
3.2295 |
|
2010-11 |
3,300 |
3.7622 |
5.0985 |
3,764 |
3.8391 |
4.9371 |
|
2011-12 |
3,419 |
5.2000 |
5.9843 |
967 |
5.0000 |
5.5106 |
|
2012-13 |
3,361 |
6.2685 |
6.7021 |
2,900 |
6.2469 |
6.7261 |
|
2013-14 |
278 |
6.7491 |
7.0775 |
326 |
6.7478 |
6.9429 |
|
2014-15 |
1,035 |
7.1410 |
7.8501 |
2,051 |
7.2152 |
7.4000 |
|
2015-18 |
7,669 |
7.3470 |
7.5838 |
6,059 |
7.3770 |
7.5013 |
|
2018-19 |
10 |
7.8450 |
7.8450 |
15 |
7.7916 |
7.8433 |
|
Beyond 2019 |
21,425 |
4.4887 |
8.3826 |
25,061 |
4.5870 |
8.3817 |
2 |
State Government Securities |
2,482 |
6.1050 |
8.4360 |
1,714 |
3.4210 |
8.3821 |
3 |
Treasury Bills (Residual Maturity in Days) |
|
|
|
|
|
|
|
(a) |
Upto 14 Days |
1,726 |
2.9991 |
3.5050 |
1,125 |
3.1513 |
3.4000 |
|
(b) |
15 - 91 Days |
10,740 |
3.0000 |
3.8499 |
4,873 |
3.1656 |
3.8061 |
|
(c) |
92 - 182 Days |
632 |
3.7000 |
4.0511 |
397 |
3.7000 |
4.0001 |
|
(d) |
183 - 364 Days |
990 |
4.5000 |
4.7003 |
183 |
4.3000 |
4.6700 |
II. |
RBI* : Sales |
679 |
|
|
151 |
|
|
|
: Purchases |
674 |
|
|
149 + |
|
|
III. |
Repo Transactions X (Other than with RBI) |
|
|
|
|
|
|
|
|
Amount |
Rates (%PA) Minimum |
Rates (%PA) Maximum |
Amount |
Rates (%PA) Minimum |
Rates (%PA) Maximum |
|
1. |
Govt. of India Dated Securities |
62,916 |
1.25 (1) |
5.50 (80) |
85,137 |
1.00 (1) |
3.25 (5) |
|
2. |
State Govt. Securities |
465 |
2.75 (1) |
3.15 (3) |
132 |
3.00 (1) |
3.15 (5) |
|
3. |
91 Day Treasury Bills |
3,024 |
2.95 (1) |
3.10 (3) |
8,452 |
1.75 (1) |
3.15 (3) |
|
4. |
182 Day Treasury Bills |
660 |
2.85 (1) |
3.12 (1) |
1,161 |
2.60 (1) |
3.15 (3) |
|
5. |
364 Day Treasury Bills |
128 |
3.00 (1) |
3.10 (2) |
2,614 |
1.50 (1) |
3.10 (3) |
IV. |
RBI: Repo X ^ |
— |
— |
— |
— |
— |
— |
|
: Reverse Repo ! |
4,75,490 |
— |
3.25 |
3,72,995 |
— |
3.25 |
@ : As reported in Subsidiary General Ledger Accounts at RBI, including 'When Issued' transactions
* : RBI's sales and purchases include transactions in other offices and transactions on behalf of the State Governments and others
** : Minimum and maximum YTMs (% PA) indicative have been given excluding transactions of Non-standard lot size (Less than Rs.5 crore)
X : 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. |
|