Table 186 : Secondary Market Outright Transactions in Government Securities (Face Value) # (Part 2 of 7)
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(Amount in Rs. crore) |
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Central Govt. Dated Securities Maturing in the Year |
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Week |
1997-98 |
1998-99 |
1999-00 |
2000-01 |
2001-02 |
2002-03^ |
2003-04 |
2004-05 |
2005-06 |
2006-07 |
2007 & |
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Ended |
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above |
1 |
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2 |
3 |
4 |
5 |
6 |
7 |
8 |
9 |
10 |
11 |
12 |
1997-98 |
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3-Oct-97 |
Amount |
- |
196 |
111 |
165 |
181 |
116 |
174 |
135 |
28 |
10 |
28 |
YTM% Min |
- |
8.8057 |
10.0332 |
10.5144 |
10.8589 |
11.1316 |
11.3257 |
11.4597 |
11.3504 |
11.6816 |
11.7045 |
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YTM% Max |
- |
9.8967 |
10.3960 |
10.8354 |
11.2610 |
11.3060 |
11.5713 |
11.5598 |
11.6838 |
11.6816 |
11.8057 |
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10-Oct-97 |
Amount |
10 |
218 |
204 |
373 |
577 |
368 |
380 |
441 |
351 |
10 |
128 |
YTM% Min |
8.4756 |
8.3479 |
9.2137 |
10.1079 |
10.5463 |
10.7664 |
10.9507 |
11.0424 |
11.1138 |
11.5284 |
11.3892 |
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YTM% Max |
8.4866 |
9.7587 |
10.2402 |
10.9972 |
10.9943 |
11.2504 |
11.4604 |
11.4694 |
11.5021 |
11.5284 |
11.6373 |
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17-Oct-97 |
Amount |
5 |
269 |
175 |
358 |
462 |
530 |
249 |
281 |
195 |
20 |
42 |
YTM% Min |
8.1085 |
8.2733 |
9.0901 |
10.0197 |
10.4404 |
10.6147 |
10.8253 |
11.0123 |
11.0937 |
11.2012 |
11.3456 |
|
YTM% Max |
8.1085 |
9.0853 |
9.9429 |
10.5011 |
10.6852 |
10.9860 |
11.0594 |
11.2048 |
11.3729 |
11.3111 |
11.6093 |
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24-Oct-97 |
Amount |
5 |
163 |
295 |
466 |
1051 |
792 |
363 |
547 |
587 |
39 |
250 |
YTM% Min |
8.3122 |
8.0074 |
8.4293 |
9.4621 |
9.8825 |
10.2484 |
10.4627 |
10.6595 |
10.7028 |
10.8233 |
10.8409 |
|
YTM% Max |
8.3122 |
9.0220 |
9.8923 |
10.1581 |
10.5599 |
10.7090 |
11.0231 |
11.0893 |
11.2681 |
11.1831 |
11.5071 |
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31-Oct-97 |
Amount |
6 |
90 |
176 |
150 |
498 |
523 |
283 |
445 |
781 |
180 |
779 |
YTM% Min |
- |
7.8783 |
8.3517 |
9.5515 |
9.8737 |
10.1835 |
10.3922 |
10.5812 |
10.6619 |
10.7699 |
10.8291 |
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YTM% Max |
- |
8.3432 |
9.4889 |
9.8134 |
10.0539 |
10.4563 |
10.6326 |
10.7598 |
10.9109 |
10.8588 |
11.1224 |
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7-Nov-97 |
Amount |
- |
140 |
51 |
291 |
235 |
251 |
338 |
260 |
129 |
25 |
899 |
YTM% Min |
- |
8.0171 |
8.4899 |
9.5709 |
9.8830 |
10.2444 |
10.4235 |
10.6045 |
10.6614 |
10.7699 |
10.8294 |
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YTM% Max |
- |
8.5139 |
9.5881 |
10.1486 |
9.9516 |
10.4330 |
10.5610 |
10.6533 |
10.7685 |
10.7717 |
11.5530 |
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14-Nov-97 |
Amount |
- |
247 |
117 |
235 |
140 |
345 |
161 |
330 |
183 |
207 |
178 |
YTM% Min |
- |
8.0234 |
8.5750 |
9.5799 |
9.9080 |
10.2224 |
10.4223 |
10.5189 |
10.6780 |
10.7574 |
10.8289 |
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YTM% Max |
- |
8.7824 |
9.7691 |
10.0520 |
10.2175 |
10.4602 |
10.6313 |
10.6995 |
10.9302 |
10.9190 |
11.4316 |
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21-Nov-97 |
Amount |
- |
127 |
67 |
337 |
265 |
337 |
120 |
186 |
333 |
109 |
96 |
YTM% Min |
- |
8.0898 |
8.4442 |
9.6024 |
9.9010 |
10.2050 |
10.4620 |
10.6405 |
10.6902 |
10.7512 |
10.8690 |
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YTM% Max |
- |
8.6937 |
9.8194 |
10.1629 |
10.0200 |
10.4107 |
10.6109 |
10.6889 |
10.9323 |
10.9050 |
11.4233 |
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28-Nov-97 |
Amount |
- |
201 |
120 |
200 |
325 |
183 |
74 |
325 |
276 |
51 |
145 |
YTM% Min |
- |
8.0310 |
8.5979 |
9.7406 |
9.9445 |
10.2149 |
10.4558 |
10.6580 |
10.7006 |
10.8282 |
10.8817 |
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YTM% Max |
- |
8.6033 |
9.7686 |
10.0594 |
10.1367 |
10.3756 |
10.6218 |
10.6979 |
10.9273 |
10.9976 |
11.5061 |
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5-Dec-97 |
Amount |
- |
254 |
20 |
215 |
271 |
115 |
105 |
245 |
128 |
50 |
96 |
YTM% Min |
- |
8.2092 |
9.5287 |
9.6040 |
9.9697 |
10.3256 |
10.5735 |
10.7464 |
10.7081 |
10.9196 |
10.8128 |
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YTM% Max |
- |
9.2630 |
9.9578 |
10.3403 |
10.5033 |
10.9782 |
10.8891 |
11.1140 |
11.3114 |
11.3162 |
11.3294 |
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12-Dec-97 |
Amount |
10 |
101 |
69 |
351 |
335 |
150 |
252 |
59 |
159 |
10 |
10 |
YTM% Min |
9.1203 |
8.6607 |
9.7575 |
10.1473 |
10.4024 |
10.6330 |
10.8287 |
10.9394 |
10.9521 |
11.1262 |
11.4437 |
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YTM% Max |
9.1203 |
9.9284 |
10.5923 |
11.0329 |
11.0657 |
11.0235 |
11.3317 |
11.0543 |
11.3031 |
11.1262 |
11.4949 |
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19-Dec-97 |
Amount |
- |
20 |
20 |
73 |
41 |
341 |
216 |
320 |
60 |
22 |
26 |
YTM% Min |
- |
9.7388 |
9.5929 |
10.7123 |
10.8970 |
10.9997 |
11.0802 |
11.1886 |
11.1205 |
11.3496 |
11.4440 |
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YTM% Max |
- |
9.7388 |
10.1657 |
11.1194 |
11.2862 |
11.1385 |
11.3533 |
11.2417 |
11.2233 |
11.8771 |
11.4954 |
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26-Dec-97 |
Amount |
- |
91 |
13 |
241 |
427 |
146 |
276 |
240 |
125 |
10 |
15 |
YTM% Min |
- |
9.2328 |
9.5355 |
10.3259 |
10.4848 |
10.7581 |
10.8023 |
10.9447 |
10.9580 |
11.2056 |
11.2322 |
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YTM% Max |
- |
9.8179 |
10.4978 |
11.0623 |
10.8482 |
11.0687 |
11.2583 |
11.1986 |
11.2061 |
11.2434 |
11.3215 |
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2-Jan-98 |
Amount |
- |
39 |
13 |
157 |
350 |
661 |
221 |
72 |
143 |
45 |
61 |
YTM% Min |
- |
8.9512 |
10.3324 |
10.0185 |
10.3823 |
10.5468 |
10.7289 |
10.8755 |
10.8803 |
11.0108 |
11.1519 |
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YTM% Max |
- |
9.6784 |
10.3324 |
10.7211 |
10.7093 |
10.7905 |
10.9126 |
10.9666 |
11.0724 |
11.2124 |
11.3300 |
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9-Jan-98 |
Amount |
- |
60 |
1 |
402 |
567 |
772 |
372 |
265 |
154 |
18 |
81 |
YTM% Min |
- |
9.0832 |
- |
10.0486 |
10.3379 |
10.5589 |
10.7572 |
10.8360 |
9.2329 |
11.1012 |
11.1097 |
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YTM% Max |
- |
9.8368 |
- |
10.8941 |
10.8222 |
11.1159 |
11.1306 |
11.1558 |
11.1633 |
11.1471 |
11.3352 |
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16-Jan-98 |
Amount |
- |
28 |
1 |
53 |
100 |
273 |
25 |
86 |
63 |
44 |
61 |
YTM% Min |
- |
10.2421 |
- |
10.6660 |
10.8534 |
10.9447 |
11.1251 |
11.1301 |
11.0767 |
11.2451 |
11.2265 |
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YTM% Max |
- |
10.8743 |
- |
11.2395 |
11.2673 |
11.2268 |
11.4778 |
11.2266 |
11.5108 |
11.4959 |
11.3125 |
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23-Jan-98 |
Amount |
- |
145 |
107 |
123 |
127 |
235 |
87 |
30 |
113 |
299 |
60 |
YTM% Min |
- |
9.8597 |
13.6653 |
10.7130 |
10.9480 |
11.2128 |
11.0723 |
11.5713 |
11.5391 |
13.1939 |
13.5018 |
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YTM% Max |
- |
25.7673 |
15.5429 |
13.6933 |
13.4999 |
13.8005 |
13.3375 |
12.8169 |
13.9899 |
13.8025 |
13.5018 |
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30-Jan-98 |
Amount |
1 |
151 |
80 |
56 |
36 |
15 |
6 |
- |
124 |
55 |
- |
YTM% Min |
- |
13.2453 |
12.7718 |
11.8689 |
12.2905 |
13.6128 |
- |
- |
13.9904 |
13.0555 |
- |
|
YTM% Max |
- |
32.4688 |
16.5017 |
16.2140 |
12.9975 |
13.6128 |
- |
- |
14.4996 |
14.4173 |
- |
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6-Feb-98 |
Amount |
10 |
251 |
72 |
66 |
113 |
210 |
28 |
52 |
81 |
146 |
0.5 |
YTM% Min |
12.4767 |
10.8271 |
11.0408 |
11.3687 |
11.6156 |
11.7488 |
11.1532 |
12.2705 |
11.0948 |
12.4736 |
- |
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YTM% Max |
18.0037 |
23.1566 |
12.8501 |
12.1696 |
12.2917 |
13.1434 |
12.5506 |
12.3165 |
12.5733 |
13.2402 |
- |
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13-Feb-98 |
Amount |
- |
151 |
131 |
189 |
232 |
151 |
250 |
46 |
369 |
76 |
23 |
YTM% Min |
- |
11.0874 |
11.0220 |
11.2604 |
11.5632 |
11.6747 |
11.9268 |
11.9513 |
11.9943 |
12.2164 |
12.5179 |
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YTM% Max |
- |
13.4226 |
12.1827 |
11.8990 |
11.9222 |
11.9403 |
12.2549 |
12.5579 |
13.8760 |
12.6603 |
12.8057 |
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20-Feb-98 |
Amount |
19 |
148 |
105 |
129 |
108 |
286 |
141 |
6 |
303 |
30 |
11 |
YTM% Min |
11.6730 |
12.1637 |
11.4656 |
11.4402 |
11.6057 |
11.6458 |
11.9647 |
11.9617 |
12.0916 |
12.1909 |
12.2039 |
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YTM% Max |
12.4120 |
13.1964 |
12.2891 |
12.1123 |
12.0985 |
12.1948 |
12.0561 |
11.9617 |
12.2977 |
12.2880 |
12.2039 |
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27-Feb-98 |
Amount |
5 |
116 |
46 |
38 |
85 |
210 |
26 |
2 |
67 |
38 |
9 |
YTM% Min |
11.8298 |
12.1216 |
11.9459 |
11.9442 |
11.9514 |
12.2070 |
12.0444 |
- |
12.2964 |
12.2959 |
- |
|
YTM% Max |
11.8298 |
12.6876 |
12.3623 |
12.2793 |
12.2699 |
12.4178 |
12.3745 |
- |
12.7860 |
12.5200 |
- |
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6-Mar-98 |
Amount |
9 |
63 |
323 |
271 |
195 |
325 |
10 |
5 |
92 |
35 |
6 |
YTM% Min |
10.7917 |
11.5189 |
11.4832 |
11.4671 |
11.7360 |
11.9308 |
12.2404 |
12.4390 |
12.1926 |
12.2302 |
12.4590 |
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YTM% Max |
10.7917 |
13.4873 |
12.3573 |
12.3984 |
12.4000 |
12.7403 |
12.2451 |
12.4390 |
12.5841 |
12.4025 |
12.4590 |
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13-Mar-98 |
Amount |
13 |
62 |
101 |
100 |
122 |
551 |
40 |
- |
219 |
15 |
68 |
YTM% Min |
10.8474 |
11.2347 |
11.3224 |
11.4045 |
11.3681 |
11.6223 |
11.9280 |
- |
12.0214 |
12.2304 |
12.2657 |
|
YTM% Max |
10.8474 |
12.4427 |
11.7591 |
11.8814 |
11.9268 |
12.0870 |
12.1277 |
- |
12.4336 |
12.2972 |
12.3957 |
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20-Mar-98 |
Amount |
15 |
130 |
119 |
419 |
187 |
1058 |
2 |
12 |
303 |
45 |
1081 |
YTM% Min |
10.4748 |
10.5265 |
9.9338 |
10.2732 |
10.9751 |
11.0982 |
- |
11.6046 |
11.7699 |
11.8965 |
11.9436 |
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YTM% Max |
10.4748 |
13.1215 |
11.5693 |
11.6809 |
11.9476 |
12.2002 |
- |
11.8291 |
12.3311 |
12.2993 |
12.3111 |
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27-Mar-98 |
Amount |
- |
191 |
180 |
210 |
159 |
1722 |
125 |
87 |
365 |
37 |
2118 |
YTM% Min |
- |
9.3745 |
9.9713 |
10.4198 |
10.8390 |
10.8992 |
11.3973 |
11.2057 |
11.4192 |
11.8859 |
11.6972 |
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YTM% Max |
- |
11.7802 |
10.6776 |
11.1725 |
11.2900 |
11.4778 |
11.7885 |
11.8160 |
11.9515 |
12.1402 |
12.1709 |
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(Amount in Rs. crore) |
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Week |
St. Govt. |
Treasury Bills (Residual Maturity in Days) |
RBI Open Market Operation* |
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Ended |
|
Securities |
Upto 14 |
15-91 |
92-182 |
183-364 |
Sales |
Purchase |
1 |
|
13 |
14 |
15 |
16 |
17 |
18 |
19 |
1997-98 |
||||||||
3-Oct-97 |
Amount |
8 |
230 |
16 |
10 |
146 |
0.01 |
0 |
YTM% Min |
12.1480 |
4.7871 |
6.2329 |
8.0078 |
8.3769 |
|||
YTM% Max |
12.1480 |
7.9792 |
6.7816 |
8.0078 |
8.5765 |
|||
10-Oct-97 |
Amount |
39 |
51 |
148 |
24 |
435 |
2 |
0 |
YTM% Min |
11.8235 |
2.9853 |
4.0885 |
6.8311 |
7.6291 |
|||
YTM% Max |
11.8235 |
6.4827 |
6.8810 |
7.6789 |
8.5764 |
|||
17-Oct-97 |
Amount |
46 |
116 |
163 |
91 |
610 |
0.07 |
0 |
YTM% Min |
11.7625 |
4.2400 |
4.7366 |
7.3797 |
7.5791 |
|||
YTM% Max |
11.7625 |
4.9877 |
6.8313 |
7.7786 |
8.4668 |
|||
24-Oct-97 |
Amount |
2 |
255 |
85 |
70 |
464 |
7 |
0 |
YTM% Min |
- |
4.8917 |
5.7337 |
6.7814 |
7.4795 |
|||
YTM% Max |
- |
5.1868 |
6.7812 |
7.4795 |
8.1975 |
|||
31-Oct-97 |
Amount |
12 |
218 |
15 |
95 |
66 |
971 |
0 |
YTM% Min |
11.1918 |
4.9463 |
5.9831 |
7.3798 |
7.6290 |
|||
YTM% Max |
11.2080 |
5.0863 |
6.6319 |
7.5193 |
7.8484 |
|||
7-Nov-97 |
Amount |
12 |
228 |
126 |
90 |
235 |
502 |
0 |
YTM% Min |
10.9701 |
4.9451 |
6.1332 |
7.3797 |
7.5791 |
|||
YTM% Max |
10.9701 |
5.3301 |
6.4821 |
7.6292 |
8.1775 |
|||
14-Nov-97 |
Amount |
- |
208 |
75 |
65 |
238 |
0.13 |
0 |
YTM% Min |
- |
3.9932 |
5.5853 |
7.2300 |
7.6290 |
|||
YTM% Max |
- |
5.2355 |
6.9810 |
7.5792 |
8.0280 |
|||
21-Nov-97 |
Amount |
50 |
415 |
88 |
125 |
339 |
3 |
0 |
YTM% Min |
10.9586 |
2.9858 |
5.2348 |
6.8814 |
7.5692 |
|||
YTM% Max |
10.9815 |
4.9895 |
6.5816 |
7.5791 |
7.9781 |
|||
28-Nov-97 |
Amount |
30 |
385 |
54 |
170 |
511 |
1 |
0 |
YTM% Min |
10.9728 |
3.6790 |
6.0837 |
7.3297 |
7.4296 |
|||
YTM% Max |
10.9876 |
4.9895 |
6.4823 |
7.4995 |
7.9781 |
|||
5-Dec-97 |
Amount |
49 |
491 |
130 |
138 |
725 |
34 |
0 |
YTM% Min |
10.9951 |
3.9889 |
5.1847 |
7.4297 |
7.5791 |
|||
YTM% Max |
10.9999 |
5.2861 |
6.4327 |
7.7787 |
8.0978 |
|||
12-Dec-97 |
Amount |
20 |
63 |
104 |
101 |
240 |
7 |
0 |
YTM% Min |
11.2899 |
4.9845 |
5.9830 |
7.4796 |
7.8284 |
|||
YTM% Max |
11.2899 |
7.0390 |
7.3789 |
8.4767 |
8.5265 |
|||
19-Dec-97 |
Amount |
3 |
142 |
143 |
150 |
99 |
1 |
467 |
YTM% Min |
- |
5.4856 |
7.0414 |
8.2273 |
8.5266 |
|||
YTM% Max |
- |
9.3735 |
10.4715 |
8.7758 |
8.8756 |
|||
26-Dec-97 |
Amount |
10 |
220 |
134 |
160 |
12 |
1 |
0 |
YTM% Min |
11.2444 |
5.7366 |
7.9785 |
8.7560 |
8.8757 |
|||
YTM% Max |
11.2444 |
8.9751 |
8.7259 |
8.9754 |
8.9753 |
|||
2-Jan-98 |
Amount |
6 |
185 |
180 |
50 |
85 |
1 |
0 |
YTM% Min |
- |
4.9882 |
7.4292 |
8.5266 |
8.5167 |
|||
YTM% Max |
- |
7.9778 |
8.4767 |
8.7760 |
8.7260 |
|||
9-Jan-98 |
Amount |
13 |
127 |
226 |
10 |
27 |
4 |
0 |
YTM% Min |
11.4707 |
6.9807 |
7.6996 |
8.6760 |
8.5964 |
|||
YTM% Max |
11.4707 |
9.2321 |
9.0955 |
8.7560 |
8.9255 |
|||
16-Jan-98 |
Amount |
1 |
275 |
99 |
20 |
45 |
4 |
0 |
YTM% Min |
- |
7.9751 |
8.2275 |
8.9752 |
9.0751 |
|||
YTM% Max |
- |
9.2321 |
8.9253 |
9.0751 |
9.5339 |
|||
23-Jan-98 |
Amount |
2 |
489 |
699 |
242 |
234 |
3 |
0 |
YTM% Min |
- |
7.5770 |
9.1747 |
8.9753 |
16.4548 |
|||
YTM% Max |
- |
21.9387 |
24.9311 |
25.9289 |
19.9452 |
|||
30-Jan-98 |
Amount |
35 |
214 |
554 |
43 |
37 |
1 |
0 |
YTM% Min |
13.9882 |
7.4772 |
12.9644 |
22.9369 |
17.9507 |
|||
YTM% Max |
13.9882 |
29.9195 |
29.9179 |
26.9261 |
20.9425 |
|||
6-Feb-98 |
Amount |
51 |
107 |
894 |
25 |
23 |
11 |
0 |
YTM% Min |
12.5455 |
6.9826 |
10.7205 |
12.7150 |
11.9671 |
|||
YTM% Max |
12.8153 |
11.9658 |
18.9479 |
14.7097 |
13.5128 |
|||
13-Feb-98 |
Amount |
2 |
92 |
875 |
10 |
- |
2 |
0 |
YTM% Min |
- |
7.7323 |
8.2274 |
10.0723 |
- |
|||
YTM% Max |
- |
9.9719 |
13.3132 |
10.0723 |
- |
|||
20-Feb-98 |
Amount |
9 |
259 |
858 |
5 |
5 |
1 |
0 |
YTM% Min |
- |
8.8677 |
10.2218 |
11.9671 |
11.9672 |
|||
YTM% Max |
- |
10.6213 |
12.9647 |
11.9671 |
11.9672 |
|||
27-Feb-98 |
Amount |
4 |
283 |
496 |
- |
20 |
0.06 |
0 |
YTM% Min |
- |
4.9889 |
8.4767 |
- |
11.4685 |
|||
YTM% Max |
- |
9.9938 |
13.0144 |
- |
11.7179 |
|||
6-Mar-98 |
Amount |
5 |
461 |
427 |
5 |
40 |
0.01 |
0 |
YTM% Min |
- |
7.2296 |
7.9783 |
8.0884 |
10.4712 |
|||
YTM% Max |
- |
9.7245 |
12.2664 |
8.0884 |
11.4684 |
|||
13-Mar-98 |
Amount |
71 |
239 |
346 |
5 |
25 |
412 |
0 |
YTM% Min |
12.2760 |
7.3004 |
10.4215 |
11.0697 |
10.4712 |
|||
YTM% Max |
12.6961 |
9.4753 |
11.9672 |
11.0697 |
11.0696 |
|||
20-Mar-98 |
Amount |
33 |
204 |
419 |
25 |
35 |
1491 |
0 |
YTM% Min |
12.2962 |
7.4788 |
9.7227 |
9.4741 |
9.9726 |
|||
YTM% Max |
12.3017 |
10.0104 |
11.9671 |
11.1195 |
10.7705 |
|||
27-Mar-98 |
Amount |
26 |
262 |
498 |
30 |
103 |
2549 |
0 |
YTM% Min |
12.0827 |
5.9847 |
7.9777 |
9.6734 |
8.7261 |
|||
|
YTM% Max |
12.1096 |
8.7759 |
10.3710 |
9.6734 |
9.5238 |
|
|
# |
As reported in SGL Accounts at RBI, Mumbai. |
* |
RBIs sales and purchases include transactions in other offices also. |
^ |
While Face Value transacted for 6.00% Capital Indexed Bond 2002 has been included in the amount for the maturity year 2002-03, YTMs (% Indicative) have not been included in YTM% Minimum and YTM% Maximum. |
Note : Minimum and Maximum YTMs (% Indicative) include transactions of standard lot size (Rs. 5 crore or more) only. |
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