Table 197 : Secondary Market Outright Transactions in Government Securities (Face Value) (Part 4 of 6)

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Published on June 07, 2003

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Table 197 : Secondary Market Outright Transactions in Government Securities (Face Value) (Part 4 of 6)

					(Amount in Rupees crore)

Week		Central Govt. Dated Securities Maturing in the Year
Ended		2001-02	2002-03^	2003-04	2004-05	2005-06	2006-07

1		2	3	4	5	6	7

2001-02
05-Oct-01	Amount	55	297	486	190	225	480
	YTM% Min	7.1249	7.0869	7.1129	7.2931	7.3083	7.4069
	YTM% Max	7.7013	7.6042	7.4213	7.5351	7.5099	7.6586
12-Oct-01	Amount	10	176	724	90	336	259
	YTM% Min	7.7608	7.1497	7.1827	7.4195	7.3509	7.4545
	YTM% Max	7.7608	7.2099	7.3644	7.5027	7.9549	7.6079
19-Oct-01	Amount	0	489	417	119	351	56
	YTM% Min	-	7.1804	7.2219	7.3212	7.3662	7.4682
	YTM% Max	-	7.4243	7.3238	7.6359	7.5134	7.5781
26-Oct-01	Amount	0	243	595	65	471	306
	YTM% Min	-	6.8332	6.9665	7.2080	7.1397	7.2218
	YTM% Max	-	7.1799	7.2347	7.3174	7.4336	7.5498
02-Nov-01	Amount	5	247	740	194	335	460
	YTM% Min	0.0000	6.8445	6.9351	7.1415	7.0888	7.2134
	YTM% Max	0.0000	6.9297	7.0658	7.2221	7.2336	7.4821
09-Nov-01	Amount	0	297	958	20	345	276
	YTM% Min	-	6.7977	6.8887	7.1477	7.0814	7.1946
	YTM% Max	-	7.0014	7.0143	7.2202	7.6964	7.3600
16-Nov-01	Amount	0	252	288	61	40	88
	YTM% Min	-	6.8176	6.9297	7.0064	7.0735	7.2421
	YTM% Max	-	6.8521	6.9663	7.2541	7.1442	7.3600
23-Nov-01	Amount	5	634	503	161	169	878
	YTM% Min	0.0000	6.6183	6.8116	7.0548	7.0118	6.7945
	YTM% Max	0.0000	7.3489	6.9407	7.1397	7.0917	7.2727
30-Nov-01	Amount	0	668	420	50	58	432
	YTM% Min	-	6.6217	6.7982	6.8923	6.9308	6.8346
	YTM% Max	-	6.9227	6.8903	6.9365	7.1164	7.1539
07-Dec-01	Amount	0	376	339	76	66	118
	YTM% Min	-	6.5577	6.7727	6.9029	6.5925	6.9199
	YTM% Max	-	6.9438	6.9992	7.0271	7.1838	7.0718
14-Dec-01	Amount	0	330	245	75	56	234
	YTM% Min	-	6.8392	6.9594	7.1384	6.4963	7.2238
	YTM% Max	-	7.0675	7.0885	7.2885	7.3514	7.3762
21-Dec-01	Amount	0	29	242	10	177	187
	YTM% Min	-	6.8896	6.9675	7.2201	7.1333	7.2414
	YTM% Max	-	6.9199	7.1329	7.2201	7.3342	7.9923
28-Dec-01	Amount	0	47	183	141	38	140
	YTM% Min	-	6.6356	7.0988	7.4298	7.2519	7.3384
	YTM% Max	-	7.3435	7.4182	7.6071	7.2595	7.7773
04-Jan-02	Amount	0	231	354	122	346	371
	YTM% Min	-	6.5028	7.0639	7.2557	7.2049	7.2783
	YTM% Max	-	7.1174	7.3573	7.5479	7.4734	7.6731
11-Jan-02	Amount	0	59	710	16	339	398
	YTM% Min	-	6.7569	7.046	7.2147	7.1536	7.2070
	YTM% Max	-	7.2936	7.111	7.2565	7.2263	7.3219
18-Jan-02	Amount	0	18	596	100	292	304
	YTM% Min	-	0.0000	6.996	7.1618	7.1147	7.1689
	YTM% Max	-	0.0000	7.0842	7.2601	7.2063	7.2595
25-Jan-02	Amount	0	36	646	126	643	439
	YTM% Min	-	6.8170	6.8086	7.0068	6.9415	7.0067
	YTM% Max	-	6.9022	7.0432	7.1499	7.3736	7.1935
01-Feb-02	Amount	0	106	528	106	417	258
	YTM% Min	-	6.5711	6.5844	6.8269	6.8002	6.8841
	YTM% Max	-	6.6897	6.8783	6.8722	7.1741	7.0572
08-Feb-02	Amount	0	174	877	290	126	495
	YTM% Min	-	6.4298	6.435	6.5585	6.6194	6.5764
	YTM% Max	-	6.5511	6.7131	7.0183	7.0602	6.9133
15-Feb-02	Amount	0	580	671	126	146	442
	YTM% Min	-	6.0760	6.3092	6.4629	5.0007	6.4981
	YTM% Max	-	6.8052	6.4736	6.5189	6.5474	6.7987
22-Feb-02	Amount	0	42	939	-	176	156
	YTM% Min	-	6.086	6.3421	-	6.4935	6.5272
	YTM% Max	-	6.2925	6.5071	-	6.665	6.7871
01-Mar-02	Amount	0	36	443	250	122	44
	YTM% Min	-	6.3398	6.3829	6.524	6.498	6.5615
	YTM% Max	-	6.4297	6.5981	6.5978	6.6006	6.7537
08-Mar-02	Amount	0	310	634	190	158	238
	YTM% Min	-	5.9134	6.1919	6.2389	6.3933	6.4870
	YTM% Max	-	6.4209	6.6854	6.5890	6.8494	6.9709
15-Mar-02	Amount	0	56	567	80	24	43
	YTM% Min	-	6.0960	6.2154	6.3888	6.5345	6.6977
	YTM% Max	-	6.1258	6.4721	6.3888	6.9246	6.8191
22-Mar-02	Amount	0	200	285	41	150	154
	YTM% Min	-	6.2059	6.1163	6.4083	6.4287	6.5332
	YTM% Max	-	6.4657	6.4032	6.4888	6.8412	6.7100
29-Mar-02	Amount	0	317	787	205	226	253
	YTM% Min	-	4.29	6.1117	6.3414	6.3262	6.4018
	YTM% Max	-	6.4423	6.3304	6.3842	6.7803	6.57

					(Amount in Rupees crore)

Week		Central Govt. Dated Securities Maturing in the Year					St. Govt.
Ended		2007-08	2008-09	2009-10	2010-11	2011 & above	Securities

1		8	9	10	11	12	13

2001-02
05-Oct-01	Amount	147	2050	348	880	11811	106
	YTM% Min	7.9857	8.2277	8.9444	8.9249	8.7281	9.3334
	YTM% Max	8.2022	8.8009	9.6734	9.6632	10.0446	9.551
12-Oct-01	Amount	186	2405	740	724	11924	110
	YTM% Min	8.0229	8.2617	8.8433	8.7590	9.0708	9.4829
	YTM% Max	8.1018	8.7598	9.4916	9.5999	10.0298	9.7541
19-Oct-01	Amount	19	1405	558	660	13679	56
	YTM% Min	8.0266	8.2479	8.8671	8.0468	8.8341	9.5006
	YTM% Max	8.0279	8.7797	9.4882	9.5925	10.3649	9.55
26-Oct-01	Amount	152	1574	466	764	17429	151
	YTM% Min	7.7787	7.9783	8.6112	8.4557	8.8300	9.0115
	YTM% Max	8.4685	8.7523	9.4649	9.5357	10.0401	9.5091
02-Nov-01	Amount	167	1613	732	971	23774	185
	YTM% Min	7.6556	7.8589	8.4712	8.0493	8.3164	9.2874
	YTM% Max	7.8346	8.5350	9.2831	9.3577	9.9427	9.6094
09-Nov-01	Amount	227	1632	290	941	22682	200
	YTM% Min	7.6356	7.7635	8.4091	8.4169	7.7924	8.8486
	YTM% Max	7.7174	8.3059	9.0951	9.1906	9.7078	9.4364
16-Nov-01	Amount	83	693	202	609	12495	76
	YTM% Min	7.6714	7.8167	8.3651	7.7442	8.1141	8.4234
	YTM% Max	7.7037	8.2818	8.9948	9.1039	9.4371	9.303
23-Nov-01	Amount	206	1959	266	1521	29114	161
	YTM% Min	7.3676	7.4900	7.8614	7.7651	7.9804	7.8165
	YTM% Max	7.8648	7.9365	8.6228	8.9903	9.8087	9.153
30-Nov-01	Amount	159	1398	443	1236	23389	58
	YTM% Min	7.1641	7.2839	7.5651	7.1008	7.2272	7.7902
	YTM% Max	7.8224	7.9663	8.3496	8.4845	9.5193	9.3361
07-Dec-01	Amount	71	1145	2269	1145	31890	171
	YTM% Min	7.0976	7.1982	6.7577	7.1312	7.1472	7.813
	YTM% Max	7.1925	7.9790	8.0315	8.4894	8.7409	8.9054
14-Dec-01	Amount	84	574	842	725	18906	104
	YTM% Min	6.9152	7.4679	6.7918	7.0055	7.3937	7.7075
	YTM% Max	7.5219	7.6930	8.4158	8.6815	8.9172	9.5468
21-Dec-01	Amount	18	223	665	225	9304	67
	YTM% Min	7.4690	7.4702	6.8079	7.1376	7.4342	8.3467
	YTM% Max	7.8687	7.5963	7.9370	8.5158	8.8081	10.093
28-Dec-01	Amount	90	405	179	153	6129	129
	YTM% Min	7.6355	7.6032	6.9891	8.0961	8.0194	8.2949
	YTM% Max	7.7866	8.3516	8.4233	8.6190	9.2924	9.1642
04-Jan-02	Amount	114	633	151	349	15753	72
	YTM% Min	7.4522	7.4738	6.9307	7.7742	7.8473	8.4459
	YTM% Max	7.8902	8.3449	8.4203	8.4744	9.5784	9.9535
11-Jan-02	Amount	163	977	304	1050	22145	178
	YTM% Min	7.3704	7.4593	6.9886	7.3838	7.8334	8.2822
	YTM% Max	7.5761	7.9793	8.2013	8.3766	8.7121	9.9382
18-Jan-02	Amount	201	1134	159	564	25789	44
	YTM% Min	7.3038	7.4518	6.9285	7.1743	7.7702	9.0639
	YTM% Max	7.3420	7.9054	8.1606	8.2954	8.5284	9.0639
25-Jan-02	Amount	82	1124	489	725	25607	262
	YTM% Min	7.1589	7.2894	6.9965	7.4123	7.6631	8.0024
	YTM% Max	7.5540	7.5963	8.0354	8.1872	8.9536	9.8848
01-Feb-02	Amount	191	1283	741	1298	28637	221
	YTM% Min	6.9526	7.1658	7.3745	7.3649	7.5658	8.1634
	YTM% Max	7.5437	7.5266	7.6933	8.0538	8.5042	9.7048
08-Feb-02	Amount	127	1753	815	1051	33162	208
	YTM% Min	6.6338	6.8958	6.7950	7.2044	7.3227	7.5748
	YTM% Max	7.1358	7.1919	7.8444	8.2829	8.3275	8.5749
15-Feb-02	Amount	91	1276	680	977	32291	233
	YTM% Min	6.4911	6.7439	6.8208	7.0827	6.2134	7.5332
	YTM% Max	6.9342	7.0935	7.5156	7.6724	8.3982	9.6834
22-Feb-02	Amount	88	704	181	188	13700	116
	YTM% Min	6.5854	6.7947	6.7766	7.0886	5.464	7.6874
	YTM% Max	6.9295	7.1417	6.9876	7.4458	8.3476	9.0982
01-Mar-02	Amount	75	150	108	97	8924	131
	YTM% Min	6.6649	6.8816	6.9775	7.1296	7.1932	7.6911
	YTM% Max	6.9654	7.2899	7.1936	7.3489	8.5577	8.1004
08-Mar-02	Amount	65	1521	71	345	16217	229
	YTM% Min	6.7111	6.8527	6.9082	7.1203	7.1824	7.4664
	YTM% Max	7.1619	7.5139	7.4368	7.6507	8.2597	8.9128
15-Mar-02	Amount	50	337	105	409	8401	105
	YTM% Min	6.8760	7.0487	7.3893	7.4415	7.3691	7.9999
	YTM% Max	6.8781	7.4944	7.8462	7.8857	8.6064	8.4132
22-Mar-02	Amount	150	1175	774	700	14379	383
	YTM% Min	6.748	6.9390	6.6165	7.3228	6.9232	7.617
	YTM% Max	6.8563	7.4093	7.8081	7.6982	8.6046	9.4534
29-Mar-02	Amount	94	912	236	384	8142	193
	YTM% Min	6.5770	6.8053	6.8456	7.1692	7.3472	7.66
	YTM% Max	6.7602	7.2577	7.5742	7.7274	8.2155	8.1639

					(Amount in Rupees crore)

Week		Treasury Bills (Residual Maturity in Days)				RBI Open Market Operation*
Ended		Upto 14	15-91	92-182	183-364	Sales	Purchases

1		14	15	16	17	18	19

2001-02
5-Oct-01	Amount	26	422	107	338	-	116
	YTM% Min	2.3422	6.5254	6.8314	6.881
	YTM% Max	7.2358	7.2801	7.0705	7.28
12-Oct-01	Amount	85	429	55	317	13	-
	YTM% Min	5.6921	6.5471	6.7571	7.048
	YTM% Max	7.0306	7.0809	7.0149	7.2301
19-Oct-01	Amount	36	116	70	299	-	-
	YTM% Min	6.9901	6.8009	7.0306	7.015
	YTM% Max	8.6288	7.1802	7.0907	7.2302
26-Oct-01	Amount	18	340	75	907	20	-
	YTM% Min	5.6718	5.9496	6.7813	6.7108
	YTM% Max	7.6614	7.0607	7.1004	7.2302
2-Nov-01	Amount	12	462	6	602	0.42	-
	YTM% Min	-	6.4452	-	6.6816
	YTM% Max	-	6.8814	-	6.8811
9-Nov-01	Amount	87	653	87	1755	-	-
	YTM% Min	5.1186	6.0097	6.6517	6.6817
	YTM% Max	6.0819	6.7314	6.7259	6.881
16-Nov-01	Amount	37	196	74	205	-	-
	YTM% Min	5.0351	6.4793	6.6318	6.7015
	YTM% Max	6.2826	6.6816	6.7614	6.7814
23-Nov-01	Amount	38	409	106	1055	6	-
	YTM% Min	3.3858	6.346	6.5654	6.582
	YTM% Max	6.5361	6.7316	6.7514	6.8114
30-Nov-01	Amount	31	395	103	658	20	-
	YTM% Min	3.2948	6.3105	6.4923	6.5508
	YTM% Max	6.5896	6.7314	6.7516	6.8313
7-Dec-01	Amount	44	365	41	1229	6500	-
	YTM% Min	6.2342	6.3964	6.3989	6.582
	YTM% Max	6.6296	6.9311	6.6419	6.9809
14-Dec-01	Amount	52	277	18	254	1364	-
	YTM% Min	4.0354	6.2551	6.7376	6.652
	YTM% Max	6.4815	7.2303	6.7614	6.9211
21-Dec-01	Amount	196	501	237	67	-	-
	YTM% Min	6.2255	6.2173	6.4239	6.6998
	YTM% Max	6.9901	6.8834	7.0306	6.8711
28-Dec-01	Amount	276	556	20	463	2	-
	YTM% Min	6.5908	6.0673	7.1304	6.8121
	YTM% Max	8.0098	7.3797	7.6244	7.4794
4-Jan-02	Amount	48	409	161	552	84	-
	YTM% Min	6.7256	6.4263	6.8312	6.881
	YTM% Max	7.0293	7.5793	7.0807	7.2302
11-Jan-02	Amount	90	1135	92	1506	-	-
	YTM% Min	6.2498	6.0078	6.7641	6.7614
	YTM% Max	6.5896	6.981	6.7847	6.9976
18-Jan-02	Amount	70	734	34	1103	-	-
	YTM% Min	5.8961	6.4519	6.609	6.6266
	YTM% Max	6.7365	7.0008	6.6337	6.9418
25-Jan-02	Amount	129	575	31	1169	-	-
	YTM% Min	3.2402	5.7994	6.552	6.5819
	YTM% Max	6.7352	6.9307	6.5819	6.8794
1-Feb-02	Amount	163	577	92	299	6	-
	YTM% Min	3.2948	6.0374	6.492	6.5299
	YTM% Max	6.6299	6.6616	6.5769	6.6817
8-Feb-02	Amount	88	584	18	609	16	-
	YTM% Min	4.3225	5.8335	6.2828	6.3459
	YTM% Max	6.5221	6.5319	6.3925	6.5221
15-Feb-02	Amount	175	585	25	395	1	-
	YTM% Min	4.2482	5.662	6.2829	6.2329
	YTM% Max	6.4337	6.4923	6.3227	6.6816
22-Feb-02	Amount	332	325	16	469	-	-
	YTM% Min	5.7634	5.6163	6.1288	6.2429
	YTM% Max	7.484	6.4825	6.2829	6.6318
1-Mar-02	Amount	39	184	30	129	5	-
	YTM% Min	5.6218	5.9355	6.3895	6.0181
	YTM% Max	5.7188	6.5814	6.3932	6.4031
8-Mar-02	Amount	61	356	15	104	30	-
	YTM% Min	3.6532	5.962	5.9231	6.0833
	YTM% Max	7.2829	6.5821	6.1131	6.3341
15-Mar-02	Amount	78	152	120	116	5	-
	YTM% Min	5.299	5.7902	6.0733	6.0909
	YTM% Max	6.2475	6.4823	6.1544	6.2728
22-Mar-02	Amount	92	560	94	257	-	-
	YTM% Min	7.2815	5.8092	5.9956	6.0805
	YTM% Max	7.2829	6.1829	6.1525	6.6318
29-Mar-02	Amount	30	219	85	212	2	-
	YTM% Min	3.6407	5.8521	5.9696	6.0091
	YTM% Max	6.4815	6.2331	6.2804	6.3313

# : As reported in SGL Accounts at RBI, Mumbai.
* : RBI sales and purchases include transactions in other offices also.
^ : While Face Value transacted for 6.00% Capital Indexed Bond 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 :
1. Minimum and MaximumYTMs ( % Indicative ) include transactions of standard lot size ( Rs. 5 crore r more ) only.
2. Past data since April, 1997 are available in the CD version of this Publication.