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Table 213 : Secondary Market Outright Transactions in Government Securities (Face Value)

(Amount in Rupees crore)

Week Ended

Central Government Dated Securities Maturing in the Year

2008-09

2009-10

2010-11

2011-12

2012
-13

2013-14

2014-
15

2015-
16

2016-17

2017-18

2018 & Above

1

 

2

3

4

5

6

7

8

9

10

11

12

2008-09

 

 

 

 

 

 

 

 

 

 

 

 

04-Apr-08

Amount

130

2831

319

-

80

1072

168

342

426

9988

3329

 

YTM% Min

7.9500

7.3833

7.5501

-

7.4403

7.5876

7.7454

7.8382

7.8535

7.7664

7.9903

 

YTM% Max

8.1593

7.6457

7.5700

-

7.4980

7.7871

7.8805

7.8840

7.9626

7.9897

8.8353

11 -Apr-08

Amount

80

6031

960

234

3

825

179

1022

300

12121

6638

 

YTM% Min

7.8006

7.4142

7.5446

8.7729

-

7.7412

7.7041

7.8476

7.9067

7.8530

8.2224

 

YTM% Max

8.3576

7.8170

7.9452

8.7729

-

7.8798

8.0985

7.9494

8.0025

8.0025

8.9534

18-Apr-08

Amount

-

1370

1178

185

-

190

30

4382

65

3013

2672

 

YTM% Min

-

7.7680

7.8775

8.7937

-

7.9608

7.8951

7.8852

8.0482

7.9870

8.3580

 

YTM% Max

-

7.9914

8.0787

8.7952

-

8.0585

8.0314

8.1335

8.1234

8.0883

9.1161

25-Apr-08

Amount

940

3676

2041

300

0

170

205

1737

295

2883

9399

 

YTM% Min

8.2381

7.7064

7.9486

8.0260

-

8.0602

8.1114

7.8177

8.1316

8.0962

8.1326

 

YTM% Max

8.5000

8.5500

8.0687

8.1162

-

8.1082

8.1531

8.2035

8.3335

8.2077

9.1972

02-May-08

Amount

400

3450

2783

730

0

262

5

3207

1515

2532

15590

 

YTM% Min

8.3641

7.6620

7.8137

7.9047

-

7.9033

7.9246

7.9094

7.9539

7.9251

7.8960

 

YTM% Max

8.3641

8.5300

8.0208

8.0539

-

8.0862

7.9246

8.1764

8.2499

8.1989

9.2606

09-May-08

Amount

420

5371

3487

190

100

395

230

5038

2249

3316

22479

 

YTM% Min

8.0449

7.6053

7.7009

7.9015

8.8008

7.7743

7.7954

7.8155

7.8594

7.8467

7.7759

 

YTM% Max

8.2590

7.8061

7.8379

8.8113

8.8468

7.8732

8.9488

7.9638

8.0103

8.0504

9.1429

16-May-08

Amount

75

3531

1590

0

50

215

205

2521

10446

1518

21172

 

YTM% Min

7.7730

7.5386

7.7275

-

8.9504

7.8017

7.8393

7.8607

7.8736

7.8555

7.7693

 

YTM% Max

8.2200

7.8006

7.8244

-

8.9504

7.8520

7.9483

7.9709

7.9942

7.9797

9.0421

23-May-08

Amount

50

1382

165

0

42

2535

85

1088

5366

547

8034

 

YTM% Min

8.3100

7.7134

7.7921

-

8.9299

7.8768

7.9364

7.9360

7.9476

7.9408

7.8343

 

YTM% Max

8.3100

7.8861

7.9209

-

8.9299

8.0455

8.1151

8.1361

8.1420

8.1993

9.0800

30-May-08

Amount

-

1665

156

50

-

1096

70

797

2224

440

18312

 

YTM% Min

-

7.7786

7.9064

8.0455

-

7.9992

7.8760

8.0686

8.0608

8.0725

8.0085

 

YTM% Max

-

8.5000

7.9559

8.0455

-

8.0834

8.1052

8.1599

8.1904

8.2078

9.0850

06-Jun-08

Amount

260

2399

710

-

1

380

0

487

1144

156

10847

 

YTM% Min

8.1614

7.7557

7.9795

-

-

8.0485

-

8.0906

8.0932

8.0950

8.0404

 

YTM% Max

8.3524

8.0519

8.1558

-

-

8.1471

-

8.2037

8.2275

8.2192

9.1703

13-Jun-08

Amount

120

2158

367

575

-

390

0

81

75

173

24389

 

YTM% Min

8.2927

7.9714

8.0955

8.2500

-

8.1983

-

8.2186

8.2046

8.2736

8.0812

 

YTM% Max

8.3256

8.2436

8.3284

8.3475

-

8.3463

-

8.3103

8.3492

8.3712

9.1702

20-Jun-08

Amount

260

1628

1031

225

10

445

105

428

504

164

21299

 

YTM% Min

8.5000

8.0218

8.2179

8.3623

8.4280

8.3289

8.2126

8.3043

8.3881

8.2987

8.3051

 

YTM% Max

8.7000

8.6373

8.6963

8.6054

8.4595

8.4988

8.8793

8.5371

8.6207

8.4986

9.3500

27-Jun-08

Amount

255

5511

360

354

4705

268

401

880

140

549

13435

 

YTM% Min

9.4437

8.2677

8.2843

8.6608

8.6354

8.5380

8.4358

6.8787

8.6047

7.4506

8.4803

 

YTM% Max

9.5000

9.2193

9.2059

9.3886

9.1674

8.7990

8.9680

8.9888

8.9052

8.9016

9.9000

04-Jul-08

Amount

140

3669

610

744

26

295

320

428

66

85

6655

 

YTM% Min

9.7000

9.0077

8.6430

9.1374

7.7088

7.4497

7.5952

6.9877

7.4892

8.8822

8.5808

 

YTM% Max

10.0000

9.3750

9.6057

9.3507

7.7088

9.0406

9.0240

9.2588

9.0456

8.8831

9.7506

11-Jul-08

Amount

30

3865

905

515

1

184

405

177

20

147

15535

 

YTM% Min

9.6000

8.9000

9.1829

9.1933

-

9.0956

9.0620

9.2502

9.2302

9.1992

8.7768

 

YTM% Max

9.6801

9.3788

9.4633

9.3302

-

9.3603

9.2594

9.3564

9.3940

9.4203

10.1465

18-Jul-08

Amount

130

3321

509

275

1062

-

125

602

55

161

9335

 

YTM% Min

9.5999

9.2614

9.3693

9.1320

9.5329

-

9.3501

9.3087

9.3973

9.3804

9.2212

 

YTM% Max

9.8001

9.5926

9.6339

9.7118

9.8255

-

10.0500

9.6123

9.5365

9.5100

10.1324

25-Jul-08

Amount

370

1374

1156

340

35

256

528

51

-

191

17479

 

YTM% Min

9.4943

8.9948

9.1762

9.2228

9.4096

9.0983

9.1450

9.1671

-

9.0778

8.9216

 

YTM% Max

9.7500

10.4591

9.4308

9.5911

9.4919

9.3995

9.4501

9.3106

-

9.2816

10.0376

01-Aug-08

Amount

169

1175

1711

418

 

13

68

 

36

185

17089

 

YTM% Min

9.6398

9.2136

9.1964

9.2057

-

9.2200

9.2200

0.0000

9.1978

9.1447

9.0190

 

YTM% Max

10.0000

10.5209

9.6105

9.4243

-

9.2200

9.2335

0.0000

9.6000

9.4246

9.9392

08-Aug-08

Amount

89

2315

476

70

-

558

16

323

227

102

21498

 

YTM% Min

9.7300

9.0862

9.1515

9.2032

-

9.1486

9.0821

8.9990

8.9984

9.1093

8.9316

 

YTM% Max

9.8496

9.7136

9.4871

9.3258

-

9.2991

9.2498

9.4498

9.3686

9.3499

9.8000

15-Aug-08

Amount

5

1218

621

-

-

326

199

33

316

124

26093

 

YTM% Min

9.7599

8.9488

8.8596

-

-

8.9305

9.0608

9.1317

9.1330

8.9205

8.8123

 

YTM% Max

9.7599

9.4997

9.3107

-

-

9.0400

9.2152

10.5076

9.1531

9.0676

9.8900

22-Aug-08

Amount

485

1506

138

10

 

2422

41

133

216

142

15303

 

YTM% Min

9.7000

8.0136

9.2267

9.2192

-

9.1583

9.3005

9.2108

9.1011

9.0858

9.0502

 

YTM% Max

9.8499

9.3365

9.3063

9.2192

-

9.3481

9.3005

10.5068

9.2996

9.2103

9.9173

29-Aug-08

Amount

280

2345

771

15

 

381

13

241

 

622

33194

 

YTM% Min

9.7080

7.6004

9.1165

9.2301

-

9.0364

8.8275

8.8784

0.0000

8.9649

8.7730

 

YTM% Max

9.8951

11.5157

9.3400

9.2301

-

9.2456

9.1806

9.1896

0.0000

9.1894

9.9369

05-Sep-08

Amount

35

1875

457

30

1

459

31

71

105

193

34731

 

YTM% Min

9.4915

8.8964

8.9207

8.9520

-

8.5431

8.9493

8.7351

8.8395

8.5510

8.4544

 

YTM% Max

9.7501

9.3298

9.2491

8.9520

-

8.8289

8.9507

8.8395

9.0466

9.0019

10.1346

12-Sep-08

Amount

186

3501

413

125

7

296

17

15

230

505

33825

 

YTM% Min

9.5000

7.5625

8.5307

8.6684

8.6885

8.5445

8.6516

8.6882

8.4946

8.4598

8.2729

 

YTM% Max

9.7502

9.0074

9.0416

9.1423

8.6885

8.6542

8.6516

8.6882

8.7687

8.7461

9.8384

19-Sep-08

Amount

762

1203

207

54

5

65

27

980

91

296

39065

 

YTM% Min

9.4500

8.4412

8.3474

8.3177

8.5549

8.0978

8.1514

8.0323

8.1508

8.0674

8.0186

 

YTM% Max

9.8025

9.1140

8.7300

8.5596

8.5549

9.0082

8.7564

9.1220

8.4528

8.5823

9.6180

26-Sep-08

Amount

457

2003

131

165

30

1

401

21

206

156

25642

 

YTM% Min

9.4000

8.5653

8.5453

8.5528

8.5148

0.0000

8.5623

8.6229

8.5648

8.3504

8.3007

 

YTM% Max

9.9022

9.5526

8.8051

9.2000

9.2000

0.0000

8.6826

8.6229

8.5935

8.7998

9.6404

(Continued)


TABLE 213 : SECONDARY MARKET OUTRIGHT TRANSACTIONS IN GOVERNMENT SECURITIES (FACE VALUE) (Contd.)

(Amount in Rupees crore)

Week Ended

State
Government
Securities

Treasury Bills (Residual Maturity in Days)

RBI Open Market Operations

Up to 14

15-91

92-182

183-364

Sale

Purchase

1

 

13

14

15

16

17

18

19

2008-09

 

 

 

 

 

 

 

 

04-Apr-08

Amount

336

223

1132

367

1095

66

-

 

YTM% Min

7.4920

5.8976

6.4000

6.7499

7.0000

 

 

 

YTM% Max

8.3839

6.8032

7.1001

7.2001

7.3000

 

 

11 -Apr-08

Amount

93

586

1940

425

530

405

390

 

YTM% Min

7.9300

4.7499

4.9995

6.8500

7.1000

 

 

 

YTM% Max

8.4018

6.4993

7.1800

7.1401

7.3000

 

 

18-Apr-08

Amount

109

37

964

172

125

131

145

 

YTM% Min

6.4682

5.7505

5.7495

7.1999

7.4000

 

 

 

YTM% Max

8.3502

7.2100

7.3937

7.3001

7.4800

 

 

25-Apr-08

Amount

664

66

1177

394

565

249

205

 

YTM% Min

8.1000

6.5005

6.7707

7.2500

7.3200

 

 

 

YTM% Max

8.5000

7.0824

7.4353

7.4201

7.6636

 

 

02-May-08

Amount

444

145

832

59

205

76

14

 

YTM% Min

6.0500

5.7510

6.2500

7.3483

7.3000

 

 

 

YTM% Max

8.4874

6.4016

7.3521

7.4402

7.6000

 

 

09-May-08

Amount

5024

100

1954

560

310

-

-

 

YTM% Min

7.9300

5.4987

5.4996

7.2301

7.3301

 

 

 

YTM% Max

8.4009

6.5016

7.3521

7.4601

7.7500

 

 

16-May-08

Amount

126

80

1275

255

337

96

79

 

YTM% Min

7.9500

5.4996

6.6000

7.2801

7.3650

 

 

 

YTM% Max

8.3061

6.5500

7.3937

7.5758

7.5100

 

 

23-May-08

Amount

50

105

1826

399

240

5

39

 

YTM% Min

8.2984

5.5991

5.5509

7.4500

7.5940

 

 

 

YTM% Max

8.3500

7.0007

7.5502

7.5099

7.6200

 

 

30-May-08

Amount

256

59

482

100

35

41

10

 

YTM% Min

8.4025

5.6003

7.3000

7.4801

7.5000

 

 

 

YTM% Max

8.6693

7.0007

7.5000

7.5100

7.6001

 

 

06-Jun-08

Amount

184

160

1529

86

986

208

189

 

YTM% Min

8.4183

5.7524

6.6002

7.3600

7.4500

 

 

 

YTM% Max

8.6054

6.7550

7.5602

7.5601

7.5499

 

 

13-Jun-08

Amount

154

13

815

217

197

-

4770

 

YTM% Min

8.4493

5.7505

7.2496

7.5999

7.5200

 

 

 

YTM% Max

8.6791

5.7505

7.6851

7.6838

7.7500

 

 

20-Jun-08

Amount

68

1

1665

30

204

-

4140

 

YTM% Min

8.4434

-

7.4596

7.9599

8.0000

 

 

 

YTM% Max

8.6307

-

8.0604

8.0999

8.1500

 

 

27-Jun-08

Amount

317

10

1377

290

687

6

4670

 

YTM% Min

8.6718

6.1988

6.2494

8.0500

8.6400

 

 

 

YTM% Max

9.2508

6.1988

8.8002

9.0987

9.0501

 

 

04-Jul-08

Amount

1784

23

341

664

1106

289

2610

 

YTM% Min

8.9999

6.2999

8.2500

8.1000

8.8700

 

 

 

YTM% Max

9.5599

6.3004

8.9501

8.9499

9.1001

 

 

11-Jul-08

Amount

104

35

922

521

785

466

2200

 

YTM% Min

9.1845

6.2000

8.2703

8.0000

8.8500

 

 

 

YTM% Max

9.7270

8.8029

9.0501

9.3401

9.0500

 

 

18-Jul-08

Amount

159

90

523

253

255

1

770

 

YTM% Min

9.6399

6.2998

8.5001

8.7599

8.6012

 

 

 

YTM% Max

9.7889

9.1478

9.0646

9.2501

9.4230

 

 

25-Jul-08

Amount

93

43

779

582

395

 

900

 

YTM% Min

9.3448

6.2998

8.1600

8.7599

9.0800

 

 

 

YTM% Max

9.7011

8.8984

9.2502

9.2962

9.1800

 

 

01-Aug-08

Amount

73

289

1191

132

785

119

227

 

YTM% Min

9.3338

8.4983

7.9341

9.3001

9.2500

 

 

 

YTM% Max

9.8900

9.0059

9.3584

9.3001

9.5311

 

 

08-Aug-08

Amount

409

56

1345

64

677

1

-

 

YTM% Min

9.3953

8.1314

8.2501

9.1800

9.2000

 

 

 

YTM% Max

9.8800

9.1478

9.2500

9.2962

9.4500

 

 

15-Aug-08

Amount

98

101

1080

130

908

12

10

 

YTM% Min

9.1500

9.0030

8.4997

9.1300

9.1000

 

 

 

YTM% Max

9.5754

9.0030

9.1868

9.2000

9.2912

 

 

22-Aug-08

Amount

84

10

1442

502

326

21

625

 

YTM% Min

9.4032

8.2495

8.9420

9.1500

9.1601

 

 

 

YTM% Max

9.5024

8.2495

9.2504

9.3181

9.2499

 

 

29-Aug-08

Amount

63

40

2386

44

175

3411

3635

 

YTM% Min

9.1900

8.6006

8.8499

9.0600

9.0700

 

 

 

YTM% Max

9.2075

9.1515

9.2501

9.1200

9.2700

 

 

05-Sep-08

Amount

43

289

2279

104

295

1233

382

 

YTM% Min

9.0074

8.2494

8.6644

9.0111

8.9000

 

 

 

YTM% Max

9.2144

9.0242

9.0273

9.0768

9.1514

 

 

12-Sep-08

Amount

142

67

2861

638

515

497

515

 

YTM% Min

8.6500

8.9970

8.4500

8.6600

8.6200

 

 

 

YTM% Max

8.9165

9.0017

8.8797

9.0800

9.0500

 

 

19-Sep-08

Amount

129

-

2075

278

451

25

25

 

YTM% Min

8.4347

-

8.3000

8.4349

8.5000

 

 

 

YTM% Max

8.6994

-

8.7500

8.8999

9.0015

 

 

26-Sep-08

Amount

16

-

1561

324

444

3

-

 

YTM% Min

-

-

8.0009

8.5500

8.6036

 

 

 

YTM% Max

-

-

8.9000

8.7373

8.9499

 

 


TABLE 213 : SECONDARY MARKET OUTRIGHT TRANSACTIONS IN GOVERNMENT SECURITIES (FACE VALUE) (Contd.)

(Amount in Rupees crore)

Week Ended

 

Central Government Dated Securities Maturing in the Year

2008-09

2009-10

2010-11

2011-12

2012-13

2013-14

2014-15

2015-16

2016-17

2017-18

2018 & Above

1

 

2

3

4

5

6

7

8

9

10

11

12

2008-09

 

 

 

 

 

 

 

 

 

 

 

 

03-Oct-08

Amount

25

564

40

150

20

73

341

 

1

56

15761

 

YTM% Min

9.4894

8.6023

8.4871

8.5710

9.1800

8.5588

8.6983

0.0000

0.0000

8.6191

8.4129

 

YTM% Max

9.9311

9.7500

8.5697

8.5710

9.2000

8.6007

8.7103

0.0000

0.0000

8.6908

9.6005

10-Oct-08

Amount

80

1030

168

35

 

136

110

104

10

198

27354

 

YTM% Min

9.2129

8.1251

8.1697

8.2565

-

8.1352

8.3686

8.3652

8.2421

8.1412

7.9392

 

YTM% Max

10.0003

8.7509

8.6182

8.2984

-

8.2525

8.4272

8.3652

8.2421

8.6305

9.7005

17-Oct-08

Amount

495

3696

379

150

 

2

165

252

235

877

33432

 

YTM% Min

8.9044

7.4905

7.3375

8.0577

-

-

7.9492

7.8545

7.8585

7.8491

7.6407

 

YTM% Max

9.4963

8.9449

8.1361

8.0577

-

-

8.2002

8.0038

8.2008

8.2555

9.6652

24-Oct-08

Amount

70

4378

2176

930

21

125

237

256

426

1094

24864

 

YTM% Min

8.3610

7.0737

7.3032

7.3809

7.5513

7.5160

7.5959

7.6338

7.5982

7.3650

7.4947

 

YTM% Max

9.2035

9.4000

8.0723

8.0682

7.6022

7.7819

7.9985

7.9526

7.1511

8.0076

9.6880

31-Oct-08

Amount

50

1437

105

645

10

230

10

205

21

915

16493

 

YTM% Min

8.6645

6.9886

7.3245

7.5936

7.7800

7.5141

7.6875

7.5099

7.6512

7.6437

7.4932

 

YTM% Max

8.8474

8.2134

7.9291

7.6313

7.7800

7.8287

7.6875

7.6054

7.7916

7.8167

9.4273

07-Nov-08

Amount

-

2493

1140

1120

1362

1538

4331

96

235

861

24274

 

YTM% Min

-

6.7518

7.2308

7.2990

7.4491

7.4504

7.3123

7.5864

7.6100

7.5702

7.4223

 

YTM% Max

-

7.5202

7.6669

7.4702

7.5652

7.5423

7.6304

7.6440

7.7412

7.9625

9.5961

14-Nov-08

Amount

155

1524

620

160

662

871

2287

190

58

221

18530

 

YTM% Min

8.2779

6.7256

7.0525

7.3523

7.4321

7.4633

7.3644

7.5888

7.6779

7.6929

7.6015

 

YTM% Max

8.9051

8.6867

7.3600

7.4015

7.5000

7.4923

7.8507

7.7023

7.7555

7.9502

9.5927

21-Nov-08

Amount

405

1052

519

202

1

531

4950

461

793

3115

46920

 

YTM% Min

8.3054

6.7445

6.8626

7.0288

-

7.2409

7.1176

7.3674

7.3639

7.3912

7.2022

 

YTM% Max

8.4511

7.1341

7.4006

7.0333

-

7.3965

7.3760

7.4054

7.6317

7.6510

9.5544

28-Nov-08

Amount

30

716

435

85

17

380

7509

330

497

2376

42106

 

YTM% Min

8.2236

6.3381

6.7142

7.0783

7.2062

7.1406

7.0404

7.2763

7.3036

7.2466

7.0948

 

YTM% Max

8.5609

7.1967

7.0800

7.2608

7.2062

7.4001

7.5950

7.3104

7.4531

7.4543

9.2003

05-Dec-08

Amount

265

2219

1089

1199

47

690

9446

807

786

3317

53939

 

YTM% Min

7.5518

6.3088

6.4758

6.2544

6.7278

6.7797

6.6964

6.8886

6.9539

6.9150

6.7117

 

YTM% Max

8.2597

7.2298

6.9267

8.1996

6.9423

7.1150

7.3074

7.2708

7.3206

7.3914

9.0310

12-Dec-08

Amount

225

2008

2428

200

121

217

6562

155

681

2254

53533

 

YTM% Min

6.9115

5.4710

5.6901

6.2929

6.4659

6.4208

6.3880

6.8008

6.7681

6.6207

6.4434

 

YTM% Max

7.5544

6.5745

6.5106

8.7167

6.4702

7.1522

6.8602

6.8995

7.0175

7.0389

8.6352

19-Dec-08

Amount

95

2254

519

342

51

3880

14433

990

1348

4246

77810

 

YTM% Min

6.7548

5.1727

5.4806

5.6982

5.9721

5.5983

5.5780

5.8715

5.9257

5.8970

5.4577

 

YTM% Max

6.9081

5.6286

5.8003

7.4002

6.3962

6.4082

7.5000

6.3998

6.4988

6.6629

7.8891

26-Dec-08

Amount

-

1547

25

129

84

1574

7910

114

445

1007

42937

 

YTM% Min

-

4.3850

5.4965

5.8893

5.9434

5.5535

5.4709

5.7553

6.0257

5.8540

5.4001

 

YTM% Max

-

5.5172

5.7668

7.3988

6.0000

6.5508

7.0004

6.0507

6.3263

6.2826

7.3700

02-Jan-09

Amount

35

2318

875

589

32

1659

9575

391

1246

2623

56306

 

YTM% Min

6.1613

1.5327

4.6790

5.3321

5.9229

5.3267

5.1800

5.3323

5.3174

5.4675

5.1839

 

YTM% Max

6.8995

5.5598

5.8012

7.0024

6.3941

6.0578

5.8122

6.2643

6.0975

8.0129

7.3579

09-Jan-09

Amount

250

2726

1083

469

155

678

8107

272

364

3681

50002

 

YTM% Min

5.4632

4.1291

4.3652

4.8549

4.9300

5.0047

4.9145

5.4415

5.4635

5.2953

4.8631

 

YTM% Max

6.4622

6.5000

5.1879

5.3571

6.4359

6.0184

6.3486

6.4415

6.4905

6.5021

7.8500

16-Jan-09

Amount

320

2368

1609

1048

196

1048

9729

190

3161

2123

64603

 

YTM% Min

5.0268

4.3084

4.4551

4.8950

5.3583

5.5809

5.5184

5.9502

5.9368

6.0288

5.4720

 

YTM% Max

5.1471

6.0863

5.1778

6.5038

6.4975

6.0562

6.3253

6.3500

6.7000

6.7075

7.7003

23-Jan-09

Amount

186

2019

607

829

28

1333

10731

105

1736

1117

56169

 

YTM% Min

4.8952

4.3330

4.5311

4.7991

5.3020

5.4476

5.4028

5.8397

5.8786

5.8821

5.3663

 

YTM% Max

5.4081

6.0000

5.2200

5.3655

6.4500

6.2521

7.0000

6.4140

6.4987

6.4526

7.7600

30-Jan-09

Amount

105

758

700

770

1706

739

9346

84

640

565

27570

 

YTM% Min

4.8837

4.5891

4.3572

5.1681

5.4500

5.7146

5.8077

6.2529

6.2601

6.1541

5.7224

 

YTM% Max

5.0089

5.8000

5.3527

6.4974

6.9967

6.0309

6.3502

6.2547

6.4957

6.4727

7.8000

06-Feb-09

Amount

800

1039

416

1411

602

511

8554

192

593

888

30496

 

YTM% Min

4.6297

4.4333

4.5965

5.1970

5.4186

5.8201

5.8562

6.2980

6.2757

6.3751

5.7508

 

YTM% Max

5.3959

5.7500

5.4665

5.3657

6.9969

5.9801

7.4000

6.6186

6.5452

6.6079

8.0071

13-Feb-09

Amount

262

1695

676

1179

36

915

5652

238

781

7587

33017

 

YTM% Min

4.5229

4.4844

4.5372

4.7094

5.4488

5.7528

5.7514

6.2958

6.2888

6.2370

5.6784

 

YTM% Max

5.2534

5.6877

5.1720

5.2057

5.6465

5.9721

7.4000

6.5247

6.6807

6.8641

7.9888

20-Feb-09

Amount

285

1781

964

105

51

322

2357

111

1008

3076

26900

 

YTM% Min

4.9393

4.3624

4.4360

4.9860

5.5967

5.7010

5.7493

6.4129

6.3129

6.2625

5.7826

 

YTM% Max

4.9953

5.6345

5.0514

5.1001

5.5996

5.9080

6.2420

6.5414

6.6876

6.8327

8.1000

27-Feb-09

Amount

923

1752

2405

536

2310

1560

1525

458

236

3255

16485

 

YTM% Min

4.0009

4.5365

4.5599

4.7685

5.5465

5.8062

5.8929

6.2458

6.5303

6.6047

6.0088

 

YTM% Max

4.5595

5.8229

5.2121

6.4494

6.9502

6.5571

7.3000

6.7080

7.0008

7.0343

8.0994

06-Mar-09

Amount

40

1448

1171

1275

2278

506

1271

839

614

9236

25974

 

YTM% Min

4.2847

4.5586

4.6768

5.0000

5.4762

5.8593

5.7183

6.3493

6.5630

6.4895

5.9748

 

YTM% Max

4.7323

5.2948

5.0703

5.2314

6.6758

6.2103

6.3462

6.4261

6.8648

6.9714

8.2186

13-Mar-09

Amount

-

930

816

310

752

1311

988

2

67

1159

18331

 

YTM% Min

-

4.5984

4.9000

5.1000

5.7000

6.0819

6.2247

0.0000

6.7502

6.7913

6.0422

 

YTM% Max

-

5.3091

6.1253

6.0020

6.4000

6.5988

6.7999

0.0000

7.5011

7.5402

8.4907

20-Mar-09

Amount

729

4905

640

1805

1049

2233

1992

1127

2222

4570

20149

 

YTM% Min

4.3823

4.5749

4.7438

5.2500

5.8976

6.2282

6.0707

6.2495

6.9887

6.3672

6.1857

 

YTM% Max

5.0541

6.0997

6.0681

7.0094

6.5004

6.7426

7.5499

7.3004

7.5329

7.8529

8.6923

27-Mar-09

Amount

-

2327

536

265

682

2107

698

1059

2298

1615

14452

 

YTM% Min

-

4.5906

5.0726

5.9000

6.2118

5.8808

6.4385

6.6722

6.8005

6.8004

6.1982

 

YTM% Max

-

6.5460

5.9244

7.0000

6.5000

7.1000

7.5500

7.0581

7.2166

7.0999

8.1870


TABLE 213 : SECONDARY MARKET OUTRIGHT TRANSACTIONS IN GOVERNMENT SECURITIES (FACE VALUE) (Contd.)

(Amount in Rupees crore)

Week Ended

 

State
Government
Securities

Treasury Bills (Residual Maturity in Days)

RBI Open Market Operations

Up to 14

15-91

92-182

183-364

Sale

Purchase

1

 

13

14

15

16

17

18

19

2008-09

 

 

 

 

 

 

 

 

03-Oct-08

Amount

219

10

1027

232

116

176

175

 

YTM% Min

8.7112

7.9499

8.3500

8.6499

8.5699

 

 

 

YTM% Max

8.7529

7.9499

8.8501

8.9892

8.6298

 

 

10-Oct-08

Amount

184

195

1053

6

33

12

14

 

YTM% Min

8.3402

8.9247

7.8801

0.0000

0.0000

 

 

 

YTM% Max

8.5600

8.9247

8.6501

0.0000

0.0000

 

 

17-Oct-08

Amount

434

10

1520

864

290

200

195

 

YTM% Min

8.0487

7.7494

7.2194

7.5000

7.7041

 

 

 

YTM% Max

8.3491

7.7494

8.5619

8.6395

8.2000

 

 

24-Oct-08

Amount

712

468

1667

978

314

241

244

 

YTM% Min

7.9296

6.2498

6.4505

6.9498

7.1199

 

 

 

YTM% Max

8.1398

7.7494

7.6002

7.2500

7.4000

 

 

31-Oct-08

Amount

56

170

1213

231

115

8

-

 

YTM% Min

7.9801

6.3987

6.3994

6.8999

7.2500

 

 

 

YTM% Max

7.9801

7.2478

7.4353

7.5000

7.5501

 

 

07-Nov-08

Amount

147

98

1689

992

468

8

8

 

YTM% Min

7.9502

6.9509

6.2506

7.0001

7.0500

 

 

 

YTM% Max

8.1697

7.9953

7.3521

7.3998

7.3508

 

 

14-Nov-08

Amount

364

179

1917

768

1167

78

79

 

YTM% Min

8.1079

6.1006

6.2736

7.0001

7.0500

 

 

 

YTM% Max

8.3000

8.0000

7.3521

7.1799

7.3653

 

 

21-Nov-08

Amount

476

291

3546

974

1623

-

-

 

YTM% Min

7.0462

6.9000

6.7292

6.9001

6.8000

 

 

 

YTM% Max

8.2147

7.2480

7.3105

7.2501

7.2000

 

 

28-Nov-08

Amount

440

865

2409

453

454

41

670

 

YTM% Min

7.5001

6.3000

6.5000

6.9708

6.7500

 

 

 

YTM% Max

7.9850

7.0000

7.2299

7.0372

6.8700

 

 

05-Dec-08

Amount

779

796

4320

517

456

134

1781

 

YTM% Min

6.9306

5.5000

5.7489

6.0000

6.2000

 

 

 

YTM% Max

7.8516

6.9999

7.3858

7.0588

6.9000

 

 

12-Dec-08

Amount

634

874

2805

420

326

-

2505

 

YTM% Min

6.9402

5.0000

5.1000

5.5500

5.2999

 

 

 

YTM% Max

7.4519

6.6089

6.6301

6.1999

6.2900

 

 

19-Dec-08

Amount

1599

139

4852

124

1250

-

2895

 

YTM% Min

5.1109

5.4966

5.1498

5.1801

5.1000

 

 

 

YTM% Max

7.0589

6.0011

5.7500

5.4801

5.4499

 

 

26-Dec-08

Amount

1217

165

2004

302

548

7

2115

 

YTM% Min

6.1501

4.9132

4.8802

5.0500

5.0100

 

 

 

YTM% Max

6.9981

5.2014

5.4795

5.2500

5.2500

 

 

02-Jan-09

Amount

515

512

1375

224

630

304

3015

 

YTM% Min

6.0300

4.7500

4.3500

4.8999

4.4800

 

 

 

YTM% Max

6.7782

5.0500

5.1500

5.0200

5.1000

 

 

09-Jan-09

Amount

479

912

1607

273

1265

311

979

 

YTM% Min

5.8910

4.1000

4.1500

4.0000

4.0000

 

 

 

YTM% Max

6.5615

5.0001

5.0000

4.5500

4.6005

 

 

16-Jan-09

Amount

1189

410

4424

116

1084

-

1135

 

YTM% Min

5.9000

4.1000

4.2000

4.4498

4.4200

 

 

 

YTM% Max

6.8518

4.9900

4.7500

4.5000

4.6001

 

 

23-Jan-09

Amount

499

869

2986

550

920

1

-

 

YTM% Min

6.1034

4.2494

4.1354

4.3499

4.3000

 

 

 

YTM% Max

6.9495

4.8686

4.7499

4.6199

4.5000

 

 

30-Jan-09

Amount

308

1055

2654

0

432

44

45

 

YTM% Min

6.7316

4.2963

4.3505

-

4.3500

 

 

 

YTM% Max

7.0902

4.7500

4.7895

-

4.6000

 

 

06-Feb-09

Amount

70

1408

5102

70

435

8

9

 

YTM% Min

6.4468

4.2288

4.2500

4.5000

4.4000

 

 

 

YTM% Max

6.9650

4.7500

4.8306

4.7499

4.5500

 

 

13-Feb-09

Amount

506

1749

4555

435

945

107

363

 

YTM% Min

6.4500

4.1000

4.2500

4.5000

4.4000

 

 

 

YTM% Max

7.2500

4.5996

5.7000

4.7500

4.6000

 

 

20-Feb-09

Amount

447

932

2444

50

912

-

-

 

YTM% Min

3.9344

4.1500

4.2500

4.4000

4.3500

 

 

 

YTM% Max

7.4899

4.9471

4.7401

4.4000

4.6501

 

 

27-Feb-09

Amount

484

850

5666

366

628

112

5656

 

YTM% Min

4.1864

4.1000

4.2504

4.5749

4.5000

 

 

 

YTM% Max

7.4661

4.4010

4.7499

4.7002

4.6481

 

 

06-Mar-09

Amount

1916

996

4137

323

998

180

10247

 

YTM% Min

7.3604

3.5000

4.0998

4.3000

4.2500

 

 

 

YTM% Max

7.9696

4.5089

4.6663

4.6162

4.5500

 

 

13-Mar-09

Amount

1612

350

3108

85

695

-

12801

 

YTM% Min

7.6007

3.6000

4.1503

4.3000

4.3962

 

 

 

YTM% Max

8.5298

4.0997

4.6000

4.3500

4.9000

 

 

20-Mar-09

Amount

2747

96

4137

1375

925

52

11728

 

YTM% Min

7.7456

4.0000

4.2999

4.4001

4.7000

 

 

 

YTM% Max

8.5899

5.0012

4.9503

5.2937

5.0106

 

 

27-Mar-09

Amount

6197

98

3106

201

1212

145

19127

 

YTM% Min

7.7450

5.2590

4.4001

4.7999

4.7000

 

 

 

YTM% Max

8.3513

5.2590

5.2007

4.9526

5.3035

 

 


TABLE 213 : SECONDARY MARKET OUTRIGHT TRANSACTIONS IN GOVERNMENT SECURITIES (FACE VALUE) (Contd.)

(Amount in Rupees crore)

Week Ended

Central Government Dated Securities Maturing in the Year

2009-10

2010-11

2011-12

2012-13

2013-14

2014-15

2015-16

2016-17

2017-18

2018-19

2019 & Above

1

 

2

3

4

5

6

7

8

9

10

11

12

2009-10

 

 

 

 

 

 

 

 

 

 

 

 

03-Apr-09

Amount

3563

1349

575

337

2412

332

137

1615

2131

9500

10291

 

YTM% Min

4.9156

5.0187

5.6049

6.1350

6.5543

6.6041

6.7462

7.0530

7.0000

5.9699

7.0002

 

YTM% Max

7.9895

5.7013

6.2508

7.1800

7.4075

6.8000

7.1107

7.2995

7.2589

7.5090

8.2983

10-Apr-09

Amount

726

823

754

433

3100

6060

153

833

1581

8905

6262

 

YTM% Min

4.6101

4.7500

5.2423

5.5311

6.2404

6.5376

6.8597

6.9287

6.8953

6.8260

7.3583

 

YTM% Max

5.1025

5.5457

5.9610

6.5500

6.7736

6.8434

6.9853

7.2150

7.1771

7.0898

8.2021

17-Apr-09

Amount

1320

457

785

520

3130

7419

5

2070

2284

33254

10857

 

YTM% Min

3.5945

4.4600

5.1000

5.2373

5.8692

6.1678

6.7339

6.5508

6.4484

6.4298

6.7503

 

YTM% Max

4.9999

5.0856

6.5038

6.3500

6.5092

6.5355

6.7339

6.9498

6.9072

6.8579

8.0992

24-Apr-09

Amount

2836

1732

240

198

2926

19021

213

2545

2696

45203

18080

 

YTM% Min

3.2537

3.9500

4.8870

5.1401

5.5188

5.8572

6.1841

6.2285

6.2230

6.0279

6.2210

 

YTM% Max

4.7500

5.0595

6.1211

6.1500

6.1849

6.8000

6.3625

6.7005

6.6516

6.6701

7.8508

01-May-09

Amount

900

662

285

436

1944

4160

82

1524

646

23654

11679

 

YTM% Min

3.1573

4.0800

4.8975

5.3625

5.6898

5.8376

6.2793

6.3122

6.3103

6.0348

6.5688

 

YTM% Max

4.8561

4.8501

4.9902

6.0000

6.1143

6.3162

6.3013

6.5376

6.6318

7.5378

7.8293

08-May-09

Amount

1607

1015

1140

411

3396

14751

156

1927

1610

34245

14387

 

YTM% Min

2.7739

3.8042

4.6500

5.2766

5.7175

5.8694

6.2434

6.3342

6.4053

6.1610

6.6983

 

YTM% Max

4.4488

4.2500

6.0312

6.1500

6.0966

6.4899

6.4040

6.7385

6.6955

6.7006

7.7492

15-May-09

Amount

975

1440

1230

805

2474

8174

130

1896

398

23198

10203

 

YTM% Min

2.9850

4.0000

4.5953

5.4471

5.8552

5.9564

6.3033

6.5156

6.5559

6.1868

6.0231

 

YTM% Max

4.0038

4.8497

6.1000

6.3061

6.0640

6.3376

6.4428

6.8000

6.7999

7.8686

7.9884

22-May-09

Amount

2770

620

260

370

1815

15492

3

1482

135

23840

9857

 

YTM% Min

3.0201

3.9800

4.8372

5.2561

5.8617

5.7038

0.0000

6.5832

6.5375

6.2010

5.7940

 

YTM% Max

4.2084

4.1500

4.9500

6.1200

6.0586

6.9265

0.0000

6.8055

6.7546

6.9016

7.8513

29-May-09

Amount

1959

1526

462

581

1270

5487

7

3254

57

12590

16662

 

YTM% Min

3.0201

4.0500

4.8172

5.6746

6.0421

6.0341

6.7900

6.7413

6.8319

6.2615

6.0506

 

YTM% Max

4.4320

5.2516

6.2758

6.4986

6.2767

6.5272

6.7900

7.1907

7.0060

7.0202

7.8787

05-Jun-09

Amount

2056

1293

110

754

565

2990

 

25602

1199

3472

11172

 

YTM% Min

2.1606

4.1000

5.0318

5.6060

6.1011

6.2355

0.0000

6.7008

6.8636

6.5070

6.2857

 

YTM% Max

4.4189

5.5724

6.1954

6.2372

6.3447

6.5123

0.0000

7.0159

7.2126

7.0134

7.9004

12-Jun-09

Amount

1247

245

460

644

730

1590

10184

12066

242

1108

8865

 

YTM% Min

3.8992

4.1018

4.7947

5.7116

6.1653

6.3077

0.0000

6.7196

6.9085

6.5148

6.4893

 

YTM% Max

7.8217

6.2941

5.4500

6.5000

6.5655

6.7018

6.7010

7.4000

7.2338

6.9968

8.0779

19-Jun-09

Amount

2881

2052

345

493

1310

20142

4980

7444

309

672

14789

 

YTM% Min

3.8999

4.0000

5.3958

5.6778

6.3740

6.1461

6.5818

6.8339

6.9866

6.2935

6.5805

 

YTM% Max

4.3999

5.3504

5.6000

5.9811

6.7167

6.7510

6.8720

7.1603

7.1394

7.1044

8.0465

26-Jun-09

Amount

1518

1780

560

756

2040

14095

5829

4094

197

1612

20226

 

YTM% Min

3.9530

4.0927

5.4000

5.8772

6.3986

6.4866

6.5838

6.8004

6.9861

6.7721

6.5135

 

YTM% Max

4.3000

5.2983

5.5165

5.9933

6.6004

6.7675

6.8309

7.0656

7.0400

7.0728

8.0096

03-Jul-09

Amount

3427

745

1727

787

905

16978

4876

3899

359

1828

41376

 

YTM% Min

3.6678

4.0902

5.2000

5.6619

6.1742

6.1401

6.4538

6.6798

6.9599

6.8187

6.2975

 

YTM% Max

4.3000

5.2152

5.6000

6.3500

6.4224

7.3015

6.6023

7.0651

6.9697

7.0709

7.9689

10-Jul-09

Amount

1320

1345

260

980

1371

16475

6655

2616

245

1309

34205

 

YTM% Min

3.6137

3.9991

5.0857

5.5743

5.5365

6.1885

6.3082

6.5763

6.9736

6.7895

6.1256

 

YTM% Max

3.8526

5.3562

5.4042

6.3300

6.6537

6.5798

6.6542

7.1125

7.1986

7.1301

7.9289

17-Jul-09

Amount

360

2426

1410

1386

1038

6505

7230

1567

11

25

35997

 

YTM% Min

3.6200

3.8357

4.8265

5.5611

6.2501

6.3596

6.4986

6.7311

6.9794

7.0603

6.3154

 

YTM% Max

3.8500

5.5648

5.1524

5.6962

6.5013

6.6233

6.7697

7.3380

6.9794

7.1040

7.9959

24-Jul-09

Amount

820

2557

440

1135

795

8247

3738

891

372

36

33989

 

YTM% Min

3.5863

3.8114

4.5526

5.5969

6.2621

6.4318

6.5545

6.7659

6.9662

7.1032

6.4490

 

YTM% Max

3.7703

5.3760

6.2003

6.3703

6.5925

6.7466

6.7638

6.9177

7.1192

7.1097

7.9471

31-Jul-09

Amount

1355

891

400

386

925

6700

5091

1258

347

432

1771

 

YTM% Min

3.5895

3.8364

4.9621

5.6931

6.3531

6.5473

6.5170

6.6778

6.8986

6.6826

5.5500

 

YTM% Max

3.8214

4.9281

5.1974

6.1476

6.6154

6.9455

6.7813

7.1487

7.1625

7.1520

7.8166

07-Aug-09

Amount

2236

1953

3650

435

494

5820

1650

732

236

162

12726

 

YTM% Min

3.5909

4.1186

5.0582

5.7972

6.4486

6.6611

6.7787

6.9247

7.1448

7.1209

6.6712

 

YTM% Max

3.9240

5.6292

5.4000

6.3837

6.6147

6.9537

7.0168

7.1642

7.2000

7.1671

8.4282

14-Aug-09

Amount

55

1032

2120

1310

505

12796

2697

1595

239

125

9484

 

YTM% Min

3.9454

4.3456

5.3485

6.0846

6.5570

6.7146

6.7007

7.0538

7.1937

7.0516

6.7196

 

YTM% Max

3.9998

5.3600

5.6236

6.4190

6.8500

6.9345

7.1517

7.2139

7.3296

7.2500

8.1038

21-Aug-09

Amount

594

1239

1042

360

903

4745

1317

7834

328

191

9678

 

YTM% Min

3.8997

4.4593

5.5950

6.2194

6.6394

6.7413

6.8640

7.0108

7.2513

7.1613

6.7514

 

YTM% Max

4.1951

5.5003

5.7885

6.6500

6.8461

6.9996

7.0411

7.3212

7.4259

7.8970

8.0845

28-Aug-09

Amount

680

915

1520

140

787

7568

4952

5437

65

470

27677

 

YTM% Min

3.7844

4.5465

5.7235

6.2572

6.7652

6.8419

6.7884

7.0590

7.3162

7.2910

6.9992

 

YTM% Max

4.1589

5.6326

6.3098

6.5277

6.9225

7.1698

7.1727

7.5091

7.6868

7.8985

8.2532

04-Sep-09

Amount

1084

1602

1530

679

924

2042

1580

17515

320

83

15760

 

YTM% Min

3.7229

4.5442

5.8300

6.3000

6.8100

6.9479

7.1301

7.1301

7.4488

7.3909

7.1514

 

YTM% Max

3.9635

5.7172

6.8800

6.5033

7.1595

7.2619

7.4064

7.5062

7.6036

7.5800

8.3487

11-Sep-09

Amount

685

1709

1080

718

66

1600

9590

10159

25

55

26061

 

YTM% Min

3.7412

4.4172

5.8700

6.4000

6.9781

7.0979

7.1343

7.1113

7.5700

7.5517

7.2725

 

YTM% Max

4.1351

5.7700

6.5195

7.0000

7.1228

7.3202

7.4688

7.5000

7.5700

8.0274

8.2544

18-Sep-09

Amount

1720

2760

2316

4762

730

1663

14420

10910

360

16

51234

 

YTM% Min

3.7169

4.3070

5.9262

6.5500

6.7434

6.8291

6.9161

6.9963

7.4498

7.3964

7.0143

 

YTM% Max

3.9157

6.0433

6.9100

6.8474

7.2209

7.3380

7.4771

7.6600

8.1974

7.8924

8.2789

25-Sep-09

Amount

1780

3945

3650

3914

795

322

6085

11122

583

45

31407

 

YTM% Min

3.7182

4.3450

5.8399

6.4440

6.7848

6.9226

6.9801

7.0294

7.1488

7.2375

6.9592

 

YTM% Max

3.7396

5.7342

6.0113

6.9462

7.2000

7.2700

7.2468

7.2967

7.6210

7.5928

8.2500


TABLE 213 : SECONDARY MARKET OUTRIGHT TRANSACTIONS IN GOVERNMENT SECURITIES (FACE VALUE) (Contd.)

(Amount in Rupees crore)

Week Ended

 

State
Government
Securities

Treasury Bills (Residual Maturity in Days)

RBI Open Market Operations

Up to 14

15-91

92-182

183-364

Sale

Purchase

1

 

13

14

15

16

17

18

19

2009-10

 

 

 

 

 

 

 

 

03-Apr-09

Amount

1676

-

2254

226

699

536

2996

 

YTM% Min

7.7148

-

4.2500

4.8000

4.7500

 

 

 

YTM% Max

8.4164

-

5.1004

5.1000

5.1600

 

 

10-Apr-09

Amount

1572

1946

9234

1237

2344

200

7734

 

YTM% Min

7.6489

2.4000

2.8308

3.9000

4.2000

 

 

 

YTM% Max

8.1622

4.7500

4.6000

4.6000

4.8000

 

 

17-Apr-09

Amount

2011

767

6982

555

600

106

2149

 

YTM% Min

6.7339

1.7500

2.5000

3.7000

4.1000

 

 

 

YTM% Max

8.0390

3.5047

4.0100

4.0720

4.2500

 

 

24-Apr-09

Amount

1726

1584

5666

1335

2624

302

8557

 

YTM% Min

6.1012

2.4988

2.9992

3.2500

3.6477

 

 

 

YTM% Max

7.5985

3.4962

3.9898

3.9000

4.2900

 

 

01-May-09

Amount

2004

575

2509

1296

973

8

1800

 

YTM% Min

5.0000

1.0951

2.5000

3.1999

3.4500

 

 

 

YTM% Max

7.3508

3.1500

3.5002

3.5693

3.8000

 

 

08-May-09

Amount

4160

1896

7903

787

1535

80

9625

 

YTM% Min

5.0300

1.7526

2.0000

2.9500

3.4000

 

 

 

YTM% Max

7.3346

3.5050

3.3025

3.5000

3.9500

 

 

15-May-09

Amount

1759

385

4805

231

1191

76

2055

 

YTM% Min

7.1498

1.8992

2.2493

3.1701

3.3699

 

 

 

YTM% Max

8.4387

3.3038

3.2754

3.4891

3.6500

 

 

22-May-09

Amount

1203

494

3482

496

352

-

3642

 

YTM% Min

7.1956

2.5000

2.7503

3.1500

3.4800

 

 

 

YTM% Max

7.3515

3.2500

3.2998

3.4001

3.6500

 

 

29-May-09

Amount

834

2849

620

448

343

51

52

 

YTM% Min

4.0833

2.7503

3.4360

3.3499

1.4967

 

 

 

YTM% Max

7.5199

3.4000

3.7000

3.5929

3.2494

 

 

05-Jun-09

Amount

1212

4396

971

225

745

149

1975

 

YTM% Min

5.0500

3.0000

3.4500

3.4500

2.6002

 

 

 

YTM% Max

7.6017

3.3570

3.9700

3.4999

3.2494

 

 

12-Jun-09

Amount

1502

31

3060

920

996

56

60

 

YTM% Min

7.4501

2.9450

3.0996

3.3999

3.6500

 

 

 

YTM% Max

7.6376

3.3501

3.4000

3.5500

3.9800

 

 

19-Jun-09

Amount

747

388

2855

829

2029

-

4620

 

YTM% Min

6.7000

2.8837

2.8611

3.2999

3.6999

 

 

 

YTM% Max

7.8437

3.2500

3.4001

3.5201

4.0000

 

 

26-Jun-09

Amount

656

595

6549

473

725

-

-

 

YTM% Min

7.5500

2.7503

3.0995

3.5000

3.5500

 

 

 

YTM% Max

7.8544

3.3011

3.3998

3.6500

3.8500

 

 

03-Jul-09

Amount

534

3975

4640

245

963

289

281

 

YTM% Min

7.5395

2.7022

2.7002

3.3500

3.5000

 

 

 

YTM% Max

7.8978

3.4000

3.3746

3.4599

3.8500

 

 

10-Jul-09

Amount

1756

270

5515

205

961

889

2554

 

YTM% Min

7.5400

2.8500

2.5001

3.1401

3.4389

 

 

 

YTM% Max

7.9399

3.2500

3.3000

3.3500

3.7999

 

 

17-Jul-09

Amount

764

401

7113

410

651

749

749

 

YTM% Min

6.7829

2.9500

2.7999

3.1500

3.3400

 

 

 

YTM% Max

7.9405

3.3044

3.2754

3.3700

3.6700

 

 

24-Jul-09

Amount

1043

848

3573

882

127

311

3899

 

YTM% Min

4.5000

2.8000

2.8000

3.1675

3.6000

 

 

 

YTM% Max

7.9005

3.2400

3.2754

3.4686

3.7300

 

 

31-Jul-09

Amount

1771

253

2561

496

982

354

352

 

YTM% Min

5.5500

2.8501

2.8506

3.2102

3.3501

 

 

 

YTM% Max

7.8166

3.2000

3.2502

3.4000

3.7987

 

 

07-Aug-09

Amount

2804

913

2831

1144

177

334

3788

 

YTM% Min

3.5909

2.8000

2.8991

3.2501

3.7400

 

 

 

YTM% Max

8.0029

3.2497

3.2754

3.6969

4.0000

 

 

14-Aug-09

Amount

1561

1033

3686

240

958

100

100

 

YTM% Min

6.4000

2.8488

2.9493

3.2500

3.5999

 

 

 

YTM% Max

8.0093

3.4076

3.3570

3.7801

4.6500

 

 

21-Aug-09

Amount

432

20

3398

850

260

403

6042

 

YTM% Min

3.5736

2.7497

2.9506

3.4000

3.9500

 

 

 

YTM% Max

7.9748

3.1675

3.3570

3.9051

4.1600

 

 

28-Aug-09

Amount

2053

435

1954

160

948

141

3122

 

YTM% Min

6.7708

2.7195

2.8997

3.2700

3.8208

 

 

 

YTM% Max

8.2359

3.3586

3.3978

3.7800

4.2979

 

 

04-Sep-09

Amount

220

384

2662

425

608

245

3330

 

YTM% Min

7.1000

2.8000

2.6493

3.4499

3.8500

 

 

 

YTM% Max

8.2986

3.3586

3.4000

3.8001

4.2129

 

 

11-Sep-09

Amount

1876

373

4064

827

450

-

4497

 

YTM% Min

7.1000

2.6999

2.6493

3.5299

3.8500

 

 

 

YTM% Max

8.2986

3.2497

3.4000

3.7800

4.5932

 

 

18-Sep-09

Amount

1838

216

6961

526

110

-

4725

 

YTM% Min

7.2548

2.6478

2.6493

3.8199

4.2500

 

 

 

YTM% Max

8.2703

3.3951

3.4000

4.0302

4.4600

 

 

25-Sep-09

Amount

1310

2635

4283

1650

684

3

1969

 

YTM% Min

7.2344

3.0000

2.6493

3.6500

3.9000

 

 

 

YTM% Max

8.3422

3.5009

3.4000

3.9886

4.3025

 

 


TABLE 213 : SECONDARY MARKET OUTRIGHT TRANSACTIONS IN GOVERNMENT SECURITIES (FACE VALUE) (Contd.)

(Amount in Rupees crore)

Week Ended

 

Central Government Dated Securities Maturing in the Year

2009-10

2010-11

2011-12

2012-13

2013-14

2014-15

2015-16

2016-17

2017-18

2018-19

2019 & Above

1

 

2

3

4

5

6

7

8

9

10

11

12

2009-10

 

 

 

 

 

 

 

 

 

 

 

 

02-Oct-09

Amount

715

1609

1020

900

266

160

3353

5677

125

1

12093

 

YTM% Min

3.7799

4.3138

5.7798

6.4406

6.8376

7.0045

7.0276

7.0761

7.3250

-

7.0828

 

YTM% Max

4.1156

5.6999

6.2993

6.8129

7.1650

7.8545

7.2269

7.2791

7.4245

-

8.2487

09-Oct-09

Amount

2971

1120

460

747

344

155

9471

8779

197

121

28681

 

YTM% Min

3.2581

4.2891

5.7653

6.4987

6.8679

7.0874

7.1220

7.1617

7.3607

7.2308

7.1498

 

YTM% Max

4.2065

5.7201

6.8543

6.6595

7.0586

7.1762

7.2849

7.3375

7.4242

7.4005

8.3100

16-Oct-09

Amount

1330

884

360

658

309

255

1765

4548

269

50

15268

 

YTM% Min

3.2341

4.3147

5.7333

6.5676

6.9395

7.2119

7.2148

7.2259

7.5431

7.8319

7.2012

 

YTM% Max

3.7148

4.7501

6.2015

6.6783

7.0427

7.4497

7.6274

7.3962

7.6291

7.8319

8.6805

23-Oct-09

Amount

245

725

510

1041

402

3029

3001

25492

117

67

22320

 

YTM% Min

3.2995

4.1563

5.8608

6.5921

6.9761

7.2036

7.3799

7.3290

7.5242

7.6411

7.2607

 

YTM% Max

3.3108

5.6601

6.2978

6.7700

7.0207

7.4838

7.5050

7.4341

7.6291

8.0751

8.3979

30-Oct-09

Amount

670

3067

681

3343

506

1553

2985

12239

466

152

43297

 

YTM% Min

3.2237

4.2073

5.8154

6.4366

6.8904

7.0747

7.2702

7.2551

7.5002

7.5702

7.2022

 

YTM% Max

3.7827

5.6500

6.3034

6.7700

7.1500

7.4866

7.6039

7.4888

7.6293

7.7343

8.4757

06-Nov-09

Amount

878

1005

1950

1896

175

580

1352

5197

655

12

24922

 

YTM% Min

3.2565

4.0644

5.7000

6.4386

-

7.0569

7.1593

7.2851

7.5637

7.8068

7.2251

 

YTM% Max

3.6113

6.6627

6.2367

6.6471

6.9641

7.4143

7.4777

7.5685

7.7300

7.8085

8.4367

13-Nov-09

Amount

482

2440

1235

2881

580

1278

2693

4417

935

83

33532

 

YTM% Min

3.2772

3.9186

5.5030

6.2487

6.8115

6.9549

7.3306

7.3076

7.5345

7.8999

7.2251

 

YTM% Max

3.3411

6.5664

6.2996

6.7265

7.2502

7.2911

7.4507

7.5085

7.7258

7.9780

8.3759

20-Nov-09

Amount

643

2799

1275

2065

478

1975

2338

10221

763

95

43900

 

YTM% Min

3.2768

3.8894

5.4564

6.2382

6.7102

7.0123

7.2777

7.2356

7.4829

7.6005

7.2411

 

YTM% Max

3.3660

5.3045

6.6399

6.6500

7.0800

7.2800

7.5854

7.5209

7.6215

7.8278

8.3492

27-Nov-09

Amount

2190

2590

3996

1585

463

1656

5276

11141

1227

106

66433

 

YTM% Min

3.3213

3.8783

5.0004

6.1045

6.6662

6.8431

7.1150

7.1220

7.4077

7.5703

7.1456

 

YTM% Max

3.4238

5.0013

5.8599

6.4050

7.0061

7.1367

7.2797

7.3883

7.5504

7.6901

8.3464

04-Dec-09

Amount

700

1477

925

1260

305

1395

1411

7004

293

70

41916

 

YTM% Min

2.9821

4.0084

5.3929

6.1365

6.6824

6.5624

7.1114

7.1235

7.4571

7.6483

7.1384

 

YTM% Max

3.4428

6.9473

5.8021

6.6100

7.0916

7.9496

7.3176

7.7031

7.5668

7.6642

8.3503

11-Dec-09

Amount

25

831

706

1727

13

383

685

5595

135

113

42865

 

YTM% Min

3.3897

4.2957

5.5515

6.3275

6.8344

7.0120

7.3081

7.2948

7.5003

7.7495

6.9836

 

YTM% Max

3.3897

5.1502

5.8533

6.6500

6.8496

7.7500

7.4998

7.5873

7.7184

7.8333

8.3780

18-Dec-09

Amount

2885

541

2257

1447

275

330

895

3546

74

20

41701

 

YTM% Min

3.3088

4.1886

5.1620

6.3867

7.0000

7.1064

7.3788

7.2956

7.4295

7.6384

7.4444

 

YTM% Max

4.2336

5.7525

6.0536

6.7458

7.1500

7.4155

7.4840

7.6050

7.6850

7.6940

8.3961

25-Dec-09

Amount

1270

516

1683

1620

95

777

1023

8590

67

160

27385

 

YTM% Min

3.5841

4.2056

5.6700

6.4665

6.8552

7.1796

7.3922

7.3546

7.6667

7.5009

4.5298

 

YTM% Max

4.8897

6.9471

6.3120

6.7652

6.9103

7.5058

7.5785

7.6228

7.6682

7.9995

8.4077

01-Jan-10

Amount

898

600

1655

1060

105

771

489

4890

25

101

17562

 

YTM% Min

3.4395

4.1320

5.5400

6.4129

6.8592

7.0425

7.3719

7.3852

7.4748

7.4997

4.4881

 

YTM% Max

7.1411

5.4765

6.0500

6.6994

7.1726

7.6040

7.4739

7.8229

7.5270

7.9086

8.4027

08-Jan-10

Amount

495

3300

3419

3361

278

1035

269

7195

206

10

21425

 

YTM% Min

3.1775

3.7622

5.2000

6.2685

6.7491

7.1410

7.3925

7.3470

7.4749

7.8450

4.4887

 

YTM% Max

3.3905

5.0985

5.9843

6.7021

7.0775

7.8501

7.5838

7.4987

7.5272

7.8450

8.3826

15-Jan-10

Amount

460

3764

967

2900

326

2051

430

5622

6

15

25061

 

YTM% Min

3.1780

3.8391

5.0000

6.2469

6.7478

7.2152

7.3770

7.4078

0.0000

7.7916

4.5870

 

YTM% Max

3.2295

4.9371

5.5106

6.7261

6.9429

7.4000

7.4693

7.5013

0.0000

7.8433

8.3817

22-Jan-10

Amount

5

2473

685

3898

396

2624

147

9489

48

64

36958

 

YTM% Min

3.3318

3.8733

5.1670

6.1545

6.7296

7.1018

7.3113

7.3494

7.5998

7.6166

4.5880

 

YTM% Max

3.3318

4.8125

5.5000

6.6539

6.7918

7.4207

7.4254

7.5191

7.5998

8.2483

8.3391

29-Jan-10

Amount

555

2506

1000

2492

25

2250

887

7334

25

10

34409

 

YTM% Min

3.3401

4.0308

5.0919

6.1261

6.6497

7.0689

7.3509

7.3283

7.4846

7.4583

4.6137

 

YTM% Max

4.2343

4.8100

6.4027

6.3033

6.6810

7.7000

7.3555

7.3997

7.4846

7.7154

8.3382

05-Feb-10

Amount

0

1031

165

2226

915

1489

504

7791

100

13

23957

 

YTM% Min

-

3.9776

5.0886

6.0922

6.7887

7.1809

7.3898

7.3716

7.4936

7.7805

7.5444

 

YTM% Max

-

4.7927

6.4000

6.3557

6.8678

7.2397

7.5019

7.6731

7.6618

7.7822

8.3551

12-Feb-10

Amount

0

1626

175

1320

257

856

705

7566

17

15

19837

 

YTM% Min

-

3.9703

5.1123

6.0922

6.8033

7.1546

7.3784

7.4413

7.6020

7.8560

4.6219

 

YTM% Max

-

4.7845

5.2314

6.4149

6.9391

7.2995

7.6116

7.7448

7.6706

7.9007

8.3532

19-Feb-10

Amount

0

1810

936

1250

935

127

1297

6821

4

107

24607

 

YTM% Min

-

3.9020

5.1900

6.1153

6.7999

7.2777

7.3292

7.5333

0.0000

7.8370

7.6420

 

YTM% Max

-

5.0366

5.7214

6.4505

7.3800

7.5500

7.7179

7.7400

0.0000

8.1000

8.4500

26-Feb-10

Amount

0

638

333

2236

551

640

377

8456

1

85

26958

 

YTM% Min

-

3.9961

5.2563

6.0929

6.8797

7.1964

7.3313

7.5643

0.0000

7.8074

7.7505

 

YTM% Max

-

5.0604

6.4500

6.4915

7.3059

7.6986

7.5569

7.8500

0.0000

7.9000

8.4955

05-Mar-10

Amount

0

68

85

832

520

1206

400

13232

60

41

15418

 

YTM% Min

-

3.9566

5.3409

6.0701

6.8622

7.2397

7.4191

7.5773

7.9411

7.9203

4.6572

 

YTM% Max

-

8.6213

5.3717

6.6703

6.9600

7.4145

7.8293

8.2017

7.9411

8.1334

8.5000

12-Mar-10

Amount

0

1913

193

1060

626

419

336

12477

87

114

9855

 

YTM% Min

-

3.9927

5.2153

6.0579

6.8261

7.2652

7.5172

7.5663

7.8360

7.8478

4.6524

 

YTM% Max

-

4.5639

6.2987

6.6700

6.9406

7.9909

7.6800

7.7184

7.9300

8.0035

8.4906

19-Mar-10

Amount

0

570

790

4671

710

222

491

12029

2

82

11115

 

YTM% Min

-

4.4473

5.1700

5.6593

6.6603

7.1877

7.3914

7.4258

0.0000

7.8500

4.6488

 

YTM% Max

-

5.1335

6.4000

6.2488

7.1766

7.6300

7.6160

7.7888

0.0000

8.0411

8.4909

26-Mar-10

Amount

0

1

510

1005

350

205

348

8081

13

19

11825

 

YTM% Min

-

-

5.2318

6.0961

6.7220

7.1618

7.3902

7.3798

7.7367

7.7660

7.8067

 

YTM% Max

-

-

6.4000

6.1904

7.0798

7.5608

7.6021

7.7465

7.7367

7.9654

8.5145


TABLE 213 : SECONDARY MARKET OUTRIGHT TRANSACTIONS IN GOVERNMENT SECURITIES (FACE VALUE) (Contd.)

(Amount in Rupees crore)

Week Ended

 

State
Government
Securities

Treasury Bills (Residual Maturity in Days)

RBI Open Market Operations

Up to 14

15-91

92-182

183-364

Sale

Purchase

1

 

13

14

15

16

17

18

19

2009-10

 

 

 

 

 

 

 

 

02-Oct-09

Amount

297

905

3022

875

25

213

219

 

YTM% Min

7.7494

2.3364

2.6493

3.4499

4.3000

 

 

 

YTM% Max

8.4393

3.4013

3.4000

3.7801

4.3000

 

 

09-Oct-09

Amount

1107

2060

13562

1216

862

915

1386

 

YTM% Min

4.6961

2.6293

2.6493

3.1499

3.7700

 

 

 

YTM% Max

8.4505

3.3583

3.4000

3.7385

4.5822

 

 

16-Oct-09

Amount

873

509

3327

1140

1177

278

686

 

YTM% Min

6.8574

2.6470

2.6493

3.1651

4.2600

 

 

 

YTM% Max

8.3615

3.2000

3.4000

4.0511

4.5320

 

 

23-Oct-09

Amount

561

1065

5913

552

673

278

686

 

YTM% Min

6.7800

2.8500

2.6493

3.4300

4.4000

 

 

 

YTM% Max

8.3001

3.1030

3.4000

4.0000

4.5384

 

 

30-Oct-09

Amount

1396

607

6275

1264

714

9

207

 

YTM% Min

7.1000

2.7500

2.6493

3.2100

4.3000

 

 

 

YTM% Max

8.2503

3.1500

3.4000

3.9676

4.5200

 

 

06-Nov-09

Amount

1946

1099

5302

1203

1034

91

91

 

YTM% Min

6.9600

2.7500

2.6493

3.2600

3.9600

 

 

 

YTM% Max

8.2414

3.3038

3.4000

4.2000

4.5165

 

 

13-Nov-09

Amount

1277

185

4604

2116

904

290

290

 

YTM% Min

7.0513

2.9990

2.6493

3.2501

4.3801

 

 

 

YTM% Max

8.2496

3.1000

3.4000

3.8217

4.4700

 

 

20-Nov-09

Amount

1156

490

5967

1335

685

135

310

 

YTM% Min

6.0500

2.8998

2.6493

3.2301

3.7500

 

 

 

YTM% Max

8.1928

3.2853

3.4000

3.7000

4.4700

 

 

27-Nov-09

Amount

1740

543

3649

1258

1229

79

87

 

YTM% Min

4.5000

2.8000

2.6493

3.3000

3.6800

 

 

 

YTM% Max

8.2467

3.3038

3.4000

3.7385

4.4131

 

 

04-Dec-09

Amount

1945

200

2978

210

244

84

364

 

YTM% Min

7.6058

2.8005

2.6493

3.5701

3.8000

 

 

 

YTM% Max

8.1108

3.3038

3.4000

3.5800

4.4946

 

 

11-Dec-09

Amount

839

71

2617

581

165

10

110

 

YTM% Min

7.7494

2.8500

2.6493

3.4001

4.3500

 

 

 

YTM% Max

8.3095

3.1000

3.4000

3.8217

4.4500

 

 

18-Dec-09

Amount

1873

70

11120

128

330

-

250

 

YTM% Min

8.0744

3.2975

2.6493

3.5900

4.4001

 

 

 

YTM% Max

8.3375

3.4000

3.4000

3.6800

4.6500

 

 

25-Dec-09

Amount

1468

90

5155

301

10

-

-

 

YTM% Min

7.3881

3.5967

3.6000

4.0928

4.3499

 

 

 

YTM% Max

8.4400

3.8000

4.0000

4.2600

4.6000

 

 

01-Jan-10

Amount

1556

1710

8615

225

322

-

-

 

YTM% Min

8.1996

3.0000

3.4000

3.7500

4.3499

 

 

 

YTM% Max

8.4015

3.7500

3.9841

4.2999

4.5000

 

 

08-Jan-10

Amount

2482

1726

10740

632

990

679

674

 

YTM% Min

6.1050

2.9991

3.0000

3.7000

4.5000

 

 

 

YTM% Max

8.4360

3.5050

3.8499

4.0511

4.7003

 

 

15-Jan-10

Amount

1714

1125

4873

397

183

151

149

 

YTM% Min

3.4210

3.1513

3.1656

3.7000

4.3000

 

 

 

YTM% Max

8.3821

3.4000

3.8061

4.0001

4.6700

 

 

22-Jan-10

Amount

1184

1133

4788

503

0

1

-

 

YTM% Min

3.9399

3.1200

3.0478

3.9900

0.0000

 

 

 

YTM% Max

8.2959

3.7518

3.9288

4.1555

0.0000

 

 

29-Jan-10

Amount

1717

691

4393

315

320

289

290

 

YTM% Min

4.8659

3.2284

3.2197

3.8000

4.0650

 

 

 

YTM% Max

8.3056

3.4013

4.0106

4.1500

4.6025

 

 

05-Feb-10

Amount

2322

1518

8020

813

125

76

76

 

YTM% Min

4.8396

2.7000

3.0499

3.9400

4.6200

 

 

 

YTM% Max

8.3999

3.3951

4.0924

4.4904

4.6300

 

 

12-Feb-10

Amount

1484

643

3348

829

392

-

-

 

YTM% Min

4.4065

2.0687

2.9991

4.1502

4.8171

 

 

 

YTM% Max

8.3802

3.3038

4.0924

4.3500

4.8681

 

 

19-Feb-10

Amount

1490

350

3117

485

805

46

25

 

YTM% Min

5.3965

2.9991

3.1696

3.6300

4.3000

 

 

 

YTM% Max

8.5799

3.3000

4.0924

4.5533

4.8700

 

 

26-Feb-10

Amount

1937

1850

4240

48

895

189

205

 

YTM% Min

4.0161

3.2000

3.1500

4.2000

4.8400

 

 

 

YTM% Max

8.5543

3.2500

4.1334

4.5000

4.9785

 

 

05-Mar-10

Amount

890

116

4486

233

260

218

222

 

YTM% Min

5.6000

2.8501

3.4000

4.3501

4.9000

 

 

 

YTM% Max

8.5438

3.6574

7.6237

4.7101

5.0000

 

 

12-Mar-10

Amount

1152

629

5638

275

775

10

10

 

YTM% Min

4.0114

3.0000

3.5000

4.3000

4.9543

 

 

 

YTM% Max

8.5400

5.3557

4.3382

4.6500

5.1001

 

 

19-Mar-10

Amount

1509

440

3192

225

1056

63

60

 

YTM% Min

8.1417

4.2491

3.9999

4.4700

4.7000

 

 

 

YTM% Max

8.5380

5.0019

4.4202

4.5601

5.1000

 

 

26-Mar-10

Amount

1494

672

5841

895

514

3

-

 

YTM% Min

6.5526

2.5016

3.6928

4.3500

4.8000

 

 

 

YTM% Max

8.5255

3.9506

4.4202

4.6200

5.1445

 

 


TABLE 213 : SECONDARY MARKET OUTRIGHT TRANSACTIONS IN GOVERNMENT SECURITIES (FACE VALUE) (Contd.)

(Amount in Rupees crore)

Week Ended

 

Central Government Dated Securities Maturing in the Year

2010-11

2011-12

2012-13

2013-14

2014-15

2015-16

2016-17

2017-18

2018-19

2019-20

2020 & Above

1

 

2

3

4

5

6

7

8

9

10

11

12

2010-11

 

 

 

 

 

 

 

 

 

 

 

 

02-Apr-10

Amount

330

460

976

1492

258

217

6815

97

77

8256

1468

 

YTM% Min

3.9094

5.1716

5.9776

6.5891

7.1286

7.3695

7.3463

7.4427

7.4978

4.6656

7.8033

 

YTM% Max

5.1235

5.6121

6.1807

6.7239

7.4805

7.6633

7.6376

7.8631

7.8854

7.8950

8.4168

09-Apr-10

Amount

4995

470

2715

847

1113

980

11918

16

108

16351

695

 

YTM% Min

3.5193

5.1490

6.0362

6.6364

7.1368

7.2764

7.3268

7.3514

6.0485

4.6569

5.5209

 

YTM% Max

4.9704

6.3600

6.4233

6.8326

7.4268

7.5677

7.6045

7.8910

8.2388

7.9003

8.3007

16-Apr-10

Amount

2805

1030

2798

289

1195

2462

2462

10185

24

17955

2277

 

YTM% Min

3.5967

5.0974

5.9737

6.7013

7.1381

7.5216

7.5216

7.5218

7.9319

7.7810

5.5504

 

YTM% Max

5.2281

5.4076

6.4407

6.7958

7.2537

7.7231

7.7231

7.7426

8.0520

8.1281

8.6327

23-Apr-10

Amount

2835

1240

5074

1613

1185

9292

9292

10012

283

13547

19745

 

YTM% Min

3.6575

5.2083

5.9651

6.6500

7.1875

7.5149

7.5149

7.6015

8.3176

4.6592

5.5539

 

YTM% Max

5.1742

5.8000

6.4224

7.0232

7.2939

7.7089

7.7089

7.7479

8.3614

8.0945

8.6296

30-Apr-10

Amount

1585

2006

2175

1925

930

4672

24882

1

24

6692

21186

 

YTM% Min

3.6423

4.5418

5.9129

6.5255

7.0940

7.4359

7.5164

-

8.3041

4.7051

5.6050

 

YTM% Max

4.9243

6.7802

6.3779

7.0208

7.1973

7.6426

7.7283

-

8.3369

8.1539

8.6286

07-May-10

Amount

549

1661

3773

3340

2101

6482

20483

14

10

3169

34175

 

YTM% Min

3.5812

4.9883

5.7832

6.4854

6.9220

7.2617

7.3903

7.6743

8.3194

7.8947

5.5724

 

YTM% Max

4.9392

5.4800

6.1998

6.9223

7.2500

7.5705

7.7339

7.6743

8.3194

8.0928

8.5013

14-May-10

Amount

2356

507

950

1970

1802

6149

16993

183

0

2438

65264

 

YTM% Min

3.8729

5.0407

5.7986

6.4763

6.6768

7.2270

7.3663

7.4750

-

7.8370

5.5638

 

YTM% Max

5.2364

5.4154

6.1265

6.8800

7.0572

7.9522

7.7115

7.9119

-

8.0315

8.3273

21-May-10

Amount

2384

1011

4216

1877

1576

3030

10416

166

28

1488

72711

 

YTM% Min

3.6572

5.0304

5.7676

6.4107

6.8650

7.1803

7.3471

7.4299

-

7.7005

7.3839

 

YTM% Max

5.6324

6.1200

6.3691

6.8564

7.0835

7.3780

7.5729

7.8201

7.5894

7.8945

8.2805

28-May-10

Amount

190

575

1929

1044

1192

1026

5975

201

678

407

68814

 

YTM% Min

4.2246

5.0735

5.8234

6.4744

6.8638

7.1799

7.3250

7.4502

8.1159

4.7239

7.3188

 

YTM% Max

5.0000

6.2300

6.0670

6.8420

7.1218

7.3086

7.5358

7.6109

8.1161

7.7940

8.1690

04-Jun-10

Amount

243

705

1900

2529

470

2688

2689

30

5

408

79446

 

YTM% Min

5.2242

5.2000

5.7882

6.4413

6.7300

7.1883

7.5198

7.4285

-

4.7246

5.6635

 

YTM% Max

5.5505

5.2842

6.9836

7.4215

6.9806

7.4351

7.6532

7.6180

-

7.8377

8.2587

11-Jun-10

Amount

325

100

1017

929

435

750

2835

45

3

197

69951

 

YTM% Min

5.1262

5.5149

5.8969

6.5603

6.8730

7.3528

7.3333

7.6395

-

7.7043

5.6604

 

YTM% Max

5.7409

5.5221

6.1433

6.7445

7.2301

7.4065

7.6968

7.6395

7.8046

7.8803

8.2993

18-Jun-10

Amount

1390

479

2154

799

709

4613

2795

35

149

531

55261

 

YTM% Min

5.1880

5.2780

5.2911

6.2402

6.1466

6.4876

7.5890

6.2043

6.0515

4.7146

6.7982

 

YTM% Max

5.5927

5.8000

6.2500

7.1854

9.6488

7.9035

7.7300

7.1767

7.6682

7.8735

9.3753

25-Jun-10

Amount

130

576

2308

990

30

1238

1101

0

1

279

53144

 

YTM% Min

5.2055

5.1204

6.1182

6.6746

7.0161

7.1500

7.3503

-

-

7.7700

5.8474

 

YTM% Max

5.3326

5.8994

6.5500

7.0145

7.0700

7.5310

7.6834

-

-

7.8922

8.2404

02-Jul-10

Amount

745

2471

1691

1877

286

9363

1339

135

100

187

56832

 

YTM% Min

5.2163

5.2032

6.1167

6.5617

6.9632

7.2054

7.1049

7.5306

7.6699

7.6928

7.5094

 

YTM% Max

5.6885

5.4643

6.3500

7.0157

7.2800

7.4496

7.7496

7.7645

7.6699

7.9196

8.2775

09-Jul-10

Amount

349

983

761

655

65

3571

1851

1531

40

594

30377

 

YTM% Min

5.5500

5.3714

6.1775

6.7377

7.0900

7.2368

7.5394

7.4483

7.6500

5.9171

7.4624

 

YTM% Max

8.3207

5.7711

6.3627

6.9300

7.1083

7.4250

7.6149

7.5695

7.6500

7.8653

8.3226

16-Jul-10

Amount

978

85

2220

785

203

6409

522

1113

1

32

37315

 

YTM% Min

5.5954

5.4267

6.3213

6.7909

6.7707

7.3289

7.5469

7.5774

-

7.7505

7.6004

 

YTM% Max

8.3268

5.8452

6.4491

6.8275

7.3182

7.4515

7.6446

7.7446

-

7.8594

8.3273

23-Jul-10

Amount

1377

426

486

340

100

4452

482

3914

5

139

32393

 

YTM% Min

5.7000

5.7326

6.3516

6.8287

7.4009

7.3500

7.5862

7.5963

7.8402

7.7797

6.4676

 

YTM% Max

8.3357

5.8786

6.4884

7.0200

7.4009

7.5066

7.6818

7.6803

7.8402

7.8686

8.3624

30-Jul-10

Amount

145

120

1090

305

430

4012

1009

2220

70

52

36580

 

YTM% Min

5.7383

5.8312

6.4489

6.8487

7.0548

7.0423

7.5622

7.6068

7.7970

7.6492

6.7146

 

YTM% Max

8.3401

6.0980

6.7777

7.1141

7.2681

7.5731

7.7736

7.7619

7.9530

7.8709

8.3309


TABLE 213 : SECONDARY MARKET OUTRIGHT TRANSACTIONS IN GOVERNMENT SECURITIES (FACE VALUE) (Concld.)

(Amount in Rupees crore)

Week Ended

State
Government
Securities

Treasury Bills (Residual Maturity in Days) #

RBI Open Market Operations

Up to 14

15-91

92-182

183-364

Sale

Purchase

1

 

13

14

15

16

17

18

19

2010-11

 

 

 

 

 

 

 

 

02-Apr-10

Amount

1491

1273

4814

200

832

846

843

 

YTM% Min

5.4658

3.7500

3.8000

4.3500

4.8800

 

 

 

YTM% Max

8.4930

4.1099

4.3792

4.4000

5.0050

 

 

09-Apr-10

Amount

2177

3663

14628

1295

2206

109

110

 

YTM% Min

1.3409

3.0000

3.0500

3.9000

4.2001

 

 

 

YTM% Max

8.4199

3.9500

4.1000

4.3500

5.0600

 

 

16-Apr-10

Amount

1521

2359

7774

1148

1074

130

140

 

YTM% Min

6.3019

3.1036

3.2500

3.9500

4.6023

 

 

 

YTM% Max

8.5785

4.2516

4.2600

4.6500

5.1000

 

 

23-Apr-10

Amount

2178

1556

6161

1274

1592

344

340

 

YTM% Min

5.5500

3.6212

3.6994

4.1001

4.7999

 

 

 

YTM% Max

8.5690

3.9011

4.1900

4.6500

5.1001

 

 

30-Apr-10

Amount

2052

586

6798

1533

1513

23

25

 

YTM% Min

5.6149

3.4962

3.6106

4.0500

4.7500

 

 

 

YTM% Max

8.5584

4.1989

4.1862

4.5533

5.0891

 

 

07-May-10

Amount

1630

1143

4922

1227

2143

171

170

 

YTM% Min

5.0000

3.6000

3.6000

4.0998

4.6500

 

 

 

YTM% Max

8.4730

3.9000

4.2743

4.4700

4.9550

 

 

14-May-10

Amount

1368

760

10636

674

2596

599

602

 

YTM% Min

6.4434

3.5509

3.7000

4.0000

4.4901

 

 

 

YTM% Max

8.3991

3.8512

4.1743

4.5533

4.8000

 

 

21-May-10

Amount

1519

684

6523

1008

735

148

145

 

YTM% Min

5.9561

3.5500

3.6498

4.1100

4.6201

 

 

 

YTM% Max

8.2902

4.1500

4.3001

4.6501

4.9343

 

 

28-May-10

Amount

1291

1102

5121

1345

373

84

86

 

YTM% Min

6.9500

3.5500

4.0999

4.4196

4.8501

 

 

 

YTM% Max

8.1800

5.1000

5.2500

5.0501

5.1500

 

 

04-Jun-10

Amount

738

4625

6496

1880

628

25

20

 

YTM% Min

5.4937

4.8023

4.7063

4.7800

5.0000

 

 

 

YTM% Max

8.3530

5.6500

5.5000

5.1724

5.2098

 

 

11-Jun-10

Amount

733

179

1319

329

1148

101

103

 

YTM% Min

5.9594

5.1698

5.0000

5.1500

5.1000

 

 

 

YTM% Max

8.4002

5.7500

5.4000

5.2500

5.3000

 

 

18-Jun-10

Amount

1328

835

3169

1641

1628

-

-

 

YTM% Min

5.7089

5.2027

5.1000

5.1501

5.1800

 

 

 

YTM% Max

8.3160

5.6500

5.5000

5.2500

5.5785

 

 

25-Jun-10

Amount

1884

547

2405

14

1080

-

-

 

YTM% Min

6.7385

5.3000

5.1300

5.3000

5.3000

 

 

 

YTM% Max

8.1862

5.4900

5.3500

5.4000

5.4500

 

 

02-Jul-10

Amount

1443

2342

3523

1385

941

457

445

 

YTM% Min

6.7385

5.0989

4.9500

5.2300

5.3499

 

 

 

YTM% Max

8.1478

5.7505

5.6500

5.4000

5.6456

 

 

09-Jul-10

Amount

486

350

2601

1034

892

602

597

 

YTM% Min

7.9981

5.2500

4.9999

5.2500

5.3500

 

 

 

YTM% Max

8.2599

5.6045

5.5505

5.6900

5.7000

 

 

16-Jul-10

Amount

468

1114

2695

590

1275

78

75

 

YTM% Min

7.0997

5.3000

5.2500

5.2302

5.5700

 

 

 

YTM% Max

8.1674

5.7524

5.5000

5.6299

5.6999

 

 

23-Jul-10

Amount

710

2225

1876

1545

985

1

0

 

YTM% Min

7.0606

4.4400

5.2497

5.5000

5.6500

 

 

 

YTM% Max

8.2511

5.8500

5.7001

5.8699

5.9001

 

 

30-Jul-10

Amount

625

1751

1091

1264

1269

806

810

 

YTM% Min

8.0476

5.1365

5.4000

5.6419

5.8500

 

 

 

YTM% Max

8.2300

6.0011

5.7800

6.0000

6.2872

 

 

# : Includes transactions of Cash Management Bills.
Note : 1. Data as reported in SGL accounts at RBI, Mumbai.
2. Minimum and Maximum YTMs (% Indicative) include transactions of standard lot size (Rs. 5 crore or more) only.
3.  RBI's sales and purchases include transactions in other offices also.

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