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83515168

Table 189 : Secondary Market Outright Transactions in Government Securities (Face Value) (Part 6 of 9)

                   

(Amount in Rupees crore)


Week

 

Central Govt. Dated Securities Maturing in the Year


Ended

 

1999-00

2000-01

2001-02

2002-03^

2003-04

2004-05

2005-06

2006-07

2007-08

2008-09

2009 &

                       

above


1

 

2

3

4

5

6

7

8

9

10

11

12


1999-00

                       

1-Oct-99

Amount

1

378

398

373

477

596

333

543

210

277

3096

 

YTM% Min

-

8.8876

10.5721

10.6751

10.8172

10.9236

11.0328

11.1431

11.2818

11.4214

11.5271

 

YTM% Max

-

12.0604

11.6127

11.7896

11.1926

10.9941

11.1908

11.3657

11.3708

11.4569

11.9902

8-Oct-99

Amount

0.25

160

245

220

293

450

128

176

201

185

2466

 

YTM% Min

-

10.4988

10.6003

10.7115

10.8189

10.9433

11.0291

11.1430

11.2777

11.4196

11.5180

 

YTM% Max

-

10.7883

10.7511

10.8441

10.9731

10.9950

11.0997

11.1743

11.3456

11.4566

12.0230

15-Oct-99

Amount

3

249

75

200

435

370

182

70

1963

176

3139

 

YTM% Min

-

10.2771

10.6474

10.7035

10.8101

10.9274

11.0398

11.1617

11.3198

10.8807

11.5186

 

YTM% Max

-

10.6649

10.7276

10.8286

11.0406

11.0289

11.1573

11.2148

11.3728

11.4636

12.0439

22-Oct-99

Amount

48

262

230

46

237

180

173

7

580

20

1942

 

YTM% Min

10.6561

10.5036

10.6479

10.7515

10.8285

10.9405

11.0443

11.1926

11.3314

11.4311

11.5430

 

YTM% Max

10.7181

10.6504

10.7622

10.8693

11.0163

11.0323

11.1279

11.1926

11.3845

11.4399

12.0429

29-Oct-99

Amount

44

648

620

340

333

550

421

194

840

70

3337

 

YTM% Min

10.4801

10.2424

10.5076

10.6870

10.7921

10.9078

11.0308

11.1350

11.2960

11.4238

11.5017

 

YTM% Max

10.6058

10.6578

10.7071

10.7565

10.9339

10.9719

11.0529

11.3708

11.4950

11.4326

12.0160

5-Nov-99

Amount

25

807

743

746

495

500

277

420

1057

179

3550

 

YTM% Min

10.3332

10.1210

10.4191

10.5731

10.6904

10.8702

10.9687

11.0821

11.2597

11.3801

11.4886

 

YTM% Max

10.5606

10.5896

10.5901

10.6936

10.9020

10.9231

11.0889

11.3458

11.3546

11.4218

12.0061

12-Nov-99

Amount

69

256

175

260

310

425

121

220

360

95

2978

 

YTM% Min

9.7060

10.1184

10.4247

10.5432

10.6606

10.8481

10.9588

11.0582

11.2137

11.3494

11.4318

 

YTM% Max

10.2422

10.4376

10.4492

10.6032

11.7148

10.9026

10.9665

11.0796

11.3467

11.3786

11.9824

19-Nov-99

Amount

120

242

351

391

370

475

262

410

933

275

10371

 

YTM% Min

9.8277

10.1327

10.4336

10.5213

10.6599

10.8127

10.9394

11.0293

11.1707

11.3102

11.4001

 

YTM% Max

10.6587

10.3811

10.5106

10.5702

10.8493

10.8588

10.9678

11.0636

11.3276

11.3722

11.9412

26-Nov-99

Amount

13

263

117

377

367

615

486

477

44

149

5802

 

YTM% Min

10.1074

10.1994

10.1689

10.4283

10.6693

10.8060

10.9103

10.9952

11.1278

11.2553

11.0429

 

YTM% Max

10.1074

10.5095

10.4920

10.6247

10.8634

10.8956

11.0680

11.0385

11.3219

11.3292

12.2132

3-Dec-99

Amount

100

951

594

550

741

730

320

290

687

276

7052

 

YTM% Min

9.5840

9.6198

10.2591

10.3984

10.5332

10.5047

10.7850

10.9234

11.0363

11.1737

11.2700

 

YTM% Max

10.2121

10.4875

10.4558

10.6550

10.8265

10.8559

11.0610

11.0052

11.2783

11.2932

11.8400

10-Dec-99

Amount

323

765

699

675

950

655

330

125

389

110

6864

 

YTM% Min

8.7489

9.2667

10.0533

10.1886

10.3445

10.5227

10.6676

10.7964

10.8837

11.0089

11.1572

 

YTM% Max

9.9784

10.2987

10.4693

10.4803

10.7938

10.8143

11.1100

11.1754

11.1806

11.3159

11.8118

17-Dec-99

Amount

257

447

468

201

145

210

120

160

240

60

2282

 

YTM% Min

8.3515

9.6705

10.2763

10.3574

10.5534

10.7192

10.8353

10.9860

11.1147

11.2489

11.3382

 

YTM% Max

9.9438

10.1816

10.3828

10.5775

10.7625

10.7801

10.9000

11.0233

11.1839

11.2778

11.8754

24-Dec-99

Amount

71

591

537

244

271

603

177

225

321

241

3932

 

YTM% Min

9.2554

9.7370

10.2620

10.3716

10.5185

10.6885

10.8157

10.9311

11.0437

10.6842

11.2774

 

YTM% Max

9.4864

10.3519

10.3124

10.5591

10.7361

10.8211

11.0469

11.2611

11.2577

11.2577

11.7598

31-Dec-99

Amount

35

316

191

242

331

482

151

135

171

245

2623

 

YTM% Min

9.2548

9.5561

10.1667

10.3034

10.4671

10.6485

10.7485

10.8721

10.9628

11.0854

11.1904

 

YTM% Max

9.3285

10.1445

10.2788

10.4477

10.6993

10.8119

11.0376

10.9295

11.0479

11.2196

11.8937

7-Jan-00

Amount

57

212

165

260

323

553

302

248

211

120

4548

 

YTM% Min

8.6097

9.9021

10.1092

10.2841

10.3885

10.5713

10.6731

10.8274

10.9129

11.0501

11.1560

 

YTM% Max

9.0178

10.3241

10.3359

10.4434

10.7122

10.7148

11.0330

10.9448

11.1933

11.1707

11.6800

14-Jan-00

Amount

80

436

385

242

425

323

193

410

235

205

5352

 

YTM% Min

8.6572

9.4390

10.2690

10.3844

10.4845

10.6593

10.6931

10.8744

10.9787

11.0932

11.2008

 

YTM% Max

9.6045

10.3864

10.4823

10.4633

10.7140

10.7379

11.0104

10.9293

11.0510

11.1471

11.6824

21-Jan-00

Amount

137

564

620

743

957

665

366

495

630

663

10148

 

YTM% Min

8.9086

9.3307

9.8920

10.1590

10.2687

10.3138

10.4677

10.5550

10.6332

10.7106

10.8080

 

YTM% Max

9.7556

10.1769

10.2848

10.3851

10.6748

10.6665

11.0556

10.9115

10.9941

11.1187

11.6454

28-Jan-00

Amount

109

397

484

470

452

524

141

382

335

796

3417

 

YTM% Min

9.5140

9.2517

10.0379

10.1466

10.2715

10.3714

10.4538

10.5432

10.6328

10.6972

10.8075

 

YTM% Max

9.6439

10.1144

10.1487

10.2265

10.4459

10.4873

10.7146

10.6115

10.8420

10.8750

11.3376

4-Feb-00

Amount

-

585

1182

682

1052

620

471

586

539

1392

9279

 

YTM% Min

-

8.7077

9.6896

9.9062

9.9999

10.1171

10.2016

10.3020

10.4169

10.4849

10.5827

 

YTM% Max

-

9.9620

10.1554

10.2322

10.4188

10.4479

10.7037

10.5787

10.7042

10.7787

11.3012

11-Feb-00

Amount

-

650

1185

604

910

790

70

462

303

1637

8966

 

YTM% Min

-

8.6924

9.5012

9.6477

9.7737

9.9631

10.1162

10.1410

10.2219

10.2728

10.3650

 

YTM% Max

-

9.6901

9.8004

9.9724

10.3426

10.2727

10.3885

10.3197

10.6081

10.5308

11.0765

18-Feb-00

Amount

-

1543

744

294

822

663

340

195

267

2342

11073

 

YTM% Min

-

8.4696

9.2335

9.3771

9.5865

9.5919

9.7508

9.8059

9.9738

9.9281

10.0139

 

YTM% Max

-

9.9349

9.6747

9.9099

10.2527

10.2277

10.2191

10.2248

10.3133

10.3917

11.0264

25-Feb-00

Amount

-

237

678

292

254

353

190

410

232

3509

2710

 

YTM% Min

-

7.8348

8.0458

9.6342

9.7456

9.8976

10.0367

10.1356

10.2171

10.3436

10.3657

 

YTM% Max

-

9.7775

9.6471

9.8480

9.9864

9.9898

10.2187

10.1735

10.2683

10.3818

10.9027

3-Mar-00

Amount

-

151

467

149

453

336

163

295

275

2860

3445

 

YTM% Min

-

9.1856

9.4724

9.6783

9.7495

9.8675

10.0338

10.1190

10.2039

10.1630

10.2365

 

YTM% Max

-

9.8962

10.1056

10.3585

10.4864

10.1144

10.3416

10.7633

10.8271

10.8663

11.1260

10-Mar-00

Amount

-

226

257

171

506

157

213

313

300

446

2307

 

YTM% Min

-

8.7951

9.7119

9.9134

10.0146

10.0688

10.1901

10.2643

10.3594

10.4554

10.5435

 

YTM% Max

-

10.0531

9.9740

10.1443

10.3948

10.3144

10.4603

10.5420

10.6025

10.7131

11.0723

17-Mar-00

Amount

-

120

128

70

550

135

58

265

230

396

2142

 

YTM% Min

-

9.7142

9.7818

9.9640

10.0804

10.0858

10.2063

10.2639

10.3571

10.4722

10.5450

 

YTM% Max

-

10.2672

12.0649

10.0658

10.2689

10.2668

10.3486

10.4780

10.5514

10.6815

11.0335

24-Mar-00

Amount

-

239

241

239

61

165

51

85

67

356

1704

 

YTM% Min

-

9.8994

9.8930

9.9804

10.2216

10.2162

10.3276

10.4156

10.5119

10.5980

10.3920

 

YTM% Max

-

10.9278

10.1860

10.2651

10.3497

10.3761

10.4416

10.5304

10.6558

10.8115

11.0989

31-Mar-00

Amount

-

172

343

614

867

281

67

376

437

510

2707

 

YTM% Min

-

9.6968

10.1686

10.2147

10.2827

10.3602

10.4408

10.5232

10.5564

10.6815

10.6163

 

YTM% Max

-

12.6790

10.3407

10.4406

10.5367

10.6496

10.8999

11.7459

10.9557

12.1207

11.8254



                 

(Amount in Rupees crore)


Week

 

St. Govt.

Treasury Bills (Residual Maturity in Days)


RBI Open Market Operation*


Ended

 

Securities

Upto 14

15-91

92-182

183-364

 

Sales

Purchases


1

 

13

 

14

15

16

17

 

18

19


1999-00

                   

1-Oct-99

Amount

17

 

112

234

123

87

 

30

0

 

YTM% Min

11.8138

 

8.3281

8.6265

9.9725

10.0525

     
 

YTM% Max

11.8138

 

9.9763

10.1721

10.1919

10.3715

     

8-Oct-99

Amount

10

 

72

91

99

65

 

3

0

 

YTM% Min

11.8108

 

7.9733

8.8754

9.8729

10.1222

     
 

YTM% Max

11.8108

 

9.4665

10.2218

10.4712

10.4713

     

15-Oct-99

Amount

15

 

45

213

80

30

 

44

0

 

YTM% Min

11.3848

 

8.4788

9.7229

10.0723

10.1720

     
 

YTM% Max

11.3848

 

10.9691

10.9200

10.8702

10.2219

     

22-Oct-99

Amount

14

 

62

260

850

1215

 

0

2141

 

YTM% Min

11.8138

 

8.4742

8.9753

9.9725

10.1221

     
 

YTM% Max

11.8138

 

10.4710

10.7206

10.9699

10.3217

     

29-Oct-99

Amount

57

 

142

194

30

124

 

10

0

 

YTM% Min

11.7862

 

7.2283

8.9758

9.9725

10.2718

     
 

YTM% Max

11.8136

 

9.3247

10.2213

10.3216

10.4213

     

5-Nov-99

Amount

49

 

111

121

166

466

 

0

0

 

YTM% Min

11.7449

 

7.7273

8.2265

9.2246

10.1221

     
 

YTM% Max

11.7527

 

8.5782

9.5743

10.1722

10.2718

     

12-Nov-99

Amount

17

 

84

132

38

115

 

0

0

 

YTM% Min

11.7046

 

7.9765

8.2773

9.5737

10.0724

     
 

YTM% Max

11.7046

 

8.4788

9.5736

9.9725

10.2917

     

19-Nov-99

Amount

104

 

184

217

35

315

 

3510

0

 

YTM% Min

10.9851

 

7.8783

7.9783

9.6235

10.0026

     
 

YTM% Max

11.7040

 

9.2276

9.5735

9.9727

10.2918

     

26-Nov-99

Amount

58

 

206

171

7

52

 

0

0

 

YTM% Min

10.8601

 

7.6301

8.4767

9.8232

10.1221

     
 

YTM% Max

11.8038

 

8.6261

9.6233

9.8232

10.2717

     

3-Dec-99

Amount

172

 

187

414

15

556

 

0.35

0

 

YTM% Min

11.4276

 

5.9706

7.9785

9.2247

9.6735

     
 

YTM% Max

11.6860

 

8.9770

9.5237

9.4741

10.2718

     

10-Dec-99

Amount

21

 

206

382

114

824

 

0

0

 

YTM% Min

11.4201

 

7.4779

7.4795

8.9228

9.5738

     
 

YTM% Max

11.4410

 

8.4832

9.1749

9.6535

10.2020

     

17-Dec-99

Amount

11

 

107

338

6

120

 

0

0

 

YTM% Min

11.5993

 

6.5841

6.9806

-

9.5239

     
 

YTM% Max

11.6024

 

8.1244

9.0253

-

10.1122

     

24-Dec-99

Amount

45

 

279

407

34

161

 

0

0

 

YTM% Min

11.3576

 

5.3896

8.2271

9.7232

9.8729

     
 

YTM% Max

11.5236

 

8.4760

9.2248

9.8728

10.1123

     

31-Dec-99

Amount

109

 

174

231

79

399

 

0

0

 

YTM% Min

11.3253

 

7.7293

8.2275

9.0752

9.7232

     
 

YTM% Max

11.4956

 

8.5774

9.2744

9.6734

10.1722

     

7-Jan-00

Amount

39

 

332

473

98

266

 

51

0

 

YTM% Min

11.4094

 

6.7299

8.0775

9.5937

9.6235

     
 

YTM% Max

11.4350

 

8.2269

9.0950

9.7930

10.0923

     

14-Jan-00

Amount

7

 

124

483

111

437

 

19

0

 

YTM% Min

11.5176

 

7.7299

8.2764

9.1251

9.9228

     
 

YTM% Max

11.5176

 

8.5263

9.1550

9.8230

10.1522

     

21-Jan-00

Amount

73

 

94

340

65

318

 

0

0

 

YTM% Min

8.4083

 

7.7801

8.3521

8.9752

9.5736

     
 

YTM% Max

11.1755

 

8.3751

9.2047

9.4940

10.1422

     

28-Jan-00

Amount

41

 

269

236

47

383

 

0

0

 

YTM% Min

11.1006

 

7.6731

8.2774

9.1749

9.5538

     
 

YTM% Max

11.2000

 

9.5065

9.2710

9.5738

9.9726

     

4-Feb-00

Amount

66

 

203

581

58

370

 

0

0

 

YTM% Min

10.7844

 

7.7801

7.9787

9.1250

9.2746

     
 

YTM% Max

11.1865

 

8.4265

9.0253

9.5237

9.9327

     

11-Feb-00

Amount

102

 

208

179

59

302

 

0

0

 

YTM% Min

10.6696

 

7.4787

7.9776

8.4767

8.7260

     
 

YTM% Max

10.8080

 

8.9743

8.5766

9.2746

9.8130

     

18-Feb-00

Amount

49

 

151

122

24

1702

 

3399

1991

 

YTM% Min

10.2312

 

7.9792

7.7287

8.6763

8.9255

     
 

YTM% Max

10.6065

 

9.7229

9.9735

9.4740

9.9726

     

25-Feb-00

Amount

93

 

108

206

26

337

 

3159

60

 

YTM% Min

10.5190

 

8.5751

7.9779

8.9952

9.1249

     
 

YTM% Max

10.9094

 

9.9697

8.9756

8.9954

9.4740

     

3-Mar-00

Amount

35

 

299

292

81

1376

 

1772

572

 

YTM% Min

10.1037

 

7.9765

8.4767

9.0252

9.2745

     
 

YTM% Max

10.7305

 

9.4753

9.1747

9.4740

9.5228

     

10-Mar-00

Amount

26

 

105

61

-

1580

 

9

907

 

YTM% Min

10.7945

 

6.7352

7.9784

-

9.2744

     
 

YTM% Max

10.7945

 

8.4788

8.8256

-

9.5239

     

17-Mar-00

Amount

36

 

133

290

66

506

 

0

116

 

YTM% Min

10.7410

 

7.4770

7.9781

9.1250

9.2746

     
 

YTM% Max

10.7495

 

9.0267

9.4740

9.3742

9.7233

     

24-Mar-00

Amount

43

 

91

247

95

921

 

0

366

 

YTM% Min

10.7419

 

7.2815

8.6754

9.0749

9.0751

     
 

YTM% Max

11.0005

 

10.2218

9.7231

9.4740

9.9726

     

31-Mar-00

Amount

78

 

317

885

1011

410

 

0

733

 

YTM% Min

10.5483

 

8.8741

8.5599

9.1747

9.5737

     
 

YTM% Max

11.1243

 

11.9688

11.8682

9.7232

10.1222

     

#

: As reported in SGL Accounts at RBI, Mumbai.

       

*

: RBI’s 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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