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83614049

Table 220 : Secondary Market Outright Transactions in Government Securities (Face Value)

(Amount in Rupees crore)

Week ended

 

Central Government dated securities maturing in the year

2006-07

2007-08

2008-09

2009-10

2010-11

2011-12

2012-13

2013-14

2014-15

2015-16

2016 & above

1

 

2

3

4

5

6

7

8

9

10

11

12

2006-07

 

 

 

 

 

 

 

 

 

 

 

 

07-Apr-06

Amount

141

703

375

140

290

2800

33

170

325

5

1319

 

YTM% Min

5.7354

6.3072

6.5539

6.8660

6.9567

7.1844

7.1825

7.3214

7.4021

7.4085

7.5191

 

YTM% Max

6.2703

6.6623

7.4311

7.4922

7.1903

7.3344

7.2672

7.3927

7.4952

7.4085

7.8302

14-Apr-06

Amount

216

475

795

230

55

2531

1

31

366

75

4534

 

YTM% Min

5.4330

6.2500

6.4027

6.6679

7.0046

7.1272

-

7.2858

7.3847

6.2242

7.5121

 

YTM% Max

6.3231

6.3517

7.3398

7.0603

7.0957

7.2052

-

7.3035

7.5595

6.2242

7.9747

21-Apr-06

Amount

70

818

3583

700

1000

5586

76

206

599

80

8410

 

YTM% Min

5.3785

6.1288

6.3408

6.6116

6.8447

6.9060

6.6083

7.1793

7.2266

7.2684

7.2982

 

YTM% Max

5.4366

6.5059

7.4037

7.3869

7.1100

7.1998

6.6182

7.3034

7.9984

7.4381

7.9916

28-Apr-06

Amount

420

172

670

988

2006

3621

3876

301

208

331

5952

 

YTM% Min

5.4240

6.0890

6.3135

6.6110

6.8320

6.0939

6.2364

7.1437

7.2290

7.3182

7.3034

 

YTM% Max

5.6282

6.2611

7.2889

6.9502

7.0314

7.0430

7.1424

7.2994

7.2856

7.3405

8.0329

05-May-06

Amount

475

10

310

423

540

1075

1301

114

56

16

6147

 

YTM% Min

5.6787

6.3133

6.3839

6.7431

6.8804

6.9574

7.0368

7.2292

7.3068

7.3327

7.3735

 

YTM% Max

6.3099

6.3133

7.3956

7.0200

7.0497

7.0745

7.2186

7.3065

7.3606

7.3327

8.1368

12-May-06

Amount

156

618

287

1331

517

1121

2483

92

226

30

7546

 

YTM% Min

5.6206

6.3099

6.4448

6.7314

6.9094

6.0955

6.2387

7.2228

7.3217

7.4568

7.4831

 

YTM% Max

6.3350

6.6771

7.3838

7.0472

7.1203

7.1047

7.2008

7.3600

7.3663

7.5043

8.1236

19-May-06

Amount

80

750

680

21

245

2077

2271

217

50

275

7195

 

YTM% Min

5.7623

6.3357

6.5603

6.8810

6.9811

6.0963

6.2390

7.3282

7.4276

6.1193

7.5363

 

YTM% Max

5.8472

6.4707

7.4269

7.0954

7.0252

7.2500

7.4815

7.5107

7.4872

6.1193

8.1833

26-May-06

Amount

0

16

334

85

85

1356

1060

16

108

10

8468

 

YTM% Min

-

6.4012

6.7076

6.8796

7.0227

7.1461

7.2473

7.3391

7.4530

-

7.5794

 

YTM% Max

-

6.7200

6.7495

7.0375

7.0802

7.3630

7.2933

7.3570

7.4786

-

8.1934

02-Jun-06

Amount

0

100

55

180

140

984

484

186

313

5

4865

 

YTM% Min

-

6.4381

6.6873

6.8764

7.0340

7.1834

6.6856

6.7437

6.8882

7.5293

7.6070

 

YTM% Max

-

6.4792

7.4808

6.9732

7.1896

7.2803

6.7887

6.9025

6.9113

7.5293

8.1855

09-Jun-06

Amount

5

100

1160

95

111

3357

182

10

18

0

3214

 

YTM% Min

5.7139

6.5339

6.6953

6.8742

7.1597

7.2474

7.3390

7.4846

7.6378

-

7.6258

 

YTM% Max

5.7139

6.5339

7.6497

7.0312

7.2417

7.3877

7.4301

7.4937

7.6877

-

8.3346

16-Jun-06

Amount

5

78

825

145

310

3616

430

40

1

55

1942

 

YTM% Min

6.0221

6.6332

6.9104

7.0988

7.1900

7.4055

7.5148

7.7856

-

7.8654

7.7793

 

YTM% Max

6.0221

6.9010

7.8795

7.0988

7.4611

7.4824

7.6113

7.7856

-

7.8654

8.3737

23-Jun-06

Amount

7

222

332

145

101

1916

351

25

2392

120

2482

 

YTM% Min

-

6.9946

6.9037

7.3375

7.3426

7.4220

7.5405

7.7799

7.8442

7.8543

7.7846

 

YTM% Max

-

7.0504

7.0536

7.9411

7.5133

7.5519

7.7200

7.8201

7.9171

7.8543

8.5500

30-Jun-06

Amount

38

173

83

35

479

1412

66

70

2649

2

2359

 

YTM% Min

6.1057

6.9099

7.2520

7.4567

7.5460

7.6115

7.7747

7.9511

7.8824

-

8.0967

 

YTM% Max

6.9100

7.1700

8.0988

8.1578

7.7702

7.7754

7.8512

8.0910

8.1215

-

8.6364

07-Jul-06

Amount

0

44

185

100

46

815

66

50

1604

7

712

 

YTM% Min

-

7.0006

7.1527

8.2058

7.5458

7.6417

7.7667

8.0027

7.9755

-

8.0850

 

YTM% Max

-

7.0453

8.0115

8.2058

7.6104

7.7323

7.8084

8.0316

8.1028

-

8.5379

14-Jul-06

Amount

31

95

377

12

102

976

201

232

1401

3

5996

 

YTM% Min

6.0373

6.9695

7.2045

7.5000

7.6522

7.7062

7.9641

8.0611

8.1025

-

8.1999

 

YTM% Max

6.0753

7.0124

8.0988

7.5000

7.7750

7.9053

8.1561

8.2586

8.2702

-

8.8899

21-Jul-06

Amount

55

25

437

142

173

880

145

195

726

15

4664

 

YTM% Min

6.1811

7.0059

8.0390

7.4078

7.6064

7.8037

6.7817

8.1600

8.1718

8.4494

8.2899

 

YTM% Max

6.3935

7.0399

8.1237

7.5023

7.6985

7.9134

8.0319

8.3597

8.2622

8.5213

8.9444

28-Jul-06

Amount

121

306

582

577

1368

1351

240

340

1266

151

5958

 

YTM% Min

6.1430

6.7917

7.0300

7.3002

7.6002

7.7164

6.7607

8.0366

8.0820

8.1999

8.1784

 

YTM% Max

6.2244

7.0205

8.0746

7.5005

7.7409

7.8236

7.9443

8.3482

8.1985

8.4296

8.9446

04-Aug-06

Amount

7

531

261

70

1425

1197

15

255

335

2

4179

 

YTM% Min

6.2551

6.9014

7.1494

7.3383

7.6529

7.7990

7.9234

8.0666

8.1465

-

8.1784

 

YTM% Max

6.2551

6.9783

8.0015

7.4223

7.9693

8.0214

7.9461

8.3685

8.2108

-

8.9446

11-Aug-06

Amount

45

228

130

235

2140

6440

327

105

688

118

8123

 

YTM% Min

6.0668

6.9052

7.0949

7.3260

7.5446

7.6806

6.7333

7.9733

7.9817

8.2998

8.0628

 

YTM% Max

6.9500

6.9752

7.9494

8.0502

7.9359

7.9998

7.9694

8.3445

8.3474

8.4030

8.7891

18-Aug-06

Amount

13

185

692

25

1343

5053

250

35

410

25

5724

 

YTM% Min

6.2050

6.8683

7.2005

7.4500

7.4854

7.6096

6.7352

7.9453

7.9344

7.9931

8.0170

 

YTM% Max

6.2050

6.9339

7.9404

7.4500

7.7907

7.8830

7.8702

8.2707

8.1877

8.2965

8.7983

25-Aug-06

Amount

19

392

335

45

1238

7105

490

92

1996

292

21426

 

YTM% Min

5.8792

6.7165

7.1051

7.3177

7.4540

7.5783

7.6606

7.9246

7.8116

8.1073

7.9187

 

YTM% Max

6.0173

6.9214

7.9483

7.3270

7.5196

7.6913

7.7733

8.1715

7.9966

8.2500

8.7552

01-Sep-06

Amount

0

190

90

75

925

3997

41

143

961

65

19139

 

YTM% Min

-

6.8055

7.0169

7.3762

7.4349

7.5312

7.6923

7.6188

7.7678

7.0357

7.8598

 

YTM% Max

-

7.1323

7.8998

7.5834

7.5101

7.6522

7.7280

7.9601

7.8679

7.0357

8.6548

08-Sep-06

Amount

0

185

370

225

1328

7621

286

15

960

99

21002

 

YTM% Min

-

5.5526

7.0921

7.2954

7.3626

7.4486

7.5288

7.5970

7.6171

7.7739

7.7159

 

YTM% Max

-

7.0258

7.7825

7.8813

7.6142

7.6127

7.7152

7.6918

7.8022

7.9702

8.5286

15-Sep-06

Amount

0

165

390

50

589

5199

134

153

1039

175

20118

 

YTM% Min

-

6.8174

7.0503

7.3439

7.3400

7.4206

7.5183

7.5916

7.5789

7.7387

7.6631

 

YTM% Max

-

6.9976

7.7546

7.3439

7.6201

8.2987

7.6097

7.6721

8.5357

7.9995

8.4997

22-Sep-06

Amount

18

60

456

165

305

4596

104

120

603

56

16049

 

YTM% Min

7.0882

6.7692

7.0000

7.2858

7.3549

7.4146

7.5636

7.5654

7.5444

7.5582

7.5994

 

YTM% Max

7.7088

6.8572

7.8022

7.3281

7.6923

8.2891

8.2817

7.8568

8.5499

7.8009

8.5139

29-Sep-06

Amount

0

660

906

0

581

6346

122

193

2480

53

22629

 

YTM% Min

-

6.6558

6.8596

-

7.1741

7.2647

7.3314

7.4089

7.4813

7.8121

7.5386

 

YTM% Max

-

6.9900

7.7148

-

7.5048

8.1465

7.5866

7.7624

8.5125

7.8190

8.3925


TABLE 220 : 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

2006-07

 

 

 

 

 

 

 

 

07-Apr-06

Amount

151

60

559

648

707

54

-

 

YTM% Min

7.7284

4.8016

5.5796

5.9199

6.0900

 

 

 

YTM% Max

7.7998

5.7405

6.1000

6.2201

6.4000

 

 

14-Apr-06

Amount

90

126

795

480

1125

-

40

 

YTM% Min

7.7091

2.8840

5.3797

5.6002

5.9499

 

 

 

YTM% Max

7.7673

4.3456

5.8003

6.0501

6.2000

 

 

21-Apr-06

Amount

56

109

568

856

2215

105

220

 

YTM% Min

7.6578

5.4024

5.2492

5.3299

5.4900

 

 

 

YTM% Max

7.7408

5.7941

5.6004

6.0600

6.1700

 

 

28-Apr-06

Amount

129

146

864

617

577

358

145

 

YTM% Min

6.3900

5.4001

5.1990

5.4199

5.5099

 

 

 

YTM% Max

7.6502

6.4993

5.5002

5.5601

5.8300

 

 

05-May-06

Amount

386

198

1296

827

414

37

15

 

YTM% Min

7.0011

5.4000

5.4497

5.5499

5.7201

 

 

 

YTM% Max

7.7006

5.5992

5.7003

5.9258

6.0500

 

 

12-May-06

Amount

645

165

1248

556

480

1172

35

 

YTM% Min

7.4980

5.4394

5.4604

5.5801

5.8900

 

 

 

YTM% Max

8.0000

6.4993

5.6700

5.8999

6.2532

 

 

19-May-06

Amount

1052

93

1098

1095

505

124

15

 

YTM% Min

6.9000

5.4028

5.5405

5.6549

5.8251

 

 

 

YTM% Max

8.0500

5.4499

5.7000

6.0301

6.2705

 

 

26-May-06

Amount

308

63

601

195

1697

45

10

 

YTM% Min

6.9878

5.4499

5.6048

5.7402

6.3200

 

 

 

YTM% Max

8.0363

6.4993

5.6951

6.0549

6.3914

 

 

02-Jun-06

Amount

182

27

1095

1338

870

125

10

 

YTM% Min

7.0498

5.2510

5.4600

5.6349

6.0300

 

 

 

YTM% Max

8.0018

5.2510

5.7364

6.1599

6.4150

 

 

09-Jun-06

Amount

168

25

1375

586

745

50

10

 

YTM% Min

7.1800

5.4499

5.4502

5.6949

6.3300

 

 

 

YTM% Max

8.0296

5.4499

5.7498

6.1399

6.4800

 

 

16-Jun-06

Amount

319

4

1761

689

216

-

-

 

YTM% Min

7.4284

-

5.7999

6.0201

6.3499

 

 

 

YTM% Max

8.2002

-

6.1908

6.5014

6.7400

 

 

23-Jun-06

Amount

279

80

637

526

1335

-

35

 

YTM% Min

7.5800

5.9003

5.9005

6.2901

6.5900

 

 

 

YTM% Max

8.2800

6.0062

6.3149

6.6600

7.0513

 

 

30-Jun-06

Amount

250

26

788

1094

562

643

10

 

YTM% Min

7.7600

5.9482

5.9008

6.2998

6.9300

 

 

 

YTM% Max

8.4400

5.9519

6.3563

6.7797

7.0700

 

 

07-Jul-06

Amount

114

170

1207

347

885

350

5

 

YTM% Min

8.2990

5.8622

5.8394

6.6000

6.7600

 

 

 

YTM% Max

8.4000

6.2071

6.3700

6.7201

7.0513

 

 

14-Jul-06

Amount

260

70

970

705

350

-

10

 

YTM% Min

7.2457

5.7504

5.8798

6.2800

6.8800

 

 

 

YTM% Max

8.6099

5.8505

6.3977

6.7154

6.9850

 

 

21-Jul-06

Amount

231

114

1153

199

764

-

-

 

YTM% Min

8.2500

5.8505

5.9005

6.3650

6.8501

 

 

 

YTM% Max

8.6497

6.0975

6.4391

6.7100

7.0169

 

 

28-Jul-06

Amount

83

49

403

959

204

13

10

 

YTM% Min

8.4014

5.8409

6.0495

6.3450

6.7949

 

 

 

YTM% Max

8.6000

6.0488

6.4391

6.7582

6.9200

 

 

04-Aug-06

Amount

68

153

2162

1548

1304

52

40

 

YTM% Min

6.6658

6.0600

6.1010

6.4000

6.8050

 

 

 

YTM% Max

8.4980

6.3500

6.4391

6.6800

6.9939

 

 

11-Aug-06

Amount

206

53

1376

1249

981

-

5

 

YTM% Min

7.1902

6.0618

6.1503

6.3501

6.8000

 

 

 

YTM% Max

8.4150

6.0974

6.3600

6.6940

6.9901

 

 

18-Aug-06

Amount

81

2

1136

766

1376

10

35

 

YTM% Min

7.3995

-

6.1803

6.3251

6.7501

 

 

 

YTM% Max

8.3826

-

6.3977

6.6700

6.9595

 

 

25-Aug-06

Amount

169

3

1593

724

1490

34

-

 

YTM% Min

7.3506

-

6.1004

6.4001

6.7401

 

 

 

YTM% Max

8.2600

-

6.4002

6.8000

6.9201

 

 

01-Sep-06

Amount

211

64

1711

451

1664

82

15

 

YTM% Min

6.7887

6.1000

6.1206

6.3900

6.7301

 

 

 

YTM% Max

8.1276

6.1098

6.4002

6.7099

6.9251

 

 

08-Sep-06

Amount

122

199

1481

963

1263

141

-

 

YTM% Min

7.9462

5.9582

6.1502

6.4001

6.7601

 

 

 

YTM% Max

7.9973

6.1400

6.4391

6.7368

6.8700

 

 

15-Sep-06

Amount

115

192

1018

529

1401

-

10

 

YTM% Min

7.8713

5.9870

6.1604

6.3898

6.7999

 

 

 

YTM% Max

7.9998

6.3300

6.4805

6.7200

6.9251

 

 

22-Sep-06

Amount

308

6

1058

589

1061

1

15

 

YTM% Min

7.8000

-

6.2503

6.4201

6.7700

 

 

 

YTM% Max

8.0221

-

6.5219

6.7797

6.9160

 

 

29-Sep-06

Amount

190

80

877

373

1001

5

10

 

YTM% Min

7.2700

6.2408

6.2900

6.5100

6.7700

 

 

 

YTM% Max

7.9809

6.7550

6.5797

6.7499

6.9022

 

 


TABLE 220 : SECONDARY MARKET OUTRIGHT TRANSACTIONS IN
GOVERNMENT SECURITIES (FACE VALUE) (Contd.)

(Amount in Rupees crore)

Week ended

 

Central Government dated securities maturing in the year

2006-07

2007-08

2008-09

2009-10

2010-11

2011-12

2012-13

2013-14

2014-15

2015-16

2016 & above

1

 

2

3

4

5

6

7

8

9

10

11

12

06-Oct-06

Amount

0

235

400

120

255

2106

99

35

740

21

13319

 

YTM% Min

-

6.6187

6.9449

7.1892

7.2773

7.3450

7.4070

7.6465

7.5211

7.5897

7.5628

 

YTM% Max

-

6.8826

7.7102

7.1956

7.4978

8.0824

7.0509

7.7191

8.3664

7.6118

8.2918

13-Oct-06

Amount

0

331

638

138

587

3742

40

238

2377

5

12653

 

YTM% Min

-

6.8229

7.0000

7.2058

7.2894

7.3785

7.2764

7.4372

7.5180

-

7.5883

 

YTM% Max

-

6.9954

7.7184

7.2304

7.3535

8.0485

7.5497

7.6970

8.2812

-

8.1796

20-Oct-06

Amount

0

271

755

140

119

2280

5

50

565

1

10954

 

YTM% Min

-

6.8672

7.0943

7.2301

7.2955

7.3792

7.4434

7.5513

7.5061

-

7.5928

 

YTM% Max

-

7.0279

7.5000

7.2352

7.3854

8.0733

7.4434

-

8.2136

-

8.1567

27-Oct-06

Amount

0

0

283

35

26

1636

25

183

86

0

5561

 

YTM% Min

-

-

7.6877

7.2300

7.3853

7.3959

7.4777

7.3408

7.5415

-

7.6305

 

YTM% Max

-

-

7.7558

7.2339

7.3853

8.0580

7.4777

7.6514

8.2141

-

8.1532

03-Nov-06

Amount

10

218

145

175

265

2743

2

98

628

0

16684

 

YTM% Min

7.1175

6.9906

7.1200

7.1982

7.3527

7.3809

-

7.5042

7.4879

-

7.5890

 

YTM% Max

7.1175

7.0564

7.7003

7.3401

7.4774

8.1000

-

7.7498

8.2322

-

8.1400

10-Nov-06

Amount

0

680

855

50

459

3432

4265

221

1224

46

22139

 

YTM% Min

-

7.0413

7.1550

7.2301

7.2872

7.3849

7.3613

7.3306

7.5057

7.6501

7.5718

 

YTM% Max

-

7.1491

7.8152

7.2548

7.5032

8.0539

7.5193

7.6460

8.1951

7.6550

8.1095

17-Nov-06

Amount

0

50

900

0

240

2862

2436

271

1150

2

26911

 

YTM% Min

-

7.1007

7.1500

-

7.2732

7.3674

7.3207

7.3305

7.4324

-

7.4909

 

YTM% Max

-

7.1400

7.7596

-

7.4407

7.9911

7.4105

7.4762

8.1699

-

8.1002

24-Nov-06

Amount

0

80

693

214

714

6023

2712

40

1075

28

28093

 

YTM% Min

-

7.0249

7.1000

7.2954

7.2181

7.2722

6.7619

7.2707

7.3219

7.5286

7.3898

 

YTM% Max

-

7.1280

7.7761

7.8509

7.3859

7.9191

7.3761

7.4385

7.9954

7.5286

7.9805

01-Dec-06

Amount

0

206

135

25

350

4812

2031

10

790

46

34222

 

YTM% Min

-

6.9465

7.0000

7.1130

7.1345

7.2056

7.1905

7.2574

7.2817

7.3554

7.3508

 

YTM% Max

-

6.9550

7.0879

7.1130

7.3012

7.8211

7.2848

7.3145

7.9330

7.4725

7.9304

08-Dec-06

Amount

0

300

772

80

225

3167

714

130

1960

76

24118

 

YTM% Min

-

6.9120

7.0200

7.2323

7.1549

7.2290

7.2054

7.2441

7.2642

7.3617

7.3709

 

YTM% Max

-

6.9120

7.7015

7.2415

7.2860

7.8458

7.2845

7.3145

7.9333

7.4657

7.8916

15-Dec-06

Amount

0

1

0

30

190

2902

266

10

1882

25

14300

 

YTM% Min

-

-

-

7.1439

7.4190

7.2534

7.2204

7.2403

7.2785

7.4550

7.3776

 

YTM% Max

-

-

-

7.3039

7.5811

8.0861

7.5556

7.2403

8.1393

7.4550

8.0018

22-Dec-06

Amount

0

10

335

429

150

1211

332

31

747

6

15811

 

YTM% Min

-

7.2723

7.1626

7.4170

7.4492

7.4484

7.3970

7.4397

7.4391

-

7.5670

 

YTM% Max

-

7.2723

7.2300

7.4200

7.4492

8.0067

7.5349

7.4398

8.0716

-

7.9793

29-Dec-06

Amount

0

610

1360

65

300

380

166

100

274

0

3790

 

YTM% Min

-

7.2166

7.2415

7.4932

7.4776

7.4864

7.5119

7.4791

7.5023

-

7.5824

 

YTM% Max

-

7.3350

8.1227

7.5600

7.5600

8.0543

7.5594

7.5474

8.1239

-

7.7769

05-Jan-07

Amount

0

106

60

26

57

845

731

80

938

0

14843

 

YTM% Min

-

7.1784

8.0009

7.4847

7.3203

7.4029

7.3804

7.4080

7.4482

-

7.5062

 

YTM% Max

-

7.3179

8.1498

7.4847

7.5049

7.5273

7.5097

7.4604

8.0556

-

8.0292

12-Jan-07

Amount

0

66

585

50

230

1912

436

240

1183

0

18648

 

YTM% Min

-

6.8792

7.1887

7.4300

7.4248

7.4006

7.3831

7.4219

7.4356

-

7.4636

 

YTM% Max

-

7.3145

7.9816

7.4300

7.5073

7.9609

7.4873

7.4607

8.0169

-

8.0235

19-Jan-07

Amount

0

8

920

45

101

1565

231

220

453

0

15276

 

YTM% Min

-

-

7.1563

7.4761

7.6310

7.4470

7.5123

7.6381

7.5566

-

7.5310

 

YTM% Max

-

-

8.1476

7.4808

7.6562

7.8400

7.7349

7.7136

8.1476

-

8.2854

26-Jan-07

Amount

0

30

400

150

61

640

115

0

85

0

8993

 

YTM% Min

-

7.2387

8.0851

7.4863

7.6486

7.7212

6.7850

-

7.7889

-

7.7662

 

YTM% Max

-

7.2545

8.2000

7.6271

7.7183

7.8430

7.7716

-

7.8450

-

8.3122

02-Feb-07

Amount

0

405

20

80

146

820

42

0

127

5

8036

 

YTM% Min

-

6.9431

8.1481

7.5118

7.7014

7.6387

7.6070

-

7.6790

7.9504

7.7104

 

YTM% Max

-

7.4701

8.1512

7.7382

7.7496

8.1304

7.7250

-

7.8553

7.9504

8.2737

09-Feb-07

Amount

0

96

430

400

710

971

474

3

145

3

11117

 

YTM% Min

-

7.3445

7.4973

7.7015

7.6811

7.6331

7.5695

-

7.6381

-

7.6615

 

YTM% Max

-

7.7586

8.1213

7.7200

7.7193

8.2195

7.7143

-

7.8003

-

8.2943

16-Feb-07

Amount

0

410

545

50

155

479

205

0

5408

10

5702

 

YTM% Min

-

7.3104

7.5505

7.7500

7.6850

7.7725

7.7161

-

7.7540

-

7.7756

 

YTM% Max

-

7.6585

8.3481

7.7500

7.7383

8.2500

7.9670

-

8.0946

-

8.3208

23-Feb-07

Amount

0

756

535

26

25

607

512

22

6083

15

11104

 

YTM% Min

-

7.4752

7.8081

7.9500

7.9501

7.8618

7.8364

7.9263

7.9345

8.1204

7.9175

 

YTM% Max

-

7.7958

8.3704

7.9500

8.2007

8.4445

7.9562

7.9466

8.4984

8.1205

8.4300

02-Mar-07

Amount

10

159

255

602

55

721

184

1

4810

0

6664

 

YTM% Min

7.2846

7.3239

7.7000

7.8000

7.7582

7.8522

7.8254

-

7.8768

-

7.8571

 

YTM% Max

7.2846

7.6539

8.3500

7.9100

7.8743

7.9622

8.0016

-

8.4728

-

8.3799

09-Mar-07

Amount

0

436

699

2720

112

286

26

365

3475

0

2639

 

YTM% Min

-

6.7183

7.6200

7.6520

7.8427

7.9125

7.8877

7.8972

7.9085

-

7.8976

 

YTM% Max

-

7.5517

8.3494

7.9000

8.0091

7.9910

8.0104

7.9814

8.5003

-

8.3570

16-Mar-07

Amount

0

143

401

467

1

528

45

122

4095

1

6824

 

YTM% Min

-

7.2206

7.6566

7.7902

-

7.8987

7.8538

7.9291

7.9463

-

7.7479

 

YTM% Max

-

7.6553

8.4100

7.9458

-

8.4750

7.8773

7.9311

8.5500

-

8.4000

23-Mar-07

Amount

0

802

285

327

1

1048

60

0

2366

4

3473

 

YTM% Min

-

7.4802

7.6414

7.8943

-

7.9666

7.8799

-

7.9620

-

7.9335

 

YTM% Max

-

8.3176

8.4497

8.0832

-

8.5204

7.9411

-

8.5534

-

8.4107

30-Mar-07

Amount

0

64

122

2826

176

628

21

3

2146

15

4281

 

YTM% Min

-

7.1503

7.6398

7.8720

7.9831

7.9507

7.9528

-

7.9320

-

7.8965

 

YTM% Max

-

7.6252

8.3502

8.1385

8.0415

8.4663

7.9552

-

8.5250

-

8.3933


TABLE 220 : 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

06-Oct-06

Amount

72

363

1681

225

645

88

-

 

YTM% Min

7.6374

6.3278

6.3503

6.5900

6.7800

 

 

 

YTM% Max

7.8731

6.4993

6.6048

6.7797

6.8800

 

 

13-Oct-06

Amount

60

171

1324

397

1261

13

-

 

YTM% Min

7.1137

6.3194

6.3389

6.5469

6.8000

 

 

 

YTM% Max

7.8581

6.5016

6.6048

6.8150

6.9137

 

 

20-Oct-06

Amount

218

230

994

640

432

132

-

 

YTM% Min

7.7600

6.7002

6.0505

6.6499

6.8300

 

 

 

YTM% Max

7.9958

6.8501

6.6462

6.8815

6.9300

 

 

27-Oct-06

Amount

38

139

460

65

57

-

-

 

YTM% Min

7.9014

6.4500

6.4996

6.6498

6.9000

 

 

 

YTM% Max

7.9204

7.3790

6.6601

6.8600

6.9595

 

 

03-Nov-06

Amount

102

0

951

786

414

38

5

 

YTM% Min

7.5300

-

6.4999

6.8299

6.9000

 

 

 

YTM% Max

7.8633

-

6.7501

6.9200

7.0001

 

 

10-Nov-06

Amount

139

21

997

1336

948

-

-

 

YTM% Min

7.6733

6.4503

6.4500

6.6499

6.8994

 

 

 

YTM% Max

7.8605

6.4503

6.7002

6.9300

7.0000

 

 

17-Nov-06

Amount

185

116

1878

907

480

60

5

 

YTM% Min

7.6556

6.4500

6.4994

6.6499

6.8400

 

 

 

YTM% Max

7.8863

6.6454

6.8100

6.9199

6.9800

 

 

24-Nov-06

Amount

253

347

958

1910

1227

43

-

 

YTM% Min

6.9636

6.4006

6.4000

6.6302

6.8200

 

 

 

YTM% Max

7.7194

7.0042

6.6702

6.9101

6.9900

 

 

01-Dec-06

Amount

356

85

530

47

969

39

-

 

YTM% Min

7.5000

6.0965

6.2467

6.6401

6.7500

 

 

 

YTM% Max

7.7250

6.3998

6.6670

6.8600

6.9400

 

 

08-Dec-06

Amount

342

507

773

753

1555

-

5

 

YTM% Min

7.4906

6.4006

6.3900

6.6299

6.7801

 

 

 

YTM% Max

7.6978

6.8300

6.6500

6.8400

6.9366

 

 

15-Dec-06

Amount

202

125

631

239

166

-

10

 

YTM% Min

6.6197

6.4398

6.3558

6.7400

6.8501

 

 

 

YTM% Max

7.7500

7.9953

7.0500

7.2499

7.0000

 

 

22-Dec-06

Amount

466

17

1405

151

557

-

-

 

YTM% Min

7.5500

7.0500

6.9506

7.0400

7.1000

 

 

 

YTM% Max

7.9457

7.1011

7.1027

7.1501

7.4999

 

 

29-Dec-06

Amount

169

67

365

87

461

4

-

 

YTM% Min

7.6068

7.1350

7.1001

7.0000

7.2000

 

 

 

YTM% Max

7.8451

7.5000

7.6000

7.2954

7.2500

 

 

05-Jan-07

Amount

261

187

1083

322

865

322

-

 

YTM% Min

7.1967

6.8998

6.4758

6.8502

7.1100

 

 

 

YTM% Max

7.8000

7.9953

7.1600

7.1999

7.2000

 

 

12-Jan-07

Amount

223

286

875

836

322

228

40

 

YTM% Min

7.1739

6.4084

6.7497

6.9599

7.0600

 

 

 

YTM% Max

7.6690

6.7500

7.2293

7.2001

7.2100

 

 

19-Jan-07

Amount

29

131

1455

136

462

1

-

 

YTM% Min

-

6.8513

6.8804

6.9999

7.0099

 

 

 

YTM% Max

-

8.3075

7.1443

7.2500

7.3100

 

 

26-Jan-07

Amount

147

0

604

134

61

-

-

 

YTM% Min

7.8000

-

7.0005

7.1000

7.2500

 

 

 

YTM% Max

7.9898

-

7.1500

7.2300

7.3100

 

 

02-Feb-07

Amount

40

50

580

305

10

52

-

 

YTM% Min

7.9000

7.5586

7.2000

7.3201

7.6000

 

 

 

YTM% Max

7.9000

7.5586

7.5997

7.7501

7.7000

 

 

09-Feb-07

Amount

290

2

900

805

231

-

-

 

YTM% Min

7.5000

-

7.1503

7.3801

7.4000

 

 

 

YTM% Max

7.9381

-

7.5198

7.6190

7.6000

 

 

16-Feb-07

Amount

245

160

374

637

341

9

-

 

YTM% Min

6.9230

5.0026

7.1000

7.3901

7.4199

 

 

 

YTM% Max

7.9505

6.9995

7.6001

7.5000

7.6499

 

 

23-Feb-07

Amount

107

0

1334

450

221

13

-

 

YTM% Min

7.7000

-

7.0946

7.5801

7.3000

 

 

 

YTM% Max

8.2395

-

8.1562

7.6500

7.6800

 

 

02-Mar-07

Amount

727

150

950

253

441

169

-

 

YTM% Min

8.0600

7.0005

6.4997

7.3000

7.4900

 

 

 

YTM% Max

8.4497

7.1012

7.5000

7.5500

7.7101

 

 

09-Mar-07

Amount

389

5

1248

615

434

418

5

 

YTM% Min

7.1713

6.4993

6.0005

7.3500

7.2499

 

 

 

YTM% Max

8.3515

6.4993

7.3500

7.5900

7.6250

 

 

16-Mar-07

Amount

457

65

769

349

620

28

-

 

YTM% Min

7.7271

5.9984

6.3994

7.2499

7.4499

 

 

 

YTM% Max

8.3939

6.7508

7.4769

7.6500

7.8265

 

 

23-Mar-07

Amount

284

97

534

552

21

562

-

 

YTM% Min

8.1184

6.0011

7.1003

7.3802

7.6099

 

 

 

YTM% Max

8.3373

7.4993

7.7700

8.2040

7.7100

 

 

30-Mar-07

Amount

574

115

982

224

166

224

-

 

YTM% Min

7.1495

6.8723

7.1672

7.4101

7.6400

 

 

 

YTM% Max

8.3300

7.1500

7.9770

7.6500

7.8500

 

 


TABLE 220 : SECONDARY MARKET OUTRIGHT TRANSACTIONS IN
GOVERNMENT SECURITIES (FACE VALUE) (Contd.)

(Amount in Rupees crore)

Week ended

 

Central Government dated securities maturing in the year

2007-08

2008-09

2009-10    

2010-11

2011-12

2012-13

2013-14

2014-15

2015-16

2016-17

2017 & above

1

 

2

3

4

5

6

7

8

9

10

11

12

2007-08

 

 

 

 

 

 

 

 

 

 

 

 

06-Apr-07

Amount

236

50

2069

581

1036

60

0

1602

0

2002

441

 

YTM% Min

7.9018

7.9022

7.9625

8.0743

7.9235

8.1280

-

7.9913

-

7.8962

8.1220

 

YTM% Max

7.9718

7.9022

8.1963

8.2431

8.2521

8.1305

-

8.6500

-

8.2262

8.5392

13-Apr-07

Amount

186

1252

4052

2700

1497

61

940

3868

1071

6397

1778

 

YTM% Min

6.9474

7.8065

7.9530

7.9841

8.0471

8.0086

8.1889

8.0069

8.0598

8.0027

8.1309

 

YTM% Max

7.7053

8.5341

8.5461

8.1667

8.2469

8.0462

8.2124

8.6496

8.2108

8.2192

8.6011

20-Apr-07

Amount

235

1590

1445

1135

367

366

705

4033

1173

2471

2336

 

YTM% Min

7.4101

7.8952

8.0012

8.0508

8.0243

8.0331

8.0708

8.0747

8.0736

8.0310

8.1805

 

YTM% Max

7.6403

8.5400

8.1835

8.2248

8.2876

8.1453

8.1641

8.2221

8.2238

8.1242

8.6499

27-Apr-07

Amount

226

820

1545

615

380

122

773

5942

1438

3101

2002

 

YTM% Min

7.2084

7.9500

7.9646

7.9759

8.0664

8.0883

7.9920

7.9506

7.9574

7.9474

8.0709

 

YTM% Max

7.8266

8.5505

8.1712

8.1709

8.1737

8.0983

8.2201

8.6000

8.1593

8.1103

8.6899

04-May-07

Amount

30

460

635

15

39

55

1045

16378

1092

2996

2536

 

YTM% Min

7.8407

7.9930

8.0363

8.1148

8.1196

8.0543

-

8.0637

8.0878

8.0716

8.2496

 

YTM% Max

-

8.6000

8.1896

8.1377

8.1513

8.1424

-

8.1969

8.1744

8.1882

8.6975

11-May-07

Amount

0

448

1196

936

547

395

0

1685

66

4943

3040

 

YTM% Min

-

7.8701

7.9708

7.9943

8.0660

8.0933

-

8.0758

8.3149

8.0717

8.2611

 

YTM% Max

-

8.5703

8.1722

8.1869

8.1375

8.2004

-

8.3149

8.3160

8.2134

8.8317

18-May-07

Amount

0

555

456

479

1244

181

50

509

492

4166

11924

 

YTM% Min

-

7.8000

8.0064

8.0471

8.0939

8.1053

8.1017

8.1424

8.1159

8.0768

8.1086

 

YTM% Max

-

7.9201

8.5251

8.1571

8.1624

8.2207

8.1017

8.6096

8.1850

8.1895

8.7814

25-May-07

Amount

20

600

1356

261

405

459

25

237

377

4133

8288

 

YTM% Min

7.7500

7.7310

7.9814

7.9943

8.0765

8.0407

8.1130

8.1094

8.1171

8.0834

8.1121

 

YTM% Max

7.7500

8.5992

8.5600

8.0482

8.1600

8.6507

8.1130

8.2698

8.2071

8.2150

8.7315

01-Jun-07

Amount

20

294

2605

650

250

1

50

410

4621

4348

7968

 

YTM% Min

7.7404

7.6726

7.7915

7.8216

7.9580

-

8.0514

8.0695

8.0664

8.0299

8.0606

 

YTM% Max

7.7404

8.3500

8.4100

8.0618

8.4400

-

8.0514

8.5574

8.2321

8.2318

8.7317

08-Jun-07

Amount

0

65

2361

650

475

87

10

405

1965

2119

12662

 

YTM% Min

-

7.5564

7.7088

7.7715

7.8554

7.8966

8.0952

8.0663

8.0768

8.0686

8.0839

 

YTM% Max

-

8.2000

7.9601

7.8500

7.9615

7.9598

8.1271

8.6054

8.1806

8.1960

8.7386

15-Jun-07

Amount

0

15

1535

32

250

142

50

565

1875

1807

13788

 

YTM% Min

-

7.9037

7.8863

8.0001

8.0615

8.0221

8.2359

8.2011

8.1553

8.1290

8.1614

 

YTM% Max

-

7.9037

8.0494

8.0987

8.4200

8.1534

8.2359

8.6000

8.3480

8.3500

8.7026

22-Jun-07

Amount

0

150

3332

40

138

186

0

396

1853

796

19296

 

YTM% Min

-

7.6500

7.8007

7.9187

7.9289

7.9889

-

8.1184

8.1133

8.0731

8.1854

 

YTM% Max

-

7.9037

7.9910

8.0374

8.4000

8.0343

-

8.5348

8.2706

8.2448

8.6907

29-Jun-07

Amount

0

620

2051

191

880

141

0

295

1451

502

15691

 

YTM% Min

-

8.0500

7.6709

7.8129

7.8260

7.9389

-

8.1040

8.1278

8.1069

8.1523

 

YTM% Max

-

8.2214

7.8811

8.0010

7.9555

7.9871

-

8.5154

8.1956

8.1960

8.6758

06-Jul-07

Amount

40

422

7520

1191

726

173

40

1091

4260

3203

31927

 

YTM% Min

6.2110

7.2207

7.3572

7.3474

7.5316

7.5846

7.9401

7.9023

7.9182

7.9434

7.9585

 

YTM% Max

7.2275

8.2008

8.2000

7.8378

7.8778

7.9044

8.1046

8.3800

8.1651

8.1780

8.7394

13-Jul-07

Amount

15

835

3261

1943

630

62

22

764

2099

2026

35020

 

YTM% Min

6.9500

6.9000

7.0454

7.2005

7.4700

7.5217

7.8920

7.8204

7.8323

7.8805

7.8227

 

YTM% Max

6.9500

7.6532

7.4703

7.6000

7.7257

7.6227

7.9412

7.9723

7.9955

8.0285

8.6516

20-Jul-07

Amount

15

381

8955

450

610

532

385

986

2506

2894

37283

 

YTM% Min

5.8871

6.5000

6.9278

7.0563

7.2429

7.3456

7.4844

7.5878

7.6548

7.7148

7.7590

 

YTM% Max

5.8871

7.8033

7.3978

7.3200

7.6043

7.6668

7.7329

8.3305

7.8896

8.0852

8.7536

27-Jul-07

Amount

0

137

6516

1334

1450

705

2399

620

1131

1260

23408

 

YTM% Min

-

7.7017

6.8746

6.9463

7.2390

7.2952

7.4413

7.5320

7.5931

7.6270

7.7094

 

YTM% Max

-

7.7017

7.1950

7.3006

8.0869

7.4464

7.5788

7.8610

7.8002

7.8795

8.5646

03-Aug-07

Amount

0

1

5763

566

283

302

86

340

15

1021

19715

 

YTM% Min

-

-

7.0343

7.0779

7.3307

7.3578

7.4920

7.6139

7.7066

7.7367

7.7225

 

YTM% Max

-

-

7.7407

7.5026

7.3307

7.6000

7.6963

8.2549

7.7493

7.9495

8.5648

10-Aug-07

Amount

0

14

5392

1176

175

66

200

445

200

740

27505

 

YTM% Min

-

7.9267

7.3558

7.4217

7.4799

7.6514

7.6128

7.6869

7.7333

7.7639

7.7964

 

YTM% Max

-

7.9536

7.8089

7.5205

7.8141

7.8194

7.7439

8.2506

7.9580

7.9997

8.5071

17-Aug-07

Amount

0

162

2193

61

890

20

350

245

86

45

10544

 

YTM% Min

-

7.4029

7.7443

7.7690

7.7337

7.9123

7.7844

7.8552

7.9412

7.9766

7.9218

 

YTM% Max

-

8.1415

7.9741

7.8643

7.9221

7.9123

7.7946

7.9556

8.0293

8.0529

8.7809

24-Aug-07

Amount

0

229

4199

10

75

136

27

10

375

725

19161

 

YTM% Min

-

8.0599

7.7711

7.8115

7.8581

7.9100

7.9038

7.8571

7.8909

7.8953

7.8625

 

YTM% Max

-

8.1003

8.3300

7.8115

8.2368

7.9121

7.9038

7.8571

8.0998

8.0067

8.7135

31-Aug-07

Amount

0

0

3550

10

375

8

1498

0

207

233

8748

 

YTM% Min

-

-

7.7018

7.8298

7.7849

-

7.8262

-

7.8989

7.9453

7.8788

 

YTM% Max

-

-

7.8667

7.8339

8.3000

-

7.8712

-

7.9008

8.0078

8.6912

07-Sep-07

Amount

0

200

3414

125

75

10

3191

180

495

835

9836

 

YTM% Min

-

7.8900

7.5648

7.6469

7.7140

7.7730

7.7247

7.8094

7.8408

7.9433

7.8634

 

YTM% Max

-

7.9500

7.8144

7.8930

7.7877

7.7730

7.8502

8.0398

8.0041

8.0453

8.7078

14-Sep-07

Amount

2

330

3637

65

245

156

2530

180

850

1090

16966

 

YTM% Min

-

7.0882

7.4788

7.6800

7.6423

7.6590

7.6331

7.7311

7.7891

7.7256

8.0043

 

YTM% Max

-

7.8600

7.6500

7.8116

7.6891

7.6986

7.7466

7.8205

7.9701

8.0500

8.3882

21-Sep-07

Amount

-

110

3378

70

50

131

1616

555

1120

1272

15820

 

YTM% Min

-

7.0920

7.4658

7.6000

7.6241

7.6685

7.6401

7.7343

7.7343

7.8322

7.7805

 

YTM% Max

-

7.8500

7.6500

7.6882

7.6241

7.7500

7.7480

8.4000

7.8630

7.9440

8.6422

28-Sep-07

Amount

0

872

6541

170

85

0

311

90

511

193

9957

 

YTM% Min

-

7.0158

7.5063

7.6754

7.7433

-

7.6770

7.7633

7.8175

7.9317

7.8196

 

YTM% Max

-

7.8500

7.8930

7.7367

7.7493

-

7.8028

7.8672

7.9033

8.0037

8.6323


TABLE 220 : 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

2007-08

 

 

 

 

 

 

 

 

06-Apr-07

Amount

93

0

834

160

7

31

5

 

YTM% Min

8.2704

-

7.4000

7.8499

7.9000

 

 

 

YTM% Max

8.3887

-

7.7501

7.8500

7.9000

 

 

13-Apr-07

Amount

642

461

2806

905

865

12

-

 

YTM% Min

7.5379

4.6835

6.2000

7.2000

7.3800

 

 

 

YTM% Max

8.4003

7.2700

7.9298

7.6999

7.8999

 

 

20-Apr-07

Amount

99

0

588

473

45

252

-

 

YTM% Min

8.1800

-

6.7996

7.2001

7.6400

 

 

 

YTM% Max

8.4000

-

7.3937

7.7487

7.7499

 

 

27-Apr-07

Amount

712

105

1271

302

436

28

5

 

YTM% Min

7.2744

6.4514

6.9504

7.3299

7.5000

 

 

 

YTM% Max

8.3127

6.7979

7.3521

7.6301

7.7450

 

 

04-May-07

Amount

130

55

662

51

222

367

-

 

YTM% Min

7.2910

8.0000

7.2496

7.4600

7.7300

 

 

 

YTM% Max

8.3479

-

7.4002

7.5002

7.7601

 

 

11-May-07

Amount

223

57

723

456

238

93

-

 

YTM% Min

7.2571

6.5000

7.1001

7.4998

7.5100

 

 

 

YTM% Max

8.4048

6.6991

7.5500

7.7001

7.7501

 

 

18-May-07

Amount

117

40

651

125

280

84

-

 

YTM% Min

8.3038

6.6996

7.0997

7.5001

7.7000

 

 

 

YTM% Max

8.4001

7.4988

7.6435

7.7487

7.7700

 

 

25-May-07

Amount

770

10

1632

223

496

138

-

 

YTM% Min

7.2069

7.4994

7.0504

7.4801

7.6399

 

 

 

YTM% Max

8.4815

7.4994

7.6435

7.6751

7.7801

 

 

01-Jun-07

Amount

140

226

3597

1157

798

222

-

 

YTM% Min

8.2505

2.0000

5.9997

7.0001

7.4700

 

 

 

YTM% Max

8.3936

6.9999

7.6019

7.6700

8.0000

 

 

08-Jun-07

Amount

193

3

2371

860

796

30

-

 

YTM% Min

8.1027

-

3.8996

6.9498

7.2824

 

 

 

YTM% Max

8.3500

-

7.4000

7.4100

7.7000

 

 

15-Jun-07

Amount

135

26

2652

598

61

-

-

 

YTM% Min

7.1517

1.9987

6.0994

7.0000

7.2800

 

 

 

YTM% Max

8.4200

1.9987

7.7685

7.7900

7.8000

 

 

22-Jun-07

Amount

392

650

4918

661

619

1

-

 

YTM% Min

8.3043

2.3000

3.0000

6.6500

7.0999

 

 

 

YTM% Max

8.4899

5.7524

7.7350

7.7500

7.8000

 

 

29-Jun-07

Amount

180

5

2132

838

695

14

-

 

YTM% Min

8.3001

7.3015

5.2504

7.0000

7.1600

 

 

 

YTM% Max

8.4704

7.3015

7.3937

7.6499

7.6501

 

 

06-Jul-07

Amount

120

225

2481

890

2757

563

10

 

YTM% Min

8.2002

1.9978

4.0000

6.1000

6.5500

 

 

 

YTM% Max

8.4001

4.4999

7.2500

7.5900

7.7000

 

 

13-Jul-07

Amount

197

473

4137

565

891

101

5

 

YTM% Min

7.7300

0.9855

1.9994

4.9500

6.1799

 

 

 

YTM% Max

8.2015

3.0031

6.0155

6.2400

7.0000

 

 

20-Jul-07

Amount

364

299

3706

363

1433

1

-

 

YTM% Min

6.0425

0.9994

1.4000

4.4500

6.1500

 

 

 

YTM% Max

8.3986

1.6887

5.0500

6.2000

6.7200

 

 

27-Jul-07

Amount

273

352

2327

372

1294

25

10

 

YTM% Min

7.5000

0.6000

1.3000

4.4001

6.0800

 

 

 

YTM% Max

8.3019

2.2493

4.4612

5.9001

6.7000

 

 

03-Aug-07

Amount

243

907

1907

942

1178

43

-

 

YTM% Min

6.0058

0.2008

2.5501

5.7499

6.1001

 

 

 

YTM% Max

8.1754

2.9932

6.4805

7.0001

7.2354

 

 

10-Aug-07

Amount

142

202

1656

390

268

201

-

 

YTM% Min

8.0753

5.5000

5.8495

6.4000

6.9201

 

 

 

YTM% Max

8.2010

6.4189

6.5634

7.1600

7.1500

 

 

17-Aug-07

Amount

213

575

512

182

285

11

-

 

YTM% Min

5.3998

6.0011

6.1016

6.6001

7.2000

 

 

 

YTM% Max

8.3990

6.5001

6.6877

7.5250

7.4896

 

 

24-Aug-07

Amount

488

584

1256

718

322

92

-

 

YTM% Min

8.1394

6.4016

6.6000

6.8000

7.2500

 

 

 

YTM% Max

8.5598

6.7491

6.8998

7.4678

7.4293

 

 

31-Aug-07

Amount

171

420

739

1157

2011

136

-

 

YTM% Min

8.2626

6.2490

6.4994

6.8000

7.2999

 

 

 

YTM% Max

8.3891

6.7293

7.1027

7.4400

7.5244

 

 

07-Sep-07

Amount

75

65

963

1685

639

175

5

 

YTM% Min

7.8351

6.0700

6.1494

6.8000

7.2500

 

 

 

YTM% Max

8.4615

6.2999

7.0612

7.4904

7.4000

 

 

14-Sep-07

Amount

60

198

1394

1148

1345

209

10

 

YTM% Min

8.1500

6.1000

6.5995

7.0000

7.2500

 

 

 

YTM% Max

8.5573

7.0017

7.1027

7.3200

7.4665

 

 

21-Sep-07

Amount

290

148

465

1049

636

1

-

 

YTM% Min

8.0895

6.3012

6.5494

6.9700

7.1400

 

 

 

YTM% Max

8.5941

6.9482

7.0611

7.3546

7.4000

 

 

28-Sep-07

Amount

175

285

1340

141

912

29

-

 

YTM% Min

8.0130

6.5080

6.5995

7.0202

7.2599

 

 

 

YTM% Max

8.5801

6.6993

7.1027

7.2100

7.4896

 

 


TABLE 220 : SECONDARY MARKET OUTRIGHT TRANSACTIONS IN
GOVERNMENT SECURITIES (FACE VALUE) (Contd.)

(Amount in Rupees crore)

Week ended

 

Central Government dated securities maturing in the year

2007-08

2008-09

2009-10

2010-11

2011-12

2012-13

2013-14

2014-15

2015-16

2016-17

2017 & above

1

 

2

3

4

5

6

7

8

9

10

11

12

05-Oct-07

Amount

0

200

5993

15

743

0

365

115

186

83

8722

 

YTM% Min

-

7.3899

7.6631

7.7386

8.1837

-

7.7819

7.8559

7.8444

7.8671

7.8653

 

YTM% Max

-

7.9300

7.8390

7.8026

8.4036

-

7.8166

7.8660

7.8865

7.9820

8.8031

12-Oct-07

Amount

0

131

5602

505

2

45

353

376

423

635

5003

 

YTM% Min

-

7.0722

7.6299

7.7403

-

7.7948

7.8158

7.8448

7.8378

7.8843

7.8828

 

YTM% Max

-

7.9949

8.1800

7.8460

-

7.7954

7.8743

7.8976

7.9222

8.0127

8.8032

19-Oct-07

Amount

0

11

4130

75

95

51

200

121

374

285

7467

 

YTM% Min

-

7.9100

7.6289

7.7956

8.2515

7.8185

7.8367

7.8487

7.8509

7.9354

7.8887

 

YTM% Max

-

7.9100

8.1768

7.8029

8.4500

7.8269

7.8496

7.8689

7.8807

8.0049

8.8033

26-Oct-07

Amount

0

-

7620

622

100

13

945

181

730

1597

18795

 

YTM% Min

-

-

7.5919

7.6886

7.7055

7.7317

7.7172

7.7783

7.8006

7.8019

7.8056

 

YTM% Max

-

-

7.7597

7.8133

8.4000

7.8305

7.8284

7.8388

7.8547

7.9569

8.7403

02-Nov-07

Amount

0

300

5738

993

10

4

2485

240

407

471

16577

 

YTM% Min

-

7.1614

7.5841

7.6754

7.6675

-

7.7113

7.7828

7.7900

7.8184

7.7996

 

YTM% Max

-

7.1814

7.7753

7.7792

7.6675

-

7.9413

7.7900

7.8538

7.9429

8.7208

09-Nov-07

Amount

0

225

4623

580

1140

5

450

245

145

237

4102

 

YTM% Min

-

7.3379

7.6884

7.7170

7.7209

7.8022

7.7648

7.8176

7.8260

7.9182

7.8380

 

YTM% Max

-

7.3751

7.8446

7.8348

7.7726

7.8022

7.8424

7.8504

7.8722

7.9717

8.7361

16-Nov-07

Amount

0

190

3722

181

1

176

1085

175

176

177

11228

 

YTM% Min

-

7.9648

7.7092

7.7463

-

7.8200

7.8150

7.8308

7.8551

7.8934

7.8621

 

YTM% Max

-

8.0518

7.8811

7.7800

-

7.8301

7.8988

7.8713

7.8993

8.0002

8.7207

23-Nov-07

Amount

0

650

2591

31

26

1

1436

55

155

200

6359

 

YTM% Min

-

7.9368

7.7016

7.7147

8.3500

-

7.7895

7.8314

7.8471

7.8585

7.8618

 

YTM% Max

-

7.9976

7.8300

7.7907

8.3500

-

7.8452

7.8438

7.8738

7.9505

8.7513

30-Nov-07

Amount

0

675

4786

80

17

0

650

55

430

414

12083

 

YTM% Min

-

7.8164

7.7043

7.7632

7.8425

-

7.8205

7.8485

7.8601

7.9273

8.0578

 

YTM% Max

-

8.1500

7.8281

7.7802

8.3500

-

7.8915

7.8694

7.9013

7.9710

8.7233

07-Dec-07

Amount

0

175

5250

486

25

55

1483

301

411

1088

24950

 

YTM% Min

-

8.1223

7.7299

7.7754

7.7129

7.8026

7.7926

7.8186

7.8045

7.8774

7.8559

 

YTM% Max

-

8.1265

7.8301

7.8216

7.7129

7.8052

7.8610

7.9983

7.8805

7.9552

8.7525

14-Dec-07

Amount

0

280

8531

1285

272

42

2173

471

201

1062

17697

 

YTM% Min

-

8.0588

7.6993

7.7369

7.7649

7.7933

7.7814

7.8155

7.8211

7.8803

7.8575

 

YTM% Max

-

8.0776

7.8146

7.8621

8.3785

7.8181

7.8157

7.8235

7.8375

7.9243

8.5905

21-Dec-07

Amount

0

145

2145

287

265

33

1295

73

258

522

16559

 

YTM% Min

-

7.7864

7.7763

7.8001

7.8244

7.7526

7.7820

7.8039

7.8151

7.8778

7.8761

 

YTM% Max

-

8.1899

7.8234

7.8471

8.4238

7.8352

7.8173

7.8347

7.8414

7.9119

8.5852

28-Dec-07

Amount

0

265

5660

115

405

0

215

135

340

426

10854

 

YTM% Min

-

8.1872

7.7248

7.7517

7.7699

-

7.7593

7.7736

7.7895

7.8363

7.8377

 

YTM% Max

-

8.2998

7.8201

7.7724

7.8646

-

7.9305

7.7746

7.8103

7.8794

8.5100

04-Jan-08

Amount

0

620

9759

550

100

0

3005

365

796

1402

49610

 

YTM% Min

-

7.4952

7.4507

7.4965

7.6011

-

7.5862

7.6308

7.6359

7.6957

7.7199

 

YTM% Max

-

7.9700

7.7421

7.7475

8.2521

-

7.7530

7.8124

7.7897

7.8530

8.5048

11-Jan-08

Amount

0

202

12375

840

569

0

3032

747

589

2425

56584

 

YTM% Min

-

7.3644

7.3794

7.4719

7.5044

-

7.4926

7.5393

7.5591

7.6076

7.5943

 

YTM% Max

-

8.0000

7.5774

7.5821

7.6066

-

7.6203

7.7982

7.6752

7.7726

8.5164

18-Jan-08

Amount

0

96

7217

1404

85

30

2582

367

57

974

55431

 

YTM% Min

-

6.9860

7.3842

7.4239

7.5188

7.4894

7.4346

7.4864

7.3812

7.5326

7.5065

 

YTM% Max

-

8.0500

7.5463

7.5456

8.2937

7.4922

7.5479

7.6230

7.5595

7.6186

8.4718

25-Jan-08

Amount

0

6

5059

1563

260

0

2749

287

230

2162

52544

 

YTM% Min

-

8.1000

7.1584

7.3078

7.3620

-

7.2016

7.3059

7.3519

7.3451

7.2855

 

YTM% Max

-

8.1000

7.5262

7.5036

8.3280

-

7.5468

7.6039

7.5706

7.5888

8.4019

01-Feb-08

Amount

0

10

3686

4054

895

0

1276

33

75

472

33497

 

YTM% Min

-

7.4951

7.2625

7.3724

7.4501

-

7.3340

7.3972

7.4219

7.4880

7.3932

 

YTM% Max

-

7.4951

7.5723

7.5725

7.5168

-

7.5461

7.4074

7.5097

7.6121

8.3554

08-Feb-08

Amount

0

1394

4890

1451

150

95

1019

380

36

1288

35352

 

YTM% Min

-

7.1192

7.3564

7.4198

7.4916

7.4428

7.4128

7.4384

7.4747

7.4811

7.4603

 

YTM% Max

-

8.0717

7.4850

7.5444

7.4949

7.4568

7.4995

7.5305

7.5013

7.5470

8.4381

15-Feb-08

Amount

0

225

3946

507

10

35

915

95

40

1813

47808

 

YTM% Min

-

7.0842

7.3460

7.4193

7.4522

7.4373

7.4088

7.4221

7.4261

7.4501

7.4215

 

YTM% Max

-

7.1770

7.4550

7.5101

7.4522

7.4857

7.4809

7.4592

7.4665

7.5293

8.4004

22-Feb-08

Amount

0

145

1806

385

1

2

10

405

1965

240

33273

 

YTM% Min

-

6.6066

7.3762

7.4306

-

-

8.0952

8.0663

8.0768

7.4992

7.4514

 

YTM% Max

-

8.1014

7.7627

7.5900

-

-

8.1271

8.6054

8.1806

7.6579

8.5013

29-Feb-08

Amount

0

157

2405

548

7

72

1595

227

120

655

29648

 

YTM% Min

-

7.5362

7.4593

7.4917

-

7.6301

7.5164

7.5530

7.5473

7.5510

7.5492

 

YTM% Max

-

8.2802

7.6433

7.6262

-

7.6301

7.6253

7.7147

7.5830

7.6245

8.5369

07-Mar-08

Amount

0

90

1795

628

15

30

943

317

17

531

23682

 

YTM% Min

-

8.1223

7.4101

7.4697

7.5523

7.5320

7.4726

7.5040

7.5012

7.5198

7.5034

 

YTM% Max

-

8.1300

7.5274

7.5851

7.5704

7.6445

7.6088

7.7038

7.5749

7.6351

8.5129

14-Mar-08

Amount

0

80

4159

250

85

102

516

95

700

555

18467

 

YTM% Min

-

7.3110

7.4038

7.5563

7.5219

7.5639

7.4726

7.5132

7.5141

7.5448

7.5161

 

YTM% Max

-

8.1523

7.5868

7.6007

8.5547

7.6758

7.5295

7.5340

7.6017

7.6264

8.5933

21-Mar-08

Amount

0

132

994

204

615

53

177

70

20

12

6761

 

YTM% Min

-

8.2000

7.4655

7.4777

7.5083

7.5396

7.5159

7.5196

7.5928

7.5945

7.5425

 

YTM% Max

-

8.2500

7.5339

7.5247

8.5579

7.5396

7.5753

7.7287

7.5928

7.7033

8.5800

28-Mar-08

Amount

0

250

6590

605

15

756

698

131

147

15

14982

 

YTM% Min

-

7.1831

7.3479

7.4700

7.5217

7.4689

7.5276

7.6620

7.5748

7.7586

7.5738

 

YTM% Max

-

8.0600

7.5757

7.5819

7.6218

8.6512

7.6381

7.8747

7.6921

7.8084

8.8054


TABLE 220 : 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

05-Oct-07

Amount

217

197

4349

2025

755

77

-

 

YTM% Min

8.1523

6.0991

6.2306

7.0300

7.2500

 

 

 

YTM% Max

8.4699

6.6996

7.1200

7.2954

7.4575

 

 

12-Oct-07

Amount

475

32

5081

2211

2489

113

-

 

YTM% Min

7.9500

5.7012

5.5998

6.8500

7.1500

 

 

 

YTM% Max

8.4465

6.2500

7.0100

7.2701

7.3800

 

 

19-Oct-07

Amount

69

25

2758

1467

142

341

-

 

YTM% Min

7.9500

6.4993

6.1505

6.8201

7.2100

 

 

 

YTM% Max

8.3694

6.4993

7.1502

7.4462

7.4000

 

 

26-Oct-07

Amount

96

385

4024

989

1184

-

-

 

YTM% Min

7.9000

6.0011

5.9536

6.9499

7.1601

 

 

 

YTM% Max

8.3594

6.2501

7.0196

7.3200

7.3624

 

 

02-Nov-07

Amount

245

220

2824

726

68

25

-

 

YTM% Min

7.9000

5.5556

6.2489

7.1499

7.3000

 

 

 

YTM% Max

8.3785

6.2998

7.3500

7.5326

7.3200

 

 

09-Nov-07

Amount

93

52

812

1200

437

-

-

 

YTM% Min

8.1438

6.5013

6.7500

7.3049

7.5301

 

 

 

YTM% Max

8.3538

7.1015

7.4197

7.7000

7.7450

 

 

16-Nov-07

Amount

343

196

1265

1144

1313

100

-

 

YTM% Min

7.7005

7.2494

7.0998

7.3500

7.5001

 

 

 

YTM% Max

8.5395

8.0050

7.7502

7.6000

7.7100

 

 

23-Nov-07

Amount

506

185

1277

418

922

21

-

 

YTM% Min

5.5945

7.3500

7.1604

7.5400

6.7487

 

 

 

YTM% Max

8.4390

7.5494

7.7503

7.5700

7.7450

 

 

30-Nov-07

Amount

342

5

493

281

836

47

-

 

YTM% Min

8.1996

8.0000

7.3601

7.4599

7.5600

 

 

 

YTM% Max

8.4288

8.0000

7.6001

7.6500

7.6800

 

 

07-Dec-07

Amount

466

83

1041

371

1355

46

1575

 

YTM% Min

8.1007

7.1000

7.0995

7.4001

6.6927

 

 

 

YTM% Max

8.4894

7.5500

7.5502

7.5502

7.7000

 

 

14-Dec-07

Amount

206

100

1133

598

1271

1

2230

 

YTM% Min

7.9986

7.5015

7.2800

7.4500

7.5699

 

 

 

YTM% Max

8.4994

8.0000

7.6499

7.5974

7.6800

 

 

21-Dec-07

Amount

195

0

742

675

529

-

885

 

YTM% Min

8.3006

-

7.3502

7.4302

7.6000

 

 

 

YTM% Max

8.3795

-

7.5995

7.5201

7.7000

 

 

28-Dec-07

Amount

306

65

318

523

2168

65

570

 

YTM% Min

8.2500

7.2550

7.1992

7.3449

7.5499

 

 

 

YTM% Max

8.4249

7.2550

7.5000

7.6500

7.7501

 

 

04-Jan-08

Amount

1006

165

1070

2046

2935

2495

1040

 

YTM% Min

8.1000

6.1491

6.0000

6.7000

7.1400

 

 

 

YTM% Max

8.3620

7.1937

7.5000

7.5500

7.6799

 

 

11-Jan-08

Amount

746

453

921

720

2931

-

1230

 

YTM% Min

8.0481

6.1988

6.1990

6.2000

7.0800

 

 

 

YTM% Max

8.4662

6.3000

6.9781

7.1662

7.4116

 

 

18-Jan-08

Amount

173

115

1593

268

1005

90

490

 

YTM% Min

7.4494

5.8622

6.1078

7.0000

7.1501

 

 

 

YTM% Max

8.0654

6.5979

7.0612

7.1601

7.3680

 

 

25-Jan-08

Amount

281

3

1113

839

566

-

-

 

YTM% Min

7.9717

-

6.2494

6.8001

7.2000

 

 

 

YTM% Max

8.0216

-

7.3869

7.3200

7.3300

 

 

01-Feb-08

Amount

588

8

1654

111

401

95

-

 

YTM% Min

7.8404

6.9995

6.7495

7.1301

7.2600

 

 

 

YTM% Max

8.0159

6.9995

7.1858

7.3001

7.4665

 

 

08-Feb-08

Amount

177

40

748

627

427

1

-

 

YTM% Min

7.6000

8.2473

6.2500

7.1301

7.2500

 

 

 

YTM% Max

7.9974

8.2473

7.1999

7.2308

7.3450

 

 

15-Feb-08

Amount

151

0

860

333

1401

11

-

 

YTM% Min

7.6667

-

6.1500

7.1901

7.3000

 

 

 

YTM% Max

8.0125

-

7.2689

7.3399

7.4433

 

 

22-Feb-08

Amount

862

150

739

209

846

6

195

 

YTM% Min

7.8100

7.0005

6.5004

7.2000

7.3200

 

 

 

YTM% Max

8.1029

7.0005

7.4003

7.4894

7.4900

 

 

29-Feb-08

Amount

587

5

395

281

370

225

2465

 

YTM% Min

7.7400

7.2475

6.5006

7.3000

7.4000

 

 

 

YTM% Max

8.3498

7.2475

7.4999

7.4600

7.5800

 

 

07-Mar-08

Amount

81

10

712

446

217

195

1940

 

YTM% Min

7.6399

5.7524

5.9996

7.2699

6.4500

 

 

 

YTM% Max

8.0837

5.7524

7.3521

7.5110

7.4000

 

 

14-Mar-08

Amount

359

15

486

627

1004

30

840

 

YTM% Min

7.7008

5.7510

6.0006

7.2600

6.3934

 

 

 

YTM% Max

8.2898

5.7510

7.3521

7.4100

7.7500

 

 

21-Mar-08

Amount

85

130

260

171

188

55

-

 

YTM% Min

8.1966

2.8355

6.9601

7.2400

6.7800

 

 

 

YTM% Max

8.2261

7.5015

7.1501

7.3800

7.3601

 

 

28-Mar-08

Amount

457

149

1193

528

421

369

-

 

YTM% Min

7.6508

6.5979

6.0008

7.1799

6.7800

 

 

 

YTM% Max

8.6794

7.0495

7.3001

7.4500

7.5500

 

 


TABLE 220 : 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

 

 

 

 

 

 

 

 

 

 

 

 

04-Apr-08

Amount

130

2831

319

0

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

0

1370

1178

185

0

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

0

1665

156

50

0

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

0

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

0

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

0

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

0

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

0

13

68

0

36

185

17089

 

YTM% Min

9.6398

9.2136

9.1964

9.2057

-

9.2200

9.2200

-

9.1978

9.1447

9.0190

 

YTM% Max

10.0000

10.5209

9.6105

9.4243

-

9.2200

9.2335

-

9.6000

9.4246

9.9392

08-Aug-08

Amount

89

2315

476

70

0

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

0

0

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

0

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

0

381

13

241

0

622

33194

 

YTM% Min

9.7080

7.6004

9.1165

9.2301

-

9.0364

8.8275

8.8784

-

8.9649

8.7730

 

YTM% Max

9.8951

11.5157

9.3400

9.2301

-

9.2456

9.1806

9.1896

-

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

-

8.5623

8.6229

8.5648

8.3504

8.3007

 

YTM% Max

9.9022

9.5526

8.8051

9.2000

9.2000

-

8.6826

8.6229

8.5935

8.7998

9.6404


TABLE 220 : SECONDARY MARKET OUTRIGHT TRANSACTIONS IN
GOVERNMENT SECURITIES (FACE VALUE) (Contd.)

(Amount in Rupees crore)

Week ended

 

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

0

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

0

1561

324

444

3

-

 

YTM% Min

-

-

8.0009

8.5500

8.6036

 

 

 

YTM% Max

-

-

8.9000

8.7373

8.9499

 

 


TABLE 220 : 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

03-Oct-08

Amount

25

564

40

150

20

73

341

0

1

56

15761

 

YTM% Min

9.4894

8.6023

8.4871

8.5710

9.1800

8.5588

8.6983

-

-

8.6191

8.4129

 

YTM% Max

9.9311

9.7500

8.5697

8.5710

9.2000

8.6007

8.7103

-

-

8.6908

9.6005

10-Oct-08

Amount

80

1030

168

35

0

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

0

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

0

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

0

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

0

930

816

310

752

1311

988

2

67

1159

18331

 

YTM% Min

-

4.5984

4.9000

5.1000

5.7000

6.0819

6.2247

-

6.7502

6.7913

6.0422

 

YTM% Max

-

5.3091

6.1253

6.0020

6.4000

6.5988

6.7999

-

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

0

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 220 : 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

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

-

-

 

 

 

YTM% Max

8.5600

8.9247

8.6501

-

-

 

 

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 220 : 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

-

6.5832

6.5375

6.2010

5.7940

 

YTM% Max

4.2084

4.1500

4.9500

6.1200

6.0586

6.9265

-

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

0

25602

1199

3472

11172

 

YTM% Min

2.1606

4.1000

5.0318

5.6060

6.1011

6.2355

-

6.7008

6.8636

6.5070

6.2857

 

YTM% Max

4.4189

5.5724

6.1954

6.2372

6.3447

6.5123

-

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

-

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


TABLE 220 : 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

2009-10

 

 

 

 

 

 

 

 

03-Apr-09

Amount YTM% Min

1676 7.7148

0 -

2254 4.2500

226 4.8000

699 4.7500

536

2996

 

YTM% Max

8.4164

-

5.1004

5.1000

5.1600

 

 

10-Apr-09

Amount YTM% Min

1572 7.6489

1946 2.4000

9234 2.8308

1237 3.9000

2344 4.2000

200

7734

 

YTM% Max

8.1622

4.7500

4.6000

4.6000

4.8000

 

 

17-Apr-09

Amount YTM% Min

2011 6.7339

767 1.7500

6982 2.5000

555 3.7000

600 4.1000

106

2149

 

YTM% Max

8.0390

3.5047

4.0100

4.0720

4.2500

 

 

24-Apr-09

Amount YTM% Min

1726 6.1012

1584 2.4988

5666 2.9992

1335 3.2500

2624 3.6477

302

8557

 

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

0

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

0

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

 

 

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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