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Date : Aug 01, 2007
Annex 7.4 Turnover of Government Security Market (Face Value)

(Rs. Crore)

Items \ Week Ended

yyyy-yyyy

mmm
dd, yyyy

mmm
dd, yyyy

mmm
dd, yyyy

mmm
dd, yyyy

mmm
dd, yyyy

mmm
dd, yyyy

1

2

3

4

5

6

7

I.

Outright Tranasctions

 

 

 

 

 

 

 

1.

Govt. of India dated Securities

a1

b1

c1

d1

e1

f1

 

2.

State Government Securities

a2

b2

c2

d2

e2

f2

 

3.

91 Day Treasury Bills

a3

b3

c3

d3

e3

f3

 

4.

182 Day Treasury Bills

a4

b4

c4

d4

e4

f4

 

5.

364 Day Treasury Bills

a5

b5

c5

d5

e5

f5

II.

RBI *

a6

b6

c6

d6

e6

f6

@ Excluding Repo Transactions.
* RBI’s Sales and Purchases include transactions in other offices also.

 

(Rs. Crore)

Holders

mmm dd, yyyy

Total
Treasury
Bills
(2+3+4+5)

Variation in total

Treasury Bills of Different Maturities

Over
The
Week

Over
End
March

14 Day
(Inter-
Mediate)

91 Day
(Auction)

182 Day
(Auction)

364 Day
(Auction)

1

2

3

4

5

6

7

8

Reserve Bank of India

a1

a2

a3

a4

a5

w1

x1

Banks

b1

b2

b3

b4

b5

w2

x2

State Governments

c1

c2

c3

c4

c5

w3

x3

Others

d1

d2

d3

d4

d5

w4

x4

 

(Rs. Crore)

Items

For the week ended
mmm dd,yyyy

For the week ended
 mmm dd,yyyy

Amount

YTM (%PA)
ndicative **

Amount

YTM (%PA)
 Indicative

Minimum

Maximum

Minimum

Maximum

1

2

3

4

5

6

7

I.

Outright Tranasctions

 

 

 

 

 

 

 

1.

Govt. of India dated
securities maturing in the year

 

 

 

 

 

 

 

 

2006-07

x1

my1

mxy1

z1

mz1

mxz1

 

 

2007-08

x2

my2

mxy2

z2

mz2

mxz2

 

 

2008-09

x3

my3

mxy3

z3

mz3

mxz3

 

 

2009-10

x4

my4

mxy4

z4

mz4

mxz4

 

 

2010-11

x5

my5

mxy5

z5

mz5

mxz5

 

 

2011-12

x6

my6

mxy6

z6

mz6

mxz6

 

 

2012-15

x7

my7

mxy7

z7

mz7

mxz7

 

 

2015-16

x8

my8

mxy8

z8

mz8

mxz8

 

 

Beyond 2016

x9

my9

mxy9

z9

mz9

mxz9

 

2.

State Government Securities

x10

my10

mxy10

z10

mz10

mxz10

 

3.

Treasury Bills
(Residual Maturity in Days)

 

 

 

 

 

 

 

 

A. Upto 14 Days

x11

my11

mxy11

z11

mz11

mxz11

 

 

B. 15 - 91 Days

x12

my12

mxy12

z12

mz12

mxz12

 

 

C. 92 - 182 Days

x13

my13

mxy13

z13

mz13

mxz13

 

 

D. 183 - 364 Days

x14

my14

mxy14

z14

mz14

mxz14

II.

RBI * : Sales

x15

 

 

z15

 

 

 

 

: Purchases

x16

 

 

z16

 

 

III.

Repo Transactions #
(Other than with RBI)

 

 

 

 

 

 

 

1.

Govt. of India Dated Securities

x17

my17

mxy17

z17

mz17

mxz17

 

 

 

 

(d1)

(dm1)

 

(d11)

(dm11)

 

2.

State Govt. Securities

x18

my18

mxy18

z18

mz18

mxz18

 

 

 

 

(d2)

(dm2)

 

(d12)

(dm12)

 

3.

91 Day Treasury Bills

x19

my19

mxy19

z19

mz19

mxz19

 

 

 

 

(d3)

(dm3)

 

(d13)

(dm13)

 

4.

182 Day Treasury Bills

x20

my20

mxy20

z20

mz20

mxz20

 

 

 

 

(d4)

(dm4)

 

(d14)

(dm14)

 

5.

364 Day Treasury Bills

x21

my21

mxy21

z21

mz21

mxz21

 

 

 

 

(d5)

(dm5)

 

(d15)

(dm15)

IV.

RBI

: Repo # ^

x22

r1

r2

z22

r1

r2

 

 

: Reverse Repo !

x23

rr1

rr2

z23

rr1

rr2

@ As reported in subsidiary general ledger accounts at RBI,
Mumbai which presently accounts for nearly 98
per cent of total transactions in the country.
* RBI’s sales and purchases include transactions in other offices also.
# Represent the first leg of transactions
^ Data relate to Repo auctions under liquidity
adjustment facility effective from June 05, 2000
! Includes Reverse Repo auctions under liquidity adjustment facility
** Minimum and maximum YTMS (% P.A.) indicative
have been given excluding transactions of non-standard
lot size (less than Rs. 5 crore)


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