(Amount in Rs. crore)

For the Week Ended Jun. 18, 2004

For the Week Ended Jun. 25, 2004

Item

Amount

YTM (%PA) Indicative**

Amount

YTM (%PA) Indicative**

Minimum

Maximum

Minimum

Maximum

1

2

3

4

5

6

7

I.

OutrightTransactions

1.

Govt. of India Dated Securities

Maturing in the year

2004-05

55

4.6051

4.6417

—

—

—

2005-06

661

4.5449

4.8500

50

4.5666

4.7817

2006-07

817

4.7746

4.9128

430

4.8872

5.0435

2007-08

163

4.8964

4.9787

186

5.0173

5.3127

2008-09

703

5.0036

5.3635

508

5.0927

5.5401

2009-10

682

5.1134

5.4782

591

5.1735

5.9014

2010-13

2,442

5.1687

5.6238

2,416

5.2459

6.0841

2013-14

393

5.3802

5.5774

905

5.4793

5.8931

Beyond 2014

14,310

4.5060

6.3518

14,407

4.5114

6.6419

2.

State Government Securities

1,099

5.5013

6.3494

650

5.7100

6.3020

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

2

—

—

160

3.7599

4.6251

(b) 15 - 91 Days

2,489

4.3792

4.5022

1,983

4.3211

4.5102

(c) 92 - 182 Days

39

4.2652

4.5150

269

4.4402

4.5501

(d) 183 - 364 Days

888

4.0900

4.5400

1,689

4.1101

4.6500

II.

RBI* : Sales

—

—

:Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

25,688

3.50 (1)

4.70

(7)

33,649

3.00

(1)

4.70

(15)

2.

State Govt. Securities

195

3.75 (1)

4.20

(5)

131

3.80

(1)

4.05

(3)

3.

91 Day Treasury Bills

4,494

3.35 (1)

4.30

(4)

1,676

3.75

(1)

4.15

(4)

4.

364 Day Treasury Bills

2,150

3.80 (1)

4.35

(3)

2,133

3.00

(1)

4.20

(4)

IV. RBI : Repo £^

61,795

4.50

—

56,815

4.50

—

: Reverse Repo !

—

—

—

—

—

—

@:As reported in Subsidiary General Ledger Accounts at RBI, Mumbai which
presently accounts for nearly 98 per cent of the 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 5, 2000.
! :Includes Reverse Repo auctions under Liquidity Adjustment Facility.
**:Minimum and maximum YTMs (% PA) indicative have been given excluding transactions
of Non-standard lot size (Less than Rs.5 crore).
Note:Figures in brackets indicate Repo Period.