(Amount in Rs. crore)

For the Week Ended Nov. 5, 2004

For the Week Ended Nov. 12, 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

—

—

—

—

—

—

2005-06

104

5.4914

5.7210

250

5.7969

6.2291

2006-07

119

5.8993

6.6888

25

6.1568

6.3372

2007-08

191

6.0079

6.7101

95

6.2636

6.9471

2008-09

325

6.3301

6.7244

41

6.8303

7.1728

2009-10

1,162

6.3257

7.2076

766

6.7276

7.2333

2010-13

555

6.6728

7.1425

6,163

6.8573

7.2767

2013-14

170

6.7698

7.3165

348

6.9605

7.4428

Beyond 2014

4,993

6.8302

7.5696

4,344

6.9265

8.2008

2.

State Government Securities

691

5.8487

7.3800

411

6.8080

7.8299

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

52

4.2491

5.1037

424

4.3329

5.7504

(b) 15 - 91 Days

3,154

4.8869

5.5001

1,240

5.1283

5.5599

(c) 92 - 182 Days

208

5.3503

6.0501

540

5.5200

5.7001

(d) 183 - 364 Days

2,368

5.0700

6.0500

840

5.6500

5.9900

II.

RBI* : Sales

79

98

:Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

41,848

4.60 (1)

6.15

(7)

20,592

5.50

(1)

6.20

(18)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

1,849

4.75 (1)

6.10

(3)

2,074

5.70

(1)

6.10

(7)

4.

364 Day Treasury Bills

4,807

4.50 (1)

6.15

(3)

2,743

5.75

(1)

6.10

(5)

IV. RBI : Repo £^

4,015

6.00

—

32,835

6.00

—

: Reverse Repo !

5,650

4.75

—

340

4.75

—

@: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 (See Table 9).
! :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.