(Amount in Rs. crore)

For the Week Ended Mar. 4, 2005

For the Week Ended Mar. 11, 2005

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

65

5.4153

5.4835

349

5.1666

5.4396

2006-07

95

5.7422

5.8001

601

5.6175

5.7101

2007-08

156

5.8549

6.0102

42

5.8830

5.9031

2008-09

1,035

6.1262

6.7161

534

6.1235

6.6445

2009-10

382

6.2361

6.8059

491

6.2650

6.6961

2010-13

5,544

6.2880

6.9128

3,693

6.3209

6.7208

2013-14

95

6.5639

6.8114

176

6.6570

6.8016

Beyond 2014

6,894

6.4420

7.2514

5,441

6.4956

7.2513

2.

State Government Securities

193

6.3358

7.1995

188

5.4280

7.1994

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

828

4.1989

5.4949

371

4.5189

4.8806

(b) 15 - 91 Days

4,222

4.4480

5.2201

1,975

4.9200

5.2584

(c) 92 - 182 Days

308

5.1799

5.3799

408

5.1299

5.3500

(d) 183 - 364 Days

3,899

5.3400

5.6120

3,313

5.3300

5.6100

II.

RBI* : Sales

355

9

:Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

19,482

2.00 (1)

4.80

(8)

14,579

4.00

(1)

4.95

(7)

2.

State Govt. Securities

396

3.80 (1)

4.50

(7)

382

4.50

(1)

4.75

(7)

3.

91 Day Treasury Bills

3,430

3.00 (1)

4.70

(6)

2,755

4.15

(1)

4.85

(4)

4.

364 Day Treasury Bills

4,084

2.25 (1)

4.75

(6)

3,543

4.00

(1)

4.80

(5)

IV. RBI : Repo £^

—

—

—

—

—

—

: Reverse Repo !

1,98,690

4.75

—

1,23,505

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.