(Amount in Rs. crore)

For the Week Ended Aug. 19, 2005

For the Week Ended Aug. 26, 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

2005-06

—

—

—

35

5.5988

5.5988

2006-07

105

5.6395

5.6865

824

5.5770

5.6757

2007-08

—

—

—

1,117

5.9694

6.0467

2008-09

215

6.1965

6.7104

529

6.2361

6.7031

2009-10

226

6.4744

6.7111

336

6.4362

6.8856

2010-11

1,150

6.6047

6.8724

765

6.6044

6.8634

2011-14

2,800

6.4988

6.9747

1,622

6.7758

7.0239

2014-15

2,380

6.9588

7.1809

3,952

7.0169

7.1751

Beyond 2015

7,508

7.0627

7.5511

4,052

7.0723

7.5466

2.

State Government Securities

183

7.0700

7.3747

335

6.2880

7.3953

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

208

3.4320

5.0419

197

4.8923

5.0883

(b) 15 - 91 Days

1,307

5.0200

5.2006

1,474

5.0796

5.2006

(c) 92 - 182 Days

1,093

5.1800

5.4400

1,160

5.1899

5.4375

(d) 183 - 364 Days

3,271

5.3899

5.6120

2,670

5.3751

5.5900

II.

RBI* : Sales

—

6

:Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

23,321

4.25 (1)

5.65

(7)

27,682

4.75

(1)

6.00

(14)

2.

State Govt. Securities

447

4.25 (1)

4.90

(3)

450

4.85

(1)

4.95

(4)

3.

91 Day Treasury Bills

1,105

4.50 (1)

5.00

(7)

1,029

4.75

(1)

5.15

(8)

4.

182 Day Treasury Bills

34

4.25 (1)

4.75

(3)

30

4.85

(1)

4.90

(1)

5.

364 Day Treasury Bills

3,526

4.15 (1)

5.00

(3)

2,979

4.50

(1)

5.15

(8)

IV. RBI : Repo £^

—

—

—

—

—

—

: Reverse Repo !

1,36,115

5.00

5.00

1,50,720

5.00

5.00

@: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.