(Amount in Rs. crore)

For the Week Ended Jun. 10, 2005

For the Week Ended Jun. 17, 2005

Item

Amount

YTM (%PA) Indicative**

Amount

YTM (%PA) Indicative**

Minimum

Maximum

Minimum

Maximum

1

2

3

4

5

6

7

I.

Outright Transactions

1.

Govt. of India Dated Securities

Maturing in the year

2005-06

20

5.3356

5.3356

5

5.2050

5.2050

2006-07

340

5.6884

5.7049

65

5.6929

5.7238

2007-08

315

5.9376

6.0704

95

5.9350

6.0833

2008-09

2,019

6.2172

6.8202

1,041

6.2264

6.7890

2009-10

601

6.4071

6.9354

165

6.4358

6.8649

2010-11

6,848

6.5211

6.9690

2,434

6.5793

6.8752

2011-14

8,712

6.4855

7.1409

2,818

6.1781

7.1503

2014-15

7,602

6.7231

7.1701

3,155

6.7896

7.0021

Beyond 2015

8,668

6.7747

7.6528

3,650

6.8600

7.5647

2.

State Government Securities

728

6.8583

7.6526

692

6.9474

7.4727

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

298

5.0601

5.5123

198

5.0229

5.2014

(b) 15 - 91 Days

1,849

5.0402

5.2401

1,385

5.1012

5.3241

(c) 92 - 182 Days

278

5.2099

5.3671

498

5.2500

5.4200

(d) 183 - 364 Days

1,857

5.3999

5.5900

459

5.3800

5.6000

II.

RBI* : Sales

9

230

: Purchase

-

-

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

20,092

4.25 (1)

5.50

(7)

23,068

4.75

(1)

5.25

(5)

2.

State Govt. Securities

1,732

4.85 (1)

5.00

(5)

1,198

4.75

(1)

5.05

(4)

3.

91 Day Treasury Bills

2,635

4.25 (1)

5.15

(3)

2,724

4.85

(1)

5.15

(3)

4.

182 Day Treasury Bills

84

4.90 (1)

5.00

(3)

152

4.95

(1)

5.10

(4)

5.

364 Day Treasury Bills

4,071

4.75 (1)

5.50

(3)

3,677

4.80

(1)

5.15

(3)

IV. RBI : Repo £^

-

-

-

-

-

-

: Reverse Repo !

92,130

5.00

5.00

50,375

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.