(Amount in Rs. crore)

For the Week Ended Sep. 9, 2005

For the Week Ended Sep. 16, 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

—

—

—

—

—

—

2006-07

547

5.5669

5.5905

545

5.5754

5.6528

2007-08

1,290

6.0178

6.0375

543

6.0237

6.0415

2008-09

881

6.2546

6.6832

980

6.2828

6.6758

2009-10

195

6.3435

6.8796

105

6.4136

6.8794

2010-11

1,967

6.5401

6.8271

1,416

6.5647

6.8177

2011-14

4,197

6.7540

7.0349

2,103

6.5246

7.0275

2014-15

4,761

6.9542

7.1389

3,115

6.9381

7.1369

Beyond 2015

11,878

7.0202

7.5002

12,079

7.0055

7.4864

2.

State Government Securities

320

6.3219

7.3944

778

6.6913

7.5343

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

316

5.0114

5.2933

461

4.9985

5.5123

(b) 15 - 91 Days

477

4.9992

5.2000

953

5.0399

5.1594

(c) 92 - 182 Days

1,256

5.1351

5.3535

554

5.1699

5.3200

(d) 183 - 364 Days

1,328

5.3301

5.5825

2,509

5.3200

5.6008

II.

RBI* : Sales

145

1

:Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

27,535

2.00 (1)

5.10

(12)

34,822

2.50

(1)

5.10

(7)

2.

State Govt. Securities

497

4.55 (1)

4.85

(3)

580

4.50

(1)

4.85

(3)

3.

91 Day Treasury Bills

80

4.40 (1)

4.85

(3)

1,901

3.75

(1)

4.95

(3)

4.

182 Day Treasury Bills

—

—

—

10

4.90

(3)

4.90

(3)

5.

364 Day Treasury Bills

1,058

2.00 (1)

4.95

(3)

1,351

3.25

(1)

5.05

(3)

IV. RBI : Repo £^

—

—

—

—

—

—

: Reverse Repo !

1,96,730

5.00

5.00

2,02,595

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.