(Amount in Rs. crore)

For the Week Ended Dec. 2, 2005

For the Week Ended Dec. 9, 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

—

—

—

10

5.9361

5.9361

2006-07

110

5.7449

5.9081

219

5.6576

5.9816

2007-08

395

6.0900

6.1136

395

6.0866

6.1344

2008-09

242

6.2738

6.6565

146

6.2693

6.6955

2009-10

66

6.4206

6.8191

43

6.5791

6.8486

2010-11

1,027

6.5322

6.7170

566

6.5648

6.7199

2011-14

983

6.6856

6.9113

751

6.6940

7.0393

2014-15

1,533

6.9569

7.0912

861

6.9761

7.1093

Beyond 2015

7,882

7.0709

7.5822

11,360

7.0869

7.5815

2.

State Government Securities

311

7.0050

7.3896

191

7.0022

7.3634

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

204

5.5319

5.6480

328

5.4531

5.5140

(b) 15 - 91 Days

1,296

5.5497

5.7500

1,025

5.3804

5.7500

(c) 92 - 182 Days

1,066

5.7376

5.9499

472

5.7000

5.8899

(d) 183 - 364 Days

938

5.8501

5.9700

576

5.9200

6.0001

II.

RBI* : Sales

58

—

:Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

31,304

4.50 (1)

6.50

(16)

28,172

5.00

(1)

6.25

(10)

2.

State Govt. Securities

463

5.20 (1)

5.40

(3)

320

5.20

(1)

5.30

(1)

3.

91 Day Treasury Bills

599

4.75 (1)

5.35

(4)

201

5.00

(1)

5.40

(4)

4.

182 Day Treasury Bills

1,164

5.18 (1)

5.45

(4)

1,074

5.10

(1)

5.35

(7)

5.

364 Day Treasury Bills

5,179

4.25 (1)

5.50

(7)

5,450

5.00

(1)

5.35

(7)

IV. RBI : Repo £^

—

—

—

—

—

—

: Reverse Repo !

38,270

5.25

5.25

87,640

5.25

5.25

@: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.