(Amount in Rs. crore)

For the Week Ended Aug. 20, 2004

For the Week Ended Aug. 27, 2004

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

—

—

—

10

5.5153

—

2005-06

1,181

5.0400

5.5046

1,549

5.1869

5.4883

2006-07

245

5.4075

5.7494

423

5.4898

5.6517

2007-08

190

5.9449

6.0730

450

5.8345

6.1482

2008-09

52

6.1828

6.9572

338

6.0122

6.3330

2009-10

570

6.2232

7.0082

831

5.9462

6.9430

2010-13

2,088

6.3871

7.2085

4,051

6.1189

7.1836

2013-14

126

6.6657

7.0965

347

6.2991

7.0241

Beyond 2014

5,725

5.0410

7.5035

14,369

5.0230

7.5081

2.

State Government Securities

293

6.0876

7.2414

202

6.3492

7.3014

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

190

2.9329

4.8000

461

4.3482

4.7091

(b) 15 - 91 Days

1,058

4.5006

4.9703

4,171

4.3491

4.9127

(c) 92 - 182 Days

40

4.8001

4.9250

95

4.8501

4.9599

(d) 183 - 364 Days

177

4.9001

5.2000

1,490

4.7601

5.2600

II.

RBI* : Sales

9

29

:Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

8,665

1.65 (1)

4.85

(30)

21,484

1.90

(1)

4.75

(7)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

2,299

2.00 (1)

4.50

(5)

2,967

1.75

(1)

4.40

(3)

4.

364 Day Treasury Bills

1,865

3.50 (1)

4.75

(4)

4,137

3.00

(1)

4.35

(3)

IV. RBI : Repo £^

98,410

4.50

—

1,20,115

4.50

—

: Reverse Repo !

—

—

—

—

—

—