(Amount in Rs. crore)

For the Week Ended Nov. 4, 2005

For the Week Ended Nov. 11, 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

78

5.6782

5.7828

—

—

—

2006-07

20

5.8210

5.8210

141

5.8640

5.9795

2007-08

85

6.0565

6.0746

310

6.0596

6.1335

2008-09

—

—

—

180

6.2907

6.7187

2009-10

24

6.5166

6.7585

60

6.4776

6.7566

2010-11

452

6.6046

6.8052

471

6.6123

6.7932

2011-14

799

6.7611

7.0796

1,148

6.7582

7.0795

2014-15

1,312

6.9496

6.9804

1,661

6.9612

7.0329

Beyond 2015

1,529

5.9022

7.5156

6,562

5.8474

7.7264

2.

State Government Securities

244

7.1800

7.4195

316

6.9394

7.4192

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

90

5.3002

5.5854

653

5.5514

6.3521

(b) 15 - 91 Days

576

5.3300

5.6539

661

5.4002

5.8997

(c) 92 - 182 Days

476

5.5801

5.7771

1,429

5.6600

5.8599

(d) 183 - 364 Days

662

5.7299

5.8400

1,223

5.7599

5.9935

II.

RBI* : Sales

32

—

:Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

21,076

5.00 (1)

6.25

(15)

27,081

5.30

(1)

7.00

(15)

2.

State Govt. Securities

228

5.40 (1)

5.40

(4)

561

5.50

(1)

6.20

(3)

3.

91 Day Treasury Bills

2,440

5.20 (1)

5.60

(5)

3,832

5.15

(1)

6.35

(3)

4.

182 Day Treasury Bills

341

5.25 (1)

5.50

(4)

1,121

5.35

(1)

6.30

(6)

5.

364 Day Treasury Bills

3,602

5.10 (1)

5.60

(4)

7,156

5.35

(1)

6.35

(30)

IV. RBI : Repo £^

—

—

—

7,815

6.25

6.25

: Reverse Repo !

33,710

5.25

5.25

18,995

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.