(Amount in Rs. crore)

For the Week Ended Jun. 24, 2005

For the Week Ended Jul. 1, 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

90

5.1744

5.3738

25

5.4932

5.4979

2006-07

455

5.6746

5.7839

275

5.6890

6.1133

2007-08

140

6.0182

6.0730

235

6.0345

6.1506

2008-09

1,324

6.2365

6.7793

550

6.2589

6.7111

2009-10

90

6.4801

6.8374

176

6.4640

6.8330

2010-11

4,327

6.5183

6.9017

2,160

6.5603

6.8698

2011-14

6,853

6.4866

7.1817

3,293

6.6933

7.0904

2014-15

6,843

6.7579

7.1585

2,852

6.8249

7.1369

Beyond 2015

7,974

6.8000

7.5629

5,208

6.8667

7.4583

2.

State Government Securities

367

6.2173

7.7685

438

6.8255

7.3802

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

316

5.0595

5.2014

239

5.0672

6.0498

(b) 15 - 91 Days

1,465

5.0495

5.3241

494

5.1800

5.3799

(c) 92 - 182 Days

558

5.2998

5.3958

327

5.3301

5.4100

(d) 183 - 364 Days

1,275

5.3701

5.6232

1,201

5.4801

5.6400

II.

RBI* : Sales

288

240

: Purchase

-

-

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

18,632

4.70 (1)

5.25

(6)

19,739

4.85

(1)

6.15

(7)

2.

State Govt. Securities

920

4.90 (1)

5.05

(3)

603

5.00

(1)

6.00

(6)

3.

91 Day Treasury Bills

2,824

4.90 (1)

5.15

(6)

2,219

4.95

(1)

6.10

(4)

4.

182 Day Treasury Bills

241

4.90 (1)

5.05

(3)

-

-

-

5.

364 Day Treasury Bills

4,441

4.75 (1)

5.20

(6)

4,460

4.75

(1)

6.25

(4)

IV. RBI : Repo £^

-

-

-

785

6.00

6.00

: Reverse Repo !

59,515

5.00

5.00

19,995

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.