(Amount in Rs. crore)

For the Week Ended Aug. 26, 2005

For the Week Ended Sep. 2, 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

35

5.5988

5.5988

—

—

—

2006-07

824

5.5770

5.6757

147

5.5877

5.6619

2007-08

1,117

5.9694

6.0467

991

5.9700

6.1823

2008-09

529

6.2361

6.7031

625

6.2604

6.7025

2009-10

336

6.4362

6.8856

235

6.4263

6.8878

2010-11

765

6.6044

6.8634

1,130

6.5918

6.8547

2011-14

1,622

6.7758

7.0239

1,715

6.7826

7.0710

2014-15

3,952

7.0169

7.1751

5,209

7.0084

7.1854

Beyond 2015

4,052

7.0723

7.5466

6,369

7.1301

7.5255

2.

State Government Securities

335

6.2880

7.3953

416

6.3000

7.4000

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

197

4.8923

5.0883

133

5.0489

5.8428

(b) 15 - 91 Days

1,474

5.0796

5.2006

1,159

5.0495

5.2006

(c) 92 - 182 Days

1,160

5.1899

5.4375

930

5.1401

5.3850

(d) 183 - 364 Days

2,670

5.3751

5.5900

2,544

5.3851

5.6232

II.

RBI* : Sales

6

115

:Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

27,682

4.75 (1)

6.00

(14)

34,606

1.00

(1)

5.50

(15)

2.

State Govt. Securities

450

4.85 (1)

4.95

(4)

546

3.50

(1)

4.95

(3)

3.

91 Day Treasury Bills

1,029

4.75 (1)

5.15

(8)

122

4.85

(1)

4.95

(3)

4.

182 Day Treasury Bills

30

4.85 (1)

4.90

(1)

25

4.80

(1)

4.86

(1)

5.

364 Day Treasury Bills

2,979

4.50 (1)

5.15

(8)

2,721

1.00

(1)

5.00

(4)

IV. RBI : Repo £^

—

—

—

—

—

—

: Reverse Repo !

1,50,720

5.00

5.00

1,33,545

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.