(Amount in Rs. crore)

For the Week Ended Oct. 14, 2005

For the Week Ended Oct. 21, 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

—

—

—

20

5.8528

5.8528

2006-07

85

5.7556

5.8143

50

5.7305

5.8048

2007-08

125

6.1129

6.1305

406

6.1247

6.1441

2008-09

65

6.3553

6.7190

542

6.3494

6.7120

2009-10

65

6.4764

6.8123

56

6.5801

6.8928

2010-11

545

6.6468

6.8396

995

6.6331

6.8225

2011-14

356

6.8199

7.1481

305

6.8333

7.1355

2014-15

1,739

6.9910

7.2084

2,050

6.9750

7.0917

Beyond 2015

4,228

7.1287

7.6472

3,450

7.1214

7.5948

2.

State Government Securities

232

7.2500

7.4998

557

7.2404

7.5007

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

199

5.0713

5.3663

548

5.0019

5.1472

(b) 15 - 91 Days

1,990

5.0720

5.4477

1,422

5.0596

5.5302

(c) 92 - 182 Days

524

5.4099

5.6401

1,256

5.5401

5.7559

(d) 183 - 364 Days

1,414

5.6494

5.8473

1,381

5.6500

5.8500

II.

RBI* : Sales

10

66

:Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

18,238

3.00 (1)

6.33

(10)

30,991

4.50

(1)

6.00

(16)

2.

State Govt. Securities

388

4.95 (1)

5.00

(3)

558

4.90

(1)

5.00

(3)

3.

91 Day Treasury Bills

1,354

2.50 (1)

5.10

(3)

1,151

4.50

(1)

5.05

(3)

4.

182 Day Treasury Bills

873

3.25 (1)

5.15

(3)

854

4.65

(1)

5.05

(3)

5.

364 Day Treasury Bills

2,588

4.00 (1)

5.25

(4)

2,384

4.80

(1)

5.05

(6)

IV. RBI : Repo £^

—

—

—

—

—

—

: Reverse Repo !

63,810

5.00

5.00

85,010

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.