(Amount in Rs. crore)

For the Week Ended Dec. 24, 2004

For the Week Ended Dec. 31, 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

—

—

—

—

—

—

2005-06

293

5.5488

6.0022

265

5.5837

5.7224

2006-07

427

5.8414

6.0001

1,457

5.7984

5.9620

2007-08

270

6.0600

6.1504

364

5.9502

6.1310

2008-09

146

6.3350

6.5325

340

6.2995

6.6686

2009-10

580

6.3222

7.0224

331

6.2946

6.7412

2010-13

4,831

6.3065

6.8503

3,695

6.2843

6.7956

2013-14

153

6.5977

6.8113

355

6.5716

7.1386

Beyond 2014

6,433

5.1686

7.3653

5,721

6.4856

7.3696

2.

State Government Securities

1,175

6.3513

7.3000

473

6.4096

7.1511

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

411

5.1516

6.2071

432

4.9471

5.3488

(b) 15 - 91 Days

2,540

5.1082

5.4889

3,499

4.9833

5.5083

(c) 92 - 182 Days

46

5.4899

5.6001

109

5.3199

5.6500

(d) 183 - 364 Days

913

5.4499

5.7500

2,183

5.4000

5.7150

II.

RBI* : Sales

—

183

:Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

27,507

3.00 (1)

6.07

(6)

37,873

2.00

(1)

6.00

(5)

2.

State Govt. Securities

—

—

—

29

4.75

(3)

4.75

(3)

3.

91 Day Treasury Bills

1,839

5.60 (1)

6.00

(3)

1,656

4.50

(1)

5.95

(3)

4.

364 Day Treasury Bills

3,655

4.25 (1)

6.05

(4)

5,018

4.25

(1)

6.05

(3)

IV. RBI : Repo £^

24,980

6.00

—

945

6.00

—

: Reverse Repo !

7,315

4.75

—

3,545

4.75

—