(Amount in Rs. crore)

For the Week Ended Dec. 31, 2004

For the Week Ended Jan. 7, 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

2004-05

—

—

—

—

—

—

2005-06

265

5.5837

5.7224

380

5.4635

5.7571

2006-07

1,457

5.7984

5.9620

970

5.6124

5.8368

2007-08

364

5.9502

6.1310

90

5.9367

6.0025

2008-09

340

6.2995

6.6686

601

6.2971

6.6617

2009-10

331

6.2946

6.7412

551

6.2525

6.8833

2010-13

3,695

6.2843

6.7956

9,208

6.2782

6.7860

2013-14

355

6.5716

7.1386

—

—

—

Beyond 2014

5,721

6.4856

7.3696

12,232

5.2423

7.1658

2.

State Government Securities

473

6.4096

7.1511

509

6.7793

7.1198

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

432

4.9471

5.3488

291

4.2345

5.4766

(b) 15 - 91 Days

3,499

4.9833

5.5083

2,137

4.6800

5.3300

(c) 92 - 182 Days

109

5.3199

5.6500

322

5.2499

5.5501

(d) 183 - 364 Days

2,183

5.4000

5.7150

3,586

5.4001

5.6500

II.

RBI* : Sales

183

258

:Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

37,873

2.00 (1)

6.00

(5)

31,827

3.00

(1)

5.10

(4)

2.

State Govt. Securities

29

4.75 (3)

4.75

(3)

112

3.55

(1)

4.40

(2)

3.

91 Day Treasury Bills

1,656

4.50 (1)

5.95

(3)

1,857

4.00

(1)

4.75

(3)

4.

364 Day Treasury Bills

5,018

4.25 (1)

6.05

(3)

4,537

3.00

(1)

4.85

(3)

IV. RBI : Repo £^

945

6.00

—

—

—

—

: Reverse Repo !

3,545

4.75

—

1,70,910

4.75

—

@: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.