(Amount in Rs. crore)

For the Week Ended Sep. 30, 2005

For the Week Ended Oct. 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

2005-06

—

—

—

—

—

—

2006-07

75

5.6633

5.8740

250

5.7343

5.7875

2007-08

514

6.0670

6.1187

182

6.0645

6.4010

2008-09

160

6.3123

6.7064

350

6.3056

6.7304

2009-10

55

6.4147

6.8306

25

6.4719

6.8748

2010-11

895

6.5904

6.7560

825

6.6272

6.9219

2011-14

777

6.7917

6.9908

1,033

6.8286

7.1624

2014-15

2,281

6.9636

7.2214

2,494

6.8967

7.1003

Beyond 2015

4,004

7.1692

7.4608

4,121

7.0829

7.6499

2.

State Government Securities

375

6.3273

7.5293

265

7.4119

7.5146

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

388

5.0026

6.0062

135

5.0600

5.0799

(b) 15 - 91 Days

724

5.0841

5.3699

1,586

5.0504

5.4065

(c) 92 - 182 Days

922

5.2100

5.4501

1,294

5.3599

5.6238

(d) 183 - 364 Days

405

5.4100

5.7912

1,295

5.4221

5.8050

II.

RBI* : Sales

49

28

:Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

23,356

4.50 (1)

5.50

(7)

29,534

4.80

(1)

5.50

(14)

2.

State Govt. Securities

264

4.40 (1)

5.00

(4)

607

4.90

(1)

5.00

(5)

3.

91 Day Treasury Bills

254

4.20 (1)

5.25

(5)

351

4.90

(1)

5.20

(3)

4.

182 Day Treasury Bills

243

4.50 (1)

5.50

(5)

568

4.90

(1)

5.05

(3)

5.

364 Day Treasury Bills

1,506

4.75 (1)

5.90

(5)

2,468

4.75

(1)

5.25

(3)

IV. RBI : Repo £^

2,640

6.00

6.00

—

—

—

: Reverse Repo !

1,11,965

5.00

5.00

1,22,035

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.