(Amount in Rs. crore)

For the Week Ended Aug. 12, 2005

For the Week Ended Aug. 19, 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

25

5.0354

5.0354

—

—

—

2006-07

224

5.6454

5.7148

105

5.6395

5.6865

2007-08

79

5.9836

6.0029

—

—

—

2008-09

411

6.2492

6.6990

215

6.1965

6.7104

2009-10

432

6.4655

6.9090

226

6.4744

6.7111

2010-11

1,451

6.5662

6.8486

1,150

6.6047

6.8724

2011-14

4,831

6.7321

6.9408

2,800

6.4988

6.9747

2014-15

1,833

6.9107

7.1921

2,380

6.9588

7.1809

Beyond 2015

9,731

7.0076

7.5747

7,508

7.0627

7.5511

2.

State Government Securities

479

6.7098

7.4037

183

7.0700

7.3747

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

296

4.5148

4.9051

208

3.4320

5.0419

(b) 15 - 91 Days

2,832

5.0504

5.2851

1,307

5.0200

5.2006

(c) 92 - 182 Days

1,092

5.1999

5.4600

1,093

5.1800

5.4400

(d) 183 - 364 Days

3,429

5.4000

5.6600

3,271

5.3899

5.6120

II.

RBI* : Sales

—

—

:Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

35,881

3.00 (1)

5.00

(8)

23,321

4.25

(1)

5.65

(7)

2.

State Govt. Securities

491

4.00 (1)

4.70

(4)

447

4.25

(1)

4.90

(3)

3.

91 Day Treasury Bills

1,315

3.80 (1)

4.80

(4)

1,105

4.50

(1)

5.00

(7)

4.

182 Day Treasury Bills

117

4.25 (1)

4.70

(4)

34

4.25

(1)

4.75

(3)

5.

364 Day Treasury Bills

5,971

3.30 (1)

5.00

(6)

3,526

4.15

(1)

5.00

(3)

IV. RBI : Repo £^

—

—

—

—

—

—

: Reverse Repo !

1,87,055

5.00

5.00

1,36,115

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.