(Amount in Rs. crore)

For the Week Ended Jun. 3, 2005

For the Week Ended Jun. 10, 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

5.3289

5.7737

20

5.3356

5.3356

2006-07

240

5.6973

5.8367

340

5.6884

5.7049

2007-08

170

6.0500

6.1055

315

5.9376

6.0704

2008-09

735

6.2990

6.9018

2,019

6.2172

6.8202

2009-10

426

6.5122

7.0375

601

6.4071

6.9354

2010-11

5,637

6.6820

7.0954

6,848

6.5211

6.9690

2011-14

2,495

6.4890

7.2324

8,712

6.4855

7.1409

2014-15

533

7.1500

7.2790

7,602

6.7231

7.1701

Beyond 2015

5,266

6.9095

7.7462

8,668

6.7747

7.6528

2.

State Government Securities

771

6.3591

7.7693

728

6.8583

7.6526

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

246

5.0389

5.0808

298

5.0601

5.5123

(b) 15 - 91 Days

2,055

4.9996

5.2006

1,849

5.0402

5.2401

(c) 92 - 182 Days

674

5.1851

5.3600

278

5.2099

5.3671

(d) 183 - 364 Days

2,875

5.3976

5.6404

1,857

5.3999

5.5900

II.

RBI* : Sales

398

9

:Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

20,946

4.00 (1)

5.05

(3)

20,092

4.25

(1)

5.50

(7)

2.

State Govt. Securities

1,865

4.50 (1)

5.00

(7)

1,732

4.85

(1)

5.00

(5)

3.

91 Day Treasury Bills

2,085

4.75 (1)

5.00

(3)

2,635

4.25

(1)

5.15

(3)

4.

182 Day Treasury Bills

24

4.90 (1)

4.90

(3)

84

4.90

(1)

5.00

(3)

5.

364 Day Treasury Bills

2,377

4.35 (1)

5.10

(3)

4,071

4.75

(1)

5.50

(3)

IV. RBI : Repo £^

—

—

—

—

—

—

: Reverse Repo !

1,21,765

5.00

5.00

92,130

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.