(Amount in Rs. crore)

For the Week Ended Aug. 27, 2004

For the Week Ended Sep. 3, 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

10

5.5153

—

10

4.4762

—

2005-06

1,549

5.1869

5.4883

1,697

5.0898

5.2103

2006-07

423

5.4898

5.6517

486

5.3496

5.6359

2007-08

450

5.8345

6.1482

107

5.7538

6.2810

2008-09

338

6.0122

6.3330

643

5.8065

6.2609

2009-10

831

5.9462

6.9430

1,425

5.8060

6.8049

2010-13

4,051

6.1189

7.1836

4,277

6.0143

6.9331

2013-14

347

6.2991

7.0241

506

6.1719

6.7041

Beyond 2014

14,369

5.0230

7.5081

13,505

4.9988

7.3168

2.

State Government Securities

202

6.3492

7.3014

361

6.0021

7.1007

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

461

4.3482

4.7091

477

4.2479

4.5996

(b) 15 - 91 Days

4,171

4.3491

4.9127

4,091

4.3102

4.7002

(c) 92 - 182 Days

95

4.8501

4.9599

167

4.6200

4.9201

(d) 183 - 364 Days

1,490

4.7601

5.2600

1,651

4.6399

5.0448

II.

RBI* : Sales

29

86

:Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

21,484

1.90 (1)

4.75

(7)

29,629

2.50

(1)

4.75

(7)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

2,967

1.75 (1)

4.40

(3)

4,570

3.00

(1)

4.20

(4)

4.

364 Day Treasury Bills

4,137

3.00 (1)

4.35

(3)

5,548

2.50

(1)

4.20

(4)

IV. RBI : Repo £^

1,20,115

4.50

—

1,72,695

4.50

—

: Reverse Repo !

—

—

—

—

—

—

@: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.
! :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.