(Amount in Rs. crore)

For the Week Ended Dec. 10, 2004

For the Week Ended Dec. 17, 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

—

—

—

—

—

—

2005-06

464

5.4225

5.6568

401

5.4453

5.7243

2006-07

635

5.8817

5.9462

175

5.7877

5.8583

2007-08

57

6.0299

6.2715

50

6.1297

6.3409

2008-09

392

6.4201

6.5562

132

6.4410

6.5378

2009-10

784

6.3250

6.7688

857

6.2849

6.8426

2010-13

5,045

6.3138

7.0014

5,584

6.2876

7.0005

2013-14

147

5.9129

7.0250

63

6.6852

6.9488

Beyond 2014

6,514

6.6274

7.5668

8,120

6.5447

7.3937

2.

State Government Securities

752

6.6881

7.6881

934

6.7600

7.3242

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

480

4.5631

6.2458

361

4.8516

5.2979

(b) 15 - 91 Days

3,184

4.7495

5.4293

2,437

4.8604

5.4065

(c) 92 - 182 Days

231

5.1049

5.2999

76

5.2501

5.5000

(d) 183 - 364 Days

1,946

5.3000

5.7861

1,800

5.3000

5.7200

II.

RBI* : Sales

30

231

:Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

29,740

3.30 (1)

4.80

(7)

34,313

4.25

(1)

5.75

(7)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

874

3.90 (1)

4.80

(3)

1,492

4.70

(1)

5.80

(3)

4.

364 Day Treasury Bills

2,419

3.80 (1)

4.70

(4)

2,967

4.65

(1)

5.85

(3)

IV. RBI : Repo £^

—

—

—

1,500

6.00

—

: Reverse Repo !

1,00,795

4.75

—

17,515

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.