(Amount in Rs. crore)

For the Week Ended Jan. 28, 2005

For the Week Ended Feb. 4, 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

2004-05

—

—

—

—

—

—

2005-06

48

5.5645

5.6721

370

5.4599

5.5777

2006-07

258

5.7520

5.8108

297

5.6596

5.7854

2007-08

66

6.0369

6.0669

170

5.9263

6.1284

2008-09

141

6.3614

6.8029

266

6.3534

6.6909

2009-10

301

6.4496

6.6119

415

6.3974

6.8198

2010-13

1,852

6.4508

6.8913

3,788

6.4045

6.9709

2013-14

7

6.8031

—

31

6.5892

6.8168

Beyond 2014

2,198

6.5347

7.4911

4,469

6.5867

7.4998

2.

State Government Securities

189

6.5011

7.2300

346

6.6324

7.2240

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

482

4.7956

4.9478

403

4.7456

5.4766

(b) 15 - 91 Days

3,331

4.8104

5.3655

3,625

4.7909

5.3201

(c) 92 - 182 Days

436

5.2751

5.4800

731

5.1598

5.3800

(d) 183 - 364 Days

2,456

5.4234

5.7688

3,639

5.3800

5.6567

II.

RBI* : Sales

13

11

:Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

20,166

4.40 (1)

5.06

(7)

30,187

2.75

(1)

6.00

(7)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

1,058

4.60 (1)

4.75

(3)

847

4.00

(1)

4.70

(3)

4.

364 Day Treasury Bills

1,702

4.00 (1)

4.75

(3)

2,543

3.90

(1)

4.70

(3)

IV. RBI : Repo £^

—

—

—

—

—

—

: Reverse Repo !

65,065

4.75

—

1,03,135

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.