(Amount in Rs. crore)

For the Week Ended Feb. 4, 2005

For the Week Ended Feb. 11, 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

370

5.4599

5.5777

171

5.4372

5.5479

2006-07

297

5.6596

5.7854

95

5.6786

5.7551

2007-08

170

5.9263

6.1284

—

—

—

2008-09

266

6.3534

6.6909

611

6.1994

6.6487

2009-10

415

6.3974

6.8198

947

6.2807

6.7961

2010-13

3,788

6.4045

6.9709

7,332

6.2535

6.9174

2013-14

31

6.5892

6.8168

248

6.5253

6.6988

Beyond 2014

4,469

6.5867

7.4998

12,043

6.4219

7.4999

2.

State Government Securities

346

6.6324

7.2240

276

6.8400

7.2121

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

403

4.7456

5.4766

165

4.7506

5.0032

(b) 15 - 91 Days

3,625

4.7909

5.3201

2,786

4.7194

5.2418

(c) 92 - 182 Days

731

5.1598

5.3800

441

5.1399

5.3601

(d) 183 - 364 Days

3,639

5.3800

5.6567

1,858

5.3125

5.6100

II.

RBI* : Sales

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

30,187

2.75 (1)

6.00

(7)

24,378

4.55

(1)

4.90

(7)

2.

State Govt. Securities

—

—

—

212

4.70

(1)

4.75

(3)

3.

91 Day Treasury Bills

847

4.00 (1)

4.70

(3)

1,643

4.65

(1)

4.80

(3)

4.

364 Day Treasury Bills

2,543

3.90 (1)

4.70

(3)

2,880

4.25

(1)

4.80

(6)

IV. RBI : Repo £^

—

—

—

—

—

—

: Reverse Repo !

1,03,135

4.75

—

65,920

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.