(Amount in Rs. crore)

For the Week Ended Oct. 21, 2005

For the Week Ended Oct. 28, 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

5.8528

5.8528

15

5.7996

5.7996

2006-07

50

5.7305

5.8048

115

5.7061

5.7878

2007-08

406

6.1247

6.1441

265

5.4548

6.1587

2008-09

542

6.3494

6.7120

207

6.3193

6.7094

2009-10

56

6.5801

6.8928

51

6.7604

6.8897

2010-11

995

6.6331

6.8225

1,669

6.6096

6.8173

2011-14

305

6.8333

7.1355

2,906

6.7789

7.1379

2014-15

2,050

6.9750

7.0917

5,534

6.9330

7.0521

Beyond 2015

3,450

7.1214

7.5948

6,114

7.0854

7.5903

2.

State Government Securities

557

7.2404

7.5007

463

7.1800

7.4776

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

548

5.0019

5.1472

399

5.2500

5.4949

(b) 15 - 91 Days

1,422

5.0596

5.5302

749

5.2991

5.5714

(c) 92 - 182 Days

1,256

5.5401

5.7559

1,121

5.5999

5.7299

(d) 183 - 364 Days

1,381

5.6500

5.8500

988

5.5500

5.8375

II.

RBI* : Sales

66

20

:Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

30,991

4.50 (1)

6.00

(16)

23,778

4.75

(1)

5.50

(12)

2.

State Govt. Securities

558

4.90 (1)

5.00

(3)

526

5.00

(1)

5.15

(3)

3.

91 Day Treasury Bills

1,151

4.50 (1)

5.05

(3)

1,490

3.00

(1)

5.41

(3)

4.

182 Day Treasury Bills

854

4.65 (1)

5.05

(3)

495

4.95

(1)

5.25

(3)

5.

364 Day Treasury Bills

2,384

4.80 (1)

5.05

(6)

3,860

4.80

(1)

5.55

(5)

IV. RBI : Repo £^

—

—

—

—

—

—

: Reverse Repo !

85,010

5.00

5.00

93,045

5.00

5.25

@: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.