(Amount in Rs. crore)

For the Week Ended Nov. 18, 2005

For the Week Ended Nov. 25, 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

—

—

—

25

5.7904

5.7904

2006-07

175

5.8824

5.9558

70

5.7600

5.9225

2007-08

153

6.1265

6.1298

360

6.0941

6.1220

2008-09

375

6.6903

6.7113

694

6.2968

6.6895

2009-10

180

6.4433

6.8788

265

6.4171

6.8639

2010-11

630

6.5917

6.7708

1,210

6.5456

6.7307

2011-14

1,047

6.7437

7.0722

1,978

6.6764

7.0562

2014-15

1,432

6.9614

7.1331

2,524

6.9447

6.9779

Beyond 2015

4,543

7.2356

7.6732

13,130

7.0623

7.6644

2.

State Government Securities

160

6.9650

7.4189

281

6.9291

7.4116

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

340

5.4036

6.7002

623

5.5685

6.0996

(b) 15 - 91 Days

675

5.6001

5.8189

1,433

5.5705

5.7802

(c) 92 - 182 Days

926

5.7500

5.9199

735

5.7500

5.9201

(d) 183 - 364 Days

232

5.8800

5.9500

489

5.8500

5.9372

II.

RBI* : Sales

16

31

:Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

25,897

5.55 (1)

6.75

(15)

23,141

2.75

(1)

6.50

(11)

2.

State Govt. Securities

426

6.00 (1)

6.20

(3)

403

3.50

(1)

6.05

(3)

3.

91 Day Treasury Bills

2,407

5.75 (1)

6.25

(3)

2,545

1.50

(1)

6.15

(4)

4.

182 Day Treasury Bills

845

5.75 (1)

6.25

(7)

1,612

3.50

(1)

6.15

(7)

5.

364 Day Treasury Bills

3,952

5.85 (1)

6.30

(6)

5,064

3.50

(1)

6.25

(7)

IV. RBI : Repo £^

9,250

6.25

6.25

—

—

—

: Reverse Repo !

2,220

5.25

5.25

28,580

5.25

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.