(Amount in Rs. crore)

For the Week Ended Jan. 21, 2005

For the Week Ended Jan. 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

2004-05

—

—

—

—

—

—

2005-06

7

—

—

48

5.5645

5.6721

2006-07

255

5.7893

5.9023

258

5.7520

5.8108

2007-08

111

5.9819

6.0404

66

6.0369

6.0669

2008-09

201

6.3240

6.8171

141

6.3614

6.8029

2009-10

225

6.3449

6.8718

301

6.4496

6.6119

2010-13

3,899

6.4125

6.9000

1,852

6.4508

6.8913

2013-14

61

6.8065

—

7

6.8031

—

Beyond 2014

5,072

6.5811

7.5079

2,198

6.5347

7.4911

2.

State Government Securities

497

6.3021

7.2600

189

6.5011

7.2300

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

443

2.7562

5.4766

482

4.7956

4.9478

(b) 15 - 91 Days

1,838

4.8190

5.4002

3,331

4.8104

5.3655

(c) 92 - 182 Days

336

5.3199

5.5000

436

5.2751

5.4800

(d) 183 - 364 Days

1,482

5.4899

5.7344

2,456

5.4234

5.7688

II.

RBI* : Sales

—

13

:Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

23,491

1.50 (1)

5.06

(7)

20,166

4.40

(1)

5.06

(7)

2.

State Govt. Securities

270

4.65 (1)

4.75

(1)

—

—

—

3.

91 Day Treasury Bills

133

4.60 (1)

4.70

(2)

1,058

4.60

(1)

4.75

(3)

4.

364 Day Treasury Bills

3,333

2.90 (1)

4.75

(11)

1,702

4.00

(1)

4.75

(3)

IV. RBI : Repo £^

—

—

—

—

—

—

: Reverse Repo !

77,410

4.75

—

65,065

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.