(Amount in Rs. crore)

For the Week Ended Sep. 2, 2005

For the Week Ended Sep. 9, 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

—

—

—

—

—

—

2006-07

147

5.5877

5.6619

547

5.5669

5.5905

2007-08

991

5.9700

6.1823

1,290

6.0178

6.0375

2008-09

625

6.2604

6.7025

881

6.2546

6.6832

2009-10

235

6.4263

6.8878

195

6.3435

6.8796

2010-11

1,130

6.5918

6.8547

1,967

6.5401

6.8271

2011-14

1,715

6.7826

7.0710

4,197

6.7540

7.0349

2014-15

5,209

7.0084

7.1854

4,761

6.9542

7.1389

Beyond 2015

6,369

7.1301

7.5255

11,878

7.0202

7.5002

2.

State Government Securities

416

6.3000

7.4000

320

6.3219

7.3944

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

133

5.0489

5.8428

316

5.0114

5.2933

(b) 15 - 91 Days

1,159

5.0495

5.2006

477

4.9992

5.2000

(c) 92 - 182 Days

930

5.1401

5.3850

1,256

5.1351

5.3535

(d) 183 - 364 Days

2,544

5.3851

5.6232

1,328

5.3301

5.5825

II.

RBI* : Sales

115

145

:Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

34,606

1.00 (1)

5.50

(15)

27,535

2.00

(1)

5.10

(12)

2.

State Govt. Securities

546

3.50 (1)

4.95

(3)

497

4.55

(1)

4.85

(3)

3.

91 Day Treasury Bills

122

4.85 (1)

4.95

(3)

80

4.40

(1)

4.85

(3)

4.

182 Day Treasury Bills

25

4.80 (1)

4.86

(1)

—

—

—

5.

364 Day Treasury Bills

2,721

1.00 (1)

5.00

(4)

1,058

2.00

(1)

4.95

(3)

IV. RBI : Repo £^

—

—

—

—

—

—

: Reverse Repo !

1,33,545

5.00

5.00

1,96,730

5.00

5.00

@: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.