(Amount in Rs. crore)

For the Week Ended Oct. 7, 2005

For the Week Ended Oct. 14, 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

250

5.7343

5.7875

85

5.7556

5.8143

2007-08

182

6.0645

6.4010

125

6.1129

6.1305

2008-09

350

6.3056

6.7304

65

6.3553

6.7190

2009-10

25

6.4719

6.8748

65

6.4764

6.8123

2010-11

825

6.6272

6.9219

545

6.6468

6.8396

2011-14

1,033

6.8286

7.1624

356

6.8199

7.1481

2014-15

2,494

6.8967

7.1003

1,739

6.9910

7.2084

Beyond 2015

4,121

7.0829

7.6499

4,228

7.1287

7.6472

2.

State Government Securities

265

7.4119

7.5146

232

7.2500

7.4998

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

135

5.0600

5.0799

199

5.0713

5.3663

(b) 15 - 91 Days

1,586

5.0504

5.4065

1,990

5.0720

5.4477

(c) 92 - 182 Days

1,294

5.3599

5.6238

524

5.4099

5.6401

(d) 183 - 364 Days

1,295

5.4221

5.8050

1,414

5.6494

5.8473

II.

RBI* : Sales

28

10

:Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

29,534

4.80 (1)

5.50

(14)

18,238

3.00

(1)

6.33

(10)

2.

State Govt. Securities

607

4.90 (1)

5.00

(5)

388

4.95

(1)

5.00

(3)

3.

91 Day Treasury Bills

351

4.90 (1)

5.20

(3)

1,354

2.50

(1)

5.10

(3)

4.

182 Day Treasury Bills

568

4.90 (1)

5.05

(3)

873

3.25

(1)

5.15

(3)

5.

364 Day Treasury Bills

2,468

4.75 (1)

5.25

(3)

2,588

4.00

(1)

5.25

(4)

IV. RBI : Repo £^

—

—

—

—

—

—

: Reverse Repo !

1,22,035

5.00

5.00

63,810

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.