(Amount in Rs. crore)

For the Week Ended May 20, 2005

For the Week Ended May 27, 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

705

5.3697

5.7165

25

5.6866

5.6866

2007-08

92

6.0231

6.1038

185

6.0826

6.0965

2008-09

210

6.3037

6.8820

115

6.2725

6.3378

2009-10

225

6.5581

7.1079

236

6.5456

6.9845

2010-11

7,540

6.7472

7.0696

4,188

6.6267

7.0382

2011-14

1,951

6.8850

7.2004

1,427

6.4882

7.1242

2014-15

124

7.1500

7.3031

80

7.1555

7.2045

Beyond 2015

5,547

6.9984

7.8042

4,802

6.8497

7.7595

2.

State Government Securities

1,276

7.1435

7.7772

725

7.3600

7.7772

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

440

5.0001

5.4028

1,037

5.0019

6.0235

(b) 15 - 91 Days

1,437

5.0000

5.2201

1,518

5.0206

5.2006

(c) 92 - 182 Days

652

5.1146

5.3746

587

5.1600

5.3499

(d) 183 - 364 Days

1,551

5.2999

5.5707

1,414

5.3400

5.5896

II.

RBI* : Sales

20

129

:Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

21,575

4.65 (1)

5.00

(8)

17,448

3.00

(1)

5.20

(7)

2.

State Govt. Securities

995

4.85 (1)

5.00

(4)

1,146

3.25

(1)

5.05

(5)

3.

91 Day Treasury Bills

1,002

4.85 (1)

5.00

(5)

741

3.75

(1)

5.05

(5)

4.

182 Day Treasury Bills

90

4.85 (1)

5.00

(4)

67

4.90

(1)

4.90

(3)

5.

364 Day Treasury Bills

969

4.80 (1)

5.00

(4)

1,152

3.75

(1)

5.10

(3)

IV. RBI : Repo £^

—

—

—

—

—

—

: Reverse Repo !

97,800

5.00

5.00

1,17,255

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.