(Amount in Rs. crore)

For the Week Ended Jul. 29, 2005

For the Week Ended Aug. 5, 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

5

—

—

—

—

—

2006-07

70

5.7117

5.7117

387

5.6680

5.9906

2007-08

2

—

—

166

5.9770

6.2726

2008-09

412

6.6603

6.7875

271

6.2505

6.7057

2009-10

1

—

—

274

6.5365

6.7209

2010-11

1,373

6.5394

7.2430

1,747

6.5234

6.8356

2011-14

4,187

6.6961

7.0892

3,693

6.4935

7.0466

2014-15

1,599

6.8583

7.1491

2,064

6.8355

7.1808

Beyond 2015

3,756

6.0091

7.7333

3,987

6.9189

7.5990

2.

State Government Securities

93

7.2500

7.4619

350

7.0011

7.4470

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

81

5.0229

5.2410

160

4.8780

5.3093

(b) 15 - 91 Days

423

5.1999

5.4699

1,439

4.8056

5.3850

(c) 92 - 182 Days

183

5.4999

5.6300

503

5.4001

5.5100

(d) 183 - 364 Days

1,235

5.6499

5.8201

1,953

5.5000

5.6700

II.

RBI* : Sales

37

29

:Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

19,690

1.00

(1)

5.10

(10)

31,939

0.75

(1)

5.75

(7)

2.

State Govt. Securities

275

3.00

(1)

5.00

(3)

208

1.50

(1)

4.70

(1)

3.

91 Day Treasury Bills

486

4.90

(1)

5.10

(2)

1,061

3.00

(1)

5.00

(3)

4.

182 Day Treasury Bills

216

4.65

(1)

5.05

(3)

124

4.75

(1)

5.00

(1)

5.

364 Day Treasury Bills

4,562

1.50

(1)

5.10

(3)

6,631

1.00

(1)

5.05

(3)

IV. RBI : Repo £^

—

—

—

—

—

—

: Reverse Repo !

43,135

5.00

5.00

2,19,955

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.