(Amount in Rs. crore)

For the Week Ended Sep. 24, 2004

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

610

5.0152

5.2213

320

5.1293

5.2363

2006-07

300

5.3339

5.8294

462

5.3677

5.5922

2007-08

265

5.7402

5.9060

937

5.6920

6.0083

2008-09

550

5.7947

6.2427

2,057

5.8841

6.3966

2009-10

5,773

5.7956

6.4208

3,672

5.7979

6.4721

2010-13

3,381

5.8863

6.8193

5,118

5.9822

6.6572

2013-14

581

5.4671

6.8811

552

5.4811

6.9201

Beyond 2014

8,358

5.1315

7.1422

8,822

6.0135

7.2364

2.

State Government Securities

546

6.1500

7.0189

552

5.6253

7.4129

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

219

4.4901

5.4219

496

4.4511

4.6816

(b) 15 - 91 Days

2,960

4.4532

4.7484

2,481

4.4643

4.9127

(c) 92 - 182 Days

15

4.7999

4.8000

5

—

—

(d) 183 - 364 Days

1,922

4.8000

5.2554

912

4.9900

5.2485

II.

RBI* : Sales

5

—

:Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

19,037

4.00 (1)

4.75

(8)

22,537

4.20

(1)

5.05

(10)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

3,904

4.10 (1)

4.55

(6)

3,408

4.30

(1)

4.90

(3)

4.

364 Day Treasury Bills

4,110

4.00 (1)

4.50

(3)

3,708

4.40

(1)

5.00

(3)

IV. RBI : Repo £^

1,16,620

4.50

—

48,230

4.50

—

: Reverse Repo !

—

—

—

—

—

—