(Amount in Rs. crore)

For the Week Ended Jan. 14, 2005

For the Week Ended Jan. 21, 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

2004-05

—

—

—

—

—

—

2005-06

165

5.5442

5.5743

7

—

—

2006-07

140

5.7219

5.7774

255

5.7893

5.9023

2007-08

30

5.9520

5.9910

111

5.9819

6.0404

2008-09

270

6.2951

6.7073

201

6.3240

6.8171

2009-10

707

6.3331

6.8357

225

6.3449

6.8718

2010-13

4,908

6.3239

6.7318

3,899

6.4125

6.9000

2013-14

251

6.4137

6.7430

61

6.8065

—

Beyond 2014

7,348

6.4842

7.2921

5,072

6.5811

7.5079

2.

State Government Securities

1,419

7.0084

7.0700

497

6.3021

7.2600

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

75

4.7545

4.9471

443

2.7562

5.4766

(b) 15 - 91 Days

2,400

4.8992

5.2830

1,838

4.8190

5.4002

(c) 92 - 182 Days

347

5.2500

5.6499

336

5.3199

5.5000

(d) 183 - 364 Days

2,178

5.4200

5.6501

1,482

5.4899

5.7344

II.

RBI* : Sales

121

—

:Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

32,835

4.35 (1)

5.13

(5)

23,491

1.50

(1)

5.06

(7)

2.

State Govt. Securities

270

4.70 (1)

4.80

(3)

270

4.65

(1)

4.75

(1)

3.

91 Day Treasury Bills

195

4.60 (1)

4.70

(1)

133

4.60

(1)

4.70

(2)

4.

364 Day Treasury Bills

7,267

4.50 (1)

4.95

(4)

3,333

2.90

(1)

4.75

(11)

IV. RBI : Repo £^

—

—

—

—

—

—

: Reverse Repo !

57,455

4.75

—

77,410

4.75

—

@: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.