(Amount in Rs. crore)

For the Week Ended Jul. 1, 2005

For the Week Ended Jul. 8, 2005

Item

Amount

YTM (%PA) Indicative**

Amount

YTM (%PA) Indicative**

Minimum

Maximum

Minimum

Maximum

1

2

3

4

5

6

7

I.

Outright Transactions

1.

Govt. of India Dated Securities

Maturing in the year

2005-06

25

5.4932

5.4979

-

-

-

2006-07

275

5.6890

6.1133

15

5.7166

5.7329

2007-08

235

6.0345

6.1506

89

6.0739

6.0928

2008-09

550

6.2589

6.7111

360

6.2935

6.7862

2009-10

176

6.4640

6.8330

96

6.4785

6.8736

2010-11

2,160

6.5603

6.8698

2,489

6.5734

6.9371

2011-14

3,293

6.6933

7.0904

8,410

6.7075

7.1074

2014-15

2,852

6.8249

7.1369

3,251

6.8314

7.1576

Beyond 2015

5,208

6.8667

7.4583

5,541

6.8828

7.5905

2.

State Government Securities

438

6.8255

7.3802

644

7.1503

7.6949

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

239

5.0672

6.0498

81

5.2012

5.2791

(b) 15 - 91 Days

494

5.1800

5.3799

2,872

5.0999

5.4301

(c) 92 - 182 Days

327

5.3301

5.4100

1,231

5.3958

5.5863

(d) 183 - 364 Days

1,201

5.4801

5.6400

1,653

5.4000

5.7501

II.

RBI* : Sales

240

286

: Purchase

-

-

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

19,739

4.85 (1)

6.15

(7)

27,351

4.50

(1)

6.00

(4)

2.

State Govt. Securities

603

5.00 (1)

6.00

(6)

1,155

5.00

(1)

5.60

(7)

3.

91 Day Treasury Bills

2,219

4.95 (1)

6.10

(4)

3,163

5.00

(1)

5.85

(4)

4.

182 Day Treasury Bills

-

-

-

637

5.00

(1)

5.62

(3)

5.

364 Day Treasury Bills

4,460

4.75 (1)

6.25

(4)

7,111

4.95

(1)

5.85

(3)

IV. RBI : Repo £^

785

6.00

6.00

-

-

-

: Reverse Repo !

19,995

5.00

5.00

57,860

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.