(Amount in Rs. crore)

For the Week Ended Jul. 22, 2005

For the Week Ended Jul. 29, 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

333

5.7948

5.8492

70

5.7117

5.7117

2007-08

342

6.0802

6.1504

2

—

—

2008-09

497

6.3195

6.8003

412

6.6603

6.7875

2009-10

85

6.5231

6.9676

1

—

—

2010-11

1,523

6.7091

6.9396

1,373

6.5394

7.2430

2011-14

5,232

6.5231

7.1448

4,187

6.6961

7.0892

2014-15

1,465

7.0954

7.1959

1,599

6.8583

7.1491

Beyond 2015

3,140

7.1531

7.8270

3,756

6.0091

7.7333

2.

State Government Securities

178

7.0400

7.5054

93

7.2500

7.4619

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

211

5.0026

5.3557

81

5.0229

5.2410

(b) 15 - 91 Days

1,256

5.2590

5.5714

423

5.1999

5.4699

(c) 92 - 182 Days

47

5.4500

5.5201

183

5.4999

5.6300

(d) 183 - 364 Days

810

5.6000

5.8473

1,235

5.6499

5.8201

II.

RBI* : Sales

—

37

:Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

27,012

2.00 (1)

6.25

(6)

19,690

1.00

(1)

5.10

(10)

2.

State Govt. Securities

494

3.50 (1)

5.05

(7)

275

3.00

(1)

5.00

(3)

3.

91 Day Treasury Bills

1,830

4.90 (1)

5.09

(5)

486

4.90

(1)

5.10

(2)

4.

182 Day Treasury Bills

341

4.95 (1)

5.05

(3)

216

4.65

(1)

5.05

(3)

5.

364 Day Treasury Bills

7,797

2.00 (1)

5.05

(5)

4,562

1.50

(1)

5.10

(3)

IV. RBI : Repo £^

—

—

—

—

—

—

: Reverse Repo !

78,105

5.00

5.00

43,135

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.