(Amount in Rs. crore)

For the Week Ended May 27, 2005

For the Week Ended Jun. 3, 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

—

—

—

20

5.3289

5.7737

2006-07

25

5.6866

5.6866

240

5.6973

5.8367

2007-08

185

6.0826

6.0965

170

6.0500

6.1055

2008-09

115

6.2725

6.3378

735

6.2990

6.9018

2009-10

236

6.5456

6.9845

426

6.5122

7.0375

2010-11

4,188

6.6267

7.0382

5,637

6.6820

7.0954

2011-14

1,427

6.4882

7.1242

2,495

6.4890

7.2324

2014-15

80

7.1555

7.2045

533

7.1500

7.2790

Beyond 2015

4,802

6.8497

7.7595

5,266

6.9095

7.7462

2.

State Government Securities

725

7.3600

7.7772

771

6.3591

7.7693

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

1,037

5.0019

6.0235

246

5.0389

5.0808

(b) 15 - 91 Days

1,518

5.0206

5.2006

2,055

4.9996

5.2006

(c) 92 - 182 Days

587

5.1600

5.3499

674

5.1851

5.3600

(d) 183 - 364 Days

1,414

5.3400

5.5896

2,875

5.3976

5.6404

II.

RBI* : Sales

129

398

:Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

17,448

3.00 (1)

5.20

(7)

20,946

4.00

(1)

5.05

(3)

2.

State Govt. Securities

1,146

3.25 (1)

5.05

(5)

1,865

4.50

(1)

5.00

(7)

3.

91 Day Treasury Bills

741

3.75 (1)

5.05

(5)

2,085

4.75

(1)

5.00

(3)

4.

182 Day Treasury Bills

67

4.90 (1)

4.90

(3)

24

4.90

(1)

4.90

(3)

5.

364 Day Treasury Bills

1,152

3.75 (1)

5.10

(3)

2,377

4.35

(1)

5.10

(3)

IV. RBI : Repo £^

—

—

—

—

—

—

: Reverse Repo !

1,17,255

5.00

5.00

1,21,765

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.