(Amount in Rs. crore)

For the Week Ended Mar. 11, 2005

For the Week Ended Mar. 18, 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

349

5.1666

5.4396

459

5.2726

5.6720

2006-07

601

5.6175

5.7101

340

5.6284

5.9916

2007-08

42

5.8830

5.9031

540

5.9139

5.9713

2008-09

534

6.1235

6.6445

352

6.1344

6.6693

2009-10

491

6.2650

6.6961

507

6.2666

6.4566

2010-13

3,693

6.3209

6.7208

2,150

6.3395

6.7717

2013-14

176

6.6570

6.8016

136

6.0973

6.8204

Beyond 2014

5,441

6.4956

7.2513

3,583

5.6881

7.1828

2.

State Government Securities

188

5.4280

7.1994

350

6.6008

7.3263

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

371

4.5189

4.8806

350

4.2222

5.2568

(b) 15 - 91 Days

1,975

4.9200

5.2584

2,876

4.9293

5.2202

(c) 92 - 182 Days

408

5.1299

5.3500

539

5.1801

5.5001

(d) 183 - 364 Days

3,313

5.3300

5.6100

2,001

5.3449

5.6120

II.

RBI* : Sales

9

—

:Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

14,579

4.00 (1)

4.95

(7)

18,870

0.75

(1)

6.05

(13)

2.

State Govt. Securities

382

4.50 (1)

4.75

(7)

484

4.00

(1)

4.70

(10)

3.

91 Day Treasury Bills

2,755

4.15 (1)

4.85

(4)

3,774

2.00

(1)

4.80

(3)

4.

364 Day Treasury Bills

3,543

4.00 (1)

4.80

(5)

4,834

1.00

(1)

4.77

(3)

IV. RBI : Repo £^

—

—

—

—

—

—

: Reverse Repo !

1,23,505

4.75

—

1,77,975

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.