(Amount in Rs. crore)

For the Week Ended Jul. 15, 2005

For the Week Ended Jul. 22, 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

—

—

—

—

—

—

2006-07

165

5.7547

5.8491

333

5.7948

5.8492

2007-08

205

6.0803

6.1315

342

6.0802

6.1504

2008-09

490

6.2995

6.8009

497

6.3195

6.8003

2009-10

53

6.5538

6.9122

85

6.5231

6.9676

2010-11

1,374

6.7182

6.9719

1,523

6.7091

6.9396

2011-14

4,234

6.5218

7.1857

5,232

6.5231

7.1448

2014-15

1,034

7.1345

7.2379

1,465

7.0954

7.1959

Beyond 2015

1,886

6.9019

7.6646

3,140

7.1531

7.8270

2.

State Government Securities

325

7.2143

7.7766

178

7.0400

7.5054

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

247

5.2489

5.3901

211

5.0026

5.3557

(b) 15 - 91 Days

832

5.1645

5.4906

1,256

5.2590

5.5714

(c) 92 - 182 Days

175

5.4999

5.6711

47

5.4500

5.5201

(d) 183 - 364 Days

546

5.6001

5.7650

810

5.6000

5.8473

II.

RBI* : Sales

—

—

:Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

24,028

4.90 (1)

5.45

(7)

27,012

2.00

(1)

6.25

(6)

2.

State Govt. Securities

731

4.95 (1)

5.25

(3)

494

3.50

(1)

5.05

(7)

3.

91 Day Treasury Bills

2,616

4.95 (1)

5.35

(3)

1,830

4.90

(1)

5.09

(5)

4.

182 Day Treasury Bills

472

5.00 (1)

5.35

(3)

341

4.95

(1)

5.05

(3)

5.

364 Day Treasury Bills

8,757

4.75 (1)

5.36

(5)

7,797

2.00

(1)

5.05

(5)

IV. RBI : Repo £^

—

—

—

—

—

—

: Reverse Repo !

26,010

5.00

5.00

78,105

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.