(Amount in Rs. crore)

For the Week Ended Sep. 16, 2005

For the Week Ended Sep. 23, 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

545

5.5754

5.6528

160

5.6094

5.6644

2007-08

543

6.0237

6.0415

601

6.0341

6.3464

2008-09

980

6.2828

6.6758

306

6.2932

6.6585

2009-10

105

6.4136

6.8794

55

6.4055

6.8175

2010-11

1,416

6.5647

6.8177

791

6.5605

6.8281

2011-14

2,103

6.5246

7.0275

1,457

6.7088

6.9127

2014-15

3,115

6.9381

7.1369

3,318

6.9316

7.1245

Beyond 2015

12,079

7.0055

7.4864

9,631

6.9870

7.4882

2.

State Government Securities

778

6.6913

7.5343

929

6.4307

7.5299

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

461

4.9985

5.5123

439

5.0026

5.0912

(b) 15 - 91 Days

953

5.0399

5.1594

1,050

5.0599

5.2001

(c) 92 - 182 Days

554

5.1699

5.3200

687

5.1048

5.3958

(d) 183 - 364 Days

2,509

5.3200

5.6008

999

5.3792

5.6100

II.

RBI* : Sales

1

33

:Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

34,822

2.50 (1)

5.10

(7)

29,476

4.70

(1)

5.25

(15)

2.

State Govt. Securities

580

4.50 (1)

4.85

(3)

620

5.00

(1)

5.10

(3)

3.

91 Day Treasury Bills

1,901

3.75 (1)

4.95

(3)

268

4.95

(1)

5.10

(2)

4.

182 Day Treasury Bills

10

4.90 (3)

4.90

(3)

20

5.10

(3)

5.10

(3)

5.

364 Day Treasury Bills

1,351

3.25 (1)

5.05

(3)

2,181

4.50

(1)

5.20

(3)

IV. RBI : Repo £^

—

—

—

—

—

—

: Reverse Repo !

2,02,595

5.00

5.00

71,800

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.