(Amount in Rs. crore)

For the Week Ended Sep. 23, 2005

For the Week Ended Sep. 30, 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

160

5.6094

5.6644

75

5.6633

5.8740

2007-08

601

6.0341

6.3464

514

6.0670

6.1187

2008-09

306

6.2932

6.6585

160

6.3123

6.7064

2009-10

55

6.4055

6.8175

55

6.4147

6.8306

2010-11

791

6.5605

6.8281

895

6.5904

6.7560

2011-14

1,457

6.7088

6.9127

777

6.7917

6.9908

2014-15

3,318

6.9316

7.1245

2,281

6.9636

7.2214

Beyond 2015

9,631

6.9870

7.4882

4,004

7.1692

7.4608

2.

State Government Securities

929

6.4307

7.5299

375

6.3273

7.5293

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

439

5.0026

5.0912

388

5.0026

6.0062

(b) 15 - 91 Days

1,050

5.0599

5.2001

724

5.0841

5.3699

(c) 92 - 182 Days

687

5.1048

5.3958

922

5.2100

5.4501

(d) 183 - 364 Days

999

5.3792

5.6100

405

5.4100

5.7912

II.

RBI* : Sales

33

49

:Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

29,476

4.70 (1)

5.25

(15)

23,356

4.50

(1)

5.50

(7)

2.

State Govt. Securities

620

5.00 (1)

5.10

(3)

264

4.40

(1)

5.00

(4)

3.

91 Day Treasury Bills

268

4.95 (1)

5.10

(2)

254

4.20

(1)

5.25

(5)

4.

182 Day Treasury Bills

20

5.10 (3)

5.10

(3)

243

4.50

(1)

5.50

(5)

5.

364 Day Treasury Bills

2,181

4.50 (1)

5.20

(3)

1,506

4.75

(1)

5.90

(5)

IV. RBI : Repo £^

—

—

—

2,640

6.00

6.00

: Reverse Repo !

71,800

5.00

5.00

1,11,965

5.00

5.00

@:As reported in Subsidiary General Ledger Accounts at RBI, Mumbai which presently accounts for nearly 98 percent
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.