(Amount in Rs. crore)

For the Week Ended Jun. 17, 2005

For the Week Ended Jun. 24, 2005

Item

Amount

YTM (%PA) Indicative**

Amount

YTM (%PA) Indicative**

Minimum

Maximum

Minimum

Maximum

1

2

3

4

5

6

7

I.

Outright Transactions

1.

Govt. of India Dated Securities

Maturing in the year

2005-06

5

5.2050

5.2050

90

5.1744

5.3738

2006-07

65

5.6929

5.7238

455

5.6746

5.7839

2007-08

95

5.9350

6.0833

140

6.0182

6.0730

2008-09

1,041

6.2264

6.7890

1,324

6.2365

6.7793

2009-10

165

6.4358

6.8649

90

6.4801

6.8374

2010-11

2,434

6.5793

6.8752

4,327

6.5183

6.9017

2011-14

2,818

6.1781

7.1503

6,853

6.4866

7.1817

2014-15

3,155

6.7896

7.0021

6,843

6.7579

7.1585

Beyond 2015

3,650

6.8600

7.5647

7,974

6.8000

7.5629

2.

State Government Securities

692

6.9474

7.4727

367

6.2173

7.7685

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

198

5.0229

5.2014

316

5.0595

5.2014

(b) 15 - 91 Days

1,385

5.1012

5.3241

1,465

5.0495

5.3241

(c) 92 - 182 Days

498

5.2500

5.4200

558

5.2998

5.3958

(d) 183 - 364 Days

459

5.3800

5.6000

1,275

5.3701

5.6232

II.

RBI* : Sales

230

288

: Purchase

-

-

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

23,068

4.75 (1)

5.25

(5)

18,632

4.70

(1)

5.25

(6)

2.

State Govt. Securities

1,198

4.75 (1)

5.05

(4)

920

4.90

(1)

5.05

(3)

3.

91 Day Treasury Bills

2,724

4.85 (1)

5.15

(3)

2,824

4.90

(1)

5.15

(6)

4.

182 Day Treasury Bills

152

4.95 (1)

5.10

(4)

241

4.90

(1)

5.05

(3)

5.

364 Day Treasury Bills

3,677

4.80 (1)

5.15

(3)

4,441

4.75

(1)

5.20

(6)

IV. RBI : Repo £^

-

-

-

-

-

: Reverse Repo !

50,375

5.00

5.00

59,515

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.