(Amount in Rs. crore)

For the Week Ended May 13, 2005

For the Week Ended May 20, 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

22

5.3278

5.3515

—

—

—

2006-07

1,260

5.3618

5.7297

705

5.3697

5.7165

2007-08

105

6.0381

6.0840

92

6.0231

6.1038

2008-09

475

6.3062

7.0017

210

6.3037

6.8820

2009-10

210

6.5795

7.1821

225

6.5581

7.1079

2010-11

4,079

6.8110

7.0092

7,540

6.7472

7.0696

2011-14

1,731

6.9407

7.2131

1,951

6.8850

7.2004

2014-15

62

7.2303

7.3304

124

7.1500

7.3031

Beyond 2015

4,880

7.1750

7.8903

5,547

6.9984

7.8042

2.

State Government Securities

290

6.8700

7.5486

1,276

7.1435

7.7772

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

552

4.9576

5.5123

440

5.0001

5.4028

(b) 15 - 91 Days

1,708

5.0100

5.2504

1,437

5.0000

5.2201

(c) 92 - 182 Days

541

5.1276

5.2900

652

5.1146

5.3746

(d) 183 - 364 Days

5,540

5.3199

5.6256

1,551

5.2999

5.5707

II.

RBI* : Sales

—

20

:Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

20,824

4.65 (1)

5.25

(7)

21,575

4.65

(1)

5.00

(8)

2.

State Govt. Securities

680

4.85 (1)

4.95

(3)

995

4.85

(1)

5.00

(4)

3.

91 Day Treasury Bills

2,040

4.75 (1)

5.10

(3)

1,002

4.85

(1)

5.00

(5)

4.

182 Day Treasury Bills

152

4.80 (1)

5.05

(3)

90

4.85

(1)

5.00

(4)

5.

364 Day Treasury Bills

1,835

4.80 (1)

5.10

(3)

969

4.80

(1)

5.00

(4)

IV. RBI : Repo £^

—

—

—

—

—

—

: Reverse Repo !

86,545

5.00

5.00

97,800

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.