(Amount in Rs. crore)

For the Week Ended Dec. 16, 2005

For the Week Ended Dec. 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

112

5.8707

6.0577

67

6.0566

6.2697

2007-08

39

6.1902

6.1954

185

6.1773

6.2970

2008-09

1,940

6.2935

6.6973

130

6.3550

6.7476

2009-10

10

6.5758

6.5758

2

—

—

2010-11

536

6.5782

6.7410

576

6.5765

6.7085

2011-14

532

6.6862

7.1208

516

6.6813

7.0498

2014-15

879

6.9767

7.0212

462

6.9779

7.1551

Beyond 2015

7,523

5.8389

7.5042

4,206

7.1291

7.5142

2.

State Government Securities

299

6.8900

7.3386

282

6.9274

7.3659

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

91

5.6500

5.6793

91

5.6500

6.2511

(b) 15 - 91 Days

1,412

5.3593

5.8999

407

5.7104

6.0254

(c) 92 - 182 Days

737

5.7499

5.9401

378

5.8101

6.0902

(d) 183 - 364 Days

1,116

5.8500

6.0100

887

5.9199

6.1740

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

37,213

5.30 (1)

6.50

(10)

34,661

5.15

(1)

7.25

(7)

2.

State Govt. Securities

329

5.50 (1)

6.05

(3)

579

6.10

(1)

6.25

(3)

3.

91 Day Treasury Bills

129

5.00 (1)

6.10

(3)

310

5.90

(1)

6.30

(3)

4.

182 Day Treasury Bills

1,165

5.25 (1)

6.20

(7)

759

5.85

(1)

6.30

(4)

5.

364 Day Treasury Bills

5,243

5.15 (1)

6.20

(6)

2,819

5.65

(1)

6.35

(4)

IV. RBI : Repo £^

1,085

6.25

6.25

22,345

6.25

6.25

: Reverse Repo !

15,160

5.25

5.25

14,605

5.25

5.25

@: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.