(Amount in Rs. crore)

For the Week Ended Feb. 3, 2006

For the Week Ended Feb. 10, 2006

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

210

6.5978

6.7810

225

6.5814

6.8986

2007-08

55

6.7469

6.8084

606

6.6808

6.9019

2008-09

500

6.7439

7.3470

260

6.7342

7.2224

2009-10

145

6.8588

6.9299

16

6.8693

6.8759

2010-11

81

6.8407

6.9022

45

6.8819

6.9132

2011-14

1,604

6.8986

7.2376

913

6.9149

7.1342

2014-15

356

7.1633

7.3378

37

7.1794

7.1956

Beyond 2015

7,917

7.2420

7.6002

7,679

7.2074

7.6330

2.

State Government Securities

356

7.4222

7.6496

46

7.3800

7.4433

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

178

6.3901

6.9999

4

—

—

(b) 15 - 91 Days

1,157

6.1005

6.8000

367

6.3994

6.6000

(c) 92 - 182 Days

580

6.5400

6.8501

126

6.4999

6.6501

(d) 183 - 364 Days

1,033

6.6499

6.8499

444

6.6800

6.7101

II.

RBI* : Sales

44

462

:Purchase

—

10

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

23,130

5.75 (1)

8.50

(90)

23,820

6.00

(1)

8.25

(90)

2.

State Govt. Securities

2,427

6.00 (1)

6.55

(3)

1,637

6.25

(1)

6.55

(6)

3.

91 Day Treasury Bills

409

5.95 (1)

6.55

(4)

162

6.25

(1)

6.50

(3)

4.

182 Day Treasury Bills

131

6.35 (1)

6.55

(3)

87

6.25

(1)

6.55

(3)

5.

364 Day Treasury Bills

3,630

5.90 (1)

6.55

(3)

2,926

6.45

(1)

6.60

(5)

IV. RBI : Repo £^

57,350

6.50

6.50

69,690

6.50

6.50

: Reverse Repo !

13,055

5.50

5.50

450

5.50

5.50

@: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.