(Amount in Rs. crore)

For the Week Ended Jan. 20, 2006

For the Week Ended Jan. 27, 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

30

5.9887

6.1033

—

—

—

2006-07

72

6.1755

6.2688

60

6.1355

6.9612

2007-08

250

6.2313

6.4111

98

6.3691

6.4292

2008-09

865

6.3131

6.8842

590

6.3554

7.2703

2009-10

5

6.4669

6.4669

—

—

—

2010-11

440

6.5679

6.6011

491

6.5852

6.8910

2011-14

1,772

6.6832

7.0301

1,962

6.7086

7.0957

2014-15

253

6.9940

7.1497

610

6.9975

7.2284

Beyond 2015

6,143

7.0794

7.4368

5,708

7.1922

7.5518

2.

State Government Securities

207

7.2331

7.3524

238

7.0500

7.5229

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

89

6.4011

6.4616

56

6.1300

6.4006

(b) 15 - 91 Days

1,156

6.0668

6.3300

810

5.9001

6.6462

(c) 92 - 182 Days

556

6.1498

6.2900

266

6.2300

6.4502

(d) 183 - 364 Days

698

6.2200

6.3400

328

6.2601

6.8000

II.

RBI* : Sales

164

—

:Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

27,397

5.75 (1)

7.00

(65)

26,186

5.75

(1)

6.70

(3)

2.

State Govt. Securities

1,477

6.15 (1)

6.25

(5)

2,227

6.25

(1)

6.60

(3)

3.

91 Day Treasury Bills

388

6.00 (1)

6.40

(4)

237

6.05

(1)

6.60

(5)

4.

182 Day Treasury Bills

255

6.00 (1)

6.45

(3)

73

6.15

(1)

6.60

(3)

5.

364 Day Treasury Bills

2,929

5.80 (1)

6.45

(3)

2,869

6.25

(1)

6.65

(3)

IV. RBI : Repo £^

80,825

6.25

6.25

81,750

6.25

6.50

: Reverse Repo !

2,195

5.25

5.25

1,115

5.25

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.