(Amount in Rs. crore)

For the Week Ended Feb. 17, 2006

For the Week Ended Feb. 24, 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

364

6.5797

6.8746

80

6.6612

6.9429

2007-08

382

6.6578

6.8540

125

6.8334

6.9131

2008-09

515

6.8002

7.3199

674

6.8349

7.3040

2009-10

—

—

—

12

7.0053

7.0053

2010-11

165

6.9107

7.1436

233

6.9315

7.0622

2011-14

641

6.9584

7.1647

823

7.0034

7.2345

2014-15

57

7.1953

7.3161

418

7.1627

7.3504

Beyond 2015

6,472

7.1308

7.6438

5,470

7.2880

7.6529

2.

State Government Securities

154

7.3013

7.4757

328

7.4423

7.5500

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

195

6.4608

6.9768

87

6.3987

6.4998

(b) 15 - 91 Days

763

6.4391

6.6877

965

6.3994

6.6902

(c) 92 - 182 Days

115

6.5699

6.7100

191

6.6800

6.7368

(d) 183 - 364 Days

382

6.6699

6.7992

179

6.6999

6.7950

II.

RBI* : Sales

—

18

:Purchase

95

105

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

31,267

5.50 (1)

8.50

(7)

32,021

6.00

(1)

7.50

(14)

2.

State Govt. Securities

2,173

6.25 (1)

6.52

(4)

1,459

6.40

(1)

6.52

(3)

3.

91 Day Treasury Bills

657

6.15 (1)

6.50

(3)

799

6.40

(1)

6.55

(3)

4.

182 Day Treasury Bills

925

6.25 (1)

6.55

(3)

411

6.40

(1)

6.50

(3)

5.

364 Day Treasury Bills

3,582

6.00 (1)

6.55

(3)

2,845

6.10

(1)

6.50

(3)

IV. RBI : Repo £^

84,110

6.50

6.50

87,635

6.50

6.50

: Reverse Repo !

1,710

5.50

5.50

430

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.