(Amount in Rs. crore)

For the Week Ended Feb. 24, 2006

For the Week Ended Mar. 3, 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

80

6.6612

6.9429

265

6.5485

7.0301

2007-08

125

6.8334

6.9131

450

6.7191

7.0043

2008-09

674

6.8349

7.3040

335

6.8491

7.3447

2009-10

12

7.0053

7.0053

20

6.9202

7.4446

2010-11

233

6.9315

7.0622

190

6.9773

7.1418

2011-14

823

7.0034

7.2345

2,262

7.0265

7.2963

2014-15

418

7.1627

7.3504

117

7.2837

7.3810

Beyond 2015

5,470

7.2880

7.6529

5,481

7.3061

7.7330

2.

State Government Securities

328

7.4423

7.5500

535

7.5995

7.8602

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

87

6.3987

6.4998

225

6.3521

6.5992

(b) 15 - 91 Days

965

6.3994

6.6902

1,434

6.2955

6.7500

(c) 92 - 182 Days

191

6.6800

6.7368

166

6.6201

6.7400

(d) 183 - 364 Days

179

6.6999

6.7950

373

6.6600

6.8000

II.

RBI* : Sales

18

159

:Purchase

105

50

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

32,021

6.00 (1)

7.50

(14)

39,703

5.50

(1)

8.25

(8)

2.

State Govt. Securities

1,459

6.40 (1)

6.52

(3)

3,413

6.00

(1)

6.40

(7)

3.

91 Day Treasury Bills

799

6.40 (1)

6.55

(3)

487

6.00

(1)

6.45

(3)

4.

182 Day Treasury Bills

411

6.40 (1)

6.50

(3)

844

6.05

(1)

6.45

(3)

5.

364 Day Treasury Bills

2,845

6.10 (1)

6.50

(3)

4,940

5.95

(1)

6.50

(4)

IV. RBI : Repo £^

87,635

6.50

6.50

27,750

6.50

6.50

: Reverse Repo !

430

5.50

5.50

3,730

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.