(Amount in Rs. crore)

For the Week Ended Mar. 3, 2006

For the Week Ended Mar. 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

—

—

—

15

7.1114

7.2033

2006-07

265

6.5485

7.0301

177

6.6949

6.9092

2007-08

450

6.7191

7.0043

1

—

—

2008-09

335

6.8491

7.3447

420

6.9157

7.4406

2009-10

20

6.9202

7.4446

209

7.0153

7.4798

2010-11

190

6.9773

7.1418

157

7.1113

7.2000

2011-14

2,262

7.0265

7.2963

3,435

7.1401

7.3795

2014-15

117

7.2837

7.3810

427

7.3350

7.4275

Beyond 2015

5,481

7.3061

7.7330

3,996

7.3806

7.7735

2.

State Government Securities

535

7.5995

7.8602

444

6.7964

7.7913

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

225

6.3521

6.5992

288

6.1494

6.4559

(b) 15 - 91 Days

1,434

6.2955

6.7500

643

6.2654

6.6899

(c) 92 - 182 Days

166

6.6201

6.7400

317

6.6100

6.7401

(d) 183 - 364 Days

373

6.6600

6.8000

406

6.7200

6.7799

II.

RBI* : Sales

159

8

:Purchase

50

75

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

39,703

5.50 (1)

8.25

(8)

37,052

6.00

(1)

6.55

(4)

2.

State Govt. Securities

3,413

6.00 (1)

6.40

(7)

2,990

6.35

(1)

6.50

(5)

3.

91 Day Treasury Bills

487

6.00 (1)

6.45

(3)

139

6.20

(1)

6.50

(1)

4.

182 Day Treasury Bills

844

6.05 (1)

6.45

(3)

303

6.25

(1)

6.50

(3)

5.

364 Day Treasury Bills

4,940

5.95 (1)

6.50

(4)

2,409

6.40

(1)

6.50

(3)

IV. RBI : Repo £^

27,750

6.50

6.50

42,325

6.50

6.50

: Reverse Repo !

3,730

5.50

5.50

1,395

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.