(Amount in Rs. crore)

For the Week Ended Mar. 17, 2006

For the Week Ended Mar. 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

134

6.6927

6.8804

567

6.5400

7.2384

2007-08

418

6.7452

6.9487

200

6.6300

6.7315

2008-09

194

6.8980

7.4622

836

6.7600

7.4621

2009-10

35

7.0350

7.5540

192

6.8500

7.5605

2010-11

252

7.1493

7.2504

448

7.0207

7.1747

2011-14

763

7.1986

7.3814

1,716

7.1600

7.3502

2014-15

177

7.3685

7.4235

655

7.3300

7.4270

Beyond 2015

2,225

7.3634

7.7781

2,929

7.3567

7.7599

2.

State Government Securities

513

7.4000

7.7587

214

7.4000

7.7619

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

71

6.4193

6.9024

6

6.3508

6.3508

(b) 15 - 91 Days

726

6.4195

6.6501

833

6.0003

6.5600

(c) 92 - 182 Days

200

6.5698

6.6901

330

6.3999

6.6499

(d) 183 - 364 Days

850

6.6499

6.7535

537

6.5399

6.7200

II.

RBI* : Sales

—

1

:Purchase

35

260

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

33,804

3.00 (1)

6.50

(7)

37,454

5.75

(1)

7.40

(15)

2.

State Govt. Securities

1,310

5.60 (1)

6.39

(7)

1,670

6.35

(1)

6.52

(4)

3.

91 Day Treasury Bills

4

5.20 (2)

5.20

(2)

1

6.40

(1)

6.40

(1)

4.

182 Day Treasury Bills

1,550

5.45 (1)

6.25

(3)

260

6.25

(1)

6.50

(4)

5.

364 Day Treasury Bills

5,457

5.30 (1)

6.39

(3)

3,440

6.25

(1)

6.60

(3)

IV. RBI : Repo £^

8,395

6.50

6.50

1,07,285

6.50

6.50

: Reverse Repo !

17,510

5.50

5.50

3,345

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.