(Amount in Rs. crore)

For the Week Ended Mar. 24, 2006

For the Week Ended Mar. 31, 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

567

6.5400

7.2384

653

6.0194

6.9767

2007-08

200

6.6300

6.7315

484

6.3490

6.7500

2008-09

836

6.7600

7.4621

969

6.6311

7.4814

2009-10

192

6.8500

7.5605

370

6.7535

7.5358

2010-11

448

7.0207

7.1747

385

6.9644

7.1618

2011-14

1,716

7.1600

7.3502

2,149

7.0690

7.3482

2014-15

655

7.3300

7.4270

258

7.3340

7.5023

Beyond 2015

2,929

7.3567

7.7599

2,593

7.3508

7.7949

2.

State Government Securities

214

7.4000

7.7619

654

7.5491

7.7900

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

6

6.3508

6.3508

341

4.7023

7.9988

(b) 15 - 91 Days

833

6.0003

6.5600

750

5.9997

6.4001

(c) 92 - 182 Days

330

6.3999

6.6499

426

6.1999

6.5000

(d) 183 - 364 Days

537

6.5399

6.7200

975

6.2699

6.5500

II.

RBI* : Sales

1

557

:Purchase

260

110

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

37,454

5.75 (1)

7.40

(15)

26,277

4.00

(1)

7.30

(8)

2.

State Govt. Securities

1,670

6.35 (1)

6.52

(4)

1,190

5.55

(1)

6.60

(3)

3.

91 Day Treasury Bills

1

6.40 (1)

6.40

(1)

407

5.90

(1)

6.50

(3)

4.

182 Day Treasury Bills

260

6.25 (1)

6.50

(4)

1,608

5.00

(1)

6.55

(3)

5.

364 Day Treasury Bills

3,440

6.25 (1)

6.60

(3)

4,872

5.20

(1)

6.70

(3)

IV. RBI : Repo £^

1,07,285

6.50

6.50

21,935

6.50

6.50

: Reverse Repo !

3,345

5.50

5.50

29,740

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.