(Amount in Rs. crore)

For the Week Ended Jan. 6, 2006

For the Week Ended Jan. 13, 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

6.0342

6.1719

—

—

—

2007-08

116

6.1376

6.1874

11

6.1817

6.1817

2008-09

660

6.3113

6.7146

369

6.3138

6.7513

2009-10

41

6.3938

6.4212

7

6.4989

6.4989

2010-11

712

6.5444

6.5721

310

6.5599

6.6002

2011-14

1,370

6.6374

6.9103

3,077

6.6462

6.9095

2014-15

903

6.9668

7.1367

303

6.9806

6.9993

Beyond 2015

12,323

6.7976

7.4583

4,006

7.0798

7.4535

2.

State Government Securities

262

7.2410

7.3163

129

6.9000

7.2943

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

386

5.2933

6.2436

18

5.9001

6.1494

(b) 15 - 91 Days

1,264

5.6602

6.1004

552

5.7796

6.2005

(c) 92 - 182 Days

407

5.8792

6.1399

207

6.0399

6.2239

(d) 183 - 364 Days

1,268

6.0300

6.1900

631

6.0500

6.2500

II.

RBI* : Sales

497

—

:Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

38,091

5.25 (1)

6.75

(4)

22,815

6.00

(1)

6.90

(6)

2.

State Govt. Securities

547

5.25 (1)

6.25

(3)

495

6.25

(1)

6.40

(3)

3.

91 Day Treasury Bills

371

5.30 (1)

6.25

(3)

180

6.00

(1)

6.50

(4)

4.

182 Day Treasury Bills

1,053

5.34 (1)

6.30

(3)

618

6.20

(1)

6.55

(3)

5.

364 Day Treasury Bills

3,522

5.25 (1)

6.40

(5)

2,902

6.00

(1)

6.55

(3)

IV. RBI : Repo £^

16,240

6.25

6.25

99,450

6.25

6.25

: Reverse Repo !

16,140

5.25

5.25

2,700

5.25

5.25

@: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.