(Amount in Rs. crore)

For the Week Ended Jun. 2, 2006

For the Week Ended Jun. 9, 2006

Item

Amount

YTM (%PA) Indicative**

Amount

YTM (%PA) Indicative**

Minimum

Maximum

Minimum

Maximum

1

2

3

4

5

6

7

I.

Outright Transactions

1.

Govt. of India Dated Securities

Maturing in the year

2006-07

—

—

—

5

5.7139

5.7139

2007-08

100

6.4381

6.4792

100

6.5339

6.5339

2008-09

55

6.6873

7.4808

1,160

6.6953

7.6497

2009-10

180

6.8764

6.9732

95

6.8742

7.0312

2010-11

140

7.0340

7.1896

111

7.1597

7.2417

2011-12

984

7.1834

7.2803

3,357

7.2474

7.3877

2012-15

1,142

7.2866

7.6307

210

7.3390

7.6877

2015-16

5

7.5293

7.5293

—

—

—

Beyond 2016

4,865

7.6070

8.1855

3,214

7.6258

8.3346

2.

State Government Securities

182

7.0498

8.0018

168

7.1800

8.0296

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

27

5.2510

5.2510

25

5.4499

5.4499

(b) 15 - 91 Days

1,095

5.4600

5.7364

1,375

5.4502

5.7498

(c) 92 - 182 Days

1,338

5.6349

6.1599

586

5.6949

6.1399

(d) 183 - 364 Days

870

6.0300

6.4150

745

6.3300

6.4800

II.

RBI* : Sales

125

50

: Purchase

10

10

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

49,896

4.70 (1)

8.25

(91)

48,763

4.95

(1)

8.10

(84)

2.

State Govt. Securities

1,233

4.80 (1)

5.00

(3)

1,754

5.00

(1)

5.65

(7)

3.

91 Day Treasury Bills

2,548

4.25 (1)

5.00

(3)

5,635

4.25

(1)

5.60

(3)

4.

182 Day Treasury Bills

2,674

4.70 (1)

5.20

(3)

2,084

5.00

(1)

5.70

(3)

5.

364 Day Treasury Bills

4,769

4.75 (1)

5.10

(3)

5,169

4.90

(1)

5.75

(3)

IV. RBI : Repo £^

—

—

—

—

—

—

: Reverse Repo !

3,21,335

5.50

5.50

3,15,025

5.50

5.75

@: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.