(Amount in Rs. crore)

For the Week Ended Oct. 27, 2006

For the Week Ended Nov. 3, 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

—

—

—

10

7.1175

7.1175

2007-08

—

—

—

218

6.9906

7.0564

2008-09

283

7.6877

7.7558

145

7.1200

7.7003

2009-10

35

7.2300

7.2339

175

7.1982

7.3401

2010-11

26

7.3853

7.3853

265

7.3527

7.4774

2011-12

1,636

7.3959

8.0580

2,743

7.3809

8.1000

2012-15

293

7.3408

8.2141

727

7.4879

8.2322

2015-16

—

—

—

—

—

—

Beyond 2016

5,561

7.6305

8.1532

16,684

7.5890

8.1400

2.

State Government Securities

38

7.9014

7.9204

102

7.5300

7.8633

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

139

6.4500

7.3790

––

—

—

(b) 15 - 91 Days

460

6.4996

6.6601

951

6.4999

6.7501

(c) 92 - 182 Days

65

6.6498

6.8600

786

6.8299

6.9200

(d) 183 - 364 Days

57

6.9000

6.9595

414

6.9000

7.0001

II.

RBI* : Sales

—

38

: Purchase

—

5

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

29,152

5.75

(1)

7.15

(4)

58,802

5.92

(1)

7.50

(17)

2.

State Govt. Securities

367

6.15

(1)

6.90

(4)

715

6.20

(1)

6.60

(5)

3.

91 Day Treasury Bills

552

6.10

(1)

6.95

(3)

878

6.20

(1)

6.75

(3)

4.

182 Day Treasury Bills

568

6.15

(1)

6.95

(4)

627

6.15

(1)

6.75

(3)

5.

364 Day Treasury Bills

2,762

6.10

(1)

6.95

(3)

6,760

6.20

(1)

6.85

(3)

IV. RBI : Repo £^

1,805

7.00

7.00

—

—

—

: Reverse Repo !

29,660

6.00

6.00

24,755

6.00

6.00

@ : As reported in Subsidiary General Ledger Accounts at RBI, including 'When Issued' transactions.
* : RBI's sales and purchases include transactions in other offices also.
** : Minimum and maximum YTMs (% PA) indicative have been given excluding transactions of Non-standard lot size
(Less than Rs.5 crore).
£ : 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.
Note :Figures in brackets indicate Repo Period.