(Amount in Rs. crore)

For the Week Ended May 26, 2006

For the Week Ended Jun. 2, 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

—

—

—

—

—

—

2007-08

16

6.4012

6.7200

100

6.4381

6.4792

2008-09

334

6.7076

6.7495

55

6.6873

7.4808

2009-10

85

6.8796

7.0375

180

6.8764

6.9732

2010-11

85

7.0227

7.0802

140

7.0340

7.1896

2011-12

1,356

7.1461

7.3630

984

7.1834

7.2803

2012-15

1,184

7.2473

7.4786

1,142

7.2866

7.6307

2015-16

10

—

—

5

7.5293

7.5293

Beyond 2016

8,468

7.5794

8.1934

4,865

7.6070

8.1855

2.

State Government Securities

308

6.9878

8.0363

182

7.0498

8.0018

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

63

5.4499

6.4993

27

5.2510

5.2510

(b) 15 - 91 Days

601

5.6048

5.6951

1,095

5.4600

5.7364

(c) 92 - 182 Days

195

5.7402

6.0549

1,338

5.6349

6.1599

(d) 183 - 364 Days

1,697

6.3200

6.3914

870

6.0300

6.4150

II.

RBI* : Sales

45

125

: 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

50,078

4.00 (1)

6.70

(9)

49,896

4.70

(1)

8.25

(91)

2.

State Govt. Securities

1,588

4.50 (1)

5.15

(7)

1,233

4.80

(1)

5.00

(3)

3.

91 Day Treasury Bills

6,131

4.75 (1)

5.20

(3)

2,548

4.25

(1)

5.00

(3)

4.

182 Day Treasury Bills

1,966

4.75 (1)

5.20

(3)

2,674

4.70

(1)

5.20

(3)

5.

364 Day Treasury Bills

4,573

4.60 (1)

5.20

(3)

4,769

4.75

(1)

5.10

(3)

IV. RBI : Repo £^

—

—

—

—

—

—

: Reverse Repo !

3,16,840

5.50

5.50

3,21,335

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.