(Amount in Rs. crore)

For the Week Ended Jul. 14, 2006

For the Week Ended Jul. 21, 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

31

6.0373

6.0753

55

6.1811

6.3935

2007-08

95

6.9695

7.0124

25

7.0059

7.0399

2008-09

377

7.2045

8.0988

437

8.0390

8.1237

2009-10

12

7.5000

7.5000

142

7.4078

7.5023

2010-11

102

7.6522

7.7750

173

7.6064

7.6985

2011-12

976

7.7062

7.9053

880

7.8037

7.9134

2012-15

1,834

7.9641

8.2702

1,066

6.7817

8.3597

2015-16

3

—

—

15

8.4494

8.5213

Beyond 2016

5,996

8.1999

8.8899

4,664

8.2899

8.9444

2.

State Government Securities

260

7.2457

8.6099

231

8.2500

8.6497

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

70

5.7504

5.8505

114

5.8505

6.0975

(b) 15 - 91 Days

970

5.8798

6.3977

1,153

5.9005

6.4391

(c) 92 - 182 Days

705

6.2800

6.7154

199

6.3650

6.7100

(d) 183 - 364 Days

350

6.8800

6.9850

764

6.8501

7.0169

II.

RBI* : Sales

—

—

: Purchase

10

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

42,486

5.45 (1)

7.10

(90)

43,018

5.54

(1)

6.75

(12)

2.

State Govt. Securities

1,353

5.45 (1)

5.75

(4)

1,488

5.50

(1)

5.70

(4)

3.

91 Day Treasury Bills

6,838

5.45 (1)

5.75

(3)

2,923

5.25

(1)

5.70

(3)

4.

182 Day Treasury Bills

1,546

5.45 (1)

5.80

(3)

1,567

5.60

(1)

5.85

(6)

5.

364 Day Treasury Bills

9,450

5.40 (1)

6.00

(5)

10,074

5.50

(1)

5.85

(5)

IV. RBI : Repo £^

—

—

—

—

—

—

: Reverse Repo !

2,35,855

5.75

5.75

2,23,960

5.75

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.
** : 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.