(Amount in Rs. crore)

For the Week Ended Jul. 28, 2006

For the Week Ended Aug. 4, 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

121

6.1430

6.2244

7

6.2551

6.2551

2007-08

306

6.7917

7.0205

531

6.9014

6.9783

2008-09

582

7.0300

8.0746

261

7.1494

8.0015

2009-10

577

7.3002

7.5005

70

7.3383

7.4223

2010-11

1,368

7.6002

7.7409

1,425

7.6529

7.9693

2011-12

1,351

7.7164

7.8236

1,197

7.7990

8.0214

2012-15

1,846

6.7607

8.3482

605

7.9234

8.3685

2015-16

151

8.1999

8.4296

2

—

—

Beyond 2016

5,958

8.1784

8.9446

4,179

8.1784

8.9446

2.

State Government Securities

83

8.4014

8.6000

68

6.6658

8.4980

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

49

5.8409

6.0488

153

6.0600

6.3500

(b) 15 - 91 Days

403

6.0495

6.4391

2,162

6.1010

6.4391

(c) 92 - 182 Days

959

6.3450

6.7582

1,548

6.4000

6.6800

(d) 183 - 364 Days

204

6.7949

6.9200

1,304

6.8050

6.9939

II.

RBI* : Sales

13

52

: Purchase

10

40

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

40,755

5.55 (1)

6.50

(8)

37,805

5.55

(1)

7.00

(8)

2.

State Govt. Securities

1,176

5.65 (1)

5.90

(3)

1,253

5.80

(1)

5.95

(3)

3.

91 Day Treasury Bills

5,676

5.40 (1)

5.90

(3)

9,341

5.25

(1)

5.95

(3)

4.

182 Day Treasury Bills

1,978

5.60 (1)

6.00

(6)

3,564

5.80

(1)

6.10

(6)

5.

364 Day Treasury Bills

9,052

5.55 (1)

6.05

(6)

9,961

5.45

(1)

6.10

(7)

IV. RBI : Repo £^

—

—

—

—

—

—

: Reverse Repo !

2,14,415

5.75

6.00

2,40,710

6.00

6.00

@ : 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.