(Amount in Rs. crore)

For the Week Ended Jun. 23, 2006

For the Week Ended Jun. 30, 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

7

—

—

38

6.1057

6.9100

2007-08

222

6.9946

7.0504

173

6.9099

7.1700

2008-09

332

6.9037

7.0536

83

7.2520

8.0988

2009-10

145

7.3375

7.9411

35

7.4567

8.1578

2010-11

101

7.3426

7.5133

479

7.5460

7.7702

2011-12

1,916

7.4220

7.5519

1,412

7.6115

7.7754

2012-15

2,768

7.5405

7.9171

2,784

7.7747

8.1215

2015-16

120

7.8543

7.8543

2

—

—

Beyond 2016

2,482

7.7846

8.5500

2,359

8.0967

8.6364

2.

State Government Securities

279

7.5800

8.2800

250

7.7600

8.4400

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

80

5.9003

6.0062

26

5.9482

5.9519

(b) 15 - 91 Days

637

5.9005

6.3149

788

5.9008

6.3563

(c) 92 - 182 Days

526

6.2901

6.6600

1,094

6.2998

6.7797

(d) 183 - 364 Days

1,335

6.5900

7.0513

562

6.9300

7.0700

II.

RBI* : Sales

—

643

: Purchase

35

10

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

51,062

5.50 (1)

6.50

(7)

39,805

5.30

(1)

6.75

(7)

2.

State Govt. Securities

1,543

5.55 (1)

5.75

(3)

1,455

5.45

(1)

5.80

(3)

3.

91 Day Treasury Bills

4,015

5.52 (1)

5.75

(5)

7,762

5.55

(1)

5.80

(3)

4.

182 Day Treasury Bills

2,905

5.55 (1)

5.80

(3)

2,267

5.50

(1)

5.85

(3)

5.

364 Day Treasury Bills

7,488

5.55 (1)

5.85

(3)

2,267

5.50

(1)

5.95

(3)

IV. RBI : Repo £^

—

—

—

—

—

—

: Reverse Repo !

1,96,230

5.75

5.75

2,08,430

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.
£: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.