(Amount in Rs. crore)

For the Week Ended Sep. 15, 2006

For the Week Ended Sep. 22, 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

—

—

—

18

7.0882

7.7088

2007-08

165

6.8174

6.9976

60

6.7692

6.8572

2008-09

390

7.0503

7.7546

456

7.0000

7.8022

2009-10

50

7.3439

7.3439

165

7.2858

7.3281

2010-11

589

7.3400

7.6201

305

7.3549

7.6923

2011-12

5,199

7.4206

8.2987

4,596

7.4146

8.2891

2012-15

1,326

7.5183

8.5357

826

7.5444

8.5499

2015-16

175

7.7387

7.9995

56

7.5582

7.8009

Beyond 2016

20,118

7.6631

8.4997

16,049

7.5994

8.5139

2.

State Government Securities

115

7.8713

7.9998

308

7.8000

8.0221

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

192

5.9870

6.3300

6

—

—

(b) 15 - 91 Days

1,018

6.1604

6.4805

1,058

6.2503

6.5219

(c) 92 - 182 Days

529

6.3898

6.7200

589

6.4201

6.7797

(d) 183 - 364 Days

1,401

6.7999

6.9251

1,061

6.7700

6.9160

II.

RBI* : Sales

—

1

: Purchase

10

15

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

53,399

5.90 (1)

7.75

(49)

45,805

5.90

(1)

7.10

(7)

2.

State Govt. Securities

706

6.00 (1)

6.10

(3)

800

6.00

(1)

7.00

(34)

3.

91 Day Treasury Bills

237

6.02 (1)

6.08

(1)

118

5.50

(1)

6.45

(3)

4.

182 Day Treasury Bills

2,015

5.95 (1)

6.15

(3)

1,587

6.17

(1)

6.50

(3)

5.

364 Day Treasury Bills

4,088

5.95 (1)

6.25

(5)

6,250

6.10

(1)

6.65

(3)

IV. RBI : Repo £^

275

7.00

7.00

—

—

—

: Reverse Repo !

1,65,215

6.00

6.00

44,345

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.