(Amount in Rs. crore)

For the Week Ended Dec. 8, 2006

For the Week Ended Dec. 15, 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

300

6.9120

6.9120

1

2008-09

772

7.0200

7.7015

2009-10

80

7.2323

7.2415

30

7.1439

7.3039

2010-11

225

7.1549

7.2860

190

7.4190

7.5811

2011-12

3,167

7.2290

7.8458

2,902

7.2534

8.0861

2012-15

2,803

7.2054

7.9333

2,158

7.2204

8.1393

2015-16

76

7.3617

7.4657

25

7.4550

7.4550

Beyond 2016

24,118

7.3709

7.8916

14,300

7.3776

8.0018

2.

State Government Securities

342

7.4906

7.6978

202

6.6197

7.7500

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

507

6.4006

6.8300

125

6.4398

7.9953

(b) 15 - 91 Days

773

6.3900

6.6500

631

6.3558

7.0500

(c) 92 - 182 Days

753

6.6299

6.8400

239

6.7400

7.2499

(d) 183 - 364 Days

1,555

6.7801

6.9366

166

6.8501

7.0000

II.

RBI* : Sales

: Purchase

5

10

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

48,294

5.25 (1)

6.25

(18)

42,550

5.90

(1)

8.50

(91)

2.

State Govt. Securities

641

5.75 (1)

6.05

(3)

566

6.25

(1)

8.00

(33)

3.

91 Day Treasury Bills

449

5.90 (1)

6.15

(3)

1,220

6.30

(1)

7.40

(3)

4.

182 Day Treasury Bills

1,300

5.50 (1)

6.10

(3)

766

6.25

(1)

7.40

(3)

5.

364 Day Treasury Bills

1,183

5.90 (1)

6.25

(3)

1,922

6.50

(1)

7.40

(3)

IV. RBI : Repo £^

20,605

7.25

7.25

: Reverse Repo !

1,40,100

6.00

6.00

30,840

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.