(Amount in Rs. crore)

For the Week Ended May 5, 2006

For the Week Ended May 12, 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

475

5.6787

6.3099

156

5.6206

6.3350

2007-08

10

6.3133

6.3133

618

6.3099

6.6771

2008-09

310

6.3839

7.3956

287

6.4448

7.3838

2009-10

423

6.7431

7.0200

1,331

6.7314

7.0472

2010-11

540

6.8804

7.0497

517

6.9094

7.1203

2011-12

1,075

6.9574

7.0745

1,121

6.0955

7.1047

2012-15

1,471

7.0368

7.3606

2,802

6.2387

7.3663

2015-16

16

7.3327

7.3327

30

7.4568

7.5043

Beyond 2016

6,147

7.3735

8.1368

7,546

7.4831

8.1236

2.

State Government Securities

386

7.0011

7.7006

645

7.4980

8.0000

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

198

5.4000

5.5992

165

5.4394

6.4993

(b) 15 - 91 Days

1,296

5.4497

5.7003

1,248

5.4604

5.6700

(c) 92 - 182 Days

827

5.5499

5.9258

556

5.5801

5.8999

(d) 183 - 364 Days

414

5.7201

6.0500

480

5.8900

6.2532

II.

RBI* : Sales

37

1,172

: Purchase

15

35

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

26,199

4.50 (1)

8.25

(90)

45,464

3.50

(1)

7.70

(30)

2.

State Govt. Securities

538

5.20 (1)

5.40

(4)

1,317

4.50

(1)

5.35

(3)

3.

91 Day Treasury Bills

124

5.10 (1)

5.50

(3)

1,038

4.85

(1)

5.35

(4)

4.

182 Day Treasury Bills

1,309

5.20 (1)

5.50

(3)

1,247

5.05

(1)

5.45

(3)

5.

364 Day Treasury Bills

3,446

5.10 (1)

5.55

(4)

5,699

4.50

(1)

5.40

(4)

IV. RBI : Repo £^

—

—

—

—

—

—

: Reverse Repo !

2,49,825

5.50

5.50

3,11,810

5.50

5.50

@: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.