(Amount in Rs. crore)

For the Week Ended Feb. 16, 2007

For the Week Ended Feb. 23, 2007

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

410

7.3104

7.6585

756

7.4752

7.7958

2008-09

545

7.5505

8.3481

535

7.8081

8.3704

2009-10

50

7.7500

7.7500

26

7.9500

7.9500

2010-11

155

7.6850

7.7383

25

7.9501

8.2007

2011-12

479

7.7725

8.2500

607

7.8618

8.4445

2012-15

5,614

7.7161

8.0946

6,617

7.8364

8.4984

2015-16

10

—

—

15

8.1204

8.1205

Beyond 2016

5,702

7.7756

8.3208

11,104

7.9175

8.4300

2.

State Government Securities

245

6.9230

7.9505

107

7.7000

8.2395

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

160

5.0026

6.9995

(b) 15 - 91 Days

374

7.1000

7.6001

1,334

7.0946

8.1562

(c) 92 - 182 Days

637

7.3901

7.5000

450

7.5801

7.6500

(d) 183 - 364 Days

341

7.4199

7.6499

221

7.3000

7.6800

II.

RBI* : Sales

9

13

: Purchase

—

—

III.

Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Rates (%PA)

Amount

Rates (%PA)

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

31,332

4.50

(1)

8.50

(44)

42,803

5.00

(1)

9.50

(60)

2.

State Govt. Securities

439

6.25

(1)

7.50

(4)

1,079

5.00

(1)

7.50

(3)

3.

91 Day Treasury Bills

238

6.20

(1)

7.50

(4)

1,179

6.00

(1)

8.00

(3)

4.

182 Day Treasury Bills

1,293

5.50

(1)

7.65

(4)

1,017

6.00

(1)

7.62

(5)

5.

364 Day Treasury Bills

4,219

6.00

(1)

7.50

(4)

1,229

6.05

(1)

7.50

(3)

IV. RBI: Repo £^

11,925

7.50

7.50

18,495

7.50

7.50

: Reverse Repo !

13,140

6.00

6.00

20,035

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.