(Amount in Rs. crore)

For the Week Ended May 19, 2006

For the Week Ended May 26, 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

80

5.7623

5.8472

—

—

—

2007-08

750

6.3357

6.4707

16

6.4012

6.7200

2008-09

680

6.5603

7.4269

334

6.7076

6.7495

2009-10

21

6.8810

7.0954

85

6.8796

7.0375

2010-11

245

6.9811

7.0252

85

7.0227

7.0802

2011-12

2,077

6.0963

7.2500

1,356

7.1461

7.3630

2012-15

2,538

6.2390

7.5107

1,184

7.2473

7.4786

2015-16

275

6.1193

6.1193

10

—

—

Beyond 2016

7,195

7.5363

8.1833

8,468

7.5794

8.1934

2.

State Government Securities

1,052

6.9000

8.0500

308

6.9878

8.0363

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

93

5.4028

5.4499

63

5.4499

6.4993

(b) 15 - 91 Days

1,098

5.5405

5.7000

601

5.6048

5.6951

(c) 92 - 182 Days

1,095

5.6549

6.0301

195

5.7402

6.0549

(d) 183 - 364 Days

505

5.8251

6.2705

1,697

6.3200

6.3914

II.

RBI* : Sales

124

45

: Purchase

15

10

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

39,296

4.30 (1)

7.70

(30)

50,078

4.00

(1)

6.70

(9)

2.

State Govt. Securities

2,165

5.00 (1)

5.35

(7)

1,588

4.50

(1)

5.15

(7)

3.

91 Day Treasury Bills

960

4.90 (1)

5.35

(3)

6,131

4.75

(1)

5.20

(3)

4.

182 Day Treasury Bills

377

4.75 (3)

5.20

(3)

1,966

4.75

(1)

5.20

(3)

5.

364 Day Treasury Bills

2,972

4.90 (1)

5.40

(3)

4,573

4.60

(1)

5.20

(3)

IV. RBI : Repo £^

—

—

—

—

—

—

: Reverse Repo !

2,93,415

5.50

5.50

3,16,840

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.