(Amount in Rs. crore)

For the Week Ended Sep. 8, 2006

For the Week Ended Sep. 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

185

5.5526

7.0258

165

6.8174

6.9976

2008-09

370

7.0921

7.7825

390

7.0503

7.7546

2009-10

225

7.2954

7.8813

50

7.3439

7.3439

2010-11

1,328

7.3626

7.6142

589

7.3400

7.6201

2011-12

7,621

7.4486

7.6127

5,199

7.4206

8.2987

2012-15

1,262

7.5288

7.8022

1,326

7.5183

8.5357

2015-16

99

7.7739

7.9702

175

7.7387

7.9995

Beyond 2016

21,002

7.7159

8.5286

20,118

7.6631

8.4997

2.

State Government Securities

122

7.9462

7.9973

115

7.8713

7.9998

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

199

5.9582

6.1400

192

5.9870

6.3300

(b) 15 - 91 Days

1,481

6.1502

6.4391

1,018

6.1604

6.4805

(c) 92 - 182 Days

963

6.4001

6.7368

529

6.3898

6.7200

(d) 183 - 364 Days

1,263

6.7601

6.8700

1,401

6.7999

6.9251

II.

RBI* : Sales

141

—

: Purchase

—

10

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

47,618

5.85 (1)

6.07

(7)

53,399

5.90

(1)

7.75

(49)

2.

State Govt. Securities

860

5.90 (1)

6.02

(5)

706

6.00

(1)

6.10

(3)

3.

91 Day Treasury Bills

2,468

5.75 (1)

6.05

(3)

237

6.02

(1)

6.08

(1)

4.

182 Day Treasury Bills

849

5.85 (1)

6.05

(3)

2,015

5.95

(1)

6.15

(3)

5.

364 Day Treasury Bills

4,542

5.80 (1)

6.06

(7)

4,088

5.95

(1)

6.25

(5)

IV. RBI : Repo £^

—

—

—

275

7.00

7.00

: Reverse Repo !

2,10,725

6.00

6.00

1,65,215

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.