(Amount in Rs. crore)

For the Week Ended Jun. 9, 2006

For the Week Ended Jun. 16, 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

5

5.7139

5.7139

5

6.0221

6.0221

2007-08

100

6.5339

6.5339

78

6.6332

6.9010

2008-09

1,160

6.6953

7.6497

825

6.9104

7.8795

2009-10

95

6.8742

7.0312

145

7.0988

7.0988

2010-11

111

7.1597

7.2417

310

7.1900

7.4611

2011-12

3,357

7.2474

7.3877

3,616

7.4055

7.4824

2012-15

210

7.3390

7.6877

471

7.5148

7.7856

2015-16

—

—

—

55

7.8654

7.8654

Beyond 2016

3,214

7.6258

8.3346

1,942

7.7793

8.3737

2.

State Government Securities

168

7.1800

8.0296

319

7.4284

8.2002

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

25

5.4499

5.4499

4

—

—

(b) 15 - 91 Days

1,375

5.4502

5.7498

1,761

5.7999

6.1908

(c) 92 - 182 Days

586

5.6949

6.1399

689

6.0201

6.5014

(d) 183 - 364 Days

745

6.3300

6.4800

216

6.3499

6.7400

II.

RBI* : Sales

50

—

: 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

48,763

4.95 (1)

8.10

(84)

47,862

5.50

(1)

5.90

(6)

2.

State Govt. Securities

1,754

5.00 (1)

5.65

(7)

1,830

5.50

(1)

5.70

(6)

3.

91 Day Treasury Bills

5,635

4.25 (1)

5.60

(3)

5,623

5.50

(1)

5.70

(3)

4.

182 Day Treasury Bills

2,084

5.00 (1)

5.70

(3)

1,121

5.50

(1)

5.85

(3)

5.

364 Day Treasury Bills

5,169

4.90 (1)

5.75

(3)

6,093

5.45

(1)

5.70

(3)

IV. RBI : Repo £^

—

—

—

—

—

—

: Reverse Repo !

3,15,025

5.50

5.75

2,36,230

5.75

5.75

@: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.