(Amount in Rs. crore)

For the Week Ended Aug. 4, 2006

For the Week Ended Aug. 11, 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

7

6.2551

6.2551

45

6.0668

6.9500

2007-08

531

6.9014

6.9783

228

6.9052

6.9752

2008-09

261

7.1494

8.0015

130

7.0949

7.9494

2009-10

70

7.3383

7.4223

235

7.3260

8.0502

2010-11

1,425

7.6529

7.9693

2,140

7.5446

7.9359

2011-12

1,197

7.7990

8.0214

6,440

7.6806

7.9998

2012-15

605

7.9234

8.3685

1,120

6.7333

8.3474

2015-16

2

—

—

118

8.2998

8.4030

Beyond 2016

4,179

8.1784

8.9446

8,123

8.0628

8.7891

2.

State Government Securities

68

6.6658

8.4980

206

7.1902

8.4150

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

153

6.0600

6.3500

53

6.0618

6.0974

(b) 15 - 91 Days

2,162

6.1010

6.4391

1,376

6.1503

6.3600

(c) 92 - 182 Days

1,548

6.4000

6.6800

1,249

6.3501

6.6940

(d) 183 - 364 Days

1,304

6.8050

6.9939

981

6.8000

6.9901

II.

RBI* : Sales

52

—

: Purchase

40

5

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

37,805

5.55 (1)

7.00

(8)

36,980

5.85

(1)

7.10

(12)

2.

State Govt. Securities

1,253

5.80 (1)

5.95

(3)

1,045

5.85

(1)

6.05

(3)

3.

91 Day Treasury Bills

9,341

5.25 (1)

5.95

(3)

4,288

5.00

(1)

6.08

(3)

4.

182 Day Treasury Bills

3,564

5.80 (1)

6.10

(6)

2,727

5.80

(1)

6.05

(3)

5.

364 Day Treasury Bills

9,961

5.45 (1)

6.10

(7)

7,356

5.75

(1)

6.10

(6)

IV. RBI : Repo £^

—

—

—

—

—

—

: Reverse Repo !

2,40,710

6.00

6.00

2,02,955

6.00

6.00

@ : 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.
** : 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.