(Amount in Rs. crore)

For the Week Ended Jun. 16, 2006

For the Week Ended Jun. 23, 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

6.0221

6.0221

7

—

—

2007-08

78

6.6332

6.9010

222

6.9946

7.0504

2008-09

825

6.9104

7.8795

332

6.9037

7.0536

2009-10

145

7.0988

7.0988

145

7.3375

7.9411

2010-11

310

7.1900

7.4611

101

7.3426

7.5133

2011-12

3,616

7.4055

7.4824

1,916

7.4220

7.5519

2012-15

471

7.5148

7.7856

2,768

7.5405

7.9171

2015-16

55

7.8654

7.8654

120

7.8543

7.8543

Beyond 2016

1,942

7.7793

8.3737

2,482

7.7846

8.5500

2.

State Government Securities

319

7.4284

8.2002

279

7.5800

8.2800

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

4

—

—

80

5.9003

6.0062

(b) 15 - 91 Days

1,761

5.7999

6.1908

637

5.9005

6.3149

(c) 92 - 182 Days

689

6.0201

6.5014

526

6.2901

6.6600

(d) 183 - 364 Days

216

6.3499

6.7400

1,335

6.5900

7.0513

II.

RBI* : Sales

—

—

: Purchase

—

35

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

47,862

5.50 (1)

5.90

(6)

51,062

5.50

(1)

6.50

(7)

2.

State Govt. Securities

1,830

5.50 (1)

5.70

(6)

1,543

5.55

(1)

5.75

(3)

3.

91 Day Treasury Bills

5,623

5.50 (1)

5.70

(3)

4,015

5.52

(1)

5.75

(5)

4.

182 Day Treasury Bills

1,121

5.50 (1)

5.85

(3)

2,905

5.55

(1)

5.80

(3)

5.

364 Day Treasury Bills

6,093

5.45 (1)

5.70

(3)

7,488

5.55

(1)

5.85

(3)

IV. RBI : Repo £^

—

—

—

—

—

—

: Reverse Repo !

2,36,230

5.75

5.75

1,96,230

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.