(Amount in Rs. crore)

For the Week Ended Jun. 30, 2006

For the Week Ended Jul. 7, 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

38

6.1057

6.9100

—

—

—

2007-08

173

6.9099

7.1700

44

7.0006

7.0453

2008-09

83

7.2520

8.0988

185

7.1527

8.0115

2009-10

35

7.4567

8.1578

100

8.2058

8.2058

2010-11

479

7.5460

7.7702

46

7.5458

7.6104

2011-12

1,412

7.6115

7.7754

815

7.6417

7.7323

2012-15

2,784

7.7747

8.1215

1,720

7.7667

8.1028

2015-16

2

—

—

7

—

—

Beyond 2016

2,359

8.0967

8.6364

712

8.0850

8.5379

2.

State Government Securities

250

7.7600

8.4400

114

8.2990

8.4000

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

26

5.9482

5.9519

170

5.8622

6.2071

(b) 15 - 91 Days

788

5.9008

6.3563

1,207

5.8394

6.3700

(c) 92 - 182 Days

1,094

6.2998

6.7797

347

6.6000

6.7201

(d) 183 - 364 Days

562

6.9300

7.0700

885

6.7600

7.0513

II.

RBI* : Sales

643

350

: Purchase

10

5

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

39,805

5.30 (1)

6.75

(7)

32,702

5.25

(1)

7.50

(15)

2.

State Govt. Securities

1,455

5.45 (1)

5.80

(3)

1,145

5.30

(1)

5.70

(5)

3.

91 Day Treasury Bills

7,762

5.55 (1)

5.80

(3)

4,518

5.20

(1)

5.70

(5)

4.

182 Day Treasury Bills

2,267

5.50 (1)

5.85

(3)

2,011

5.15

(1)

5.75

(4)

5.

364 Day Treasury Bills

2,267

5.50 (1)

5.95

(3)

8,473

5.25

(1)

5.80

(5)

IV. RBI : Repo £^

—

—

—

—

—

—

: Reverse Repo !

2,08,430

5.75

5.75

3,08,905

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.