(Amount in Rs. crore)

For the Week Ended Jul. 21, 2006

For the Week Ended Jul. 28, 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

55

6.1811

6.3935

121

6.1430

6.2244

2007-08

25

7.0059

7.0399

306

6.7917

7.0205

2008-09

437

8.0390

8.1237

582

7.0300

8.0746

2009-10

142

7.4078

7.5023

577

7.3002

7.5005

2010-11

173

7.6064

7.6985

1,368

7.6002

7.7409

2011-12

880

7.8037

7.9134

1,351

7.7164

7.8236

2012-15

1,066

6.7817

8.3597

1,846

6.7607

8.3482

2015-16

15

8.4494

8.5213

151

8.1999

8.4296

Beyond 2016

4,664

8.2899

8.9444

5,958

8.1784

8.9446

2.

State Government Securities

231

8.2500

8.6497

83

8.4014

8.6000

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

114

5.8505

6.0975

49

5.8409

6.0488

(b) 15 - 91 Days

1,153

5.9005

6.4391

403

6.0495

6.4391

(c) 92 - 182 Days

199

6.3650

6.7100

959

6.3450

6.7582

(d) 183 - 364 Days

764

6.8501

7.0169

204

6.7949

6.9200

II.

RBI* : Sales

—

13

: 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

43,018

5.54 (1)

6.75

(12)

40,755

5.55

(1)

6.50

(8)

2.

State Govt. Securities

1,488

5.50 (1)

5.70

(4)

1,176

5.65

(1)

5.90

(3)

3.

91 Day Treasury Bills

2,923

5.25 (1)

5.70

(3)

5,676

5.40

(1)

5.90

(3)

4.

182 Day Treasury Bills

1,567

5.60 (1)

5.85

(6)

1,978

5.60

(1)

6.00

(6)

5.

364 Day Treasury Bills

10,074

5.50 (1)

5.85

(5)

9,052

5.55

(1)

6.05

(6)

IV. RBI : Repo £^

—

—

—

—

—

—

: Reverse Repo !

2,23,960

5.75

5.75

2,14,415

5.75

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.