(Amount in Rs. crore)

For the Week Ended Oct. 20, 2006

For the Week Ended Oct. 27, 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

—

—

—

—

—

—

2007-08

271

6.8672

7.0279

—

—

—

2008-09

755

7.0943

7.5000

283

7.6877

7.7558

2009-10

140

7.2301

7.2352

35

7.2300

7.2339

2010-11

119

7.2955

7.3854

26

7.3853

7.3853

2011-12

2,280

7.3792

8.0733

1,636

7.3959

8.0580

2012-15

620

7.4434

8.2136

293

7.3408

8.2141

2015-16

1

—

—

—

—

—

Beyond 2016

10,954

7.5928

8.1567

5,561

7.6305

8.1532

2.

State Government Securities

218

7.7600

7.9958

38

7.9014

7.9204

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

230

6.7002

6.8501

139

6.4500

7.3790

(b) 15 - 91 Days

994

6.0505

6.6462

460

6.4996

6.6601

(c) 92 - 182 Days

640

6.6499

6.8815

65

6.6498

6.8600

(d) 183 - 364 Days

432

6.8300

6.9300

57

6.9000

6.9595

II.

RBI* : Sales

132

—

: Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

52,330

5.75 (1)

7.25

(10)

29,152

5.75

(1)

7.15

(4)

2.

State Govt. Securities

841

6.25 (1)

6.80

(8)

367

6.15

(1)

6.90

(4)

3.

91 Day Treasury Bills

508

6.30 (1)

6.85

(3)

552

6.10

(1)

6.95

(3)

4.

182 Day Treasury Bills

271

6.25 (1)

6.50

(1)

568

6.15

(1)

6.95

(4)

5.

364 Day Treasury Bills

2,485

6.20 (1)

6.95

(3)

2,762

6.10

(1)

6.95

(3)

IV. RBI : Repo £^

2,585

7.00

7.00

1,805

7.00

7.00

: Reverse Repo !

9,605

6.00

6.00

29,660

6.00

6.00

@ : As reported in Subsidiary General Ledger Accounts at RBI, including 'When Issued' transactions.
* : 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.