The survfit function, when applied to the results of a Cox model, will give 
the predicted survival curve for any particular combination of covariates in 
the 
model.  You cannot get what you are asking for, i.e., distinct levels of X 
while 
ignoring Y, from survfit.  What you need to do is create a data frame 
containing 
values for the curves that you want, e.g.,
        mydata <- data.frame(X=c(1,2,3,4), y=c(8,8,8,8))
        cfit  <- survfit(mod.phm, newdata=mydata)
        plot(cfit, lty=1:4)
People often choose a 'common' value of y for the plot.

Arguably the better approach is to average over the levels of y.  For this, I 
would recommend that you read chapter 10 of Therneau and Grambsch, Modeling 
Survival Data.  The discussion really does take a whole chapter, and is too 
long 
for a help-list synopsis.
        Terry Therneau
        
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Thanks for your help. I want to draw a plot which shows separate
survival curves for each category of X on the same plot(same set of
axes). Your code produces a separate curve for each combination of X
and Y but I don't want curves for combinations of X and Y since Y has
many levels and also the values of Y don't have any significance in my
case. Is there  a way of doing what i want to do i.e. getting separate
survival curves for each level of X using the function survfit() on an
object mod.phm which is a coxph object such that:

mod.phm<-coxph(formula=Surv(time,Flag_Death)~X+Y, data= datFrame)

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