(Amount in ` crore)

Item

For the Week Ended Oct. 21, 2011

For the Week Ended Oct. 28, 2011

Amount

YTM (%PA) Indicative**

Amount 

YTM (%PA) Indicative**

Minimum

Maximum

Minimum

Maximum

1

2

3

4

5

6

I. Outright Transactions

1. Govt. of India Dated Securities

Maturing in the year

2011-12

—

—

—

—

—

—

2012-13

1,133

8.4428

8.6174

1,008

8.6143

8.7134

2013-14

—

—

—

—

—

—

2014-15

86

8.5415

8.6432

—

—

—

2015-16

16

8.5751

8.5804

75

8.5024

9.1849

2016-17

990

8.7131

8.7676

267

8.6901

8.7787

2017-18

36

8.7457

8.7457

5

8.8014

8.8014

2018-19

5,175

8.7263

8.8494

1,749

8.6779

8.8298

2019-20

—

—

—

—

—

—

2020-21

11

9.2897

9.2914

—

—

—

Beyond 2021

47,895

8.7217

9.0869

23,981

8.6711

9.0008

2. State Government Securities

1,071

8.8668

9.09

228

8.9594

9.0586

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 days

596

8.15

8.4287

315

8.3

8.495

(b) 15-91 days

2,927

8.25

8.7504

2,303

8.3499

8.66

(c) 92-182 days

173

8.4998

8.6001

591

8.5489

8.705

(d) 183-364 days

1,077

8.5233

8.684

494

8.5557

8.65

II. RBI* : Sales

230

248

Purchases

192

288+

III. Repo Transactions X(Other than with RBI)

Amount

Rates (%PA) Minimum

Rates (%PA) Maximum

Amount

Rates (%PA) Minimum

Rates (%PA) Maximum

1. Govt. of India Dated Securities

50,861

6.85 (1)

9.35 (90)

28,248

7.00 (1)

10.25 (17)

2. State Govt. Securities

96

8.15 (1)

8.25 (3)

35

8.30 (1)

9.00 (15)

3. 91-day Treasury Bills

24,055

6.75 (1)

8.65 (3)

10,047

8.10 (1)

8.50 (3)

4. 182-day Treasury Bills

5,233

8.10 (1)

8.30 (3)

2,237

8.20 (1)

8.50 (3)

5. 364-day Treasury Bills

11,809

8.10 (1)

8.50 (3)

7,054

8.20 (1)

8.50 (3)

IV. RBI: Repo X^

3,08,720

—

8.25

2,66,860

8.25

8.50

Reverse Repo !

1,305

—

7.25

1,075

7.25

7.50

@ As reported in Subsidiary General Ledger Accounts at RBI, including 'When Issued' transactions.
* RBI's sales and purchases include transactions in other offices and transactions on behalf of the State Governments and
others.
** Minimum and maximum YTMs (% PA) indicative have been given excluding transactions of non-standard lot size (less than `
5 crore).
X Represents 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.
+ Includes purchase of Oil Marketing Companies Government of India Special Bonds (Oil bonds) of ` NIL (face value) under
Special Market Operation (SMO).
Note : Figures in brackets indicate Repo Period.