(Amount in ` crore)

Item

For the Week Ended Dec. 16, 2011

For the Week Ended Dec. 23, 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

279

8.4612

8.5600

1,688

8.3761

8.7375

2013-14

50

8.2580

8.2580

—

—

—

2014-15

165

8.2357

8.4190

102

8.0372

8.2500

2015-16

106

8.2510

8.4103

145

8.1085

8.3053

2016-17

756

8.3411

8.4726

1,269

8.2252

8.4001

2017-18

675

8.3529

8.5508

239

8.3134

8.4234

2018-19

6,211

8.3744

8.5008

13,836

8.2925

8.4915

2019-20

20

8.5500

8.5500

25

8.4000

8.4367

2020-21

2,442

9.1984

10.0309

2,554

9.2597

9.8031

Beyond 2021

94,180

8.4041

8.8607

1,09,642

8.2682

8.8019

2. State Government Securities

2,127

8.5485

9.0568

3,422

8.6010

8.9058

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 days

213

8.4496

8.7000

606

8.3000

8.8009

(b) 15-91 days

4,786

8.2500

8.7504

3,246

8.1978

9.0000

(c) 92-182 days

3,893

8.2500

8.5003

1,336

8.2200

8.4002

(d) 183-364 days

2,218

8.2175

8.4505

2,580

8.1000

8.3001

II. RBI* : Sales

—

—

Purchases

—

9,280+

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

41,772

6.50 (1)

9.65 (15)

37,807

7.50 (1)

9.90 (15)

2. State Govt. Securities

297

8.55 (1)

8.55 (1)

535

8.70 (1)

9.26 (3)

3. 91-day Treasury Bills

7,546

7.50 (1)

9.00 (3)

3,552

8.65 (1)

9.40 (3)

4. 182-day Treasury Bills

9,213

7.50 (1)

9.00 (3)

4,937

8.70 (1)

9.41 (3)

5. 364-day Treasury Bills

2,788

8.00 (1)

9.00 (3)

3,561

8.65 (1)

9.41 (3)

IV. RBI: Repo X^

5,06,530

8.50

8.50

8,33,500

8.50

8.50

Reverse Repo !

775

7.50

7.50

80

7.50

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.