(Amount in Rs. crore)

Item

For the Week Ended Nov. 27, 2009

For the Week Ended Dec. 4, 2009

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

2009-10

2,190

3.3213

3.4238

700

2.9821

3.4428

2010-11

2,590

3.8783

5.0013

1,477

4.0084

6.9473

2011-12

3,996

5.0004

5.8599

925

5.3929

5.8021

2012-13

1,585

6.1045

6.4050

1,260

6.1365

6.6100

2013-14

463

6.6662

7.0061

305

6.6824

7.0916

2014-15

1,656

6.8431

7.1367

1,395

6.5624

7.9496

2015-18

17,644

7.1150

7.5504

8,708

7.1114

7.7031

2018-19

106

7.5703

7.6901

70

7.6483

7.6642

Beyond 2019

66,433

7.1456

8.3464

41,916

7.1384

8.3503

2

State Government Securities

1,740

4.5000

8.2467

1,945

7.6058

8.1108

3

Treasury Bills (Residual Maturity in Days)

(a)

Upto 14 Days

543

2.8000

3.3038

200

2.8005

3.3038

(b)

15 - 91 Days

3,649

2.6493

3.4000

2,978

2.6493

3.4000

(c)

92 - 182 Days

1,258

3.3000

3.7385

210

3.5701

3.5800

(d)

183 - 364 Days

1,229

3.6800

4.4131

244

3.8000

4.4946

II.

RBI*  : Sales

79

84

       : Purchases

87

364 +

III

Repo Transactions * (Other than with RBI)

Amount

Rates (%PA)
Minimum

Rates (%PA)
Maximum

Amount

Rates (%PA)
Minimum

Rates (%PA)
Maximum

1

Govt. of India Dated Securities

1,10,872

0.50     (1)

3.25    (8)

1,47,531

1.00     (1)

3.15    (5)

2

State Govt. Securities

640

1.50     (1)

3.12    (3)

685

1.55     (1)

3.00    (3)

3

91 Day Treasury Bills

5,434

2.80     (1)

3.20    (3)

5,598

1.65     (1)

3.10    (3)

4.

182 Day Treasury Bills

492

3.00     (1)

3.10    (3)

2,186

1.65     (1)

3.10    (3)

5.

364 Day Treasury Bills

98

2.50     (1)

3.10    (3)

1,798

1.25     (1)

2.85    (3)

IV.

RBI: Repo * ^

—

—

—

—

—

—

: Reverse Repo !

4,95,595

—

3.25

5,43,425

—

3.25

@ : 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 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.
+ : Includes purchase of Oil Marketing Companies Government of India Special Bonds (Oil bonds) of Rs. NIL (face value) under Special Market Operation (SMO)
Note : Figures in brackets indicate Repo Period.