(Amount in Rs. crore)

Item

For the Week Ended Mar. 12, 2010

For the Week Ended Mar. 19, 2010

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

—

—

—

—

—

—

2010-11

1,913

3.9927

4.5639

570

4.4473

5.1335

2011-12

193

5.2153

6.2987

790

5.1700

6.4000

2012-13

1,060

6.0579

6.6700

4,671

5.6593

6.2488

2013-14

626

6.8261

6.9406

710

6.6603

7.1766

2014-15

419

7.2652

7.9909

222

7.1877

7.6300

2015-18

12,899

7.5172

7.9300

12,523

7.3914

7.7888

2018-19

114

7.8478

8.0035

82

7.8500

8.0411

Beyond 2019

9,855

4.6524

8.4906

11,115

4.6488

8.4909

2. State Government Securities

1,152

4.0114

8.5400

1,509

8.1417

8.5380

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

629

3.0000

5.3557

440

4.2491

5.0019

(b) 15 - 91 Days

5,638

3.5000

4.3382

3,192

3.9999

4.4202

(c) 92 - 182 Days

275

4.3000

4.6500

225

4.4700

4.5601

(d) 183 - 364 Days

775

4.9543

5.1001

1,056

4.7000

5.1000

II. RBI* : Sales

10

63

: Purchases

10

60+

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

1,20,846

1.25 (1)

4.50 (8)

35,228

0.70 (1)

4.70 (3)

2. State Govt. Securities

651

2.25 (1)

3.15 (3)

60

2.95 (1)

3.40 (2)

3. 91 Day Treasury Bills

21,174

2.60 (1)

3.40 (3)

19,059

2.25 (1)

3.85 (3)

4. 182 Day Treasury Bills

5,251

2.50 (1)

3.20 (3)

3,721

3.20 (1)

3.80 (3)

5. 364 Day Treasury Bills

7,655

2.55 (1)

3.25 (3)

3,844

3.00 (1)

3.80 (2)

IV. RBI: Repo X^

—

—

—

400

—

4.75

: Reverse Repo !

3,32,295

—

3.25

41,305

—

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).
X : 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.