(Amount in Rs. crore)

Item

For the Week Ended May 21, 2010

For the Week Ended May 28, 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

2010-11

2,384

3.6572

5.6324

190

4.2246

5.0000

2011-12

1,011

5.0304

6.1200

575

5.0735

6.2300

2012-13

4,216

5.7676

6.3691

1,929

5.8234

6.0670

2013-14

1,877

6.4107

6.8564

1,044

6.4744

6.8420

2014-15

1,576

6.8650

7.0835

1,192

6.8638

7.1218

2015-16

3,030

7.1803

7.3780

1,026

7.1799

7.3086

2016-19

10,609

7.3471

7.8201

6,854

7.3250

8.1161

2019-20

1,488

7.7005

7.8945

407

4.7239

7.7940

Beyond 2020

72,711

7.3839

8.2805

68,814

7.3188

8.1690

2. State Government Securities

1,519

5.9561

8.2902

1,291

6.9500

8.1800

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

684

3.5500

4.1500

1,102

3.5500

5.1000

(b) 15 - 91 Days

6,523

3.6498

4.3001

5,121

4.0999

5.2500

(c) 92 - 182 Days

1,008

4.1100

4.6501

1,345

4.4196

5.0501

(d) 183 - 364 Days

735

4.6201

4.9343

373

4.8501

5.1500

II. RBI* : Sales

148

84

: Purchases

145

86 +

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

94,995

1.00 (1)

3.80 (3)

62,377

2.50 (1)

5.15 (3)

2. State Govt. Securities

208

3.40 (1)

3.65 (3)

148

3.80 (1)

3.96 (2)

3. 91 Day Treasury Bills

4,866

2.50 (1)

3.80 (3)

6,507

3.25 (1)

5.10 (3)

4. 182 Day Treasury Bills

4,840

1.25 (1)

3.75 (3)

1,515

3.95 (1)

5.00 (1)

5. 364 Day Treasury Bills

9,225

3.35 (1)

3.85 (3)

10,850

3.86 (1)

4.85 (3)

IV. RBI : RepoX^

—

—

—

—

—

—

: Reverse Repo !

2,13,895

—

3.75

25,330

—

3.75

@ : 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.