(Amount in ` crore)

Item

For the Week Ended Sep. 23, 2011

For the Week Ended Sep. 30, 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

10

8.4483

8.4483

—

—

—

2012-13

135

8.1947

8.4051

646

8.2812

8.5584

2013-14

132

8.2574

8.3204

155

8.2366

8.2700

2014-15

45

8.2680

8.3147

43

8.2060

8.2800

2015-16

186

8.2466

8.3533

120

8.2782

8.9389

2016-17

488

8.0656

8.3613

439

8.2976

8.3153

2017-18

12

8.3369

8.3369

122

8.3242

8.3286

2018-19

2,603

8.3007

8.3735

3,391

8.3018

8.3509

2019-20

20

8.2775

8.3463

—

—

—

2020-21

125

9.0438

9.2103

350

8.9948

8.9948

Beyond 2021

51,378

8.1155

9.4027

39,076

8.2817

8.7218

2. State Government Securities

835

8.2165

8.7278

270

8.5708

8.6444

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 days

217

8.1204

8.4190

292

8.2017

8.3464

(b) 15-91 days

5,733

8.0992

8.4364

5,019

8.1250

8.4364

(c) 92-182 days

85

8.3601

8.4200

540

8.3001

8.4651

(d) 183-364 days

1,234

8.3600

8.4595

632

8.3801

8.4300

II. RBI* : Sales

116

3

Purchases

117

—+

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

60,092

5.00 (1)

10.00 (62)

32,388

7.50 (1)

10.25 (15)

2. State Govt. Securities

692

8.16 (1)

8.30 (3)

710

8.23 (1)

8.30 (4)

3. 91-day Treasury Bills

12,439

6.00 (1)

8.40 (3)

6,125

7.95 (1)

8.35 (4)

4. 182-day Treasury Bills

6,904

6.00 (1)

8.30 (3)

2,844

8.20 (1)

8.35 (4)

5. 364-day Treasury Bills

9,378

8.15 (1)

8.28 (3)

7,689

8.00 (1)

8.30 (4)

IV. RBI: Repo X^

2,93,215

—

8.25

3,12,275

—

8.25

Reverse Repo !

15,880

—

7.25

12,965

—

7.25

@ 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 `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.