(` Billion)

Items

For the Week Ended Feb. 24, 2012

For the Week Ended Mar. 2, 2012

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

1.2

8.8572

8.9549

8.3

8.9180

9.1872

2013-14

—

—

—

3.6

8.0800

8.1700

2014-15

—

—

—

—

—

—

2015-16

0.4

8.1638

8.1930

2.3

8.1688

8.2249

2016-17

2.1

8.2180

8.2591

11.6

8.2909

8.3551

2017-18

1.0

8.1050

8.3265

1.9

8.2916

8.3339

2018-19

20.7

8.1845

8.3310

14.4

8.2179

8.4400

2019-20

14.3

8.2314

8.2751

7.6

8.2626

8.2979

2020-21

2.8

9.6132

9.6522

0.5

9.6141

9.6194

Beyond 2021

457.0

8.1553

8.6262

483.1

8.1809

8.5939

2. State Government Securities

11.9

8.6199

8.7983

6.7

8.6561

8.7937

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 days

7.2

8.8516

9.2659

3.7

8.5065

9.0991

(b) 15 - 91 days

30.6

8.4500

9.0227

47.2

8.2501

11.6352

(c) 92 - 182 days

0.7

8.6001

8.8001

12.1

8.7200

8.9999

(d) 183 - 364 days

13.6

8.3679

8.5500

7.8

8.3700

8.5500

II. RBI* : Sales

0.1

1.0

: Purchases

100.4

123.2 +

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

435.9

7.25 (1)

9.80 (16)

431.8

8.00 (1)

9.90 (15)

2. State Govt. Securities

8.4

7.50 (1)

8.65 (3)

6.1

8.65 (1)

9.10 (3)

3. 91-Day Treasury Bills

137.6

6.50 (1)

8.70 (3)

109.3

8.50 (1)

9.05 (3)

4. 182-Day Treasury Bills

118.7

7.50 (1)

8.70 (3)

96.9

8.15 (1)

9.10 (3)

5. 364-Day Treasury Bills

27.1

7.50 (1)

8.80 (3)

31.1

8.15 (1)

9.20 (3)

IV: RBI : Repo X ^

5,536.6

8.50

8.50

9,022.4

8.50

8.50

: Reverse Repo !

146.1

7.50

7.50

113.6

7.50

7.50

@ As reported in Subsidiary General Ledger Accounts at RBI, including 'When-Issued' transactions.
* RBI's sales, 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 `
0.05 billion).
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 Operations (SMO)
Note: Figures in brackets indicate Repo Period.