(Amount in Rs. crore)

Item

For the Week Ended Feb. 26, 2010

For the Week Ended Mar. 5, 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

638

3.9961

5.0604

68

3.9566

8.6213

2011-12

333

5.2563

6.4500

85

5.3409

5.3717

2012-13

2,236

6.0929

6.4915

832

6.0701

6.6703

2013-14

551

6.8797

7.3059

520

6.8622

6.9600

2014-15

640

7.1964

7.6986

1,206

7.2397

7.4145

2015-18

8,835

7.3313

7.8500

13,692

7.4191

8.2017

2018-19

85

7.8074

7.9000

41

7.9203

8.1334

Beyond 2019

26,958

7.7505

8.4955

15,418

4.6572

8.5000

2. State Government Securities

1,937

4.0161

8.5543

890

5.6000

8.5438

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

1,850

3.2000

3.2500

116

2.8501

3.6574

(b) 15 - 91 Days

4,240

3.1500

4.1334

4,486

3.4000

7.6237

(c) 92 - 182 Days

48

4.2000

4.5000

233

4.3501

4.7101

(d) 183 - 364 Days

895

4.8400

4.9785

260

4.9000

5.0000

II. RBI* : Sales

189

218

: Purchases

205

222+

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

98,768

2.00 (1)

5.00 (364)

71,312

1.50 (1)

4.50 (4)

2. State Govt. Securities

796

2.50 (1)

3.25 (4)

774

2.50 (1)

3.20 (3)

3. 91 Day Treasury Bills

17,410

2.50 (1)

3.25 (4)

12,773

1.75 (1)

3.20 (3)

4. 182 Day Treasury Bills

3,035

1.50 (1)

3.15 (1)

1,781

1.50 (1)

3.20 (3)

5. 364 Day Treasury Bills

2,467

2.70 (1)

3.12 (4)

3,887

2.90 (1)

3.20 (3)

IV. RBI: Repo X^

—

—

—

—

—

—

: Reverse Repo !

3,21,540

—

3.25

2,81,925

—

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.