(` Billion)

Items

For the Week Ended July 27, 2012

For the Week Ended August 3, 2012

Amount

YTM (%PA) Indicative**

Amount

YTM (%PA) Indicative**

Minimum

Maximum

Minimum

Maximum

1

2

3

4

5

6

I. Outright Tranasctions

1. Govt. of India Dated Securities

Maturing in the year

2012-13

—

—

—

0.8

8.4382

8.7584

2013-14

4.4

7.8536

7.9167

1.3

7.9417

7.9613

2014-15

0.8

7.8473

7.9000

—

—

—

2015-16

2.9

7.8836

7.9145

0.1

7.8893

7.8893

2016-17

1.9

7.8801

8.0005

1.2

8.0548

8.1281

2017-18

5.3

7.9375

8.0549

28.9

7.9976

8.1853

2018-19

21.7

8.0609

8.1600

16.0

8.1025

8.2394

2019-20

112.9

8.1024

8.1710

95.0

8.1440

8.3162

2020-21

—

—

—

1.5

9.2575

9.3761

2021-22

55.9

8.2164

8.2707

24.6

8.2455

8.4240

Beyond 2022

680.2

8.0512

8.5801

483.2

8.0746

8.6592

2. State Government Securities

28.1

8.3962

8.9497

4.7

8.0889

8.9175

3. Treasury Bills (Residual Maturity in Days)

(a) Up to 14 days

21.4

8.0000

8.1504

17.5

8.0000

8.1500

(b) 15 - 91 days

60.2

8.0705

8.1999

69.6

8.0200

8.2503

(c) 92 - 182 days

18.5

8.0500

8.1501

23.9

8.2000

8.2500

(d) 183 - 364 days

32.3

7.8750

8.0625

28.8

7.9000

8.1800

II. RBI* : Sales

0.3

2.4

: Purchases

3.6

4.5 +

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

509.4

7.50 (1)

9.50 (60)

399.7

7.00 (1)

9.40 (31)

2. State Govt. Securities

7.3

8.00 (1)

9.40 (17)

9.6

7.95 (1)

8.07 (3)

3. 91-Day Treasury Bills

222.3

7.90 (1)

8.10 (3)

245.1

7.95 (1)

8.10 (3)

4. 182-Day Treasury Bills

173.5

7.60 (1)

8.10 (3)

162.7

7.90 (1)

8.07 (3)

5. 364-Day Treasury Bills

203.5

7.55 (1)

8.10 (3)

195.6

7.95 (1)

8.07 (3)

IV: RBI : Repo X ^

1,699.0

8.00

8.00

1,954.4

8.00

8.00

: Reverse Repo !

7.8

7.00

7.00

0.1

7.00

7.00

@ 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.