Items

For the Week Ended Mar. 23, 2012

For the Week Ended Mar. 30, 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

2011-12

0.3

9.4161

9.4161

—

—

—

2012-13

8.7

9.0046

9.8602

19.4

8.9804

12.7686

2013-14

0.2

8.1193

8.1580

0.4

8.0755

8.0907

2014-15

3.2

8.1450

8.1931

—

—

—

2015-16

1.2

8.2750

8.4342

4.8

8.2662

8.4850

2016-17

1.5

8.3628

8.4500

0.1

8.3386

8.3386

2017-18

2.6

8.4491

8.4971

8.6

8.4745

8.6941

2018-19

20.0

8.3757

8.5368

29.8

8.4427

8.6328

2019-20

9.5

8.3989

8.5590

14.8

8.4103

8.6407

2020-21

1.6

9.6861

9.7654

3.8

8.5620

9.7851

Beyond 2021

278.6

8.2984

8.6625

377.4

8.3318

8.8022

2. State Government Securities

13.7

8.7297

9.0200

20.5

8.3413

9.3790

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 days

1.1

8.3696

8.8516

9.8

6.3692

9.8500

(b) 15 - 91 days

44.5

7.9803

9.2996

60.5

8.3500

9.1000

(c) 92 - 182 days

1.8

8.6199

8.9700

17.4

8.6177

8.9700

(d) 183 - 364 days

7.1

8.3999

8.5500

35.9

8.2500

8.6728

II. RBI* : Sales

3.4

1.8

: Purchases

3.5

6.7+

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

258.3

7.00 (1)

10.75 (30)

191.0

4.00 (1)

11.50 (15)

2. State Govt. Securities

9.8

8.60 (1)

9.50 (29)

6.0

9.00 (1)

11.75 (4)

3. 91-Day Treasury Bills

179.7

7.00 (1)

9.60 (4)

106.7

8.25 (1)

12.50 (4)

4. 182-Day Treasury Bills

159.9

7.50 (1)

9.40 (4)

122.9

8.53 (1)

13.50 (4)

5. 364-Day Treasury Bills

85.3

7.76 (1)

9.50 (4)

58.4

8.65 (1)

11.00 (4)

IV: RBI : Repo X ^

6,478.1

8.50

8.50

8,963.9

8.50

8.50

: Reverse Repo !

30.1

7.50

7.50

4.8

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.