(Amount in ` crore)

Item

For the Week Ended Sep. 30, 2011

For the Week Ended Oct. 7, 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

—

—

—

—

—

—

2012-13

646

8.2812

8.5584

64

8.0975

8.4566

2013-14

155

8.2366

8.2700

66

8.1831

8.3627

2014-15

43

8.2060

8.2800

23

8.3220

8.3265

2015-16

120

8.2782

8.9389

180

8.2013

8.9998

2016-17

439

8.2976

8.3153

532

8.3282

8.5201

2017-18

122

8.3242

8.3286

166

8.4192

8.5050

2018-19

3,391

8.3018

8.3509

4,438

8.3401

8.5749

2019-20

—

—

—

10

8.4000

8.4203

2020-21

350

8.9948

8.9948

750

8.9873

9.1942

Beyond 2021

39,076

8.2817

8.7218

35,442

8.3310

8.8125

2. State Government Securities

270

8.5708

8.6444

1,123

8.6205

9.0003

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 days

292

8.2017

8.3464

1,877

8.0728

8.2600

(b) 15-91 days

5,019

8.1250

8.4364

3,428

8.1796

8.4498

(c) 92-182 days

540

8.3001

8.4651

370

8.2500

8.4001

(d) 183-364 days

632

8.3801

8.4300

1,480

8.3300

8.5067

II. RBI* : Sales

3

189

Purchases

—

190+

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

32,388

7.50 (1)

10.25 (15)

46,463

4.00 (1)

10.00 (17)

2. State Govt. Securities

710

8.23 (1)

8.30 (4)

551

7.25 (1)

8.25 (3)

3. 91-day Treasury Bills

6,125

7.95 (1)

8.35 (4)

13,165

6.90 (1)

8.25 (3)

4. 182-day Treasury Bills

2,844

8.20 (1)

8.35 (4)

6,213

7.30 (1)

8.32 (3)

5. 364-day Treasury Bills

7,689

8.00 (1)

8.30 (4)

8,171

7.25 (1)

8.20 (3)

IV. RBI: Repo X^

3,12,275

—

8.25

45,450

—

8.25

Reverse Repo !

12,965

—

7.25

64,040

—

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.