(Amount in ` crore)

Item

For the Week Ended Oct. 14, 2011

For the Week Ended Oct. 21, 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

372

8.4142

8.5942

1,133

8.4428

8.6174

2013-14

—

—

—

—

—

—

2014-15

235

8.3499

8.5018

86

8.5415

8.6432

2015-16

95

8.4460

8.5390

16

8.5751

8.5804

2016-17

1,594

8.5738

8.7164

990

8.7131

8.7676

2017-18

280

8.6246

8.7396

36

8.7457

8.7457

2018-19

3,375

8.5658

8.7738

5,175

8.7263

8.8494

2019-20

—

—

—

—

—

—

2020-21

480

8.9883

9.2042

11

9.2897

9.2914

Beyond 2021

45,276

8.5643

8.9917

47,895

8.7217

9.0869

2. State Government Securities

858

8.8307

8.9761

1,071

8.8668

9.0900

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 days

1,267

8.2000

8.4008

596

8.1500

8.4287

(b) 15-91 days

2,241

8.1763

8.4782

2,927

8.2500

8.7504

(c) 92-182 days

900

8.4501

8.5800

173

8.4998

8.6001

(d) 183-364 days

995

8.4775

8.6300

1,077

8.5233

8.6840

II. RBI* : Sales

43

230

Purchases

46

192+

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

44,427

6.75 (1)

10.00 (31)

50,861

6.85 (1)

9.35 (90)

2. State Govt. Securities

304

8.23 (1)

9.00 (14)

96

8.15 (1)

8.25 (3)

3. 91-day Treasury Bills

10,933

7.95 (1)

8.30 (3)

24,055

6.75 (1)

8.65 (3)

4. 182-day Treasury Bills

5,501

8.10 (1)

8.30 (3)

5,233

8.10 (1)

8.30 (3)

5. 364-day Treasury Bills

11,751

8.10 (1)

8.30 (3)

11,809

8.10 (1)

8.50 (3)

IV. RBI: Repo X ^

3,09,280

—

8.25

3,08,720

—

8.25

Reverse Repo !

1,855

—

7.25

1,305

—

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.