(Amount in ` crore)

Item

For the Week Ended Nov. 18, 2011

For the Week Ended Nov. 25, 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

451

8.7273

8.8608

560

8.7784

8.8759

2013-14

10

8.6060

8.6060

—

—

—

2014-15

—

—

—

140

8.6000

8.7221

2015-16

21

8.6833

8.7015

227

8.6429

8.7500

2016-17

588

8.7391

9.0136

63

8.7539

8.8029

2017-18

327

8.7301

9.1022

41

8.7769

8.7999

2018-19

5,633

8.7994

9.0611

7,241

8.7842

8.9287

2019-20

25

9.0500

9.0500

—

—

—

2020-21

675

9.0000

9.6814

205

8.9103

9.1318

Beyond 2021

58,042

8.7694

9.3028

34,288

8.7705

9.1723

2. State Government Securities

816

9.0630

9.2340

1,082

9.0993

9.2406

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 days

819

8.5000

8.8921

334

8.7400

8.8686

(b) 15-91 days

2,365

8.6196

8.8550

1,318

8.6801

8.8696

(c) 92-182 days

1,339

8.7500

8.8600

1,079

8.7000

8.8361

(d) 183-364 days

1,199

8.7158

8.8500

450

8.4967

8.7000

II. RBI* : Sales

66

814

Purchases

66

10,259+

III. Repo TransactionsX (Other than with RBI)

Amount

Rates (%PA) Minimum

Rates (%PA) Maximum

Amount

Rates (%PA) Minimum

Rates (%PA) Maximum

1. Govt. of India Dated Securities

38,882

7.00 (1)

10.00 (92)

39,015

7.50 (1)

9.40 (15)

2. State Govt. Securities

38

8.50 (1)

10.25 (15)

319

8.30 (1)

8.75 (3)

3. 91-day Treasury Bills

21,492

8.00 (1)

8.75 (3)

20,275

8.45 (1)

8.90 (3)

4. 182-day Treasury Bills

10,200

8.45 (1)

8.90 (3)

8,494

8.45 (1)

8.72 (3)

5. 364-day Treasury Bills

9,014

8.40 (1)

8.70 (3)

10,933

8.45 (1)

8.75 (3)

IV. RBI: RepoX ^

5,00,685

8.50

8.50

6,06,255

8.50

8.50

Reverse Repo !

1,440

7.50

7.50

295

7.50

7.50

@ 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.