(Amount in Rs. crore)

For the Week Ended Aug. 28, 2009

For the Week Ended Sep. 4, 2009

YTM (%PA) Indicative**

YTM (%PA) Indicative**

Minimum

Maximum

Minimum

Maximum

1

2

3

4

5

6

7

I.

Outright Transactions

1

Govt. of India Dated Securities

Maturing in the year

2009-10

680

3.7844

4.1589

1,084

3.7229

3.9635

2010-11

915

4.5465

5.6326

1,602

4.5442

5.7172

2011-12

1,520

5.7235

6.3098

1,530

5.8300

6.8800

2012-13

140

6.2572

6.5277

679

6.3000

6.5033

2013-14

787

6.7652

6.9225

924

6.8100

7.1595

2014-15

7,568

6.8419

7.1698

2,042

6.9479

7.2619

2015-18

10,454

6.7884

7.6868

19,415

7.1301

7.6036

2018-19

470

7.2910

7.8985

83

7.3909

7.5800

Beyond 2019

27,677

6.9992

8.2532

15,760

7.1514

8.3487

2

State Government Securities

2,053

6.7708

8.2359

220

7.1000

8.2986

3

Treasury Bills (Residual Maturity in Days)

(a)

Upto 14 Days

435

2.7195

3.3586

384

2.8000

3.3586

(b)

15 - 91 Days

1,954

2.8997

3.3978

2,662

2.6493

3.4000

(c)

92 - 182 Days

160

3.2700

3.7800

425

3.4499

3.8001

(d)

183 - 364 Days

948

3.8208

4.2979

608

3.8500

4.2129

II.

RBI*  : Sales

141

245

: Purchases

3,122

3,330 +

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

1,35,311

0.25 (1)

5.00 (10)

1,48,196

0.10  (1)

5.00 (6)

2.

State Govt. Securities

1,024

0.80 (1)

2.95    (3)

658

2.00  (1)

2.80  (3)

3.

91 Day Treasury Bills

1,614

1.15(1)

3.00    (3)

3,472

2.10 (1)

3.10  (3)

4.

182 Day Treasury Bills

247

2.75 (1)

2.92    (1)

51

2.50 (3)

2.50 (3)

5.

364 Day Treasury Bills

8,593

0.35 (1)

2.95    (3)

5,650

2.00  (1)

3.05 (3)

IV.

RBI: Repo X ^

50

—

4.75

—

—

—

: Reverse Repo !

6,69,745

—

3.25

7,32,125

—

3.25

@ : 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 Rs.5 crore)
X    : Represent 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 Rs. NIL (face value) under Special Market Operation (SMO)
Note : Figures in brackets indicate Repo Period.