(Amount in ` crore)

Item

For the Week Ended Oct. 7, 2011

For the Week Ended Oct. 14, 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

64

8.0975

8.4566

372

8.4142

8.5942

2013-14

66

8.1831

8.3627

—

—

—

2014-15

23

8.3220

8.3265

235

8.3499

8.5018

2015-16

180

8.2013

8.9998

95

8.4460

8.5390

2016-17

532

8.3282

8.5201

1,594

8.5738

8.7164

2017-18

166

8.4192

8.5050

280

8.6246

8.7396

2018-19

4,438

8.3401

8.5749

3,375

8.5658

8.7738

2019-20

10

8.4000

8.4203

—

—

—

2020-21

750

8.9873

9.1942

480

8.9883

9.2042

Beyond 2021

35,442

8.3310

8.8125

45,276

8.5643

8.9917

2. State Government Securities

1,123

8.6205

9.0003

858

8.8307

8.9761

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 days

1,877

8.0728

8.2600

1,267

8.2000

8.4008

(b) 15-91 days

3,428

8.1796

8.4498

2,241

8.1763

8.4782

(c) 92-182 days

370

8.2500

8.4001

900

8.4501

8.5800

(d) 183-364 days

1,480

8.3300

8.5067

995

8.4775

8.6300

II. RBI* : Sales

189

43

Purchases

190

46+

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

46,463

4.00 (1)

10.00 (17)

44,427

6.75 (1)

10.00 (31)

2. State Govt. Securities

551

7.25 (1)

8.25 (3)

304

8.23 (1)

9.00 (14)

3. 91-day Treasury Bills

13,165

6.90 (1)

8.25 (3)

10,933

7.95 (1)

8.30 (3)

4. 182-day Treasury Bills

6,213

7.30 (1)

8.32 (3)

5,501

8.10 (1)

8.30 (3)

5. 364-day Treasury Bills

8,171

7.25 (1)

8.20 (3)

11,751

8.10 (1)

8.30 (3)

IV. RBI: Repo X ^

45,450

—

8.25

3,09,280

—

8.25

Reverse Repo !

64,040

—

7.25

1,855

—

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.