(Amount in ` crore)

Item

For the Week Ended Nov. 4, 2011

For the Week Ended Nov. 11, 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

45

8.9111

9.0040

—

—

—

2012-13

525

8.6167

8.7013

20

8.7307

8.7501

2013-14

25

8.5518

8.5880

—

—

—

2014-15

75

8.5900

8.5900

5

8.5840

8.5840

2015-16

75

8.4915

8.6340

20

8.5864

8.6653

2016-17

432

8.7639

8.8975

30

8.8390

8.8963

2017-18

1,697

8.8044

8.9195

460

8.8412

9.0416

2018-19

6,340

8.7427

8.9064

3,630

8.8118

9.0125

2019-20

—

—

—

—

—

—

2020-21

30

8.9065

9.3916

—

—

—

Beyond 2021

46,154

8.8131

9.0271

22,517

8.7300

9.1427

2. State Government Securities

301

8.8682

9.0581

870

8.9616

9.2312

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 days

112

8.4818

8.6526

60

8.4983

8.6000

(b) 15-91 days

3,821

8.3996

8.6503

1,953

8.3998

8.8672

(c) 92-182 days

792

8.5500

8.6801

530

8.6500

8.8798

(d) 183-364 days

1,449

8.6500

8.7314

485

8.6400

8.8500

II. RBI* : Sales

49

—

Purchases

50

—+

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

56,087

7.00 (1)

10.25 (15)

16,582

7.50 (1)

10.25 (15)

2. State Govt. Securities

64

8.00 (1)

9.25 (15)

279

8.40 (1)

8.60 (3)

3. 91-day Treasury Bills

18,005

7.50 (1)

8.50 (4)

8,279

8.35 (1)

8.66 (3)

4. 182-day Treasury Bills

6,370

7.50 (1)

8.50 (4)

4,369

8.45 (1)

8.65 (4)

5. 364-day Treasury Bills

12,920

8.00 (1)

8.50 (4)

5,228

8.45 (1)

8.65 (3)

IV. RBI: Repo X^

2,29,435

—

8.50

3,31,450

—

8.50

Reverse Repo !

15,140

—

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.