(Amount in ` crore)

Item

For the Week Ended Oct. 28, 2011

For the Week Ended Nov. 4, 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

1,008

8.6143

8.7134

525

8.6167

8.7013

2013-14

—

—

—

25

8.5518

8.5880

2014-15

—

—

—

75

8.5900

8.5900

2015-16

75

8.5024

9.1849

75

8.4915

8.6340

2016-17

267

8.6901

8.7787

432

8.7639

8.8975

2017-18

5

8.8014

8.8014

1,697

8.8044

8.9195

2018-19

1,749

8.6779

8.8298

6,340

8.7427

8.9064

2019-20

—

—

—

—

—

—

2020-21

—

—

—

30

8.9065

9.3916

Beyond 2021

23,981

8.6711

9.0008

46,154

8.8131

9.0271

2. State Government Securities

228

8.9594

9.0586

301

8.8682

9.0581

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 days

315

8.3000

8.4950

112

8.4818

8.6526

(b) 15-91 days

2,303

8.3499

8.6600

3,821

8.3996

8.6503

(c) 92-182 days

591

8.5489

8.7050

792

8.5500

8.6801

(d) 183-364 days

494

8.5557

8.6500

1,449

8.6500

8.7314

II. RBI* : Sales

248

49

Purchases

288

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

28,248

7.00 (1)

10.25 (17)

56,087

7.00 (1)

10.25 (15)

2. State Govt. Securities

35

8.30 (1)

9.00 (15)

64

8.00 (1)

9.25 (15)

3. 91-day Treasury Bills

10,047

8.10 (1)

8.50 (3)

18,005

7.50 (1)

8.50 (4)

4. 182-day Treasury Bills

2,237

8.20 (1)

8.50 (3)

6,370

7.50 (1)

8.50 (4)

5. 364-day Treasury Bills

7,054

8.20 (1)

8.50 (3)

12,920

8.00 (1)

8.50 (4)

IV. RBI: Repo X ^

2,66,860

8.25

8.50

2,29,435

—

8.50

Reverse Repo !

1,075

7.25

7.50

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.