(` Billion)

Items

For the Week Ended Mar. 9, 2012

For the Week Ended Mar. 16, 2012

Amount

YTM (%PA) Indicative**

Amount

YTM (%PA) Indicative**

Minimum

Maximum

Minimum

Maximum

1

2

3

4

5

6

I. Outright Tranasctions

1. Govt. of India Dated Securities

Maturing in the year

2011-12

—

—

—

—

—

—

2012-13

3.6

9.0243

9.3914

16.3

8.9537

9.3287

2013-14

—

—

—

0.1

8.1526

8.2256

2014-15

0.7

8.1800

8.1800

5.3

8.0539

8.1800

2015-16

0.5

8.1927

8.2051

0.6

8.1807

8.2170

2016-17

2.5

8.2843

8.3512

0.7

8.2803

8.4511

2017-18

2.5

8.2920

8.3418

6.3

8.3307

8.4485

2018-19

6.4

8.3100

8.3597

15.3

8.3409

8.5000

2019-20

6.1

8.2766

8.2951

10.8

8.2960

8.4078

2020-21

0.6

9.6666

9.6930

1.7

9.6765

9.6943

Beyond 2021

314.1

8.2012

8.6049

534.3

8.2467

8.7366

2. State Government Securities

13.5

8.7101

8.9900

25.0

8.7043

8.9900

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 days

12.0

8.4011

9.4767

3.2

8.1467

8.9978

(b) 15 - 91 days

20.7

8.3108

11.8238

38.0

8.1059

9.0646

(c) 92 - 182 days

5.6

8.7199

8.9801

6.5

8.5499

8.7200

(d) 183 - 364 days

5.8

8.3901

8.5500

23.6

8.2800

8.5000

II. RBI* : Sales

3.4

—

: Purchases

115.9

116.3+

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

417.1

7.25 (1)

9.90 (16)

400.7

6.00 (1)

9.00 (8)

2. State Govt. Securities

3.9

7.20 (1)

8.80 (3)

11.1

8.60 (1)

8.70 (3)

3. 91-Day Treasury Bills

123.0

7.80 (1)

8.70 (3)

112.2

8.50 (1)

8.80 (3)

4. 182-Day Treasury Bills

127.3

7 .00 (1)

8.70 (3)

143.2

8.50 (1)

8.80 (3)

5. 364-Day Treasury Bills

18.1

7.60 (1)

8.65 (3)

8.9

8.50 (1)

8.60 (1)

IV: RBI : Repo X ^

4,577.5

8.50

8.50

6,919.3

8.50

8.50

: Reverse Repo !

109.3

7.50

7.50

16.1

7.50

7.50

@ As reported in Subsidiary General Ledger Accounts at RBI, including 'When-Issued' transactions.
* RBI's sales, 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 `
0.05 billion).
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 Operations (SMO)
Note : Figures in brackets indicate Repo Period.