(Amount in ` crore)

Item

For the Week Ended May 20, 2011

For the Week Ended May 27, 2011

Amount

YTM (%PA) Indicative**

Amount

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

2011-12

150

7.7495

7.8398

110

7.6499

8.4001

2012-13

40

8.0902

8.1269

610

8.0982

8.2035

2013-14

45

8.1031

8.1628

55

8.1707

8.1707

2014-15

—

—

—

1

—

—

2015-16

194

8.3295

8.4082

656

8.3812

8.4445

2016-17

405

8.3447

8.4544

2,025

8.4587

8.7337

2017-20

4,001

7.6607

8.4700

2,487

7.7150

8.6813

2020-21

160

8.2252

8.2954

85

8.2828

8.2910

Beyond 2021

26,540

8.2016

8.6488

30,900

8.3136

8.6565

2. State Government Securities

368

8.5230

8.6381

649

8.5584

8.7241

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

670

7.3992

7.6011

200

7.4840

7.5015

(b) 15 - 91 Days

2,724

7.5490

8.1022

5,614

7.4500

8.1502

(c) 92 - 182 Days

398

8.0646

8.1800

829

8.1800

8.2692

(d) 183 - 364 Days

640

8.0709

8.2947

1,910

8.2161

8.3500

II. RBI* : Sales

63

87

: Purchases

68

86 +

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

47,762

3.00 (1)

8.75 (17)

42,350

5.50 (1)

8.75 (17)

2. State Govt. Securities

189

6.75 (1)

7.30 (3)

423

7.24 (1)

7.30 (3)

3. 91 Day Treasury Bills

30,230

6.90 (1)

7.30 (3)

31,647

6.50 (1)

7.36 (3)

4. 182 Day Treasury Bills

5,245

7.00 (1)

7.30 (3)

7,339

7.20 (1)

7.35 (3)

5. 364 Day Treasury Bills

6,873

4.60 (1)

7.35 (3)

8,457

7.00 (1)

7.40 (3)

IV. RBI : Repo X^

2,08,695

—

7.25

3,76,250

—

7.25

: Reverse Repo !

1,485

—

6.25

2,845

—

6.25

@ 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 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 ` NIL (face value) under Special Market Operation (SMO).
Note: Figures in brackets indicate Repo Period.