(Amount in ` crore)

Item

For the Week Ended Dec. 24, 2010

For the Week Ended Dec. 31, 2010

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

2010-11

—

—

—

—

—

—

2011-12

591

7.2402

7.5200

339

7.3371

7.7992

2012-13

618

7.3120

7.5039

267

7.3889

7.7236

2013-14

12

7.3671

7.3671

154

7.5568

7.6718

2014-15

100

7.7296

7.7391

106

7.6258

7.8617

2015-16

2,831

7.7654

7.9800

3,773

7.8055

8.1608

2016-19

8,510

7.7980

8.4619

5,908

7.6123

8.4374

2019-20

596

8.1062

8.3829

141

7.9079

8.3679

Beyond 2020

34,519

8.0651

8.4993

22,344

7.3371

8.4982

2. State Government Securities

692

7.5357

8.3993

589

7.9757

8.8609

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

314

6.2000

7.5004

480

6.4000

7.2480

(b) 15 - 91 Days

1,421

6.8804

7.1858

1,580

6.6500

7.2000

(c) 92 - 182 Days

958

7.0793

7.3384

707

7.1700

7.2200

(d) 183 - 364 Days

399

7.3000

7.3499

139

7.2501

7.3971

II. RBI* : Sales

100

248

: Purchases

8,158

11,747+

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

51,491

6.20 (1)

7.35 (14)

55,699

4.50 (1)

7.50 (15)

2. State Govt. Securities

110

6.25 (1)

6.30 (1)

255

6.25 (1)

6.45 (3)

3. 91 Day Treasury Bills

12,281

6.25 (1)

6.40 (3)

12,765

5.25 (1)

6.60 (3)

4. 182 Day Treasury Bills

2,179

6.35 (1)

6.40 (3)

3,080

4.10 (1)

6.50 (3)

5. 364 Day Treasury Bills

2,490

6.30 (1)

6.45 (3)

3,042

4.50 (1)

6.50 (3)

IV. RBI : Repo X^

7,95,630

—

6.25

6,09,730

—

6.25

: Reverse Repo !

6,240

—

5.25

13,830

—

5.25

@ 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.