(` Billion)

Items

For the Week Ended Jan. 20, 2012

For the Week Ended Jan. 27, 2012

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

—

—

—

—

—

—

2012-13

1.6

8.5613

8.7163

2.0

8.4847

8.6997

2013-14

—

—

—

1.3

8.0425

8.0500

2014-15

0.3

8.0000

8.0000

0.3

8.0100

8.0100

2015-16

4.9

8.0019

8.1088

3.0

8.0747

8.1095

2016-17

11.7

8.1837

8.2875

4.9

8.1262

8.2570

2017-18

6.7

8.1618

8.2596

2.0

8.1280

8.2429

2018-19

48.6

8.1554

8.3992

68.1

8.0024

8.4048

2019-20

35.7

8.1244

8.2500

21.2

8.1030

8.3286

2020-21

6.2

9.3881

9.7632

1.0

9.3715

9.7445

Beyond 2021

998.8

8.1347

8.6104

871.8

8.0754

8.6497

2.State Government Securities

11.5

8.5555

8.8145

15.3

8.5227

8.7300

3.Treasury Bills (Residual Maturity in Days)

(a) Upto 14 days

4.6

8.1522

9.2537

2.0

8.3981

8.7541

(b) 15 - 91 days

36.1

8.3000

8.7479

20.7

8.2504

8.7293

(c) 92 - 182 days

24.8

8.3800

8.6500

0.8

8.4998

8.5306

(d) 183 - 364 days

30.7

7.9931

8.4501

1.2

8.2499

8.3888

II. RBI* : Sales

0.2

0.2

: Purchases

130.9

105.5+

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

369.3

7.50 (1)

9.80 (15)

290.1

6.90 (1)

6.90 (1)

2. State Govt. Securities

—

—

—

3.6

8.45 (2)

9.60 (15)

3. 91-Day Treasury Bills

43.2

8.35 (1)

9.00 (3)

47.2

8.00 (1)

9.50 (3)

4. 182-Day Treasury Bills

61.6

8.50 (1)

8.95 (3)

64.4

8.00 (1)

9.30 (3)

5. 364-Day Treasury Bills

18.6

8.50 (1)

9.00 (3)

23.8

8.60 (1)

9.50 (3)

IV: RBI : Repo X ^

7,615.9

8.50

8.50

5,695.2

8.50

8.50

: Reverse Repo !

0.1

7.50

7.50

82.8

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.