(Amount in Rs. crore)

For the Week Ended Jan. 17, 2003

For the Week Ended Jan. 24, 2003

Item

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

2002-03 $

—

—

—

—

—

—

2003-04

236

5.3762

5.4669

398

5.2603

5.6708

2004-05

61

5.4642

5.5247

41

5.4336

5.4595

2005-06

138

5.3951

5.5012

51

5.4558

5.5174

2006-07

108

5.4296

5.5455

56

5.5078

5.5694

2007-08

116

5.4648

5.6076

40

5.5449

5.6217

2008-11

7,760

5.5291

6.2083

3,073

5.5901

6.1111

2011-12

6,047

5.7976

6.1118

4,212

5.8314

5.9967

Beyond 2012

42,411

5.8077

6.6447

28,255

5.8349

6.6356

2.

State Government Securities

120

6.3726

6.4156

84

6.0722

6.2101

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

177

4.5490

5.7367

75

5.4845

6.0808

(b) 15 - 91 Days

1,998

5.0742

5.9836

1,423

5.3280

5.6345

(c) 92 - 182 Days

7

5.3248

—

213

5.4662

5.5848

(d) 183 - 364 Days

878

5.2840

5.4401

682

5.4296

5.5847

II.

RBI*    : Sales

10,995

—

: Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

10,890

3.00

(1)

6.95

(14)

10,636

5.00

(1)

7.50

(7)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

1,350

5.15

(1)

5.85

(6)

1,098

5.50

(1)

6.10

(15)

4.

364 Day Treasury Bills

2,442

4.75

(1)

5.80

(6)

3,494

5.25

(1)

6.00

(14)

IV. RBI   : Repo £^

34,498

5.50

—

6,485

5.50

—

: Reverse Repo !

130

7.50

—

—

—

—

@

:

As reported in Subsidiary General Ledger Accounts at RBI, Mumbai which presently accounts for nearly 98 per cent of the total transactions in the country

$

:

While Face Value transacted for 6.00% Capital Indexed Bond 2002 has been included in the amount for the maturity year 2002-03, YTM (% indicative) have not been included in minimum and maximum YTM

*

:

RBI's sales and purchases include transactions in other offices also.

£

:

Represent the first leg of transactions.

^

:

Data relate to Repo auctions under Liquidity Adjustment Facility effective from June 5, 2000.

!

:

Includes Reverse Repo auctions under Liquidity Adjustment Facility.

**

:

Minimum and maximum YTMs (% PA) indicative have been given excluding transactions of Non-standard lot size (Less than Rs.5 crore).

.Note:Figures in brackets indicate Repo Period.
Above information can also be directly accessed on Internet at http://www.wss.rbi.org.in
Due to rounding off of figures, the constituent items may not add up to the totals
The symbols used in WSS are: .. = Not available. - = Nil/Negligible. # = Provisional