(Amount in Rs. crore)

For the Week Ended Jan. 24, 2003

For the Week Ended Jan. 31, 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

398

5.2603

5.6708

168

5.4767

5.8335

2004-05

41

5.4336

5.4595

7

5.5478

5.5478

2005-06

51

5.4558

5.5174

77

5.6997

5.8254

2006-07

56

5.5078

5.5694

25

5.7813

5.8601

2007-08

40

5.5449

5.6217

10

5.6722

5.7632

2008-11

3,073

5.5901

6.1111

1,787

5.6547

6.5481

2011-12

4,212

5.8314

5.9967

3,259

5.8616

6.4413

Beyond 2012

28,255

5.8349

6.6356

18,503

5.8910

6.7632

2.

State Government Securities

84

6.0722

6.2101

190

6.2708

6.6194

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

75

5.4845

6.0808

62

5.4815

5.5345

(b) 15 - 91 Days

1,423

5.3280

5.6345

1,330

5.3153

5.7342

(c) 92 - 182 Days

213

5.4662

5.5848

115

5.4161

5.6845

(d) 183 - 364 Days

682

5.4296

5.5847

361

5.4345

5.7842

II.

RBI* : Sales

—

—

: Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

10,636

5.00

(1)

7.50

(7)

12,942

4.60

(1)

7.30

(14)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

1,098

5.50

(1)

6.10

(15)

1,441

5.10

(1)

6.00

(6)

4.

364 Day Treasury Bills

3,494

5.25

(1)

6.00

(14)

4,255

5.05

(1)

6.00

(6)

IV. RBI : Repo £^

6,485

5.50

—

7,900

5.50

—

: Reverse Repo !

—

—

—

—

—

—

@ : 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