(Amount in Rs. crore)

For the Week Ended Feb. 7, 2003

For the Week Ended Feb. 14, 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

383

5.5858

5.9850

261

5.7090

6.0764

2004-05

165

5.5996

5.8360

5

5.8259

-

2005-06

55

5.7085

5.8622

20

5.9578

6.2490

2006-07

45

5.7802

5.8488

29

6.2246

-

2007-08

120

5.9066

6.0447

30

6.1751

6.3387

2008-11

1,758

5.8868

6.7061

1,842

6.1152

6.8969

2011-12

3,194

6.0943

6.5604

1,338

6.3501

7.0162

Beyond 2012

12,942

6.0767

6.9765

8,992

6.1771

7.4721

2.

State Government Securities

46

6.4914

6.4936

93

6.8030

6.9291

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

42

5.4865

5.5852

25

5.4345

5.4771

(b) 15 - 91 Days

1,572

5.1360

5.7042

1,060

5.3231

5.7842

(c) 92 - 182 Days

20

5.5249

5.5647

145

5.4883

5.7842

(d) 183 - 364 Days

595

5.5048

5.7541

225

5.5847

5.8240

II.

RBI* : Sales

68

14

: Purchase

-

-

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

13,767

3.50 (1)

7.50

(14)

10,964

4.60

(1)

7.00

(14)

2.

State Govt. Securities

-

-

-

-

-

-

3.

91 Day Treasury Bills

1,049

4.00 (1)

5.75

(7)

1,027

5.05

(1)

5.65

(7)

4.

364 Day Treasury Bills

3,809

4.75 (1)

5.85

(5)

2,528

4.00

(1)

5.65

(7)

IV. RBI : Repo £^

29,245

5.50

-

7,219

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