(Amount in Rs. crore)

For the Week Ended Mar. 21, 2003

For the Week Ended Mar. 28, 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

230

5.7027

6.4132

719

5.8415

8.2908

2004-05

254

5.7429

6.0061

26

6.1928

6.2293

2005-06

20

5.9114

6.1807

118

5.8903

6.2062

2006-07

10

6.2173

—

11

6.1568

—

2007-08

25

6.3006

—

92

6.0608

6.6132

2008-11

1,927

6.1161

6.9594

4,275

5.9713

6.9597

2011-12

699

6.3748

6.7905

1,745

6.2606

6.6252

Beyond 2012

6,695

6.2487

7.0286

12,427

6.1106

7.2965

2.

State Government Securities

288

6.5526

6.9491

190

6.3989

6.9488

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

147

5.6350

5.9833

542

4.9134

6.7303

(b) 15 - 91 Days

771

5.3141

5.9843

776

5.5130

6.1340

(c) 92 - 182 Days

30

5.6545

5.9364

95

5.9636

6.0134

(d) 183 - 364 Days

706

5.5688

5.8340

784

5.5846

5.9037

II.

RBI* : Sales

—

8

: Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

13,417

4.50

(1)

7.00

(72)

16,444

5.25

(1)

8.00

(70)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

186

5.10

(1)

6.00

(4)

165

6.70

(1)

6.95

(1)

4.

364 Day Treasury Bills

1,263

4.50

(1)

5.95

(5)

1,588

5.25

(1)

7.00

(3)

IV. RBI : Repo £^

13,360

5.00

—

—

—

—

: Reverse Repo !

2,770

—

7.00

28,015

6.25

7.00

@ : 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.
* : 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