(Amount in Rs. crore)

For the Week Ended Sep. 19, 2003

For the Week Ended Sep. 26, 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

2003-04

100

4.7173

4.7673

160

4.6328

4.8353

2004-05

152

4.7269

4.8343

181

4.6908

4.8887

2005-06

570

4.7306

4.8728

651

4.6704

4.8516

2006-07

126

4.8273

4.8736

605

4.7184

4.9509

2007-08

435

4.9026

5.0353

388

4.7868

5.0389

2008-09

816

4.9035

5.2027

1,023

4.8031

5.5154

2009-12

2,885

5.0115

5.4106

4,398

4.9265

5.5373

2012-13

3,180

5.2307

5.3639

3,994

5.1995

5.8030

Beyond 2013

21,641

5.0769

6.1562

25,412

5.2420

6.0995

2.

State Government Securities

402

5.2004

6.1504

258

5.3654

6.1038

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

106

2.7366

4.9147

145

4.0394

4.6889

(b) 15 - 91 Days

2,201

4.3215

4.6374

2,214

4.4167

4.6873

(c) 92 - 182 Days

57

4.5127

4.6174

257

4.5674

4.6374

(d) 183 - 364 Days

872

4.5145

4.7270

1,248

4.5276

4.7370

II.

RBI* : Sales

7

39

: Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

11,830

3.75

(1)

4.55

(7)

19,167

3.50

(1)

4.75

(15)

2.

State Govt. Securities

399

4.10

(1)

4.20

(3)

449

4.20

(1)

4.60

(6)

3.

91 Day Treasury Bills

442

4.05

(1)

4.60

(4)

510

4.20

(1)

4.70

(14)

4.

364 Day Treasury Bills

649

4.10

(1)

4.50

(4)

934

4.15

(1)

4.75

(5)

IV. RBI : Repo £^

82,945

4.50

—

1,01,194

4.50

—

: 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.
*: 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.