(Amount in Rs. crore)

For the Week Ended Oct. 24, 2003

For the Week Ended Oct. 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

2003-04

129

4.4491

4.6830

25

4.6570

—

2004-05

15

4.6983

—

5

4.6328

—

2005-06

7

4.6971

—

2

—

—

2006-07

105

4.5454

4.6222

290

4.7244

4.9155

2007-08

15

4.5796

4.8381

141

4.7402

4.8796

2008-09

745

4.6461

5.0445

467

4.7610

5.0394

2009-12

1,755

4.6768

5.1672

1,887

4.8384

5.2569

2012-13

2,087

4.9335

6.4657

1,239

5.0743

5.2067

Beyond 2013

16,655

4.8780

7.4897

14,833

5.0632

5.9516

2.

State Government Securities

388

5.2300

6.0010

262

5.6997

6.1433

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

520

4.4488

4.8725

29

4.6986

—

(b) 15 - 91 Days

665

3.8502

4.6701

1,152

4.3600

5.0000

(c) 92 - 182 Days

236

4.4199

4.6799

415

4.5000

4.8500

(d) 183 - 364 Days

329

4.2245

4.5500

820

4.5300

4.9000

II.

RBI* : Sales

1,923

1,000

: Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

12,884

3.25

(1)

5.00

(15)

27,906

1.50

(1)

6.50

(7)

2.

State Govt. Securities

362

4.15

(1)

4.45

(7)

653

4.25

(–)

6.35

(4)

3.

91 Day Treasury Bills

385

4.15

(1)

4.50

(7)

770

4.25

(1)

6.45

(4)

4.

364 Day Treasury Bills

477

4.25

(1)

4.50

(4)

1,000

4.00

(1)

6.40

(3)

IV. RBI : Repo £^

40,601

4.50

—

11,600

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.