(Amount in Rs. crore)

For the Week Ended Nov. 1, 2002

For the Week Ended Nov. 8, 2002

Item

Amount

YTM (%PA) Indicative**

Amount

YTM (%PA) Indicative**

Minimum

Maximum

Minimum

Maximum

1

2

3

4

5

6

7

I. OutrightTransactions

1. Govt. of India Dated Securities

Maturing in the year

2002-03 $

25

6.1457

—

25

6.1574

—

2003-04

393

5.6780

5.9163

195

5.8018

5.8556

2004-05

288

5.8389

5.9960

225

5.8571

5.9088

2005-06

66

5.8800

5.9073

72

5.9040

5.9085

2006-07

30

5.9909

6.0437

60

5.9825

6.2856

2007-08

130

6.1317

6.4036

85

6.1049

6.2584

2008-11

3,644

6.2365

7.0380

2,840

6.2816

7.0700

2011-12

4,828

6.8832

7.3272

3,372

6.7603

7.0090

Beyond 2012

22,219

6.3967

7.8310

20,186

6.3770

7.6323

2. State Government Securities

129

6.2512

7.6257

137

6.9010

7.6913

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

—

—

—

81

5.2431

6.0484

(b) 15 - 91 Days

775

5.4236

5.7642

417

5.0681

5.6248

(c) 92 - 182 Days

12

5.5049

5.7441

—

—

—

(d) 183 - 364 Days

320

5.5348

5.7741

809

5.5367

5.6346

II. RBI* : Sales

1

17

:Purchase

—

—

III. RepoTransactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

10,845

5.00

(1)

6.75

(84)

4,648

5.20

(1)

6.50

(30)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

—

—

—

4.

364 Day Treasury Bills

771

5.25

(1)

5.55

(4)

601

5.25

(1)

5.60

(7)

IV. RBI : Repo £^

55,926

5.50

5.75

48,708

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 thecountry. $ : 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