(Amount in Rs. crore)

For the Week Ended Nov. 15, 2002

For the Week Ended Nov. 22, 2002

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

825

5.5718

5.8475

278

5.5823

5.7170

2004-05

276

5.7854

5.9088

65

5.6873

5.7936

2005-06

186

5.8085

6.0284

198

5.7165

5.8528

2006-07

15

5.9069

5.9711

50

5.8643

5.9299

2007-08

130

6.0053

6.1705

102

5.9103

6.1121

2008-11

5,085

6.0777

7.0700

3,658

6.0107

7.0700

2011-12

7,577

6.5203

6.9694

4,126

6.4202

6.6884

Beyond 2012

31,357

6.3559

7.5499

37,282

6.2470

7.3637

2. State Government Securities

168

6.7018

7.7603

231

6.7287

7.7972

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

39

4.4778

6.0333

3

—

—

(b) 15 - 91 Days

812

4.8932

5.5644

599

4.9873

5.5854

(c) 92 - 182 Days

62

5.5148

5.5447

108

5.4330

5.4948

(d) 183 - 364 Days

758

5.5049

5.6189

1,384

5.4508

5.5946

II. RBI* : Sales

—

11,051

: Purchase

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

8,167

2.50

(1)

7.75

(28)

5,022

3.50

(1)

6.50

(32)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

—

—

—

4.

364 Day Treasury Bills

1,257

3.00

(1)

6.20

(4)

855

5.00

(1)

5.35

(5)

IV. RBI : Repo £^

7,297

5.50

—

59,367

5.50

—

: Reverse Repo !

95

6.25

7.50

—

—

—

@ : 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