(Amount in Rs. crore)

For the Week Ended Nov. 22, 2002

For the Week Ended Nov. 29, 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

278

5.5823

5.7170

745

5.4036

5.6304

2004-05

65

5.6873

5.7936

72

5.5490

5.7041

2005-06

198

5.7165

5.8528

326

5.5764

5.8152

2006-07

50

5.8643

5.9299

120

5.7697

5.9350

2007-08

102

5.9103

6.1121

136

5.8132

5.9300

2008-11

3,658

6.0107

7.0700

3,833

5.9025

7.0701

2011-12

4,126

6.4202

6.6884

5,899

6.3348

6.7384

Beyond 2012

37,282

6.2470

7.3637

29,276

6.2439

7.3911

2.

State Government Securities

231

6.7287

7.7972

382

6.6975

7.0241

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

3

—

—

100

5.0379

5.5942

(b) 15 - 91 Days

599

4.9873

5.5854

662

4.9910

5.5947

(c) 92 - 182 Days

108

5.4330

5.4948

28

5.0860

5.3555

(d) 183 - 364 Days

1,384

5.4508

5.5946

758

5.2685

5.4696

II.

RBI* : Sales

11,051

4

: Purchase

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

5,022

3.50

(1)

6.50

(32)

9,992

2.00

(1)

6.50

(14)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

299

4.25

(1)

5.05

(4)

4.

364 Day Treasury Bills

855

5.00

(1)

5.35

(5)

1,390

4.25

(1)

5.60

(5)

IV. RBI : Repo £^

59,367

5.50

—

60,520

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 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