(Amount in Rs. crore)

For the Week Ended Nov. 29, 2002

For the Week Ended Dec. 6, 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

745

5.4036

5.6304

1,149

5.3863

5.5866

2004-05

72

5.5490

5.7041

5

5.6038

—

2005-06

326

5.5764

5.8152

126

5.5943

5.7226

2006-07

120

5.7697

5.9350

20

5.7412

5.7874

2007-08

136

5.8132

5.9300

115

5.8581

5.9526

2008-11

3,833

5.9025

7.0701

1,616

5.9736

6.6050

2011-12

5,899

6.3348

6.7384

9,484

6.3911

6.5403

Beyond 2012

29,276

6.2439

7.3911

21,170

6.2460

7.2403

2. State Government Securities

382

6.6975

7.0241

183

6.5896

7.0092

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

100

5.0379

5.5942

41

4.9882

5.4989

(b) 15 - 91 Days

662

4.9910

5.5947

400

4.9863

5.4950

(c) 92 - 182 Days

28

5.0860

5.3555

10

5.1059

—

(d) 183 - 364 Days

758

5.2685

5.4696

781

5.0688

5.5946

II. RBI* : Sales

4

4,530

: Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

9,992

2.00

(1)

6.50

(14)

7,326

4.50

(1)

6.50

(14)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

299

4.25

(1)

5.05

(4)

280

4.90

(1)

5.10

(3)

4.

364 Day Treasury Bills

1,390

4.25

(1)

5.60

(5)

993

4.75

(1)

5.20

(3)

IV. RBI : Repo £^

60,520

5.50

—

80,630

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