(Amount in Rs. crore)

For the Week Ended Aug. 22, 2003

For the Week Ended Aug. 29, 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

135

4.9966

5.0465

301

4.6576

4.7759

2004-05

—

—

—

7

4.7365

—

2005-06

119

5.0143

5.0737

423

4.6681

4.8115

2006-07

75

5.0758

5.1227

160

4.7403

4.8696

2007-08

81

5.0951

5.1003

271

4.8047

4.9975

2008-09

987

5.1813

5.4414

1,583

4.8390

5.4505

2009-12

3,784

5.0374

5.7963

6,670

4.9506

5.7239

2012-13

3,441

5.4851

5.9234

7,208

5.1642

7.2332

Beyond 2013

30,963

5.5269

6.1661

43,613

5.0647

6.1012

2.

State Government Securities

310

5.9601

6.1836

732

5.9003

6.2456

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

29

3.6657

4.9468

227

4.0121

4.9804

(b) 15 - 91 Days

1,393

4.8270

4.9839

2,145

4.3117

4.9952

(c) 92 - 182 Days

87

4.8041

4.9562

83

4.5375

4.5996

(d) 183 - 364 Days

1,334

4.8403

4.9764

1,356

4.5574

4.9864

II.

RBI* : Sales

11,479

20

: Purchase

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

15,847

3.00

(1)

5.80

(7)

19,018

3.00

(1)

5.00

(14)

2.

State Govt. Securities

200

4.30

(3)

—

150

4.20

(4)

—

3.

91 Day Treasury Bills

725

4.25

(1)

5.10

(5)

1,173

3.95

(1)

4.75

(5)

4.

364 Day Treasury Bills

832

4.10

(1)

5.00

(7)

766

4.00

(1)

4.65

(14)

IV. RBI : Repo £^

80,490

5.00

—

1,03,970

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.