(Amount in Rs. crore)

For the Week Ended Dec. 5, 2003

For the Week Ended Dec. 12, 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

75

4.2744

4.3300

90

4.2608

4.3662

2004-05

1

—

—

1

—

—

2005-06

941

4.5071

4.6068

280

4.4728

4.5249

2006-07

110

4.6081

4.6463

81

4.5516

4.5925

2007-08

97

4.7348

4.8952

180

4.6909

4.9643

2008-09

892

4.8182

5.2177

715

4.7744

5.1739

2009-12

2,480

4.9232

5.4173

2,568

4.8734

5.3998

2012-13

2,955

4.5714

5.3348

1,881

4.5301

5.2594

Beyond 2013

11,125

5.0524

6.2508

10,159

5.1671

6.2718

2.

State Government Securities

232

5.9397

6.1600

305

5.2362

6.1741

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

38

4.0787

—

377

4.0042

4.2911

(b) 15 - 91 Days

505

4.0494

4.5504

908

4.1003

4.2702

(c) 92 - 182 Days

50

4.1999

4.3399

47

4.1800

4.2500

(d) 183 - 364 Days

1,088

4.2850

4.3600

640

4.2700

4.3525

II.

RBI* : Sales

110

21

: Purchase

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

22,808

2.50

(1)

4.50

(7)

21,372

2.60

(1)

4.25

(14)

2.

State Govt. Securities

255

3.50

(3)

3.60

(3)

334

3.65

(1)

4.00

(6)

3.

91 Day Treasury Bills

128

2.50

(1)

3.60

(4)

551

3.50

(1)

4.00

(6)

4.

364 Day Treasury Bills

439

3.40

(1)

4.25

(4)

466

3.50

(1)

4.30

(4)

IV. RBI : Repo £^

1,54,585

4.50

—

1,34,840

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.