(Amount in Rs. crore)

For the Week Ended Feb. 14, 2003

For the Week Ended Feb. 21, 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

2002-03 $

—

—

—

—

—

—

2003-04

261

5.7090

6.0764

455

5.7189

6.0393

2004-05

5

5.8259

—

25

6.1028

—

2005-06

20

5.9578

6.2490

34

5.9216

6.0340

2006-07

29

6.2246

—

45

5.9811

6.1578

2007-08

30

6.1751

6.3387

19

6.0120

6.1816

2008-11

1,842

6.1152

6.8969

3,427

6.0871

6.8253

2011-12

1,338

6.3501

7.0162

2,451

6.2384

6.7889

Beyond2012

8,992

6.1771

7.4721

15,391

6.1905

7.4132

2. State Government Securities

93

6.8030

6.9291

152

6.7027

7.0966

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

25

5.4345

5.4771

35

5.4798

5.6793

(b) 15 - 91 Days

1,060

5.3231

5.7842

1,438

5.3763

5.8239

(c) 92 - 182 Days

145

5.4883

5.7842

95

5.5648

5.6445

(d) 183 - 364 Days

225

5.5847

5.8240

430

5.5946

5.9337

II. RBI* :Sales

14

6

:Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

10,964

4.60

(1)

7.00

(14)

11,421

4.00

(1)

6.85

(14)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

1,027

5.05

(1)

5.65

(7)

855

5.10

(1)

5.35

(7)

4.

364 Day Treasury Bills

2,528

4.00

(1)

5.65

(7)

3,107

4.00

(1)

5.50

(7)

IV. RBI : Repo £^

7,219

5.50

—

35,095

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