(Amount in Rs. crore)

For the Week Ended Mar. 7, 2003

For the Week Ended Mar. 14, 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

427

5.3668

6.0243

170

5.8432

6.8968

2004-05

203

5.4040

5.6432

138

5.6363

5.9858

2005-06

233

5.6675

5.8074

45

6.1024

6.1249

2006-07

25

6.1444

—

20

6.5210

—

2007-08

70

5.7648

6.0449

40

6.6396

6.6626

2008-11

4,254

5.6753

6.8039

2,004

6.1863

7.0080

2011-12

1,377

5.8320

6.7130

412

6.3895

6.8419

Beyond 2012

14,054

5.7985

7.2933

6,098

6.2160

7.1442

2.

State Government Securities

244

6.2936

7.0988

394

6.5072

7.0010

3.

Treasury Bills (Residual Maturity in Days)

(a)

Upto 14 Days

153

4.2229

5.7366

25

5.2355

5.4346

(b)

15 - 91 Days

1,764

4.6923

5.8343

721

5.3605

6.0837

(c)

92 - 182 Days

46

5.3752

5.5447

45

5.6844

5.7455

(d)

183 - 364 Days

748

5.3154

5.6301

568

5.6146

5.7343

II.

RBI*

:

Sales

50

8

:

Purchase

—

—

III.

Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

15,288

4.00 (1)

7.40

(22)

17,066

5.10

(1)

7.50

(93)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

245

4.50 (1)

5.45

(6)

139

5.80

(1)

6.00

(4)

4.

364 Day Treasury Bills

1,776

4.00 (1)

5.95

(4)

1,544

5.75

(1)

6.10

(7)

IV.

RBI

:

Repo £^

30,430

5.00

—

2,810

5.00

—

:

Reverse Repo !

35

—

7.10

—

—

—

@ : 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