(Amount in Rs. crore)

For the Week Ended Oct. 17, 2003

For the Week Ended Oct. 24, 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

1,107

4.5184

4.5509

129

4.4491

4.6830

2004-05

380

4.4180

4.6475

15

4.6983

—

2005-06

157

4.5099

4.5696

7

4.6971

—

2006-07

16

4.5681

4.5703

105

4.5454

4.6222

2007-08

346

4.5409

4.6933

15

4.5796

4.8381

2008-09

1,632

4.5612

5.4461

745

4.6461

5.0445

2009-12

6,250

4.6539

5.1666

1,755

4.6768

5.1672

2012-13

5,403

4.9039

5.0937

2,087

4.9335

6.4657

Beyond 2013

41,856

4.9442

5.9080

16,655

4.8780

7.4897

2.

State Government Securities

617

5.2717

6.0038

388

5.2300

6.0010

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

135

4.3000

4.4789

520

4.4488

4.8725

(b) 15 - 91 Days

1,593

4.2002

4.6002

665

3.8502

4.6701

(c) 92 - 182 Days

50

4.2000

4.4400

236

4.4199

4.6799

(d) 183 - 364 Days

691

4.0000

4.6000

329

4.2245

4.5500

II.

RBI* : Sales

11,000

1,923

: Purchase

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

17,490

3.00

(1)

4.65

(7)

12,884

3.25

(1)

5.00

(15)

2.

State Govt. Securities

452

3.50

(1)

4.30

(4)

362

4.15

(1)

4.45

(7)

3.

91 Day Treasury Bills

338

4.15

(1)

4.45

(5)

385

4.15

(1)

4.50

(7)

4.

364 Day Treasury Bills

609

4.10

(1)

4.70

(4)

477

4.25

(1)

4.50

(4)

IV. RBI : Repo £^

69,770

4.50

—

40,601

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.