(Amount in Rs. crore)

For the Week Ended Sep. 26, 2003

For the Week Ended Oct. 3, 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

160

4.6328

4.8353

185

4.5762

4.7256

2004-05

181

4.6908

4.8887

—

—

—

2005-06

651

4.6704

4.8516

290

4.5689

4.8227

2006-07

605

4.7184

4.9509

101

4.5901

4.7107

2007-08

388

4.7868

5.0389

175

4.6908

4.8308

2008-09

1,023

4.8031

5.5154

1,321

4.6972

5.0738

2009-12

4,398

4.9265

5.5373

3,424

4.9207

5.3897

2012-13

3,994

5.1995

5.8030

3,614

5.1038

5.2831

Beyond 2013

25,412

5.2420

6.0995

30,632

5.1327

6.0711

2.

State Government Securities

258

5.3654

6.1038

115

6.0002

6.1100

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

145

4.0394

4.6889

1,235

4.3998

4.5699

(b) 15 - 91 Days

2,214

4.4167

4.6873

604

4.3215

4.6372

(c) 92 - 182 Days

257

4.5674

4.6374

—

—

—

(d) 183 - 364 Days

1,248

4.5276

4.7370

417

4.4877

4.6273

II.

RBI* : Sales

39

47

: Purchase

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

19,167

3.50

(1)

4.75

(15)

10,822

1.50

(1)

4.60

(7)

2.

State Govt. Securities

449

4.20

(1)

4.60

(6)

459

4.10

(3)

4.50

(5)

3.

91 Day Treasury Bills

510

4.20

(1)

4.70

(14)

58

4.15

(2)

4.50

(3)

4.

364 Day Treasury Bills

934

4.15

(1)

4.75

(5)

1,035

3.95

(1)

4.60

(5)

IV. RBI : Repo £^

1,01,194

4.50

—

1,04,010

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.