(Amount in Rs. crore)

For the Week Ended Oct. 10, 2003

For the Week Ended Oct. 17, 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

80

4.5551

4.5874

1,107

4.5184

4.5509

2004-05

50

4.5692

4.6450

380

4.4180

4.6475

2005-06

225

4.5397

4.6326

157

4.5099

4.5696

2006-07

40

4.5656

4.6047

16

4.5681

4.5703

2007-08

306

4.6020

4.7743

346

4.5409

4.6933

2008-09

1,427

4.6313

4.9936

1,632

4.5612

5.4461

2009-12

5,100

4.7478

5.3480

6,250

4.6539

5.1666

2012-13

5,017

5.0131

5.1786

5,403

4.9039

5.0937

Beyond 2013

41,684

5.0252

6.0412

41,856

4.9442

5.9080

2.

State Government Securities

208

5.7999

5.9848

617

5.2717

6.0038

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

71

4.4303

4.4985

135

4.3000

4.4789

(b) 15 - 91 Days

861

4.3701

4.5599

1,593

4.2002

4.6002

(c) 92 - 182 Days

80

4.4000

4.4599

50

4.2000

4.4400

(d) 183 - 364 Days

844

4.3500

4.6000

691

4.0000

4.6000

II.

RBI* : Sales

15

11,000

: Purchase

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

16,870

2.50

(1)

4.60

(7)

17,490

3.00

(1)

4.65

(7)

2.

State Govt. Securities

444

4.20

(1)

4.35

(5)

452

3.50

(1)

4.30

(4)

3.

91 Day Treasury Bills

345

4.15

(1)

4.60

(6)

338

4.15

(1)

4.45

(5)

4.

364 Day Treasury Bills

523

4.00

(1)

4.60

(6)

609

4.10

(1)

4.70

(4)

IV. RBI : Repo £^

1,08,415

4.50

—

69,770

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.