(Amount in Rs. crore)

For the Week Ended May 16, 2003

For the Week Ended May 23, 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

245

4.9198

4.9543

343

4.8949

5.1836

2004-05

40

4.9328

4.9471

151

4.8681

5.0008

2005-06

105

5.0581

5.1317

150

5.0425

5.1041

2006-07

30

5.1609

5.2515

390

5.1133

5.3834

2007-08

75

5.3735

5.5714

160

5.2624

5.5048

2008-09

1,083

5.4508

5.9427

2,482

5.3109

5.9300

2009-12

3,141

5.6120

6.1388

6,738

5.4527

6.0630

2012-13

2,165

5.8386

6.0370

4,622

5.7416

6.0109

Beyond2013

10,269

5.8760

6.4628

28,282

5.0900

6.4399

2. State Government Securities

93

6.3657

6.5284

207

6.3722

6.4523

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

32

3.4411

—

1

—

—

(b) 15 - 91 Days

263

4.3378

4.5675

863

4.3639

4.6871

(c) 92 - 182 Days

59

4.4877

4.5874

276

4.4877

4.6373

(d) 183 - 364 Days

910

4.4876

4.7968

1,661

4.5874

4.7669

II. RBI* :Sales

22

82

:Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

5,396

3.50

(1)

6.40

(7)

8,478

3.00

(1)

6.40

(14)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

65

4.50

(5)

5.05

(5)

115

4.25

(1)

4.30

(3)

4.

364 Day Treasury Bills

681

3.00

(1)

5.05

(5)

1,090

4.10

(1)

4.50

(4)

IV. RBI : Repo £^

31,885

5.00

—

94,236

5.00

—

: 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