(Amount in Rs. crore)

For the Week Ended Sep. 5, 2003

For the Week Ended Sep. 12, 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

255

4.6341

4.7216

290

4.6972

4.8164

2004-05

87

4.7259

4.8380

36

4.7729

4.8242

2005-06

210

4.7492

4.7743

270

4.7681

4.8481

2006-07

485

4.8107

4.8573

191

4.8201

4.8961

2007-08

346

4.8560

4.9937

115

4.8682

5.0003

2008-09

782

4.8794

5.1262

1,067

4.8914

5.2221

2009-12

5,024

4.9777

5.6685

3,952

4.9905

5.4074

2012-13

3,901

5.1939

5.2555

3,527

5.2135

5.3563

Beyond 2013

22,247

5.2584

6.1067

25,734

5.2714

6.1251

2.

State Government Securities

500

5.7529

6.1998

302

5.5500

6.1727

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

85

3.4229

4.6853

73

3.7623

4.8783

(b) 15 - 91 Days

1,813

4.3562

4.7468

1,611

4.2942

4.6473

(c) 92 - 182 Days

19

3.3373

4.6011

67

4.5874

4.6573

(d) 183 - 364 Days

1,265

4.5674

4.7370

836

4.5675

4.7226

II.

RBI* : Sales

55

5,007

: Purchase

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

18,322

3.00

(1)

4.65

(7)

13,702

3.00

(1)

4.65

(24)

2.

State Govt. Securities

423

4.00

(1)

4.15

(3)

185

4.05

(1)

4.15

(7)

3.

91 Day Treasury Bills

908

3.50

(1)

4.65

(4)

819

4.05

(1)

4.30

(14)

4.

364 Day Treasury Bills

466

4.00

(1)

4.65

(3)

733

4.00

(1)

4.40

(4)

IV. RBI : Repo £^

1,36,685

4.50

—

96,960

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.