(Amount in Rs. crore)

For the Week Ended Oct. 3, 2003

For the Week Ended Oct. 10, 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

185

4.5762

4.7256

80

4.5551

4.5874

2004-05

—

—

—

50

4.5692

4.6450

2005-06

290

4.5689

4.8227

225

4.5397

4.6326

2006-07

101

4.5901

4.7107

40

4.5656

4.6047

2007-08

175

4.6908

4.8308

306

4.6020

4.7743

2008-09

1,321

4.6972

5.0738

1,427

4.6313

4.9936

2009-12

3,424

4.9207

5.3897

5,100

4.7478

5.3480

2012-13

3,614

5.1038

5.2831

5,017

5.0131

5.1786

Beyond 2013

30,632

5.1327

6.0711

41,684

5.0252

6.0412

2.

State Government Securities

115

6.0002

6.1100

208

5.7999

5.9848

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

1,235

4.3998

4.5699

71

4.4303

4.4985

(b) 15 - 91 Days

604

4.3215

4.6372

861

4.3701

4.5599

(c) 92 - 182 Days

—

—

—

80

4.4000

4.4599

(d) 183 - 364 Days

417

4.4877

4.6273

844

4.3500

4.6000

II.

RBI* : Sales

47

15

: Purchase

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

10,822

1.50

(1)

4.60

(7)

16,870

2.50

(1)

4.60

(7)

2.

State Govt. Securities

459

4.10

(3)

4.50

(5)

444

4.20

(1)

4.35

(5)

3.

91 Day Treasury Bills

58

4.15

(2)

4.50

(3)

345

4.15

(1)

4.60

(6)

4.

364 Day Treasury Bills

1,035

3.95

(1)

4.60

(5)

523

4.00

(1)

4.60

(6)

IV. RBI : Repo £^

1,04,010

4.50

—

1,08,415

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.