(Amount in Rs. crore)

For the Week Ended Dec. 13, 2002

For the Week Ended Dec. 20, 2002

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

2002-03 $

—

—

—

—

—

—

2003-04

318

5.4990

5.6557

827

5.6009

5.7126

2004-05

25

5.6837

5.6958

93

5.6711

5.7051

2005-06

205

5.6423

5.7908

36

5.6333

5.7145

2006-07

80

5.7448

5.8395

40

5.7481

6.2282

2007-08

72

5.8748

6.2011

80

5.8471

5.8653

2008-11

1,571

6.0056

6.6177

2,479

5.9213

6.5541

2011-12

3,549

6.3882

6.8493

4,652

6.3278

6.5496

Beyond 2012

14,365

6.2508

7.2449

32,858

6.2338

7.1336

2. State Government Securities

146

6.3053

7.3284

143

6.3503

6.8196

3. Treasury Bills (Residual Maturity in Days)

(a)

Upto 14 Days

79

5.2424

5.4845

10

5.4939

—

(b)

15 - 91 Days

513

4.9855

5.5246

995

5.0480

5.4950

(c)

92 - 182 Days

17

5.4053

—

14

5.4651

—

(d)

183 - 364 Days

396

5.1558

5.5947

368

5.4062

5.5349

II.

RBI* : Sales

18

—

: Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

6,080

5.00  (1)

6.50

(23)

5,246

5.25

(1)

6.95

(21)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

210

5.00  (1)

5.25

(3)

202

5.35

(2)

5.60

(5)

4.

364 Day Treasury Bills

792

5.00  (1)

5.30

(5)

1,530

5.25

(1)

5.50

(7)

IV. RBI : Repo £^

21,720

5.50       

—

41,884

5.50

—

: 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.
$ : While Face Value transacted for 6.00% Capital Indexed Bond 2002 has been included in the amount for the maturity year 2002-03, YTM (% indicative) have not been included in minimum and maximum YTM.
* : 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
The symbols used in WSS are: .. = Not available. — = Nil/Negligible. # = Provisional