(Amount in Rs. crore)

For the Week Ended Jan. 31, 2003

For the Week Ended Feb. 7, 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

2002-03 $

—

—

—

—

—

—

2003-04

168

5.4767

5.8335

383

5.5858

5.9850

2004-05

7

5.5478

5.5478

165

5.5996

5.8360

2005-06

77

5.6997

5.8254

55

5.7085

5.8622

2006-07

25

5.7813

5.8601

45

5.7802

5.8488

2007-08

10

5.6722

5.7632

120

5.9066

6.0447

2008-11

1,787

5.6547

6.5481

1,758

5.8868

6.7061

2011-12

3,259

5.8616

6.4413

3,194

6.0943

6.5604

Beyond 2012

18,503

5.8910

6.7632

12,942

6.0767

6.9765

2.

State Government Securities

190

6.2708

6.6194

46

6.4914

6.4936

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

62

5.4815

5.5345

42

5.4865

5.5852

(b) 15 - 91 Days

1,330

5.3153

5.7342

1,572

5.1360

5.7042

(c) 92 - 182 Days

115

5.4161

5.6845

20

5.5249

5.5647

(d) 183 - 364 Days

361

5.4345

5.7842

595

5.5048

5.7541

II.

RBI* : Sales

—

68

: Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

12,942

4.60    (1)

7.30

(14)

13,767

3.50

(1)

7.50

(14)

2.

State Govt. Securities

—

—         

—

—

—

—

3.

91 Day Treasury Bills

1,441

5.10    (1)

6.00

(6)

1,049

4.00

(1)

5.75

(7)

4.

364 Day Treasury Bills

4,255

5.05    (1)

6.00

(6)

3,809

4.75

(1)

5.85

(5)

IV. RBI : Repo £^

7,900

5.50         

—

29,245

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
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