(Amount in Rs. crore)

For the Week Ended Feb. 21, 2003

For the Week Ended Feb. 28, 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

455

5.7189

6.0393

395

5.8964

6.1528

2004-05

25

6.1028

-

310

6.0614

6.2163

2005-06

34

5.9216

6.0340

60

6.1268

6.2148

2006-07

45

5.9811

6.1578

30

6.1715

6.3015

2007-08

19

6.0120

6.1816

75

6.2607

6.4017

2008-11

3,427

6.0871

6.8253

2,643

6.2291

7.5469

2011-12

2,451

6.2384

6.7889

1,438

6.4126

7.1334

Beyond 2012

15,391

6.1905

7.4132

11,865

6.1989

8.0683

2.

State Government Securities

152

6.7027

7.0966

234

6.7982

7.1599

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

35

5.4798

5.6793

74

5.7352

6.0826

(b) 15 - 91 Days

1,438

5.3763

5.8239

710

5.4332

6.0827

(c) 92 - 182 Days

95

5.5648

5.6445

82

5.8637

5.9836

(d) 183 - 364 Days

430

5.5946

5.9337

624

5.7309

6.0335

II.

RBI*

:

Sales

6

-

:

Purchase

-

-

III.

Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

11,421

4.00     (1)

6.85

(14)

14,167

5.15

(1)

8.00

(14)

2.

State Govt. Securities

-

-          

-

-

-

-

3.

91 Day Treasury Bills

855

5.10     (1)

5.35

(7)

309

5.35

(1)

6.40

(3)

4.

364 Day Treasury Bills

3,107

4.00     (1)

5.50

(7)

2,409

5.20

(1)

6.65

(8)

IV.

RBI

:

Repo £^

35,095

5.50         

-

2,070

5.50

-

:

Reverse Repo !

-

-         

-

1,302

6.25

7.50

@

:

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:// 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