(Amount in Rs. crore)

For the Week Ended Jul. 25, 2003

For the Week Ended Aug. 1, 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

96

4.9058

4.9861

79

4.8375

4.8453

2004-05

—

—

—

25

4.8060

—

2005-06

162

5.0235

5.0571

83

5.0017

5.0066

2006-07

131

5.0956

5.1482

76

5.0774

5.1131

2007-08

396

5.1517

5.2542

62

5.1370

5.1464

2008-09

1,714

5.2199

5.9682

1,085

5.2038

5.4599

2009-12

8,836

5.3259

5.8449

6,799

5.3093

5.8011

2012-13

7,841

5.6197

5.9222

6,727

5.5487

5.9206

Beyond 2013

24,356

5.1085

6.2336

27,944

5.1079

6.1991

2.

State Government Securities

128

6.1989

6.4648

341

6.1497

6.3481

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

135

3.5504

4.7278

89

4.1443

4.7871

(b) 15 - 91 Days

1,099

4.6266

4.8966

1,331

4.5838

4.7770

(c) 92 - 182 Days

49

4.7111

4.8567

101

4.6871

4.8067

(d) 183 - 364 Days

1,021

4.7073

4.8466

477

4.6871

4.8068

II.

RBI* : Sales

—

47

: Purchase

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

12,814

3.75

(1)

5.70

(7)

10,715

3.00

(1)

5.00

(7)

2.

State Govt. Securities

—

—

—

42

4.10

(3)

4.10

(3)

3.

91 Day Treasury Bills

245

4.05

(1)

4.30

(3)

278

3.90

(1)

4.25

(3)

4.

364 Day Treasury Bills

1,158

4.00

(1)

5.10

(5)

1,111

3.00

(1)

4.90

(5)

IV. RBI : Repo £^

1,33,880

5.00

—

1,56,780

5.00

—

: Reverse Repo !

—

—

—

1,220

—

7.00

@ : 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.