(Amount in Rs. crore)

For the Week Ended Aug. 15, 2003

For the Week Ended Aug. 22, 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

122

4.7652

4.9453

135

4.9966

5.0465

2004-05

—

—

—

—

—

—

2005-06

32

5.0384

—

119

5.0143

5.0737

2006-07

80

5.0312

5.0843

75

5.0758

5.1227

2007-08

21

5.0973

—

81

5.0951

5.1003

2008-09

1,201

5.1701

5.5563

987

5.1813

5.4414

2009-12

5,696

5.2704

5.7028

3,784

5.0374

5.7963

2012-13

7,702

5.4701

5.5539

3,441

5.4851

5.9234

Beyond 2013

42,196

5.1085

6.1636

30,963

5.5269

6.1661

2.

State Government Securities

753

5.9803

6.4408

310

5.9601

6.1836

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

900

3.4468

—

29

3.6657

4.9468

(b) 15 - 91 Days

870

4.3986

4.9410

1,393

4.8270

4.9839

(c) 92 - 182 Days

214

4.8667

—

87

4.8041

4.9562

(d) 183 - 364 Days

666

4.8101

4.9464

1,334

4.8403

4.9764

II.

RBI* : Sales

—

11,479

: Purchase

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

23,692

3.75

(1)

4.80

(14)

15,847

3.00

(1)

5.80

(7)

2.

State Govt. Securities

—

—

—

200

4.30

(3)

—

3.

91 Day Treasury Bills

1,486

4.10

(1)

4.45

(6)

725

4.25

(1)

5.10

(5)

4.

364 Day Treasury Bills

2,099

4.10

(1)

4.90

(6)

832

4.10

(1)

5.00

(7)

IV. RBI : Repo £^

95,710

5.00

—

80,490

5.00

—

: 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.