(Amount in Rs. crore)

For the Week Ended Feb. 28, 2003

For the Week Ended Mar. 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

395

5.8964

6.1528

427

5.3668

6.0243

2004-05

310

6.0614

6.2163

203

5.4040

5.6432

2005-06

60

6.1268

6.2148

233

5.6675

5.8074

2006-07

30

6.1715

6.3015

25

6.1444

—

2007-08

75

6.2607

6.4017

70

5.7648

6.0449

2008-11

2,643

6.2291

7.5469

4,254

5.6753

6.8039

2011-12

1,438

6.4126

7.1334

1,377

5.8320

6.7130

Beyond 2012

11,865

6.1989

8.0683

14,054

5.7985

7.2933

2.

State Government Securities

234

6.7982

7.1599

244

6.2936

7.0988

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

74

5.7352

6.0826

153

4.2229

5.7366

(b) 15 - 91 Days

710

5.4332

6.0827

1,764

4.6923

5.8343

(c) 92 - 182 Days

82

5.8637

5.9836

46

5.3752

5.5447

(d) 183 - 364 Days

624

5.7309

6.0335

748

5.3154

5.6301

II.

RBI* : Sales

—

50

: Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

14,167

5.15

(1)

8.00

(14)

15,288

4.00

(1)

7.40

(22)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

309

5.35

(1)

6.40

(3)

245

4.50

(1)

5.45

(6)

4.

364 Day Treasury Bills

2,409

5.20

(1)

6.65

(8)

1,776

4.00

(1)

5.95

(4)

IV. RBI : Repo £^

2,070

5.50

—

30,430

5.00

—

: Reverse Repo !

1,302

6.25

7.50

35

—

7.10

@ : 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