(Amount in Rs. crore)

For the Week Ended May 23, 2003

For the Week Ended May 30, 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

343

4.8949

5.1836

152

4.8097

5.0137

2004-05

151

4.8681

5.0008

125

4.9694

5.0419

2005-06

150

5.0425

5.1041

163

5.0176

5.0714

2006-07

390

5.1133

5.3834

76

5.1005

5.3310

2007-08

160

5.2624

5.5048

131

5.2791

5.3359

2008-09

2,482

5.3109

5.9300

1,513

5.3099

5.7928

2009-12

6,738

5.4527

6.0630

6,677

5.4432

5.9208

2012-13

4,622

5.7416

6.0109

4,853

5.6992

5.9787

Beyond2013

28,282

5.0900

6.4399

36,811

5.1055

6.3731

2. State Government Securities

207

6.3722

6.4523

360

6.1307

6.8938

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

1

—

—

7

3.4951

3.4951

(b) 15 - 91 Days

863

4.3639

4.6871

424

4.2745

4.7968

(c) 92 - 182 Days

276

4.4877

4.6373

46

4.5556

4.7987

(d) 183 - 364 Days

1,661

4.5874

4.7669

516

4.5714

4.8068

II. RBI* :Sales

82

5,407

:Purchase

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

8,478

3.00

(1)

6.40

(14)

12,350

3.00

(1)

5.10

(91)

2.

State Govt. Securities

—

—

—

99

4.10

(1)

4.25

(2)

3.

91 Day Treasury Bills

115

4.25

(1)

4.30

(3)

260

4.00

(1)

5.00

(6)

4.

364 Day Treasury Bills

1,090

4.10

(1)

4.50

(4)

1,619

2.50

(1)

4.80

(6)

IV. RBI : Repo £^

94,236

5.00

—

1,27,985

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