(Amount in Rs. crore)

For the Week Ended Aug. 8, 2003

For the Week Ended Aug. 15, 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

75

4.7448

4.8354

122

4.7652

4.9453

2004-05

—

—

—

—

—

—

2005-06

51

4.9894

5.0188

32

5.0384

—

2006-07

100

5.0490

5.1120

80

5.0312

5.0843

2007-08

70

5.1107

5.2250

21

5.0973

—

2008-09

1,442

5.1830

5.4468

1,201

5.1701

5.5563

2009-12

9,534

5.0300

5.6934

5,696

5.2704

5.7028

2012-13

5,419

5.4997

5.9137

7,702

5.4701

5.5539

Beyond 2013

32,965

5.1134

6.1985

42,196

5.1085

6.1636

2. State Government Securities

328

6.1186

6.2806

753

5.9803

6.4408

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

18

4.6853

—

900

3.4468

—

(b) 15 - 91 Days

1,324

4.6375

4.9403

870

4.3986

4.9410

(c) 92 - 182 Days

73

4.6971

4.8567

214

4.8667

—

(d) 183 - 364 Days

480

4.7006

4.9208

666

4.8101

4.9464

II. RBI* : Sales

—

—

: Purchase

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

14,758

3.00

(1)

5.10

(7)

23,692

3.75

(1)

4.80

(14)

2.

State Govt. Securities

205

4.15

(3)

—

—

—

—

3.

91 Day Treasury Bills

652

4.00

(1)

4.30

(5)

1,486

4.10

(1)

4.45

(6)

4.

364 Day Treasury Bills

1,291

3.90

(1)

5.00

(5)

2,099

4.10

(1)

4.90

(6)

IV. RBI : Repo £^

1,46,085

5.00

—

95,710

5.00

—

: Reverse Repo !

65

6.00

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.