(Amount in Rs. crore)

For the Week Ended Sep. 12, 2003

For the Week Ended Sep. 19, 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

290

4.6972

4.8164

100

4.7173

4.7673

2004-05

36

4.7729

4.8242

152

4.7269

4.8343

2005-06

270

4.7681

4.8481

570

4.7306

4.8728

2006-07

191

4.8201

4.8961

126

4.8273

4.8736

2007-08

115

4.8682

5.0003

435

4.9026

5.0353

2008-09

1,067

4.8914

5.2221

816

4.9035

5.2027

2009-12

3,952

4.9905

5.4074

2,885

5.0115

5.4106

2012-13

3,527

5.2135

5.3563

3,180

5.2307

5.3639

Beyond 2013

25,734

5.2714

6.1251

21,641

5.0769

6.1562

2.

State Government Securities

302

5.5500

6.1727

402

5.2004

6.1504

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

73

3.7623

4.8783

106

2.7366

4.9147

(b) 15 - 91 Days

1,611

4.2942

4.6473

2,201

4.3215

4.6374

(c) 92 - 182 Days

67

4.5874

4.6573

57

4.5127

4.6174

(d) 183 - 364 Days

836

4.5675

4.7226

872

4.5145

4.7270

II.

RBI* : Sales

5,007

7

: Purchase

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

13,702

3.00

(1)

4.65

(24)

11,830

3.75

(1)

4.55

(7)

2.

State Govt. Securities

185

4.05

(1)

4.15

(7)

399

4.10

(1)

4.20

(3)

3.

91 Day Treasury Bills

819

4.05

(1)

4.30

(14)

442

4.05

(1)

4.60

(4)

4.

364 Day Treasury Bills

733

4.00

(1)

4.40

(4)

649

4.10

(1)

4.50

(4)

IV. RBI : Repo £^

96,960

4.50

—

82,945

4.50

—

: 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.