(Amount in Rs. crore)

For the Week Ended Oct. 31, 2003

For the Week Ended Nov. 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

2003-04

25

4.6570

—

86

4.6138

—

2004-05

5

4.6328

—

14

4.5325

—

2005-06

2

—

—

20

4.7368

—

2006-07

290

4.7244

4.9155

400

4.6935

5.0540

2007-08

141

4.7402

4.8796

150

4.7000

4.8444

2008-09

467

4.7610

5.0394

947

4.7221

5.0673

2009-12

1,887

4.8384

5.2569

2,528

4.7932

5.1934

2012-13

1,239

5.0743

5.2067

2,878

5.0094

5.1537

Beyond 2013

14,833

5.0632

5.9516

23,164

5.0345

6.0356

2.

State Government Securities

262

5.6997

6.1433

96

5.7327

5.9780

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

29

4.6986

—

338

4.3445

5.0206

(b) 15 - 91 Days

1,152

4.3600

5.0000

718

4.3999

4.6504

(c) 92 - 182 Days

415

4.5000

4.8500

167

4.4201

4.5500

(d) 183 - 364 Days

820

4.5300

4.9000

1,254

4.4200

4.9000

II.

RBI* : Sales

1,000

15

: Purchase

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

27,906

1.50

(1)

6.50

(7)

23,219

2.00

(1)

4.40

(7)

2.

State Govt. Securities

653

4.25

(–)

6.35

(4)

425

4.00

(1)

5.83

(8)

3.

91 Day Treasury Bills

770

4.25

(1)

6.45

(4)

239

4.00

(2)

4.30

(6)

4.

364 Day Treasury Bills

1,000

4.00

(1)

6.40

(3)

737

3.80

(1)

4.40

(4)

IV. RBI : Repo £^

11,600

4.50

—

79,090

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.