(Amount in Rs. crore)

For the Week Ended Nov. 8, 2002

For the Week Ended Nov. 15, 2002

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 $

25

6.1574

—

—

—

—

2003-04

195

5.8018

5.8556

825

5.5718

5.8475

2004-05

225

5.8571

5.9088

276

5.7854

5.9088

2005-06

72

5.9040

5.9085

186

5.8085

6.0284

2006-07

60

5.9825

6.2856

15

5.9069

5.9711

2007-08

85

6.1049

6.2584

130

6.0053

6.1705

2008-11

2,840

6.2816

7.0700

5,085

6.0777

7.0700

2011-12

3,372

6.7603

7.0090

7,577

6.5203

6.9694

Beyond 2012

20,186

6.3770

7.6323

31,357

6.3559

7.5499

2. State Government Securities

137

6.9010

7.6913

168

6.7018

7.7603

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

81

5.2431

6.0484

39

4.4778

6.0333

(b) 15 - 91 Days

417

5.0681

5.6248

812

4.8932

5.5644

(c) 92 - 182 Days

—

—

—

62

5.5148

5.5447

(d) 183 - 364 Days

809

5.5367

5.6346

758

5.5049

5.6189

II. RBI* : Sales

17

—

: Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

4,648

5.20 (1)

6.50

(30)

8,167

2.50

(1)

7.75

(28)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

—

—

—

4.

364 Day Treasury Bills

601

5.25 (1)

5.60

(7)

1,257

3.00

(1)

6.20

(4)

IV. RBI : Repo £^

48,708

5.50

—

7,297

5.50

—

: Reverse Repo !

—

—

—

95

6.25

7.50

@ : 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