(Amount in Rs. crore)

For the Week Ended Jan. 3, 2003

For the Week Ended Jan. 10, 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

2002-03 $

—

—

—

—

—

—

2003-04

1,884

5.4577

5.7575

641

5.3696

5.5347

2004-05

50

5.6141

5.6813

16

5.4862

5.5182

2005-06

40

5.5586

5.6020

227

5.5018

5.6078

2006-07

40

5.5789

5.7054

40

5.5654

5.6223

2007-08

90

5.6193

5.7589

106

5.6074

5.6913

2008-11

2,603

5.6813

6.3852

2,128

5.6727

6.0817

2011-12

4,525

5.9569

6.3391

3,862

5.9648

6.2113

Beyond 2012

38,535

5.9687

6.7944

29,253

5.9664

6.5090

2. State Government Securities

450

6.0062

7.2858

313

5.9480

6.6106

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

50

3.6543

5.4353

10

4.9508

5.3653

(b) 15 - 91 Days

1,183

5.1029

5.4650

1,289

5.1678

5.4951

(c) 92 - 182 Days

5

5.4352

—

—

—

—

(d) 183 - 364 Days

489

5.3391

5.5049

486

5.3073

5.4849

II. RBI* : Sales

1

—

: Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

7,904

5.00 (1)

6.75

(24)

9,438

4.00

(1)

6.50

(14)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

1,116

5.25 (1)

5.75

(6)

494

5.00

(1)

5.30

(7)

4.

364 Day Treasury Bills

2,111

5.25 (1)

5.80

(12)

2,193

5.00

(1)

5.50

(6)

IV. RBI : Repo £^

46,545

5.50

—

37,950

5.50

—

: 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.

$ : 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

The symbols used in WSS are:

.. = Not available.

— = Nil/Negligible.

# = Provisional