23. Secondary Market Transactions in Government Securities (Face Value)

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Date: June 21, 2003


(Amount in Rs. crore)

			For the Week Ended Jun. 6, 2003					For the Week Ended Jun. 13, 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	107	4.7348		5.1371		204	5.0231		5.1292
		2004-05	133	5.1526		5.2009		238	5.0775		5.1973
		2005-06	55	5.0895		5.2633		46	5.1427		5.1629
		2006-07	135	5.1357		5.3259		134	5.1741		5.3412
		2007-08	112	5.2728		5.3199		55	5.3049		5.4657
		2008-09	1,155	5.3052		5.7440		582	5.3246		5.6595
		2009-12	5,477	5.4336		5.9901		3,789	5.4365		5.9598
		2012-13	7,777	5.6934		5.9922		5,525	5.6499		5.9647
		Beyond 2013	25,079	5.1078		6.3230		20,643	5.1125		6.3256
2.	State Government Securities		431	5.8783		6.4513		206	5.8480		6.3948
3.	Treasury Bills (Residual Maturity in Days)
		(a) Upto 14 Days	32	4.7375		—		23	4.6853			—
		(b) 15 - 91 Days	655	4.4880		4.9066		621	4.6236		5.0065
		(c) 92 - 182 Days	32	4.7369		4.7868		11	4.8667			—
		(d) 183 - 364 Days	548	4.6172		4.9165		956	4.7270		4.9863
II.	*RBI : Sales**		29					—
		: Purchase	—					—
III.Repo Transactions £ (Other than with RBI)
			Amount	Rates (%PA)				Amount	Rates (%PA)
				Minimum		Maximum			Minimum		Maximum
	1.	Govt. of India Dated Securities	9,410	3.00	(1)	5.05	(7)	8,957	2.00	(1)	5.80		(7)
	2.	State Govt. Securities	—	—		—		—	—		—
	3.	91 Day Treasury Bills	90	4.00	(2)	4.50	(3)	212	4.25	(1)	5.00		(3)
	4.	364 Day Treasury Bills	2,246	3.50	(1)	4.75	(7)	2,002	2.75	(1)	5.10		(3)
IV. RBI : Repo £^			1,13,847	5.00		—		49,008	5.00		—
		: 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