(Amount in Rs. crore)

For the Week Ended Dec. 27, 2002

For the Week Ended Jan. 3, 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 $

2

—

—

—

—

—

2003-04

478

5.6183

5.8495

1,884

5.4577

5.7575

2004-05

63

5.7625

5.7845

50

5.6141

5.6813

2005-06

87

5.6368

5.8182

40

5.5586

5.6020

2006-07

130

5.7173

6.3449

40

5.5789

5.7054

2007-08

95

5.8027

5.9241

90

5.6193

5.7589

2008-11

2,009

5.8805

6.4630

2,603

5.6813

6.3852

2011-12

3,532

6.2076

6.4453

4,525

5.9569

6.3391

Beyond 2012

27,906

6.2027

7.0217

38,535

5.9687

6.7944

2.

State Government Securities

367

6.3139

6.8994

450

6.0062

7.2858

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

71

4.9943

5.7366

50

3.6543

5.4353

(b) 15 - 91 Days

1,164

5.1182

5.4751

1,183

5.1029

5.4650

(c) 92 - 182 Days

7

5.4849

—

5

5.4352

—

(d) 183 - 364 Days

709

5.4268

5.5186

489

5.3391

5.5049

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

8,267

5.30

(1)

7.00

(7)

7,904

5.00

(1)

6.75

(24)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

625

5.50

(1)

6.40

(6)

1,116

5.25

(1)

5.75

(6)

4.

364 Day Treasury Bills

1,258

5.30

(1)

6.25

(10)

2,111

5.25

(1)

5.80

(12)

IV. RBI : Repo £^

7,250

5.50

—

46,545

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
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
Annual subscription for 2003 Weekly Statistical Supplement is Rs.400 (inclusive of postage) in India and US$ 80 abroad, inclusive of postage by air mail. Price per copy is Rs.8.