(Amount in Rs. crore)

For the Week Ended Jan. 4, 2002

For the Week Ended Jan. 11, 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

2001-02

—

—

—

—

—

—

2002-03 $

231

6.5028

7.1174

59

6.7569

7.2936

2003-04

354

7.0639

7.3573

710

7.0460

7.1110

2004-05

122

7.2557

7.5479

16

7.2147

7.2565

2005-06

346

7.2049

7.4734

339

7.1536

7.2263

2006-07

371

7.2783

7.6731

398

7.2070

7.3219

2007-10

897

6.9307

8.4203

1,444

6.9886

8.2013

2010-11

349

7.7742

8.4744

1,050

7.3838

8.3766

Beyond 2011

15,753

7.8473

9.5784

22,145

7.8334

8.7121

2.

State Government Securities

72

8.4459

9.9535

178

8.2822

9.9382

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

48

6.7256

7.0293

90

6.2498

6.5896

(b) 15 - 91 Days

409

6.4263

7.5793

1,135

6.0078

6.9810

(c) 92 - 182 Days

161

6.8312

7.0807

92

6.7641

6.7847

(d) 183 - 364 Days

552

6.8810

7.2302

1,506

6.7614

6.9976

II.

RBI* : Sales

84

—

: Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

10,123

4.00 (1)

10.25

(18)

12,298

6.00

(1)

8.50

(15)

2.

State Govt. Securities

—

—

—

20

6.30

(4)

—

3.

91 Day Treasury Bills

65

6.40 (5)

6.50

(5)

155

6.15

(3)

6.40

(8)

4.

364 Day Treasury Bills

219

6.40 (1)

7.75

(5)

710

6.15

(1)

6.65

(7)

IV. RBI : Repo £^

8,700

6.50

—

47,250

6.50

—

: Reverse Repo !

14

6.50

—

16

6.50

—

@ : 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.
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 2002 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.