(Amount in Rs. crore)

For the Week Ended May 24, 2002

For the Week Ended May 31, 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 $

31

7.2023

7.2393

25

7.1445

—

2003-04

645

6.9309

7.1984

361

6.8070

7.0674

2004-05

237

7.0505

7.4403

113

6.9864

7.1787

2005-06

96

7.0526

7.4014

108

7.0184

7.2394

2006-07

56

7.1881

7.3971

109

7.1546

7.2386

2007-08

—

—

—

9

7.4273

—

2008-11

2,426

7.3017

8.3597

2,296

7.3030

8.2119

2011-12

1,261

7.5682

8.2786

2,633

7.5261

7.8564

Beyond 2012

8,374

7.6095

9.0235

7,819

7.5949

8.7388

2. State Government Securities

53

8.3994

8.5011

97

8.1199

8.4206

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

40

6.5555

7.7299

109

4.8620

7.2815

(b) 15 - 91 Days

491

6.5041

7.0512

489

6.2326

6.8312

(c) 92 - 182 Days

45

6.8168

6.8877

16

6.4663

6.5321

(d) 183 - 364 Days

492

6.7255

6.9598

364

6.5764

6.9331

II. RBI* : Sales

—

1,515

: Purchase

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

9,762

6.25

(1)

9.00

(98)

9,069

4.00

(1)

8.00

(87)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

—

—

—

4.

364 Day Treasury Bills

71

6.50

(1)

7.50

(3)

111

6.00

(1)

6.40

(2)

IV. RBI : Repo £^

3,000

6.00

—

37,923

6.00

—

: Reverse Repo !

610

6.50

8.00

28

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.

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 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.