(Amount in Rs. crore)

For the Week Ended Jun. 14, 2002

For the Week Ended Jun. 21, 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 $

3

—

—

45

6.6376

6.8246

2003-04

243

6.7494

6.8833

281

6.7298

6.9440

2004-05

190

6.9583

7.1725

394

6.9797

7.1432

2005-06

60

7.0020

7.0981

37

7.0312

7.1187

2006-07

20

7.0795

7.1266

30

7.1329

7.1941

2007-08

35

7.2156

7.2374

31

7.6216

7.7137

2008-11

1,849

7.3304

8.1137

2,068

7.3561

8.1341

2011-12

2,361

7.6294

7.8329

1,653

7.6758

7.9565

Beyond 2012

10,825

7.5875

8.7488

7,634

7.5232

8.5788

2.

State Government Securities

90

7.1284

8.1999

23

8.3485

—

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

87

5.8185

6.3347

35

5.6490

6.4804

(b) 15 - 91 Days

472

6.0339

6.4322

346

6.0011

6.4824

(c) 92 - 182 Days

27

6.3824

6.4522

150

6.3925

6.4324

(d) 183 - 364 Days

181

6.5097

6.6318

382

6.4586

6.5945

II.

RBI* : Sales

26

53

: Purchase

—

—

III.

Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

8,471

5.00 (1)

7.75

(21)

10,617

5.75

(1)

7.75

(125)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

40

6.35 (1)

—

107

6.00

(3)

6.25

(14)

4.

364 Day Treasury Bills

220

5.90 (1)

6.35

(14)

550

5.95

(1)

6.05

(3)

IV. RBI : Repo £^

28,310

6.00

—

43,426

6.00

—

: 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.
$ : 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. Printed and Published by Deba Prasad Rath for the Reserve Bank of India, Mumbai - 400 001. at Printrite, 24-B, Ambalal Doshi Marg, Hamam Street, Fort, Mumbai - 400 001.