(Amount in Rs. crore)

For the Week Ended Sep. 6, 2002

For the Week Ended Sep. 13, 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 $

10

5.7949

—

50

7.4570

—

2003-04

477

5.8481

6.0360

277

5.9041

5.9687

2004-05

486

6.0123

6.1357

281

5.9987

6.0531

2005-06

15

6.1009

6.1984

145

6.0288

6.2681

2006-07

241

6.1550

6.2692

90

6.1369

6.5460

2007-08

426

6.3068

6.7567

557

6.3004

6.5675

2008-11

5,012

6.5230

7.2498

2,969

6.5415

7.1966

2011-12

6,122

7.0755

7.3950

2,839

7.1092

7.2106

Beyond 2012

26,028

6.4909

7.9411

11,072

6.5029

7.9322

2.

State Government Securities

211

7.6994

7.8037

244

7.3408

8.1397

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

35

5.7521

5.7822

7

4.7321

—

(b) 15 - 91 Days

233

5.5849

5.8043

224

5.1414

5.7207

(c) 92 - 182 Days

25

5.8040

5.8141

27

5.6693

5.7239

(d) 183 - 364 Days

671

5.7741

5.9836

554

5.7480

5.8838

II.

RBI* : Sales

6

—

: Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

8,570

4.00 (1)

7.25

(18)

9,692

4.00

(1)

6.75

(15)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

105

5.55 (3)

—

165

5.50

(1)

5.55

(3)

4.

364 Day Treasury Bills

280

5.50 (1)

5.55

(2)

1,872

4.00

(1)

5.60

(6)

IV. RBI : Repo £^

64,592

5.75

—

70,480

5.75

—

: 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.