(Amount in Rs. crore)

For the Week Ended Sep. 20, 2002

For the Week Ended Sep. 27, 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 $

—

—

—

—

—

—

2003-04

286

5.8949

5.9432

313

5.9023

5.9395

2004-05

144

6.0009

6.0395

42

5.9609

6.0160

2005-06

57

6.0449

6.1301

35

6.0820

6.2311

2006-07

40

6.1367

6.1523

1

—

—

2007-08

110

6.3184

6.6924

150

6.3070

6.5328

2008-11

3,389

6.5439

7.2068

2,212

6.5412

7.1931

2011-12

3,630

7.1162

7.2684

2,187

7.1240

7.3618

Beyond 2012

10,839

6.5094

7.9494

6,878

6.5161

7.9581

2.

State Government Securities

357

7.6004

7.9296

232

6.9460

8.0502

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

123

5.3529

5.7870

114

5.0520

5.7756

(b) 15 - 91 Days

222

5.6104

5.7842

608

5.6844

5.7846

(c) 92 - 182 Days

15

5.6535

—

15

5.7842

—

(d) 183 - 364 Days

246

5.8140

5.8738

462

5.8040

5.8540

II.

RBI* : Sales

4

28

: Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

10,671

5.50

(1)

6.90

(28)

7,060

4.00

(1)

6.95

(18)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

150

5.60

(1)

5.65

(3)

110

5.60

(2)

5.65

(4)

4.

364 Day Treasury Bills

1,348

5.50

(1)

5.70

(6)

1,134

5.50

(1)

5.85

(7)

IV. RBI : Repo £^

58,440

5.75

—

59,240

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 byair mail. Price per copy is Rs.8.