(Amount in Rs. crore)

For the Week Ended Jan. 25, 2002

For the Week Ended Feb. 1, 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 $

36

6.8170

6.9022

106

6.5711

6.6897

2003-04

646

6.8086

7.0432

528

6.5844

6.8783

2004-05

126

7.0068

7.1499

106

6.8269

6.8722

2005-06

643

6.9415

7.3736

417

6.8002

7.1741

2006-07

439

7.0067

7.1935

258

6.8841

7.0572

2007-10

1,694

6.9965

8.0354

2,216

6.9526

7.6933

2010-11

725

7.4123

8.1872

1,298

7.3649

8.0538

Beyond 2011

25,607

7.6631

8.9536

28,637

7.5658

8.5042

2. State Government Securities

262

8.0024

9.8848

221

8.1634

9.7048

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

129

3.2402

6.7352

163

3.2948

6.6299

(b) 15 - 91 Days

575

5.7994

6.9307

577

6.0374

6.6616

(c) 92 - 182 Days

31

6.5520

6.5819

92

6.4920

6.5769

(d) 183 - 364 Days

1,169

6.5819

6.8794

299

6.5299

6.6817

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

8,844

6.00

(1)

8.75

(32)

8,409

5.00

(1)

8.50

(17)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

92

6.40

(1)

6.75

(4)

4.

364 Day Treasury Bills

634

6.25

(1)

6.65

(4)

—

—

—

IV. RBI : Repo £^

20,885

6.50

—

18,520

6.50

—

: Reverse Repo !

32

6.50

—

32

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.