(Amount in Rs. crore)

For the Week Ended Feb. 8, 2002

For the Week Ended Feb. 15, 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 $

174

6.4298

6.5511

580

6.0760

6.8052

2003-04

877

6.4350

6.7131

671

6.3092

6.4736

2004-05

290

6.5585

7.0183

126

6.4629

6.5189

2005-06

126

6.6194

7.0602

146

5.0007

6.5474

2006-07

495

6.5764

6.9133

442

6.4981

6.7987

2007-10

2,695

6.6338

7.8444

2,047

6.4911

7.5156

2010-11

1,051

7.2044

8.2829

977

7.0827

7.6724

Beyond 2011

33,162

7.3227

8.3275

32,291

6.2134

8.3982

2. State Government Securities

208

7.5748

8.5749

233

7.5332

9.6834

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

88

4.3225

6.5221

175

4.2482

6.4337

(b) 15 - 91 Days

584

5.8335

6.5319

585

5.6620

6.4923

(c) 92 - 182 Days

18

6.2828

6.3925

25

6.2829

6.3227

(d) 183 - 364 Days

609

6.3459

6.5221

395

6.2329

6.6816

II. RBI* : Sales

16

1

: Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

7,791

5.25

(1)

8.00

(21)

7,471

5.50

(1)

8.60

(15)

2.

State Govt. Securities

15

6.25

(3)

—

—

—

—

3.

91 Day Treasury Bills

65

6.40

(1)

6.65

(5)

—

—

—

4.

364 Day Treasury Bills

444

6.35

(1)

6.75

(14)

860

6.40

(1)

6.80

(14)

IV. RBI : Repo £^

30,980

6.50

—

26,560

6.50

—

: Reverse Repo !

49

6.50

8.50

37

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.