(Amount in Rs. crore)

For the Week Ended Mar. 15, 2002

For the Week Ended Mar. 22, 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 $

56

6.0960

6.1258

200

6.2059

6.4657

2003-04

567

6.2154

6.4721

285

6.1163

6.4032

2004-05

80

6.3888

6.3888

41

6.4083

6.4888

2005-06

24

6.5345

6.9246

150

6.4287

6.8412

2006-07

43

6.6977

6.8191

154

6.5332

6.7100

2007-10

492

6.8760

7.8462

2,099

6.6165

7.8081

2010-11

409

7.4415

7.8857

700

7.3228

7.6982

Beyond 2011

8,401

7.3691

8.6064

14,379

6.9232

8.6046

2.

State Government Securities

105

7.9999

8.4132

383

7.6170

9.4534

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

78

5.2990

6.2475

92

7.2815

7.2829

(b) 15 - 91 Days

152

5.7902

6.4823

560

5.8092

6.1829

(c) 92 - 182 Days

120

6.0733

6.1544

94

5.9956

6.1525

(d) 183 - 364 Days

116

6.0909

6.2728

257

6.0805

6.6318

II.

RBI* : Sales

5

—

: Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

10,080

5.75 (1)

8.50

(15)

13,074

5.50 (1)

8.60

(170)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

—

—

—

4.

364 Day Treasury Bills

893

6.00 (1)

7.00

(11)

505

6.15 (1)

7.25

(14)

IV. RBI : Repo £^

3,130

6.00

—

17,520

6.00

—

: Reverse Repo !

23

6.50

—

36

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