(Amount in Rs. crore)

For the Week Ended Mar. 22, 2002

For the Week Ended Mar. 29, 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 $

200

6.2059

6.4657

317

4.2929

6.4423

2003-04

285

6.1163

6.4032

787

6.1117

6.3304

2004-05

41

6.4083

6.4888

205

6.3414

6.3842

2005-06

150

6.4287

6.8412

226

6.3262

6.7803

2006-07

154

6.5332

6.7100

253

6.4018

6.5700

2007-10

2,099

6.6165

7.8081

1,242

6.5770

7.5742

2010-11

700

7.3228

7.6982

384

7.1692

7.7274

Beyond 2011

14,379

6.9232

8.6046

8,142

7.3472

8.2155

2. State Government Securities

383

7.6170

9.4534

193

7.6600

8.1639

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

92

7.2815

7.2829

30

3.6407

6.4815

(b) 15 - 91 Days

560

5.8092

6.1829

219

5.8521

6.2331

(c) 92 - 182 Days

94

5.9956

6.1525

85

5.9696

6.2804

(d) 183 - 364 Days

257

6.0805

6.6318

212

6.0091

6.3313

II.

RBI* : Sales

—

2

: Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

13,074

5.50 (1)

8.60

(170)

9,051

4.00

(1)

8.00

(160)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

—

—

—

4.

364 Day Treasury Bills

505

6.15 (1)

7.25

(14)

209

6.25

(1)

6.75

(3)

IV. RBI : Repo £^

17,520

6.00

—

8,448

6.00

—

: Reverse Repo !

36

6.50

—

2,443

6.50

8.00

@ : 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.
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