(Amount in Rs. crore)

For the Week Ended May 3, 2002

For the Week Ended May 10, 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 $

147

6.2677

6.4778

200

6.3429

7.1137

2003-04

462

6.1347

6.5472

408

6.3734

6.8163

2004-05

—

—

—

100

6.6070

6.8748

2005-06

299

6.3357

6.6082

116

6.5650

6.8343

2006-07

65

6.3994

6.6776

120

6.6101

6.7881

2007-08

—

—

—

25

6.9991

—

2008-11

1,020

6.7910

7.6832

1,255

6.9787

7.6785

2011-12

3,491

7.2135

7.4731

3,464

7.3617

7.6890

Beyond 2012

9,330

7.0103

8.0056

9,678

7.3742

8.2535

2. State Government Securities

107

7.5101

8.0516

69

7.7991

8.0759

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

9

6.0697

6.0697

37

6.2643

7.2815

(b) 15 - 91 Days

397

5.8062

6.2230

284

6.0885

6.5816

(c) 92 - 182 Days

32

5.8775

6.3027

29

6.3227

6.4822

(d) 183 - 364 Days

678

5.9591

6.3326

733

6.2387

6.5320

II. RBI* : Sales

—

9

: Purchase

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

7,931

5.50

(1)

8.50

(28)

11,100

6.00

(1)

8.10

(60)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

5

6.25

(1)

—

—

—

—

4.

364 Day Treasury Bills

523

6.20

(1)

7.50

(4)

240

6.15

(1)

6.90

(18)

IV. RBI : Repo £^

8,395

6.00

—

7,750

6.00

—

: Reverse Repo !

52

6.50

—

38

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.