(Amount in Rs. crore)

For the Week Ended Aug. 9, 2002

For the Week Ended Aug. 16, 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 $

275

6.0250

6.2440

258

6.1154

6.4060

2003-04

951

6.0550

6.2471

378

6.0263

6.2276

2004-05

3,440

6.2461

6.3464

255

6.2501

6.3269

2005-06

113

6.2977

6.4328

30

6.2163

6.2998

2006-07

150

6.3746

6.4488

20

6.3980

6.4170

2007-08

105

6.4974

6.5617

131

6.5382

6.7698

2008-11

3,312

6.6908

7.4017

1,623

6.7139

7.3337

2011-12

7,251

7.1346

7.5221

3,331

7.1834

7.3629

Beyond 2012

22,805

6.6387

7.9379

12,531

6.6620

7.9726

2.

State Government Securities

92

7.7292

8.2226

86

7.8069

8.0133

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

90

5.2365

5.7822

73

5.4865

5.7894

(b) 15 - 91 Days

698

5.4345

5.8502

327

5.6257

5.8337

(c) 92 - 182 Days

124

5.7269

6.0335

58

5.7941

5.8639

(d) 183 - 364 Days

818

5.9103

6.0313

267

5.9409

6.0234

II.

RBI* : Sales

3,000

4,014

: Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

6,318

5.00 (1)

7.25

(15)

6,075

5.50

(1)

7.40

(31)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

30

5.70 (3)

—

205

5.50

(1)

5.55

(3)

4.

364 Day Treasury Bills

750

5.50 (1)

5.85

(3)

794

5.50

(1)

5.55

(3)

IV. RBI : Repo £^

42,027

5.75

—

49,613

5.75

—

: Reverse Repo !

—

—

—

—

—

—

@

: 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.