(Amount in Rs. crore)

For the Week Ended Aug. 16, 2002

For the Week Ended Aug. 23, 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 $

258

6.1154

6.4060

165

5.8453

6.1747

2003-04

378

6.0263

6.2276

724

6.0228

6.2265

2004-05

255

6.2501

6.3269

241

6.2166

6.3263

2005-06

30

6.2163

6.2998

87

6.2604

6.4767

2006-07

20

6.3980

6.4170

200

6.3289

6.7777

2007-08

131

6.5382

6.7698

274

6.5130

6.9155

2008-11

1,623

6.7139

7.3337

2,842

6.6903

7.3029

2011-12

3,331

7.1834

7.3629

4,227

7.1606

7.3656

Beyond 2012

12,531

6.6620

7.9726

12,111

6.6324

7.9675

2.

State Government Securities

86

7.8069

8.0133

194

7.5526

8.3665

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

73

5.4865

5.7894

51

5.4972

5.7848

(b) 15 - 91 Days

327

5.6257

5.8337

521

5.5342

5.8341

(c) 92 - 182 Days

58

5.7941

5.8639

153

5.7466

5.7466

(d) 183 - 364 Days

267

5.9409

6.0234

741

5.8938

5.9836

II.

RBI* : Sales

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

6,075

5.50

(1)

7.40

(31)

7,664

5.00

(1)

5.93

(14)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

205

5.50

(1)

5.55

(3)

85

5.55

(6)

—

4.

364 Day Treasury Bills

794

5.50

(1)

5.55

(3)

967

5.50

(1)

5.60

(6)

IV. RBI : Repo £^

49,613

5.75

—

63,557

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.