(Amount in Rs. crore)

For the Week Ended Aug. 23, 2002

For the Week Ended Aug. 30, 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 $

165

5.8453

6.1747

24

6.4830

—

2003-04

724

6.0228

6.2265

424

5.9401

6.1123

2004-05

241

6.2166

6.3263

388

6.0913

6.2096

2005-06

87

6.2604

6.4767

86

6.1544

6.2699

2006-07

200

6.3289

6.7777

323

6.2210

6.8539

2007-08

274

6.5130

6.9155

440

6.3955

6.8359

2008-11

2,842

6.6903

7.3029

3,287

6.6831

7.2780

2011-12

4,227

7.1606

7.3656

5,109

7.0982

7.2834

Beyond 2012

12,111

6.6324

7.9675

19,508

6.5698

7.9509

2.

State Government Securities

194

7.5526

8.3665

143

7.6533

7.9938

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

51

5.4972

5.7848

46

5.4848

5.7859

(b) 15 - 91 Days

521

5.5342

5.8341

552

5.5055

5.8342

(c) 92 - 182 Days

153

5.7466

5.7466

108

5.7451

5.8240

(d) 183 - 364 Days

741

5.8938

5.9836

1,303

5.8235

5.9637

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

7,664

5.00 (1)

5.93 (14)

6,422

5.25

(1)

7.25

(16)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

85

5.55 (6)

—

80

5.55

(2)

5.55

(3)

4.

364 Day Treasury Bills

967

5.50 (1)

5.60 (6)

978

5.50

(1)

5.90

(16)

IV. RBI : Repo £^

63,557

5.75

—

79,853

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. 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