(Amount in Rs. crore)

For the Week Ended Aug. 30, 2002

For the Week Ended Sep. 6, 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 $

24

6.4830

—

10

5.7949

—

2003-04

424

5.9401

6.1123

477

5.8481

6.0360

2004-05

388

6.0913

6.2096

486

6.0123

6.1357

2005-06

86

6.1544

6.2699

15

6.1009

6.1984

2006-07

323

6.2210

6.8539

241

6.1550

6.2692

2007-08

440

6.3955

6.8359

426

6.3068

6.7567

2008-11

3,287

6.6831

7.2780

5,012

6.5230

7.2498

2011-12

5,109

7.0982

7.2834

6,122

7.0755

7.3950

Beyond 2012

19,508

6.5698

7.9509

26,028

6.4909

7.9411

2.

State Government Securities

143

7.6533

7.9938

211

7.6994

7.8037

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

46

5.4848

5.7859

35

5.7521

5.7822

(b) 15 - 91 Days

552

5.5055

5.8342

233

5.5849

5.8043

(c) 92 - 182 Days

108

5.7451

5.8240

25

5.8040

5.8141

(d) 183 - 364 Days

1,303

5.8235

5.9637

671

5.7741

5.9836

II.

RBI* : Sales

5

6

: Purchase

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

6,422

5.25 (1)

7.25

(16)

8,570

4.00

(1)

7.25

(18)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

80

5.55 (2)

5.55

(3)

105

5.55

(3)

—

4.

364 Day Treasury Bills

978

5.50 (1)

5.90

(16)

280

5.50

(1)

5.55

(2)

IV. RBI : Repo £^

79,853

5.75

—

64,592

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 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.