(Amount in Rs. crore)

For the Week Ended Oct. 18, 2002

For the Week Ended Oct. 25, 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 $

—

—

—

25

6.0887

—

2003-04

236

5.9263

5.9661

442

5.8163

5.9486

2004-05

242

5.9895

6.0319

203

5.9896

6.0246

2005-06

45

5.9167

5.9940

42

5.9450

6.0811

2006-07

26

6.0687

7.0072

120

6.0281

7.0077

2007-08

102

6.1853

6.3112

7

6.1961

—

2008-11

4,866

6.4092

7.1802

3,293

6.4238

7.1803

2011-12

3,753

6.9810

7.2205

3,288

6.9881

7.1601

Beyond 2012

20,122

6.4346

7.8919

18,720

6.4345

7.8337

2. State Government Securities

99

7.6212

7.6514

151

7.1506

7.6656

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

82

5.5342

5.8259

112

5.4848

5.8149

(b) 15 - 91 Days

560

5.5352

5.7843

648

5.5350

5.7446

(c) 92 - 182 Days

7

5.6344

—

5

5.7441

—

(d) 183 - 364 Days

422

5.7294

5.8089

691

5.7442

5.7941

II. RBI* : Sales

—

—

: Purchase

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

7,212

3.50

(1)

7.25

(15)

10,367

4.00

(1)

6.75

(21)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

50

5.60

(3)

—

15

5.40

(1)

—

4.

364 Day Treasury Bills

903

5.40

(1)

6.00

(6)

1,048

3.75

(1)

5.85

(4)

IV. RBI : Repo £^

55,677

5.75

—

65,527

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.