(Amount in Rs. crore)

For the Week Ended Oct. 25, 2002

For the Week Ended Nov. 1, 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

—

25

6.1457

—

2003-04

442

5.8163

5.9486

393

5.6780

5.9163

2004-05

203

5.9896

6.0246

288

5.8389

5.9960

2005-06

42

5.9450

6.0811

66

5.8800

5.9073

2006-07

120

6.0281

7.0077

30

5.9909

6.0437

2007-08

7

6.1961

—

130

6.1317

6.4036

2008-11

3,293

6.4238

7.1803

3,644

6.2365

7.0380

2011-12

3,288

6.9881

7.1601

4,828

6.8832

7.3272

Beyond 2012

18,720

6.4345

7.8337

22,219

6.3967

7.8310

2.

State Government Securities

151

7.1506

7.6656

129

6.2512

7.6257

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

112

5.4848

5.8149

—

—

—

(b) 15 - 91 Days

648

5.5350

5.7446

775

5.4236

5.7642

(c) 92 - 182 Days

5

5.7441

—

12

5.5049

5.7441

(d) 183 - 364 Days

691

5.7442

5.7941

320

5.5348

5.7741

II.

RBI* : Sales

—

1

: Purchase

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

10,367

4.00

(1)

6.75

(21)

10,845

5.00

(1)

6.75

(84)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

15

5.40

(1)

—

—

—

—

4.

364 Day Treasury Bills

1,048

3.75

(1)

5.85

(4)

771

5.25

(1)

5.55

(4)

IV. RBI : Repo £^

65,527

5.75

—

55,926

5.50

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.