(Amount in Rs. crore)

For the Week Ended May 17, 2002

For the Week Ended May 24, 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 $

104

6.7496

7.1503

31

7.2023

7.2393

2003-04

959

5.7498

7.0210

645

6.9309

7.1984

2004-05

20

7.1655

7.1655

237

7.0505

7.4403

2005-06

26

6.8441

6.9486

96

7.0526

7.4014

2006-07

65

7.0512

7.1958

56

7.1881

7.3971

2007-08

25

7.2442

7.2873

—

—

—

2008-11

2,289

7.2517

8.4415

2,426

7.3017

8.3597

2011-12

3,335

7.5493

8.1865

1,261

7.5682

8.2786

Beyond 2012

5,034

7.5429

8.7483

8,374

7.6095

9.0235

2. State Government Securities

49

8.2514

8.4858

53

8.3994

8.5011

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

3

—

—

40

6.5555

7.7299

(b) 15 - 91 Days

586

5.2069

6.5816

491

6.5041

7.0512

(c) 92 - 182 Days

51

6.3933

6.5910

45

6.8168

6.8877

(d) 183 - 364 Days

906

6.3062

7.0805

492

6.7255

6.9598

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

9,362

6.00 (1)

9.20

(21)

9,762

6.25

(1)

9.00

(98)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

—

—

—

4.

364 Day Treasury Bills

—

—

—

71

6.50

(1)

7.50

(3)

IV. RBI : Repo £^

—

—

—

3,000

6.00

—

: Reverse Repo !

124

6.50

—

610

6.50

8.00

@ : 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.