(Amount in Rs. crore)

For the Week Ended Jul. 12, 2002

For the Week Ended Jul. 19, 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 $

217

6.2530

6.4629

190

6.1245

6.5411

2003-04

882

6.0670

6.4943

551

5.9850

6.3980

2004-05

310

6.4238

6.6309

360

6.4121

6.4826

2005-06

235

6.4506

6.7813

150

6.4329

6.5451

2006-07

260

6.5694

7.0458

170

6.5369

6.6404

2007-08

266

6.7255

7.0632

230

6.6709

6.8643

2008-11

6,790

6.8887

7.7380

5,780

6.8609

7.6083

2011-12

4,818

7.3538

7.6350

3,253

7.3676

7.5315

Beyond 2012

16,373

6.8398

8.2548

12,599

6.7131

8.1515

2. State Government Securities

121

7.7592

8.0465

25

7.8989

—

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

195

5.4867

5.9706

107

4.2608

5.7885

(b) 15 - 91 Days

482

5.6584

5.9837

593

5.6429

5.9342

© 92 - 182 Days

6

5.9335

5.9335

24

5.6732

5.6732

(d) 183 - 364 Days

514

5.8839

6.0334

491

5.9087

6.0683

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

6,314

5.05 (1)

7.25 (56)

7,234

5.25

(1)

7.50

(56)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

23

5.55

(4)

—

4.

364 Day Treasury Bills

116

5.45 (1)

5.85 (3)

256

5.50

(1)

5.60

(5)

IV. RBI : Repo £^

74,244

5.75

—

89,606

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.
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.