(Amount in Rs. crore)

For the Week Ended Dec. 20, 2002

For the Week Ended Dec. 27, 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 $

—

—

—

2

—

—

2003-04

827

5.6009

5.7126

478

5.6183

5.8495

2004-05

93

5.6711

5.7051

63

5.7625

5.7845

2005-06

36

5.6333

5.7145

87

5.6368

5.8182

2006-07

40

5.7481

6.2282

130

5.7173

6.3449

2007-08

80

5.8471

5.8653

95

5.8027

5.9241

2008-11

2,479

5.9213

6.5541

2,009

5.8805

6.4630

2011-12

4,652

6.3278

6.5496

3,532

6.2076

6.4453

Beyond 2012

32,858

6.2338

7.1336

27,906

6.2027

7.0217

2. State Government Securities

143

6.3503

6.8196

367

6.3139

6.8994

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

10

5.4939

—

71

4.9943

5.7366

(b) 15 - 91 Days

995

5.0480

5.4950

1,164

5.1182

5.4751

(c) 92 - 182 Days

14

5.4651

—

7

5.4849

—

(d) 183 - 364 Days

368

5.4062

5.5349

709

5.4268

5.5186

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

5,246

5.25

(1)

6.95

(21)

8,267

5.30

(1)

7.00

(7)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

202

5.35

(2)

5.60

(5)

625

5.50

(1)

6.40

(6)

4.

364 Day Treasury Bills

1,530

5.25

(1)

5.50

(7)

1,258

5.30

(1)

6.25

(10)

IV. RBI : Repo £^

41,884

5.50

—

7,250

5.50

—

: 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 2003 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.