(Amount in Rs. crore)

For the Week Ended Jan. 18, 2002

For the Week Ended Jan. 25, 2002

Item

Amount

YTM (%PA) Indicative**

Amount

YTM (%PA) Indicative**

Minimum

Maximum

Minimum

Maximum

1

2

3

4

5

7

I. Outright Transactions

1. Govt. of India Dated Securities

Maturing in the year

2001-02

—

—

—

—

—

—

2002-03 $

18

—

—

36

6.8170

6.9022

2003-04

596

6.9960

7.0842

646

6.8086

7.0432

2004-05

100

7.1618

7.2601

126

7.0068

7.1499

2005-06

292

7.1147

7.2063

643

6.9415

7.3736

2006-07

304

7.1689

7.2595

439

7.0067

7.1935

2007-10

1,493

6.9285

8.1606

1,694

6.9965

8.0354

2010-11

564

7.1743

8.2954

725

7.4123

8.1872

Beyond 2011

25,789

7.7702

8.5284

25,607

7.6631

8.9536

2. State Government Securities

44

9.0639

9.0639

262

8.0024

9.8848

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

70

5.8961

6.7365

129

3.2402

6.7352

(b) 15 - 91 Days

734

6.4519

7.0008

575

5.7994

6.9307

(c) 92 - 182 Days

34

6.6090

6.6337

31

6.5520

6.5819

(d) 183 - 364 Days

1,103

6.6266

6.9418

1,169

6.5819

6.8794

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

9,720

6.10 (1)

8.75

(33)

8,844

6.00

(1)

8.75

(32)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

143

6.40 (1)

6.85

(3)

—

—

—

4.

364 Day Treasury Bills

682

6.35 (1)

7.00

(7)

634

6.25

(1)

6.65

(4)

IV. RBI : Repo £^

13,350

6.50

—

20,885

6.50

—

: Reverse Repo !

32

6.50

—

32

6.50

—

@ : 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.