(Amount in Rs. crore)

For the Week Ended Feb. 15, 2002

For the Week Ended Feb. 22, 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

2001-02

—

—

—

—

—

—

2002-03 $

580

6.0760

6.8052

59

6.0860

6.2925

2003-04

671

6.3092

6.4736

941

6.3421

6.5071

2004-05

126

6.4629

6.5189

—

—

—

2005-06

146

5.0007

6.5474

176

6.4935

7.4230

2006-07

442

6.4981

6.7987

156

6.5272

6.7871

2007-10

2,047

6.4911

7.5156

1,048

6.5854

7.1405

2010-11

977

7.0827

7.6724

190

7.0886

7.4458

Beyond 2011

32,291

6.2134

8.3982

14,339

6.5659

8.3476

2. State Government Securities

233

7.5332

9.6834

116

7.6874

9.0982

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

175

4.2482

6.4337

332

5.7634

7.4840

(b) 15 - 91 Days

585

5.6620

6.4923

325

5.6163

6.4825

(c) 92 - 182 Days

25

6.2829

6.3227

16

6.1288

6.2829

(d) 183 - 364 Days

395

6.2329

6.6816

469

6.2429

6.6318

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

7,471

5.50 (1)

8.60 (15)

8,328

5.50

(1)

9.50

(44)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

46

6.50

(1)

7.25

(3)

4.

364 Day Treasury Bills

860

6.40 (1)

6.80 (14)

638

6.25

(1)

8.00

(7)

IV. RBI : Repo £^

26,560

6.50

—

10,015

6.50

—

: Reverse Repo !

37

6.50

—

37

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. Printed and Published by Deba Prasad Rath for the Reserve Bank of India, Mumbai - 400 001. at Printrite, 24-B, Ambalal Doshi Marg, Hamam Street, Fort, Mumbai - 400 001.