(Amount in Rs. crore)

For the Week Ended Oct. 4, 2002

For the Week Ended Oct. 11, 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 $

—

—

—

25

6.1685

—

2003-04

426

5.8952

5.9587

566

5.9169

5.9758

2004-05

46

5.9609

6.0169

192

5.9593

6.0236

2005-06

5

—

—

36

5.9887

6.2066

2006-07

21

6.1335

—

27

6.0709

6.1023

2007-08

202

6.2453

6.3092

135

6.2130

6.5962

2008-11

2,344

6.4660

7.1791

3,523

6.4357

7.1554

2011-12

3,453

7.0830

7.2574

4,944

7.0355

7.2825

Beyond 2012

10,376

6.4616

7.9332

17,018

6.4365

7.9050

2. State Government Securities

130

7.7001

7.8047

260

6.7834

7.7710

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

—

—

—

335

5.6350

5.7858

(b) 15 - 91 Days

374

5.6545

5.7643

540

5.4853

5.7642

(c) 92 - 182 Days

61

5.7443

5.7840

67

5.6620

5.7542

(d) 183 - 364 Days

619

5.7642

5.8425

1,324

5.7439

5.8290

II. RBI* : Sales

43

—

: Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

7,864

2.50 (1)

6.90

(17)

8,658

3.00

(1)

6.90

(16)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

30

5.50 (2)

—

105

5.55

(1)

—

4.

364 Day Treasury Bills

816

2.50 (1)

5.90

(5)

1,029

5.50

(1)

5.90

(6)

IV. RBI : Repo £^

62,105

5.75

—

92,503

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.
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