(Amount in Rs. crore)

For the Week Ended Feb. 1, 2002

For the Week Ended Feb. 8, 2002

Item

Amount

YTM (%PA)

Amount

YTM (%PA)

Indicative**

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 $

106

6.5711

6.6897

174

6.4298

6.5511

2003-04

528

6.5844

6.8783

877

6.4350

6.7131

2004-05

106

6.8269

6.8722

290

6.5585

7.0183

2005-06

417

6.8002

7.1741

126

6.6194

7.0602

2006-07

258

6.8841

7.0572

495

6.5764

6.9133

2007-10

2,216

6.9526

7.6933

2,695

6.6338

7.8444

2010-11

1,298

7.3649

8.0538

1,051

7.2044

8.2829

Beyond 2011

28,637

7.5658

8.5042

33,162

7.3227

8.3275

2. State Government Securities

221

8.1634

9.7048

208

7.5748

8.5749

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

163

3.2948

6.6299

88

4.3225

6.5221

(b) 15 - 91 Days

577

6.0374

6.6616

584

5.8335

6.5319

(c) 92 - 182 Days

92

6.4920

6.5769

18

6.2828

6.3925

(d) 183 - 364 Days

299

6.5299

6.6817

609

6.3459

6.5221

II. RBI* : Sales

6

16

: Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

8,409

5.00 (1)

8.50 (17)

7,791

5.25 (1)

8.00 (21)

2.

State Govt. Securities

—

—

—

15

6.25 (3)

—

3.

91 Day Treasury Bills

92

6.40 (1)

6.75 (4)

65

6.40 (1)

6.65 5)

4.

364 Day Treasury Bills

—

—

—

444

6.35 (1)

6.75 (14)

IV. RBI : Repo £^

18,520

6.50

—

30,980

6.50

—

: Reverse Repo !

32

6.50

—

49

6.50

8.50

@ : 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.