(Amount in Rs. crore)

For the Week Ended Apr. 26, 2002

For the Week Ended May 3, 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 $

330

6.2100

6.7578

147

6.2677

6.4778

2003-04

515

6.1282

6.2798

462

6.1347

6.5472

2004-05

41

6.3577

—

—

—

—

2005-06

191

6.3465

6.4180

299

6.3357

6.6082

2006-07

181

6.4251

6.5115

65

6.3994

6.6776

2007-08

10

6.6089

6.6130

—

—

—

2008-11

1,309

6.8281

7.6051

1,020

6.7910

7.6832

2011-12

2,887

7.1899

7.4598

3,491

7.2135

7.4731

Beyond 2012

7,501

7.0117

7.9100

9,330

7.0103

8.0056

2. State Government Securities

241

7.7998

8.4118

107

7.5101

8.0516

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

69

5.5691

6.0697

9

6.0697

6.0697

(b) 15 - 91 Days

50

5.9332

6.2671

397

5.8062

6.2230

(c) 92 - 182 Days

33

5.8987

5.9065

32

5.8775

6.3027

(d) 183 - 364 Days

357

5.9228

6.1172

678

5.9591

6.3326

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

10,225

5.90 (1)

8.50

(31)

7,931

5.50

(1)

8.50

(28)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

5

6.25

(1)

—

4.

364 Day Treasury Bills

558

6.10 (1)

6.65

(3)

523

6.20

(1)

7.50

(4)

IV. RBI : Repo £^

15,885

6.00

—

8,395

6.00

—

: Reverse Repo !

30

6.50

—

52

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. Registration No. RN 43801/86
Printed and Published by Deba Prasad Rath for the Reserve Bank of India, Mumbai - 400 001.
REGISTERED NO. at Printrite, 24-B, Ambalal Doshi Marg, Hamam Street, Fort, Mumbai - 400 001. Tech/47-400/MBI/2002