(Amount in Rs. crore)

For the Week Ended Jun. 28, 2002

For the Week Ended Jul. 5, 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 $

14

6.5475

—

50

6.1769

6.3251

2003-04

228

6.2412

6.9148

361

6.3390

6.5886

2004-05

195

6.6013

7.0479

50

6.6314

6.6747

2005-06

222

6.6318

7.4619

86

6.6554

7.2182

2006-07

120

6.7909

7.1614

85

6.7874

7.0064

2007-08

80

6.9948

7.6174

215

6.9819

7.2139

2008-11

3,408

7.0433

8.0679

5,105

7.1448

7.8092

2011-12

3,475

7.3932

7.8555

2,828

7.4870

7.6675

Beyond 2012

12,241

7.3258

8.5176

10,960

6.8399

8.3050

2. State Government Securities

131

7.1008

8.0008

93

7.8398

8.0967

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

99

2.8758

6.2276

158

5.3863

6.0824

(b) 15 - 91 Days

761

5.2348

6.3525

717

5.2854

6.2827

(c) 92 - 182 Days

157

6.1211

6.3825

14

5.7342

5.7342

(d) 183 - 364 Days

285

5.9336

6.4426

497

5.9540

6.1032

II. RBI* : Sales

—

2

: Purchase

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

9,298

4.00 (1)

7.70

(15)

6,967

5.40

(1)

7.50

(42)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

20

5.90 (7)

5.90

(7)

—

—

—

4.

364 Day Treasury Bills

295

5.50 (1)

6.00

(7)

112

5.65

(1)

5.70

(3)

IV. RBI : Repo £^

64,348

5.75

6.00

46,562

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

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.