(Amount in Rs. crore)

For the Week Ended Jul. 19, 2002

For the Week Ended Jul. 26, 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 $

190

6.1245

6.5411

215

6.1663

6.3986

2003-04

551

5.9850

6.3980

518

6.2541

6.3056

2004-05

360

6.4121

6.4826

2,377

6.3365

6.4490

2005-06

150

6.4329

6.5451

262

6.3880

6.5537

2006-07

170

6.5369

6.6404

123

6.5213

6.6611

2007-08

230

6.6709

6.8643

1,828

6.6718

7.1310

2008-11

5,780

6.8609

7.6083

3,346

6.8510

7.5598

2011-12

3,253

7.3676

7.5315

2,234

7.3221

7.7026

Beyond 2012

12,599

6.7131

8.1515

16,216

6.7086

8.1668

2.

State Government Securities

25

7.8989

—

36

7.8207

—

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

107

4.2608

5.7885

77

5.6546

5.9361

(b) 15 - 91 Days

593

5.6429

5.9342

853

5.4158

6.0536

(c) 92 - 182 Days

24

5.6732

5.6732

18

5.8538

5.8538

(d) 183 - 364 Days

491

5.9087

6.0683

660

5.9611

6.0833

II.

RBI* : Sales

—

6,536

: Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

7,234

5.25 (1)

7.50

(56)

8,258

4.10

(1)

7.25

(15)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

23

5.55 (4)

—

9

5.75

(2)

—

4.

364 Day Treasury Bills

256

5.50 (1)

5.60

(5)

435

5.50

(1)

5.85

(4)

IV. RBI : Repo £^

89,606

5.75

—

89,764

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.
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