(Amount in Rs. crore)

For the Week Ended Jul. 5, 2002

For the Week Ended Jul. 12, 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 $

50

6.1769

6.3251

217

6.2530

6.4629

2003-04

361

6.3390

6.5886

882

6.0670

6.4943

2004-05

50

6.6314

6.6747

310

6.4238

6.6309

2005-06

86

6.6554

7.2182

235

6.4506

6.7813

2006-07

85

6.7874

7.0064

260

6.5694

7.0458

2007-08

215

6.9819

7.2139

266

6.7255

7.0632

2008-11

5,105

7.1448

7.8092

6,790

6.8887

7.7380

2011-12

2,828

7.4870

7.6675

4,818

7.3538

7.6350

Beyond 2012

10,960

6.8399

8.3050

16,373

6.8398

8.2548

2. State Government Securities

93

7.8398

8.0967

121

7.7592

8.0465

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

158

5.3863

6.0824

195

5.4867

5.9706

(b) 15 - 91 Days

717

5.2854

6.2827

482

5.6584

5.9837

(c) 92 - 182 Days

14

5.7342

5.7342

6

5.9335

5.9335

(d) 183 - 364 Days

497

5.9540

6.1032

514

5.8839

6.0334

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

6,967

5.40 (1)

7.50 (42)

6,314

5.05

(1)

7.25

(56)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

—

—

—

4.

364 Day Treasury Bills

112

5.65 (1)

5.70 (3)

116

5.45

(1)

5.85

(3)

IV. RBI : Repo £^

46,562

5.75

—

74,244

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.