(Amount in Rs. crore)

For the Week Ended Oct. 11, 2002

For the Week Ended Oct. 18, 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 $

25

6.1685

—

—

—

—

2003-04

566

5.9169

5.9758

236

5.9263

5.9661

2004-05

192

5.9593

6.0236

242

5.9895

6.0319

2005-06

36

5.9887

6.2066

45

5.9167

5.9940

2006-07

27

6.0709

6.1023

26

6.0687

7.0072

2007-08

135

6.2130

6.5962

102

6.1853

6.3112

2008-11

3,523

6.4357

7.1554

4,866

6.4092

7.1802

2011-12

4,944

7.0355

7.2825

3,753

6.9810

7.2205

Beyond 2012

17,018

6.4365

7.9050

20,122

6.4346

7.8919

2. State Government Securities

260

6.7834

7.7710

99

7.6212

7.6514

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

335

5.6350

5.7858

82

5.5342

5.8259

(b) 15 - 91 Days

540

5.4853

5.7642

560

5.5352

5.7843

(c) 92 - 182 Days

67

5.6620

5.7542

7

5.6344

—

(d) 183 - 364 Days

1,324

5.7439

5.8290

422

5.7294

5.8089

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

8,658

3.00

(1)

6.90

(16)

7,212

3.50

(1)

7.25

(15)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

105

5.55

(1)

—

50

5.60

(3)

—

4.

364 Day Treasury Bills

1,029

5.50

(1)

5.90

(6)

903

5.40

(1)

6.00

(6)

IV. RBI : Repo £^

92,503

5.75

—

55,677

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