(Amount in Rs. crore)

For the Week Ended Aug. 2, 2002

For the Week Ended Aug. 9, 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 $

271

6.0039

6.5234

275

6.0250

6.2440

2003-04

531

6.2228

6.2747

951

6.0550

6.2471

2004-05

270

6.3158

6.3720

3,440

6.2461

6.3464

2005-06

251

6.3496

6.4833

113

6.2977

6.4328

2006-07

185

6.4688

6.5156

150

6.3746

6.4488

2007-08

467

6.6060

7.0842

105

6.4974

6.5617

2008-11

3,290

6.8014

7.4781

3,312

6.6908

7.4017

2011-12

4,028

7.2335

7.6882

7,251

7.1346

7.5221

Beyond 2012

18,795

6.6710

8.1307

22,805

6.6387

7.9379

2.

State Government Securities

150

7.6825

8.0708

92

7.7292

8.2226

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

71

5.5856

5.7894

90

5.2365

5.7822

(b) 15 - 91 Days

309

5.5845

5.8435

698

5.4345

5.8502

(c) 92 - 182 Days

51

5.8043

5.8043

124

5.7269

6.0335

(d) 183 - 364 Days

828

5.9337

6.0434

818

5.9103

6.0313

II.

RBI* : Sales

—

3,000

: Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

6,102

5.35 (1)

7.40

(56)

6,318

5.00

(1)

7.25

(15)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

30

5.70

(3)

—

4.

364 Day Treasury Bills

661

5.50 (1)

5.75

(3)

750

5.50

(1)

5.85

(3)

IV. RBI : Repo £^

93,304

5.75

—

42,027

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.

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.