(Amount in Rs. crore)

For the Week Ended May 31, 2002

For the Week Ended Jun. 7, 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

7.1445

-

5

6.8090

-

2003-04

361

6.8070

7.0674

326

6.8008

6.9020

2004-05

113

6.9864

7.1787

110

7.0036

7.1312

2005-06

108

7.0184

7.2394

70

7.0127

7.0263

2006-07

109

7.1546

7.2386

40

7.1286

7.1560

2007-08

9

7.4273

-

40

7.2059

7.2688

2008-11

2,296

7.3030

8.2119

1,675

7.3377

8.0452

2011-12

2,633

7.5261

7.8564

1,366

7.5295

7.8805

Beyond 2012

7,819

7.5949

8.7388

7,060

7.5656

8.6275

2.

State Government Securities

97

8.1199

8.4206

33

8.1006

8.1006

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

109

4.8620

7.2815

42

6.2983

6.3789

(b) 15 - 91 Days

489

6.2326

6.8312

426

6.0600

6.5318

© 92 - 182 Days

16

6.4663

6.5321

45

6.4534

6.4750

(d) 183 - 364 Days

364

6.5764

6.9331

331

6.5220

6.6667

II. RBI* : Sales

1,515

111

: Purchase

-

-

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

9,069

4.00 (1)

8.00

(87)

8,067

5.65

(1)

8.00

(30)

2.

State Govt. Securities

-

-

-

-

-

-

3.

91 Day Treasury Bills

-

-

-

-

-

-

4.

364 Day Treasury Bills

111

6.00 (1)

6.40

(2)

165

5.80

(1)

6.35

(5)

IV. RBI : Repo £^

37,923

6.00

-

33,857

6.00

-

: Reverse Repo !

28

6.50

-

-

-

-

@ : 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.