(Amount in Rs. crore)

For the Week Ended Nov. 16, 2001

For the Week Ended Nov. 23, 2001

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

2001-02

-

-

-

5

-

-

2002-03 $

252

6.8176

6.8521

634

6.6183

7.3489

2003-04

288

6.9297

6.9663

503

6.8116

6.9407

2004-05

61

7.0064

7.2541

161

7.0548

7.1397

2005-06

40

7.0735

7.1442

169

7.0118

7.0917

2006-07

88

7.2421

7.3600

878

6.7945

7.2727

2007-10

977

7.6714

8.9948

2,430

7.3676

8.6228

2010-11

609

7.7442

9.1039

1,521

7.7651

8.9903

Beyond 2011

12,495

8.1141

9.4371

29,114

7.9804

9.8087

2. State Government Securities

76

8.4234

9.3030

161

7.8165

9.1530

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

37

5.0351

6.2826

38

3.3858

6.5361

(b) 15 - 91 Days

196

6.4793

6.6816

409

6.3460

6.7316

(c) 92 - 182 Days

74

6.6318

6.7614

106

6.5654

6.7514

(d) 183 - 364 Days

205

6.7015

6.7814

1,055

6.5820

6.8114

II. RBI* : Sales

-

6

: Purchase

-

-

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

3,608

4.00 (1)

8.60 (14)

7,648

6.10 (1)

8.20

(30)

2.

State Govt. Securities

20

6.50 (14)

-

-

-

-

3.

91 Day Treasury Bills

30

6.20 (2)

-

30

6.25 (3)

-

4.

364 Day Treasury Bills

290

6.20 (2)

6.60 (14)

822

6.25 (1)

6.80

(3)

IV. RBI : Repo £^

5,805

6.50

-

39,790

6.50

-

: 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 2001 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, at Printrite, 24-B, Ambalal Doshi Marg, Hamam Street, Fort, Mumbai - 400 001.

Mumbai - 400 001.
REGISTERED NO.

Tech/47-400/MBI/2001