(Amount in Rs. crore)

For the Week Ended Aug. 10, 2001

For the Week Ended Aug. 17, 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

235

7.0323

7.4740

149

6.9843

7.8599

2002-03 $

545

7.2001

7.3689

514

7.1682

7.2132

2003-04

1,191

7.3025

7.5816

1,354

7.2516

7.4212

2004-05

214

5.7579

7.7096

496

7.4516

7.5852

2005-06

811

7.6755

8.2317

880

7.5743

8.2305

2006-07

1,511

7.8506

8.0031

1,067

7.7528

7.8772

2007-10

3,491

8.1964

9.6453

2,653

8.1249

9.5435

2010-11

1,111

9.1065

9.8027

934

9.0847

9.7099

Beyond 2011

12,889

9.0946

10.4513

6,950

9.0273

10.2131

2. State Government Securities

85

9.3567

9.7301

54

9.5198

10.1097

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

112

6.6807

7.0312

116

5.6490

7.0295

(b) 15 - 91 Days

642

6.5786

7.0306

360

6.5786

6.9510

(c) 92 - 182 Days

83

6.8899

7.1191

25

6.9537

7.0507

(d) 183 - 364 Days

654

6.9809

7.3797

299

7.0306

7.2201

II. RBI* : Sales

12

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

5,587

6.55 (1)

9.75

(18)

5,168

6.60 (1)

10.00

(23)

2.

State Govt. Securities

50

6.60 (3)

6.85

(4)

40

6.60 (3)

—

3.

91 Day Treasury Bills

95

7.00 (1)

7.05

(3)

50

6.60 (7)

—

4.

182 Day Treasury Bills

—

—

—

—

—

—

5.

364 Day Treasury Bills

465

6.70 (1)

7.10

(4)

808

6.60 (3)

7.20

(7)

IV. RBI : Repo £^

500

6.50

—

—

—

—

: Reverse Repo !

44

7.00

—

16

7.00

—

@ : As reported in Subsidiary General Ledger Accounts at RBI, Mumbai which presently accounts for nearly 98 percent 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