(Amount in Rs. crore)

For the Week Ended May 4, 2001

For the Week Ended May 11, 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

615

8.4626

8.8516

44

8.4997

8.8660

2002-03 $

500

8.8020

9.0101

340

8.7566

8.8394

2003-04

829

8.9141

9.0212

844

8.9110

9.0039

2004-05

220

9.1205

9.2514

75

9.0784

9.1547

2005-06

457

9.1201

9.5677

470

9.0767

9.7403

2006-07

671

9.2387

9.4099

926

9.1916

9.4252

2007-10

2,184

9.5394

10.3989

3,094

9.4605

10.3653

2010-11

758

9.9562

10.4671

900

9.8877

10.4516

Beyond 2011

11,286

10.0616

10.8883

7,897

10.0286

10.6584

2.

State Government Securities

133

9.9131

11.0269

59

10.4311

10.8910

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

99

2.0023

6.9806

53

6.7802

8.3751

(b) 15 - 91 Days

152

7.1029

8.0774

61

7.5444

7.9781

(c) 92 - 182 Days

42

8.1270

8.2773

136

7.9086

8.3270

(d) 183 - 364 Days

970

8.1387

8.6463

735

8.1002

8.5864

II.

RBI* : Sales

14

9

: Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

4,283

7.00 (1)

9.50 (30)

3,994

7.25 (1)

10.25

(15)

2.

State Govt. Securities

7

7.70 (8)

—

10

9.40 (6)

—

3.

14 Day Treasury Bills

—

—

—

—

—

—

4.

91 Day Treasury Bills

—

—

—

—

—

—

5.

182 Day Treasury Bills

—

—

—

15

8.50 (3)

—

6.

364 Day Treasury Bills

160

7.25 (1)

8.75 (60)

179

7.50 (1)

9.50

(3)

IV. RBI : Repo £^

9,750

6.75

—

—

—

—

: Reverse Repo !

410

7.00

8.75

16,745

7.00

8.75

@

: 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.

Due to rounding off of figures, the constituent items may not add up to the totals

The symbols used in WSS are: .. = Not availabe. — = Nil/Negligible. # = Provisional

Annual subscription for 2001 Weekly Statistical Supplement is Rs. 400.00 (inclusive of postage) in India and US $80 abroad, inclusive of postage by air mail. Price per copy is Rs. 8.00