(Amount in Rs. crore)

For the Week Ended Jul. 6, 2001

For the Week Ended Jul. 13, 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

503

7.5987

8.4080

253

7.4510

8.2240

2002-03 $

775

7.6327

7.9861

982

7.3628

7.6864

2003-04

1,160

7.7728

8.1574

1,438

7.5017

8.1957

2004-05

370

7.8400

8.3190

5,709

7.6715

8.2104

2005-06

1,427

7.8991

8.5867

569

7.7470

8.6875

2006-07

1,425

8.0400

8.4830

960

7.9162

8.9161

2007-10

6,316

8.3391

9.8311

5,029

8.2536

9.8231

2010-11

1,479

9.1846

9.9941

1,681

9.0408

9.7720

Beyond 2011

17,967

9.2775

10.2337

16,860

9.0196

10.2583

2.

State Government Securities

82

9.1336

9.8628

26

9.0499

—

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

13

6.2276

6.2276

78

5.9025

7.4787

(b) 15 - 91 Days

640

6.7810

7.3298

373

6.8812

7.7286

(c) 92 - 182 Days

39

7.2301

7.4496

62

7.1210

7.2374

(d) 183 - 364 Days

1,342

7.4695

7.9781

614

7.2952

7.6291

II.

RBI* : Sales

30

5,000

: Purchase

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

5,135

6.50 (1)

9.50

(96)

4,671

6.40 (1)

9.75

(17)

2.

State Govt. Securities

—

—

—

—

—

—

3.

14 Day Treasury Bills

—

—

—

—

—

—

4.

91 Day Treasury Bills

80

6.50 (1)

6.80

(3)

36

6.60 (3)

6.90

(5)

5.

182 Day Treasury Bills

—

—

—

—

—

—

6.

364 Day Treasury Bills

215

6.80 (1)

7.60

(14)

135

6.65 (1)

7.50

(5)

IV. RBI : Repo £^

32,980

6.50

—

9,800

6.50

—

: Reverse Repo !

—

—

—

310

8.50

—

@

: 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 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