(Amount in Rs. crore)

For the Week Ended Oct. 12, 2001

For the Week Ended Oct. 19, 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

10

7.7608

—

—

—

—

2002-03 $

176

7.1497

7.2099

489

7.1804

7.4243

2003-04

724

7.1827

7.3644

417

7.2219

7.3238

2004-05

90

7.4195

7.5027

119

7.3212

7.6359

2005-06

336

7.3509

7.9549

351

7.3662

7.5134

2006-07

259

7.4545

7.6079

56

7.4682

7.5781

2007-10

3,331

8.0229

9.4916

1,981

8.0266

9.4882

2010-11

724

8.7590

9.5999

660

8.0468

9.5925

Beyond 2011

11,924

9.0708

10.0298

13,679

8.8341

10.3649

2. State Government Securities

110

9.4829

9.7541

56

9.5006

9.5500

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

85

5.6921

7.0306

36

6.9901

8.6288

(b) 15 - 91 Days

429

6.5471

7.0809

116

6.8009

7.1802

(c) 92 - 182 Days

55

6.7571

7.0149

70

7.0306

7.0907

(d) 183 - 364 Days

317

7.0480

7.2301

299

7.0150

7.2302

II. RBI* : Sales

13

—

: Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

5,522

6.50 (1)

9.50

(15)

3,783

6.85 (1)

13.25

(30)

2.

State Govt. Securities

25

6.80 (4)

—

—

—

—

3.

91 Day Treasury Bills

85

6.75 (1)

7.50

(4)

70

8.25 (1)

8.40

(4)

4.

182 Day Treasury Bills

—

—

—

—

—

—

5.

364 Day Treasury Bills

1,179

6.40 (1)

7.60

(7)

393

6.95 (1)

9.75

(4)

IV. RBI : Repo £^

13,300

6.50

—

—

—

—

: Reverse Repo !

—

—

—

18,607

7.00

8.50

@ : 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.

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