(Amount in Rs. crore)

For the Week Ended Oct. 19, 2001

For the Week Ended Oct. 26, 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

-

-

-

-

-

-

2002-03 $

489

7.1804

7.4243

243

6.8332

7.1799

2003-04

417

7.2219

7.3238

595

6.9665

7.2347

2004-05

119

7.3212

7.6359

65

7.2080

7.3174

2005-06

351

7.3662

7.5134

471

7.1397

7.4336

2006-07

56

7.4682

7.5781

306

7.2218

7.5498

2007-10

1,981

8.0266

9.4882

2,191

7.7787

9.4649

2010-11

660

8.0468

9.5925

764

8.4557

9.5357

Beyond 2011

13,679

8.8341

10.3649

17,429

8.8300

10.0401

2.

State Government Securities

56

9.5006

9.5500

151

9.0115

9.5091

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

36

6.9901

8.6288

18

5.6718

7.6614

(b) 15 - 91 Days

116

6.8009

7.1802

340

5.9496

7.0607

(c) 92 - 182 Days

70

7.0306

7.0907

75

6.7813

7.1004

(d) 183 - 364 Days

299

7.0150

7.2302

907

6.7108

7.2302

II.

RBI* : Sales

-

20

: Purchase

-

-

III.

Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

3,783

6.85

(1)

13.25

(30)

4,574

6.00 (1)

9.75

(29)

2.

State Govt. Securities

-

-

-

50

6.95 (2)

-

3.

91 Day Treasury Bills

70

8.25

(1)

8.40

(4)

-

-

-

4.

182 Day Treasury Bills

-

-

-

-

-

-

5.

364 Day Treasury Bills

393

6.95

(1)

9.75

(4)

1,170

6.75 (1)

7.50

(9)

IV. RBI : Repo £^

-

-

-

4,000

6.50

-

: Reverse Repo !

18,607

7.00

8.50

35

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.

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

Printed and Published by Deba Prasad Rath for the Reserve Bank of India, Mumbai - 400 001.

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