(Amount in Rs. crore)

For the Week Ended Oct. 26, 2001

For the Week Ended Nov. 2, 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

—

—

—

5

—

—

2002-03 $

243

6.8332

7.1799

247

6.8445

6.9297

2003-04

595

6.9665

7.2347

740

6.9351

7.0658

2004-05

65

7.2080

7.3174

194

7.1415

7.2221

2005-06

471

7.1397

7.4336

335

7.0888

7.2336

2006-07

306

7.2218

7.5498

460

7.2134

7.4821

2007-10

2,191

7.7787

9.4649

2,512

7.6556

9.2831

2010-11

764

8.4557

9.5357

971

8.0493

9.3577

Beyond 2011

17,429

8.8300

10.0401

23,774

8.3164

9.9427

2. State Government Securities

151

9.0115

9.5091

185

9.2874

9.6094

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

18

5.6718

7.6614

12

—

—

(b) 15 - 91 Days

340

5.9496

7.0607

462

6.4452

6.8814

(c) 92 - 182 Days

75

6.7813

7.1004

6

—

—

(d) 183 - 364 Days

907

6.7108

7.2302

602

6.6816

6.8811

II. RBI* : Sales

20

0.42

: Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

4,574

6.00 (1)

9.75

(29)

4,997

5.00 (1)

15.28

(20)

2.

State Govt. Securities

50

6.95 (2)

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

—

—

—

4.

182 Day Treasury Bills

—

—

—

—

—

—

5.

364 Day Treasury Bills

1,170

6.75 (1)

7.50

(9)

280

6.90 (1)

8.40

(6)

IV. RBI : Repo £^

4,000

6.50

—

—

—

—

: Reverse Repo !

35

7.00

8.50

17,925

—

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.

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 ndia,

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

Mumbai - 400 001.