(Amount in Rs. crore)

For the Week Ended Dec. 28, 2001

For the Week Ended Jan. 4, 2002

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 $

47

6.6356

7.3435

231

6.5028

7.1174

2003-04

183

7.0988

7.4182

354

7.0639

7.3573

2004-05

141

7.4298

7.6071

122

7.2557

7.5479

2005-06

38

7.2519

7.2595

346

7.2049

7.4734

2006-07

140

7.3384

7.7773

371

7.2783

7.6731

2007-10

674

6.9891

8.4233

897

6.9307

8.4203

2010-11

153

8.0961

8.6190

349

7.7742

8.4744

Beyond 2011

6,129

8.0194

9.2924

15,753

7.8473

9.5784

2. State Government Securities

129

8.2949

9.1642

72

8.4459

9.9535

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

276

6.5908

8.0098

48

6.7256

7.0293

(b) 15 - 91 Days

556

6.0673

7.3797

409

6.4263

7.5793

(c) 92 - 182 Days

20

7.1304

7.6244

161

6.8312

7.0807

(d) 183 - 364 Days

463

6.8121

7.4794

552

6.8810

7.2302

II. RBI* : Sales

2

84

: Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

8,460

6.40

(1)

11.50

(15)

10,123

4.00

(1)

10.25

(18)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

50

7.40

(4)

—

65

6.40

(5)

6.50

(5)

4.

364 Day Treasury Bills

341

6.75

(1)

8.00

(3)

219

6.40

(1)

7.75

(5)

IV. RBI : Repo £^

—

—

—

8,700

6.50

—

: Reverse Repo !

250

8.50

—

14

6.50

—

@ : 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.