(Amount in Rs. crore)

For the Week Ended May 11, 2001

For the Week Ended May 18, 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

44

8.4997

8.8660

21

8.6287

8.6287

2002-03 $

340

8.7566

8.8394

589

8.7029

8.8911

2003-04

844

8.9110

9.0039

885

8.8361

9.9614

2004-05

75

9,0784

9.1547

120

9.0816

9.2179

2005-06

470

9.0767

9.7403

747

9.0519

9.4109

2006-07

926

9.1916

9.4252

620

9.1397

9.2649

2007-10

3,094

9.4605

10.3653

4,224

9.3699

10.3043

2010-11

900

9.8877

10.4516

1,844

9.7881

10.4208

Beyond 2011

7,897

10.0286

10.6584

14,471

9.8734

10.6440

2.

State Government Securities

59

10.4311

10.8910

58

10.3456

10.3473

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

53

6.7802

8.3751

186

6.9815

8.9727

(b) 15 - 91 Days

61

7.5444

7.9781

116

7.3699

8.0782

(c) 92 - 182 Days

136

7.9086

8.3270

47

7.9782

8.1482

(d) 183 - 364 Days

735

8.1002

8.5864

760

8.1893

8.5266

II.

RBI* : Sales

9

—

: Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

3,994

7.25

(1)

10.25

(15)

6,229

8.25

(1)

9.60

(12)

2.

State Govt. Securities

10

9.40

(6)

—

—

—

—

3.

14 Day Treasury Bills

—

—

—

—

—

—

4.

91 Day Treasury Bills

—

—

—

—

—

—

5.

182 Day Treasury Bills

15

8.50

(3)

—

—

—

—

6.

364 Day Treasury Bills

179

7.50

(1)

9.50

(3)

96

8.90

(1)

9.20

(6)

IV. RBI : Repo £^

—

—

—

—

—

—

: Reverse Repo !

16,745

7.00

8.75

11,515

—

8.75

@

: 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