(Amount in Rs. crore)

For the Week Ended May 18, 2001

For the Week Ended May 25, 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

21

8.6287

8.6287

433

8.5352

9.0330

2002-03 $

589

8.7029

8.8911

882

8.6295

8.8117

2003-04

885

8.8361

8.9614

1,165

8.7823

8.9396

2004-05

120

9.0816

9.2179

120

8.9984

9.1658

2005-06

747

9.0519

9.4109

774

8.9921

9.0711

2006-07

620

9.1397

9.2649

1,140

9.0971

9.2264

2007-10

4,224

9.3699

10.3043

3,950

9.3638

10.2519

2010-11

1,844

9.7881

10.4208

1,925

9.5541

10.3788

Beyond 2011

14,471

9.8734

10.6440

9,893

9.2312

10.5867

2.

State Government Securities

58

10.3456

10.3473

105

10.2718

10.4007

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

186

6.9815

8.9727

92

5.8149

8.4272

(b) 15 - 91 Days

116

7.3699

8.0782

286

7.5082

8.1773

(c) 92 - 182 Days

47

7.9782

8.1482

78

8.0777

8.3770

(d) 183 - 364 Days

760

8.1893

8.5266

783

8.1782

8.4767

II.

RBI* : Sales

—

4

: Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

6,229

8.25

(1)

9.60

(12)

6,933

7.00

(1)

9.50

(31)

2.

State Govt. Securities

—

—

—

—

—

—

3.

14 Day Treasury Bills

—

—

—

—

—

—

4.

91 Day Treasury Bills

—

—

—

83

7.20

(1)

8.50

(3)

5.

182 Day Treasury Bills

—

—

—

—

—

—

6.

364 Day Treasury Bills

96

8.90

(1)

9.20

(6)

286

7.00

(1)

9.00

(3)

IV. RBI : Repo £^

—

—

—

7,000

6.75

—

: Reverse Repo !

11,515

—

8.75

4,125

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