(Amount in Rs. crore)

For the Week Ended May 25, 2001

For the Week Ended Jun. 1, 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

433

8.5352

9.0330

556

8.0289

9.4570

2002-03 $

882

8.6295

8.8117

687

8.3340

8.6502

2003-04

1,165

8.7823

8.9396

1,747

8.5183

8.9033

2004-05

120

8.9984

9.1658

200

8.7782

9.0880

2005-06

774

8.9921

9.0711

890

8.7884

9.0152

2006-07

1,140

9.0971

9.2264

1,195

8.9098

9.9068

2007-10

3,950

9.3638

10.2519

5,144

9.1682

10.1695

2010-11

1,925

9.5541

10.3788

2,328

9.6198

10.2628

Beyond 2011

9,893

9.2312

10.5867

17,415

9.6833

10.9914

2.

State Government Securities

105

10.2718

10.4007

130

9.9669

10.3618

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

92

5.8149

8.4272

213

5.1914

6.9901

(b) 15 - 91 Days

286

7.5082

8.1773

504

6.4314

7.8785

(c) 92 - 182 Days

78

8.0777

8.3770

196

7.3042

8.0037

(d) 183 - 364 Days

783

8.1782

8.4767

1,361

7.7221

8.4767

II.

RBI* : Sales

4

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

6,933

7.00

(1)

9.50

(31)

7,822

6.35

(1)

8.60

(30)

2.

State Govt. Securities

—

—

—

—

—

—

3.

14 Day Treasury Bills

—

—

—

—

—

—

4.

91 Day Treasury Bills

83

7.20

(1)

8.50

(3)

120

6.85

(2)

7.00

(5)

5.

182 Day Treasury Bills

—

—

—

—

—

—

6.

364 Day Treasury Bills

286

7.00

(1)

9.00

(3)

235

6.50

(2)

7.00

(3)

IV. RBI : Repo £^

7,000

6.75

—

31,405

6.50

—

: Reverse Repo !

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