(Amount in Rs. crore)

For the Week Ended Aug. 17, 2001

For the Week Ended Aug. 24, 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

149

6.9843

7.8599

87

7.0908

7.6010

2002-03 $

514

7.1682

7.2132

426

7.0227

7.1899

2003-04

1,354

7.2516

7.4212

566

6.9153

7.7478

2004-05

496

7.4516

7.5852

196

7.4974

7.7283

2005-06

880

7.5743

8.2305

470

7.4601

8.0393

2006-07

1,067

7.7528

7.8772

665

7.5930

7.8082

2007-10

2,653

8.1249

9.5435

2,998

8.0462

9.4665

2010-11

934

9.0847

9.7099

871

8.9644

9.6498

Beyond 2011

6,950

9.0273

10.2131

7,970

9.0245

10.0887

2.

State Government Securities

54

9.5198

10.1097

64

9.4563

9.9083

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

116

5.6490

7.0295

96

6.5797

7.1143

(b) 15 - 91 Days

360

6.5786

6.9510

240

6.1309

7.0804

(c) 92 - 182 Days

25

6.9537

7.0507

381

6.9258

7.0806

(d) 183 - 364 Days

299

7.0306

7.2201

677

6.9808

7.2053

II.

RBI* : Sales

6

—

: Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

5,168

6.60

(1)

10.00

(23)

4,434

6.70

(1)

9.75

(21)

2.

State Govt. Securities

40

6.60

(3)

—

—

—

—

3.

91 Day Treasury Bills

50

6.60

(7)

—

60

7.10

(1)

—

4.

182 Day Treasury Bills

—

—

—

—

—

—

5.

364 Day Treasury Bills

808

6.60

(3)

7.20

(7)

475

6.75

(1)

7.15

(18)

IV. RBI : Repo £^

—

—

—

—

—

—

: Reverse Repo !

16

7.00

—

—

—

—

@ : 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 available. — = 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