(Amount in Rs. crore)

For the Week Ended Sep. 7, 2001

For the Week Ended Sep. 14, 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

108

6.8874

6.9726

—

—

—

2002-03 $

610

7.0336

7.1934

1,122

7.1986

7.8205

2003-04

947

7.1203

7.3570

904

7.3387

7.5889

2004-05

40

7.3267

7.4304

35

7.5555

7.7434

2005-06

534

7.3578

7.9765

382

7.4554

8.2454

2006-07

1,237

7.3953

8.3409

562

7.5527

8.3347

2007-10

2,509

7.9038

8.8645

3,531

7.9166

9.5074

2010-11

534

8.8990

9.1477

661

8.9316

9.6805

Beyond 2011

12,727

8.5029

10.0051

14,995

8.9194

10.1700

2.

State Government Securities

187

9.3599

9.6497

18

—

—

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

72

6.0880

6.8276

62

6.2825

7.0279

(b) 15 - 91 Days

427

6.5814

6.8809

642

6.5846

7.4289

(c) 92 - 182 Days

42

6.8811

7.0108

7

—

—

(d) 183 - 364 Days

401

7.0029

7.1404

225

7.0564

7.2351

II.

RBI* : Sales

1,004

29

: Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

4,154

6.55 (1)

10.00

(75)

4,899

6.00 (1)

10.00

(29)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

123

6.75 (1)

7.05

(7)

5

6.60 (3)

—

4.

182 Day Treasury Bills

—

—

—

—

—

—

5.

364 Day Treasury Bills

113

6.80 (1)

7.20

(31)

431

6.75 (1)

8.00

(8)

IV. RBI : Repo £^

16,000

6.50

—

18,075

6.50

—

: Reverse Repo !

—

—

—

—

—

—

@ : 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.400.00 (inclusive of postage) in India and US $80 abroad, inclusive of postage by air mail. Price per copy is Rs.8.00