(Amount in Rs. crore)

For the Week Ended Aug. 24, 2001

For the Week Ended Aug. 31, 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

87

7.0908

7.6010

87

7.0059

7.1067

2002-03 $

426

7.0227

7.1899

442

6.9689

7.1229

2003-04

566

6.9153

7.7478

1,028

7.1227

7.2828

2004-05

196

7.4974

7.7283

528

7.3280

7.4936

2005-06

470

7.4601

8.0393

991

7.3395

8.1254

2006-07

665

7.5930

7.8082

1,105

7.4806

8.5838

2007-10

2,998

8.0462

9.4665

4,831

7.8875

9.4225

2010-11

871

8.9644

9.6498

1,284

8.8910

9.6188

Beyond 2011

7,970

9.0245

10.0887

32,258

8.2502

10.0399

2.

State Government Securities

64

9.4563

9.9083

185

9.2696

9.6532

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

96

6.5797

7.1143

102

6.7352

6.9304

(b) 15 - 91 Days

240

6.1309

7.0804

275

6.1213

6.8812

(c) 92 - 182 Days

381

6.9258

7.0806

336

6.7259

7.2300

(d) 183 - 364 Days

677

6.9808

7.2053

623

6.8331

7.2572

II.

RBI* : Sales

—

10,227

: Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

4,434

6.70 (1)

9.75

(21)

4,398

6.00 (1)

8.40 (15)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

60

7.10 (1)

—

50

6.50 (3)

—

4.

182 Day Treasury Bills

—

—

—

—

—

—

5.

364 Day Treasury Bills

475

6.75 (1)

7.15

(18)

100

6.50 (3)

—

IV. RBI : Repo £^

—

—

—

58,025

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