(Amount in Rs. crore)

For the Week Ended Jun. 15, 2001

For the Week Ended Jun. 22, 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

173

7.9368

8.5080

106

7.7230

8.7174

2002-03 $

408

8.3189

8.5219

395

8.1050

8.3436

2003-04

1,042

8.5308

8.7854

1,187

8.3257

8.6481

2004-05

275

8.7441

8.9269

459

8.5292

8.7853

2005-06

1,071

8.7424

8.9126

985

8.5544

9.0756

2006-07

906

8.8910

9.5807

940

8.7090

9.3467

2007-10

4,155

9.1313

10.0219

5,261

8.9796

9.9467

2010-11

2,310

9.0474

10.1831

2,961

9.4668

10.0676

Beyond 2011

10,525

9.5287

10.3778

17,000

9.1673

10.2846

2.

State Government Securities

11

9.9998

9.9998

30

9.7445

10.1908

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

42

5.5999

7.5775

89

6.4287

7.5805

(b) 15 - 91 Days

411

6.7792

7.5976

517

7.0029

7.4801

(c) 92 - 182 Days

26

7.5791

7.9315

114

7.4329

7.6789

(d) 183 - 364 Days

540

7.8784

8.3462

1,051

7.6494

8.8302

II.

RBI* : Sales

—

4,015

: Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

6,025

6.80 (1)

10.10

(92)

6,088

6.80 (1)

9.75

(16)

2.

State Govt. Securities

—

—

—

—

—

—

3.

14 Day Treasury Bills

—

—

—

—

—

—

4.

91 Day Treasury Bills

25

7.00 (4)

7.50

(7)

—

—

—

5.

182 Day Treasury Bills

—

—

—

—

—

—

6.

364 Day Treasury Bills

434

6.75 (1)

7.55

(3)

190

7.40 (1)

7.65

(6)

IV. RBI : Repo £^

11,500

6.50

—

7,700

6.50

—

: Reverse Repo !

100

8.50

—

160

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.

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