(Amount in Rs. crore)

For the Week Ended Oct. 5, 2001

For the Week Ended Oct. 12, 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

55

7.1249

7.7013

10

7.7608

-

2002-03 $

297

7.0869

7.6042

176

7.1497

7.2099

2003-04

486

7.1129

7.4213

724

7.1827

7.3644

2004-05

190

7.2931

7.5351

90

7.4195

7.5027

2005-06

225

7.3083

7.5099

336

7.3509

7.9549

2006-07

480

7.4069

7.6586

259

7.4545

7.6079

2007-10

2,546

7.9857

9.6734

3,331

8.0229

9.4916

2010-11

880

8.9249

9.6632

724

8.7590

9.5999

Beyond 2011

11,811

8.7281

10.0446

11,924

9.0708

10.0298

2. State Government Securities

106

9.3334

9.5510

110

9.4829

9.7541

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

26

2.3422

7.2358

85

5.6921

7.0306

(b) 15 - 91 Days

422

6.5254

7.2801

429

6.5471

7.0809

(c) 92 - 182 Days

107

6.8314

7.0705

55

6.7571

7.0149

(d) 183 - 364 Days

338

6.8810

7.2800

317

7.0480

7.2301

II. RBI* : Sales

-

13

: Purchase

116

-

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

5,160

6.00 (1)

8.10

(29)

5,522

6.50 (1)

9.50

(15)

2.

State Govt. Securities

85

6.50 (2)

6.60

(7)

25

6.80 (4)

-

3.

91 Day Treasury Bills

-

-

-

85

6.75 (1)

7.50

(4)

4.

182 Day Treasury Bills

-

-

-

-

-

-

5.

364 Day Treasury Bills

759

6.40 (1)

7.00

(7)

1,179

6.40 (1)

7.60

(7)

IV. RBI : Repo £^

18,770

6.50

-

13,300

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