(Amount in Rs. crore)

For the Week Ended Nov. 23, 2001

For the Week Ended Nov. 30, 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

5

—

—

—

—

—

2002-03 $

634

6.6183

7.3489

668

6.6217

6.9227

2003-04

503

6.8116

6.9407

420

6.7982

6.8903

2004-05

161

7.0548

7.1397

50

6.8923

6.9365

2005-06

169

7.0118

7.0917

58

6.9308

7.1164

2006-07

878

6.7945

7.2727

432

6.8346

7.1539

2007-10

2,430

7.3676

8.6228

1,999

7.1641

8.3496

2010-11

1,521

7.7651

8.9903

1,236

7.1008

8.4845

Beyond 2011

29,114

7.9804

9.8087

23,389

7.2272

8.7864

2. State Government Securities

161

7.8165

9.1530

58

7.7902

9.3361

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

38

3.3858

6.5361

31

3.2948

6.5896

(b) 15 - 91 Days

409

6.3460

6.7316

395

6.3105

6.7314

(c) 92 - 182 Days

106

6.5654

6.7514

103

6.4923

6.7516

(d) 183 - 364 Days

1,055

6.5820

6.8114

658

6.5508

6.8313

II. RBI* : Sales

6

20

: Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

7,648

6.10 (1)

8.20

(30)

9,268

5.00

(1)

8.00

(20)

2.

State Govt. Securities

—

—

—

20

6.00

(4)

—

3.

91 Day Treasury Bills

30

6.25 (3)

—

50

6.00

(4)

—

4.

364 Day Treasury Bills

822

6.25 (1)

6.80

(3)

361

6.25

(1)

6.75

(8)

IV. RBI : Repo £^

39,790

6.50

—

12,040

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 (inclusive of postage) in India and US $80 abroad, inclusive of postage by air mail. Price per copy is Rs.8.