(Amount in Rs. crore)

For the Week Ended Mar. 23, 2001

For the Week Ended Mar. 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

2000-01

2

-

-

-

-

-

2001-02

351

8.3987

9.1804

534

8.8812

9.6490

2002-03 $

762

8.9730

9.2722

436

9.0082

9.2417

2003-04

704

9.1218

9.2921

1,088

9.1057

9.4661

2004-05

728

9.3614

9.6309

331

9.3734

9.6649

2005-06

810

9.4103

9.9951

620

9.3951

10.1854

2006-09

3,167

9.5957

10.3583

2,352

9.5660

10.3885

2009-10

683

10.1312

10.5651

444

10.2333

10.6013

Beyond 2010

2,894

9.9939

11.0543

3,487

10.1035

11.0479

2. State Government Securities

40

10.4998

10.9523

130

10.3784

10.9253

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

242

5.5850

7.5805

506

5.2381

9.6243

(b) 15 - 91 Days

425

7.2507

8.5266

300

7.4422

8.6761

(c) 92 - 182 Days

132

8.0776

8.5765

290

8.2274

8.9255

(d) 183 - 364 Days

856

8.3272

8.8856

663

8.3271

8.9753

II. RBI* : Sales

6

2

: Purchase

-

-

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

3,541

6.95 (1)

10.50 (15)

1,928

7.80 (1)

14.75(18)

2.

State Govt. Securities

-

-

-

-

-

-

3.

14 Day Treasury Bills

-

-

-

-

-

-

4.

91 Day Treasury Bills

40

7.40 (6)

-

55

8.40 (1)

9.00(1)

5.

182 Day Treasury Bills

-

-

-

-

-

-

6.

364 Day Treasury Bills

40

6.90 (1)

-

34

9.00 (2)

10.35(15)

IV. RBI : Repo £^

25,200

7.00

-

-

-

-

: Reverse Repo !

40

7.00

-

14,348

7.00

9.00

@ :

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.

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 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

Printed and Published by Deba Prasad Rath for the Reserve Bank of India, Mumbai - 400 001. at

Registration No. RN 43801/86

Printrite, 24-B, Ambalal Doshi Marg, Hamam Street, Fort, Mumbai - 400 001.

REGISTERED NO.

Tech/47-400/MBI/2001