(Amount in Rs. crore)

For the Week Ended Jul. 13, 2001

For the Week Ended Jul. 20, 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

253

7.4510

8.2240

389

6.3156

7.9274

2002-03 $

982

7.3628

7.6864

743

7.3282

7.7364

2003-04

1,438

7.5017

8.1957

1,594

7.4547

7.8812

2004-05

5,709

7.6715

8.2104

368

7.6857

7.9342

2005-06

569

7.7470

8.6875

849

7.7613

8.0431

2006-07

960

7.9162

8.9161

1,265

7.9648

8.6189

2007-10

5,029

8.2536

9.8231

4,624

8.2618

9.8285

2010-11

1,681

9.0408

9.7720

1,661

9.1332

9.9728

Beyond 2011

16,860

9.0196

10.2583

8,154

9.1370

10.2797

2.

State Government Securities

26

9.0499

—

58

9.6498

9.8300

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

78

5.9025

7.4787

184

6.3835

7.1817

(b) 15 - 91 Days

373

6.8812

7.7286

512

6.7917

7.7287

(c) 92 - 182 Days

62

7.1210

7.2374

120

7.1803

7.2302

(d) 183 - 364 Days

614

7.2952

7.6291

527

7.3296

7.5792

II.

RBI* : Sales

5,000

61

: Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

4,671

6.40 (1)

9.75

(17)

7,411

6.70 (1)

10.00

(15)

2.

State Govt. Securities

—

—

—

—

—

—

3.

14 Day Treasury Bills

—

—

—

—

—

—

4.

91 Day Treasury Bills

36

6.60 (3)

6.90

(5)

35

6.90 (1)

7.75

(3)

5.

182 Day Treasury Bills

—

—

—

—

—

—

6.

364 Day Treasury Bills

135

6.65 (1)

7.50

(5)

152

6.70 (1)

7.75

(5)

IV. RBI : Repo £^

9,800

6.50

—

1,500

6.50

—

: Reverse Repo !

310

8.50

—

130

7.00

8.50

@ : 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