(Amount in Rs. crore)

For the Week Ended Jul. 27, 2001

For the Week Ended Aug. 3, 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

229

5.7658

7.6277

483

7.0615

7.4434

2002-03 $

387

7.3301

7.4278

299

7.2148

7.3647

2003-04

1,132

7.4754

7.6520

859

7.4159

7.6110

2004-05

186

7.7237

7.7871

357

7.7029

7.8461

2005-06

642

7.7786

8.5016

1,199

7.7685

8.1048

2006-07

466

7.9700

8.0741

1,270

7.9624

8.0493

2007-10

2,603

8.2519

9.6903

2,403

8.2690

9.7043

2010-11

680

9.1305

9.8393

923

9.1540

9.8187

Beyond 2011

10,643

9.1276

10.1675

5,323

9.1369

10.2318

2. State Government Securities

105

9.4108

9.6958

82

9.5964

9.8259

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

137

6.7308

7.0779

102

6.8305

7.1119

(b) 15 - 91 Days

433

6.4299

7.1802

644

6.7315

7.1311

(c) 92 - 182 Days

60

7.1465

7.2301

255

7.0804

7.2302

(d) 183 - 364 Days

817

7.2157

7.4555

744

7.1802

7.3997

II. RBI* : Sales

-

18

: Purchase

-

-

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

7,111

6.60 (1)

9.75

(17)

6,245

6.50 (1)

10.00

(24)

2.

State Govt. Securities

-

-

-

-

-

-

3.

91 Day Treasury Bills

33

6.90 (2)

7.00

(5)

-

-

-

4.

182 Day Treasury Bills

-

-

-

-

-

-

5.

364 Day Treasury Bills

75

6.75 (1)

8.30

(3)

420

6.70 (1)

7.00

(16)

IV. RBI : Repo £^

-

-

-

16,930

6.50

-

: Reverse Repo !

2,041

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 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