(Amount in Rs. crore)

For the Week Ended Dec. 14, 2001

For the Week Ended Dec. 21, 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

—

—

—

—

—

—

2002-03 $

330

6.8392

7.0675

29

6.8896

6.9199

2003-04

245

6.9594

7.0885

242

6.9675

7.1329

2004-05

75

7.1384

7.2885

10

7.2201

—

2005-06

56

6.4963

7.3514

177

7.1333

7.3342

2006-07

234

7.2238

7.3762

187

7.2414

7.9923

2007-10

1,501

6.7918

8.4158

906

6.8079

7.9370

2010-11

725

7.0055

8.6815

225

7.1376

8.5158

Beyond 2011

18,906

7.3937

8.9172

9,304

7.4342

8.8081

2.

State Government Securities

104

7.7075

9.5468

67

8.3467

10.0930

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

52

4.0354

6.4815

196

6.2255

6.9901

(b) 15 - 91 Days

277

6.2551

7.2303

501

6.2173

6.8834

(c) 92 - 182 Days

18

6.7376

6.7614

237

6.4239

7.0306

(d) 183 - 364 Days

254

6.6520

6.9211

67

6.6998

6.8711

II.

RBI* : Sales

1,364

—

: Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

6,366

6.25 (1)

10.25

(31)

7,146

6.25

(1)

9.00

(29)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

50

6.45

(3)

—

4.

364 Day Treasury Bills

498

6.40 (1)

8.25

(6)

275

6.45

(1)

6.80

(3)

IV. RBI : Repo £^

485

6.50

—

6,225

6.50

—

: Reverse Repo !

4,400

8.50

—

—

—

—

@

: 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.