(Amount in Rs. crore)

For the Week Ended Jul. 20, 2001

For the Week Ended Jul. 27, 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

389

6.3156

7.9274

229

5.7658

7.6277

2002-03 $

743

7.3282

7.7364

387

7.3301

7.4278

2003-04

1,594

7.4547

7.8812

1,132

7.4754

7.6520

2004-05

368

7.6857

7.9342

186

7.7237

7.7871

2005-06

849

7.7613

8.0431

642

7.7786

8.5016

2006-07

1,265

7.9648

8.6189

466

7.9700

8.0741

2007-10

4,624

8.2618

9.8285

2,603

8.2519

9.6903

2010-11

1,661

9.1332

9.9728

680

9.1305

9.8393

Beyond 2011

8,154

9.1370

10.2797

10,643

9.1276

10.1675

2. State Government Securities

58

9.6498

9.8300

105

9.4108

9.6958

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

184

6.3835

7.1817

137

6.7308

7.0779

(b) 15 - 91 Days

512

6.7917

7.7287

433

6.4299

7.1802

(c) 92 - 182 Days

120

7.1803

7.2302

60

7.1465

7.2301

(d) 183 - 364 Days

527

7.3296

7.5792

817

7.2157

7.4555

II. RBI* : Sales

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

7,411

6.70 (1)

10.00

(15)

7,111

6.60 (1)

9.75

(17)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

35

6.90 (1)

7.75

(3)

33

6.90 (2)

7.00

(5)

4.

182 Day Treasury Bills

—

—

—

—

—

—

5.

364 Day Treasury Bills

152

6.70 (1)

7.75

(5)

75

6.75 (1)

8.30

(3)

IV. RBI : Repo £^

1,500

6.50

—

—

—

—

: Reverse Repo !

130

7.00

8.50

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