(Amount in Rs. crore)

For the Week Ended Dec. 7, 2001

For the Week Ended Dec. 14, 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 $

376

6.5577

6.9438

330

6.8392

7.0675

2003-04

339

6.7727

6.9992

245

6.9594

7.0885

2004-05

76

6.9029

7.0271

75

7.1384

7.2885

2005-06

66

6.5925

7.1838

56

6.4963

7.3514

2006-07

118

6.9199

7.0718

234

7.2238

7.3762

2007-10

3,485

6.7577

8.0315

1,501

6.7918

8.4158

2010-11

1,145

7.1312

8.4894

725

7.0055

8.6815

Beyond 2011

31,839

7.1472

8.7409

18,906

7.3937

8.9172

2.

State Government Securities

171

7.8130

8.9054

104

7.7075

9.5468

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

44

6.2342

6.6296

52

4.0354

6.4815

(b) 15 - 91 Days

365

6.3964

6.9311

277

6.2551

7.2303

(c) 92 - 182 Days

41

6.3989

6.6419

18

6.7376

6.7614

(d) 183 - 364 Days

1,229

6.5820

6.9809

254

6.6520

6.9211

II.

RBI* : Sales

6,500

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

5,492

6.00

(1)

8.25

(14)

6,366

6.25

(1)

10.25

(31)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

—

—

—

4.

364 Day Treasury Bills

578

6.25

(1)

6.85

(14)

498

6.40

(1)

8.25

(6)

IV. RBI : Repo £^

47,815

6.50

—

485

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