(Amount in Rs. crore)

For the Week Ended Dec. 21, 2001

For the Week Ended Dec. 28, 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 $

29

6.8896

6.9199

47

6.6356

7.3435

2003-04

242

6.9675

7.1329

183

7.0988

7.4182

2004-05

10

7.2201

—

141

7.4298

7.6071

2005-06

177

7.1333

7.3342

38

7.2519

7.2595

2006-07

187

7.2414

7.9923

140

7.3384

7.7773

2007-10

906

6.8079

7.9370

674

6.9891

8.4233

2010-11

225

7.1376

8.5158

153

8.0961

8.6190

Beyond 2011

9,304

7.4342

8.8081

6,129

8.0194

9.2924

2. State Government Securities

67

8.3467

10.0930

129

8.2949

9.1642

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

196

6.2255

6.9901

276

6.5908

8.0098

(b) 15 - 91 Days

501

6.2173

6.8834

556

6.0673

7.3797

(c) 92 - 182 Days

237

6.4239

7.0306

20

7.1304

7.6244

(d) 183 - 364 Days

67

6.6998

6.8711

463

6.8121

7.4794

II. RBI* : Sales

—

2

: Purchase

—

—

III.Repo Transactions £
(Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

7,146

6.25

(1)

9.00

(29)

8,460

6.40

(1)

11.50

(15)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

50

6.45

(3)

—

50

7.40

(4)

—

4.

364 Day Treasury Bills

275

6.45

(1)

6.80

(3)

341

6.75

(1)

8.00

(3)

IV. RBI : Repo £^

6,225

6.50

—

—

—

—

: Reverse Repo !

—

—

—

250

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.