(Amount in Rs. crore)

For the Week Ended Nov. 9, 2001

For the Week Ended Nov. 16, 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 $

297

6.7977

7.0014

252

6.8176

6.8521

2003-04

958

6.8887

7.0143

288

6.9297

6.9663

2004-05

20

7.1477

7.2202

61

7.0064

7.2541

2005-06

345

7.0814

7.6964

40

7.0735

7.1442

2006-07

276

7.1946

7.3600

88

7.2421

7.3600

2007-10

2,149

7.6356

9.0951

977

7.6714

8.9948

2010-11

941

8.4169

9.1906

609

7.7442

9.1039

Beyond 2011

22,682

7.7924

9.7078

12,495

8.1141

9.4371

2.

State Government Securities

200

8.8486

9.4364

76

8.4234

9.3030

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

87

5.1186

6.0819

37

5.0351

6.2826

(b) 15 - 91 Days

653

6.0097

6.7314

196

6.4793

6.6816

(c) 92 - 182 Days

87

6.6517

6.7259

74

6.6318

6.7614

(d) 183 - 364 Days

1,755

6.6817

6.8810

205

6.7015

6.7814

II.

RBI* : Sales

-

-

: Purchase

-

-

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

5,708

6.25 (1)

10.20

(15)

3,608

4.00

(1)

8.60 (14)

2.

State Govt. Securities

5

6.40 (4)

-

20

6.50

(14)

-

3.

91 Day Treasury Bills

25

6.40 (3)

-

30

6.20

(2)

-

4.

182 Day Treasury Bills

-

-

-

-

-

-

5.

364 Day Treasury Bills

547

6.25 (2)

6.60

(15)

290

6.20

(2)

6.60 (14)

IV. RBI : Repo £^

33,520

6.50

-

5,805

6.50

-

: Reverse Repo !

-

-

-

-

-

-

@

: 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.