(Amount in Rs. crore)

For the Week Ended Jun. 8, 2001

For the Week Ended Jun. 15, 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

553

7.8267

8.8064

173

7.9368

8.5080

2002-03 $

201

8.4010

8.5708

408

8.3189

8.5219

2003-04

1,051

8.7191

8.8134

1,042

8.5308

8.7854

2004-05

325

8.7613

9.0047

275

8.7441

8.9269

2005-06

781

8.8148

8.9640

1,071

8.7424

8.9126

2006-07

610

8.9308

9.1127

906

8.8910

9.5807

2007-10

2,672

9.2154

10.1174

4,155

9.1313

10.0219

2010-11

965

9.6699

10.2211

2,310

9.0474

10.1831

Beyond 2011

9,870

9.4803

10.4374

10,525

9.5287

10.3778

2.

State Government Securities

57

10.1321

10.2983

11

9.9998

9.9998

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

106

6.9813

7.2289

42

5.5999

7.5775

(b) 15 - 91 Days

286

7.0305

7.7286

411

6.7792

7.5976

(c) 92 - 182 Days

37

7.8730

8.1277

26

7.5791

7.9315

(d) 183 - 364 Days

1,086

7.8784

8.3771

540

7.8784

8.3462

II.

RBI* : Sales

1,822

—

: Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

4,586

6.65

(1)

9.00

(32)

6,025

6.80

(1)

10.10

(92)

2.

State Govt. Securities

—

—

—

—

—

—

3.

14 Day Treasury Bills

—

—

—

—

—

—

4.

91 Day Treasury Bills

—

—

—

25

7.00

(4)

7.50

(7)

5.

182 Day Treasury Bills

—

—

—

—

—

—

6.

364 Day Treasury Bills

485

6.75

(1)

7.50

(5)

434

6.75

(1)

7.55

(3)

IV. RBI : Repo £^

12,000

6.50

—

11,500

6.50

—

: Reverse Repo !

571

7.00

8.50

100

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 availabe. — = Nil/Negligible. # = Provisional