(Amount in Rs. crore)

For the Week Ended Aug. 31, 2001

For the Week Ended Sep. 7, 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

87

7.0059

7.1067

108

6.8874

6.9726

2002-03 $

442

6.9689

7.1229

610

7.0336

7.1934

2003-04

1,028

7.1227

7.2828

947

7.1203

7.3570

2004-05

528

7.3280

7.4936

40

7.3267

7.4304

2005-06

991

7.3395

8.1254

534

7.3578

7.9765

2006-07

1,105

7.4806

8.5838

1,237

7.3953

8.3409

2007-10

4,831

7.8875

9.4225

2,509

7.9038

8.8645

2010-11

1,284

8.8910

9.6188

534

8.8990

9.1477

Beyond 2011

32,258

8.2502

10.0399

12,727

8.5029

10.0051

2.

State Government Securities

185

9.2696

9.6532

187

9.3599

9.6497

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

102

6.7352

6.9304

72

6.0880

6.8276

(b) 15 - 91 Days

275

6.1213

6.8812

427

6.5814

6.8809

(c) 92 - 182 Days

336

6.7259

7.2300

42

6.8811

7.0108

(d) 183 - 364 Days

623

6.8331

7.2572

401

7.0029

7.1404

II.

RBI* : Sales

10,227

1,004

: Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

4,398

6.00 (1)

8.40

(15)

4,154

6.55 (1)

10.00

(75)

2.

State Govt. Securities

—

—

—

—

—

—

3.

91 Day Treasury Bills

50

6.50 (3)

—

123

6.75 (1)

7.05

(7)

4.

182 Day Treasury Bills

—

—

—

—

—

—

5.

364 Day Treasury Bills

100

6.50 (3)

—

113

6.80 (1)

7.20

(31)

IV. RBI : Repo £^

58,025

6.50

—

16,000

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.

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