(Amount in Rs. crore)

For the Week Ended Sep. 14, 2001

For the Week Ended Sep. 21, 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

—

—

—

100

7.3907

7.8903

2002-03 $

1,122

7.1986

7.8205

480

7.3364

8.6830

2003-04

904

7.3387

7.5889

1,097

7.5019

9.0967

2004-05

35

7.5555

7.7434

114

7.7013

8.6122

2005-06

382

7.4554

8.2454

775

7.6357

8.9574

2006-07

562

7.5527

8.3347

460

7.8854

9.1524

2007-10

3,531

7.9166

9.5074

3,454

8.3062

9.9318

2010-11

661

8.9316

9.6805

833

8.3623

10.1342

Beyond 2011

14,995

8.9194

10.1700

10,572

9.2175

10.4633

2. State Government Securities

18

—

—

19

9.5747

9.6697

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

62

6.2825

7.0279

150

6.6551

7.4791

(b) 15 - 91 Days

642

6.5846

7.4289

458

6.7134

8.3770

(c) 92 - 182 Days

7

—

—

532

7.1169

8.4767

(d) 183 - 364 Days

225

7.0564

7.2351

281

7.1304

8.7260

II. RBI* : Sales

29

20

: Purchase

—

2,421

III.Repo Transactions £
(Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

4,899

6.00

(1)

10.00

(29)

6,852

6.50

(1)

11.50

(21)

2.

State Govt. Securities

—

—

—

60

6.90

(7)

—

3.

91 Day Treasury Bills

5

6.60

(3)

—

40

7.00

(1)

—

4.

182 Day Treasury Bills

—

—

—

—

—

—

5.

364 Day Treasury Bills

431

6.75

(1)

8.00

(8)

520

6.75

(1)

8.40

(4)

IV. RBI : Repo £^

18,075

6.50

—

100

6.50

—

: Reverse Repo !

—

—

—

1,410

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.400.00 (inclusive of postage) in India and US $80 abroad, inclusive of postage by air mail. Price per copy is Rs.8.00