(Amount in Rs. crore)

For the Week Ended Jun. 1, 2001

For the Week Ended Jun. 8, 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

556

8.0289

9.4570

553

7.8267

8.8064

2002-03 $

687

8.3340

8.6502

201

8.4010

8.5708

2003-04

1,747

8.5183

8.9033

1,051

8.7191

8.8134

2004-05

200

8.7782

9.0880

325

8.7613

9.0047

2005-06

890

8.7884

9.0152

781

8.8148

8.9640

2006-07

1,195

8.9098

9.9068

610

8.9308

9.1127

2007-10

5,144

9.1682

10.1695

2,672

9.2154

10.1174

2010-11

2,328

9.6198

10.2628

965

9.6699

10.2211

Beyond 2011

17,415

9.6833

10.9914

9,870

9.4803

10.4374

2.

State Government Securities

130

9.9669

10.3618

57

10.1321

10.2983

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

213

5.1914

6.9901

106

6.9813

7.2289

(b) 15 - 91 Days

504

6.4314

7.8785

286

7.0305

7.7286

(c) 92 - 182 Days

196

7.3042

8.0037

37

7.8730

8.1277

(d) 183 - 364 Days

1,361

7.7221

8.4767

1,086

7.8784

8.3771

II.

RBI* : Sales

4

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

7,822

6.35

(1)

8.60

(30)

4,586

6.65

(1)

9.00

(32)

2.

State Govt. Securities

—

—

—

—

—

—

3.

14 Day Treasury Bills

—

—

—

—

—

—

4.

91 Day Treasury Bills

120

6.85

(2)

7.00

(5)

—

—

—

5.

182 Day Treasury Bills

—

—

—

—

—

—

6.

364 Day Treasury Bills

235

6.50

(2)

7.00

(3)

485

6.75

(1)

7.50

(5)

IV. RBI : Repo £^

31,405

6.50

—

12,000

6.50

—

: Reverse Repo !

—

—

—

571

7.00

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

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