(Amount in Rs. crore)

For the Week Ended Aug. 3, 2001

For the Week Ended Aug. 10, 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

483

7.0615

7.4434

235

7.0323

7.4740

2002-03 $

299

7.2148

7.3647

545

7.2001

7.3689

2003-04

859

7.4159

7.6110

1,191

7.3025

7.5816

2004-05

357

7.7029

7.8461

214

5.7579

7.7096

2005-06

1,199

7.7685

8.1048

811

7.6755

8.2317

2006-07

1,270

7.9624

8.0493

1,511

7.8506

8.0031

2007-10

2,403

8.2690

9.7043

3,491

8.1964

9.6453

2010-11

923

9.1540

9.8187

1,111

9.1065

9.8027

Beyond 2011

5,323

9.1369

10.2318

12,889

9.0946

10.4513

2.

State Government Securities

82

9.5964

9.8259

85

9.3567

9.7301

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

102

6.8305

7.1119

112

6.6807

7.0312

(b) 15 - 91 Days

644

6.7315

7.1311

642

6.5786

7.0306

(c) 92 - 182 Days

255

7.0804

7.2302

83

6.8899

7.1191

(d) 183 - 364 Days

744

7.1802

7.3997

654

6.9809

7.3797

II.

RBI* : Sales

18

12

: Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

6,245

6.50 (1)

10.00 (24)

5,587

6.55 (1)

9.75

(18)

2.

State Govt. Securities

—

—

—

50

6.60 (3)

6.85

(4)

3.

91 Day Treasury Bills

—

—

—

95

7.00 (1)

7.05

(3)

4.

182 Day Treasury Bills

—

—

—

—

—

—

5.

364 Day Treasury Bills

420

6.70 (1)

7.00 (16)

465

6.70 (1)

7.10

(4)

IV. RBI : Repo £^

16,930

6.50

—

500

6.50

—

: Reverse Repo !

—

—

—

44

7.00

—

@ : 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 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