(Amount in Rs. crore)

For the Week Ended Jun. 16, 2000

For the Week Ended Jun. 23, 2000

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

2000-01

86

9.1315

9.9544

224

9.2070

10.6380

2001-02

337

9.6609

9.9219

447

9.6154

9.9131

2002-03 $

157

9.8745

10.0361

185

9.7869

9.9754

2003-04

368

9.9704

10.2059

728

9.9137

10.2089

2004-05

91

10.0812

10.2334

300

10.0780

10.2659

2005-06

126

10.1192

10.2906

222

10.1222

10.5713

2006-09

1,929

10.1075

10.9900

2,366

10.4625

10.9014

2009-10

61

10.9216

11.0836

219

10.9143

11.0832

Beyond 2010

531

10.6243

11.3927

305

10.5691

11.2970

2. State Government Securities

10

10.8250

11.1852

2

11.0380

11.2834

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

105

7.4773

10.4691

45

8.9754

11.1243

(b) 15 - 91 Days

64

7.9777

9.5740

86

8.8755

10.2213

(c) 92 - 182 Days

26

8.4766

9.4242

38

8.4768

9.6733

(d) 183 - 364 Days

177

9.1250

9.7232

190

9.4740

9.8231

II. RBI* : Sales

8

—

: Purchases

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

1,753

8.85

(1)

14.00

(15)

674

10.75

(1)

22.00

(14)

2.

14 Day Treasury Bills

—

—

—

—

—

—

3.

91 Day Treasury Bills

90

9.75

(1)

10.75

(3)

—

—

—

4.

182 Day Treasury Bills

20

9.75

(1)

—

—

—

—

5.

364 Day Treasury Bills

113

8.00

(1)

10.65

(4)

145

13.25

(1)

20.00

(2)

IV. RBI : Repo £ ^

—

—

—

—

—

—

: Reverse Repo !

8,253

7.00

10.85

7,929

7.00

14.00

@ : 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.

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 2000 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.