(Amount in Rs. crore)

For the Week Ended Jun. 23, 2000

For the Week Ended Jun. 30, 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

224

9.2070

10.6380

451

10.0184

10.7072

2001-02

447

9.6154

9.9131

397

9.5901

9.8012

2002-03 $

185

9.7869

9.9754

185

9.7563

9.8770

2003-04

728

9.9137

10.2089

411

9.9352

10.1274

2004-05

300

10.0780

10.2659

105

10.1325

10.2352

2005-06

222

10.1222

10.5713

96

10.1493

10.3902

2006-09

2,366

10.4625

10.9014

1,878

10.4503

10.9310

2009-10

219

10.9143

11.0832

317

10.9119

11.0575

Beyond 2010

305

10.5691

11.2970

525

10.5793

11.4385

2. State Government Securities

2

11.0380

11.2834

4

10.9799

11.3086

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

45

8.9754

11.1243

13

8.5774

8.9749

(b) 15 - 91 Days

86

8.8755

10.2213

55

8.6010

10.1216

(c) 92 - 182 Days

38

8.4768

9.6733

27

9.0157

9.5238

(d) 183 - 364 Days

190

9.4740

9.8231

155

9.1837

9.8230

II. RBI* : Sales

—

0.29

: Purchases

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

674

10.75

(1)

22.00

(14)

2,720

6.50

(1)

13.50

(14)

2.

14 Day Treasury Bills

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

—

—

—

4.

182 Day Treasury Bills

—

—

—

15

6.90

(2)

—

5.

364 Day Treasury Bills

145

13.25

(1)

20.00

(2)

64

6.85

(2)

7.70

(4)

IV. RBI : Repo £ ^

—

—

—

—

—

—

: Reverse Repo !

7,929

7.00

14.00

994

7.00

13.05

@ : 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.