(Amount in Rs. crore)

For the Week Ended Jun. 2, 2000

For the Week Ended Jun. 9, 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

436

8.7593

9.6945

344

9.0598

9.9491

2001-02

1,336

8.7747

9.9897

497

9.2607

10.0138

2002-03 $

826

9.5350

10.1187

388

9.5946

10.0066

2003-04

1,035

9.6548

10.0300

592

9.7159

10.2135

2004-05

560

9.8207

10.0680

280

9.8642

10.1204

2005-06

476

9.8711

11.0813

297

9.9077

10.5227

2006-09

578

10.0105

10.6525

237

10.1059

10.8617

2009-10

400

10.5536

10.8271

122

10.6022

10.9704

Beyond 2010

2,099

10.5012

11.4413

994

10.1176

11.2829

2. State Government Securities

11

9.9978

11.4923

7

10.3604

11.1197

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

310

6.7329

8.3281

292

6.9319

9.9726

(b) 15 - 91 Days

231

6.7308

8.7262

379

7.2294

9.3246

(c) 92 - 182 Days

99

8.4267

9.3244

85

8.8856

9.3743

(d) 183 - 364 Days

468

8.7758

9.3613

116

9.0751

9.5737

II. RBI* : Sales

1,663

16

: Purchases

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

2,082

6.15 (1)

9.25 (19)

1,100

7.00 (1)

10.75 (83)

2.

14 Day Treasury Bills

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

—

—

—

4.

182 Day Treasury Bills

—

—

—

11

9.00 (1)

—

5.

364 Day Treasury Bills

85

6.90 (1)

7.15 (6)

40

8.10 (1)

8.90 (13)

IV. RBI : Repo £ ^

3,010

5.00

—

—

—

—

: Reverse Repo !

254

7.00

—

7,689

7.00

9.05

@ : 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.
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. Registration No. RN. 43801/86
Printed and Published by Charan Singh for the Reserve Bank of India, Mumbai - 400 001.
REGISTERED NO. at Rajesh Printouch, 119, Bora Bazar Street, Fort, Mumbai-400 001. Tech/47-400/MBI/2000