(Amount in Rs. crore)

For the Week Ended Oct. 13, 2000

For the Week Ended Oct. 20, 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

10

10.3673

—

22

9.8060

10.7309

2001-02

236

10.2559

10.5483

184

10.3512

10.7377

2002-03 $

330

10.3969

13.7998

459

10.4704

11.1233

2003-04

1,374

10.5157

12.7183

784

10.5814

12.0129

2004-05

95

10.6596

10.9018

80

10.5285

10.8145

2005-06

115

10.7621

11.1753

67

10.8134

11.0882

2006-09

3,209

10.9560

11.5419

1,989

11.0008

12.2437

2009-10

—

—

—

16

11.4900

11.6114

Beyond 2010

2,920

10.9373

11.9164

1,024

10.8961

12.5957

2. State Government Securities

16

10.9285

12.4945

13

11.1798

11.9968

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

272

7.7700

13.7165

189

7.1091

10.6746

(b) 15 - 91 Days

276

8.4216

10.9200

295

8.9751

10.3812

(c) 92 - 182 Days

51

9.7232

10.3046

122

9.7233

10.3116

(d) 183 - 364 Days

714

10.1113

10.7106

778

9.9393

10.7206

II. RBI* : Sales

—

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

1,330

8.60 (1)

10.90

(18)

2,541

8.00

(1)

11.50

(18)

2.

14 Day Treasury Bills

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

20

10.10

(1)

10.10

(1)

4.

182 Day Treasury Bills

35

10.00 (3)

—

128

8.15

(1)

10.10

(1)

5.

364 Day Treasury Bills

559

8.75 (1)

11.00

(10)

964

8.00

(1)

11.00

(7)

IV. RBI : Repo £ ^

20,225

8.50

8.75

18,325

8.50

—

: Reverse Repo !

1,270

8.00

10.25

2,495

8.00

10.25

@ : 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.
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 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.