(Amount in Rs. crore)

For the Week Ended January 21, 2000

For the Week Ended January 28, 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

1999-2000

29

8.2165

9.7556

109

9.5140

10.1200

2000-01

419

8.3339

10.1377

397

7.9679

10.2870

2001-02

380

9.8920

10.2848

484

10.0379

10.1487

2002-03 $

450

10.1590

10.8500

470

10.1466

10.2494

2003-04

770

10.2687

10.6748

452

10.2715

10.5204

2004-05

405

10.3138

10.6665

524

10.3714

10.4873

2005-08

1,129

10.4677

11.0556

858

10.4471

11.7593

2008-09

503

10.7106

11.1187

796

10.6514

10.8750

Beyond 2009

6,017

10.8080

11.6418

3,417

10.7996

11.7407

2.

State Government Securities

48

8.4083

11.4785

41

10.9599

12.7226

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

91

4.9864

8.4742

269

4.9895

9.5065

(b) 15 - 91 Days

305

7.9787

9.1252

236

7.7793

9.2710

(c) 92 - 182 Days

60

8.9753

9.7233

47

8.9753

9.5738

(d) 183 - 364 Days

213

9.4740

10.1422

383

8.9753

10.0225

II. RBI* : Sales

—

—

: Purchases

—

—

III.

Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

704

7.75

(1)

9.25

(29)

2,070

7.45

(1)

9.25

(38)

2.

14 Day Treasury Bills

—

—

—

—

—

—

3.

91 Day Treasury Bills

85

8.80

(13)

—

—

—

—

4.

182 Day Treasury Bills

—

—

—

—

—

—

5.

364 Day Treasury Bills

62

7.90

(1)

8.80

(13)

130

8.00

(1)

8.70

(14)

IV.

RBI : Repo £

—

—

—

—

: Reverse Repo

159

8.00

607

8.00

@ : 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.

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.