(Amount in Rs. crore)

For the Week Ended Sep. 1, 2000

For the Week Ended Sep. 8, 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

368

9.2647

13.9035

104

9.6809

13.2882

2001-02

226

10.7085

11.0083

337

10.4191

10.8840

2002-03 $

200

10.7519

10.9981

695

10.5457

10.8254

2003-04

1,082

10.7506

11.0235

1,199

10.6611

10.9572

2004-05

226

10.7779

11.0358

206

10.8438

10.9446

2005-06

78

10.8660

11.2389

125

10.9318

13.9826

2006-09

695

10.9438

11.4776

3,208

10.9830

11.5363

2009-10

48

11.3645

11.4280

53

11.3825

11.5614

Beyond 2010

241

10.8159

11.7249

82

11.1345

11.6594

2. State Government Securities

80

10.9930

11.8192

32

10.7938

11.8017

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

163

7.8486

14.7113

107

9.2115

11.9661

(b) 15 - 91 Days

143

8.9753

11.4686

82

8.2270

10.9691

(c) 92 - 182 Days

339

10.2005

11.0198

15

10.3577

10.8992

(d) 183 - 364 Days

361

10.6840

11.0883

746

10.4522

10.8202

II. RBI* : Sales

175

—

: Purchases

175

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

516

13.95

(2)

14.85

(14)

1,672

9.50

(1)

12.85

(14)

2.

14 Day Treasury Bills

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

—

—

—

4.

182 Day Treasury Bills

—

—

—

—

—

—

5.

364 Day Treasury Bills

274

13.75

(1)

14.50

(6)

225

8.50

(1)

12.75

(3)

IV. RBI : Repo £ ^

15,310

13.50

15.00

35,320

10.50

13.00

: Reverse Repo !

322

8.00

15.00

300

8.00

13.50

@ : 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.