(Amount in Rs. crore)

For the Week Ended Sep. 8, 2000

For the Week Ended Sep. 15, 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

104

9.6809

13.2882

321

10.3395

11.4777

2001-02

337

10.4191

10.8840

260

10.4591

16.0233

2002-03 $

695

10.5457

10.8254

360

10.5308

10.8239

2003-04

1,199

10.6611

10.9572

1,041

10.6554

12.7856

2004-05

206

10.8438

10.9446

230

10.7462

10.9211

2005-06

125

10.9318

13.9826

96

10.8257

12.7608

2006-09

3,208

10.9830

11.5363

4,285

10.9465

12.7906

2009-10

53

11.3825

11.5614

49

11.3552

11.5085

Beyond 2010

82

11.1345

11.6594

134

10.9624

11.6466

2. State Government Securities

32

10.7938

11.8017

27

11.0329

13.0007

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

107

9.2115

11.9661

89

7.6382

10.9712

(b) 15 - 91 Days

82

8.2270

10.9691

162

8.8670

11.0191

(c) 92 - 182 Days

15

10.3577

10.8992

73

10.2923

10.9698

(d) 183 - 364 Days

746

10.4522

10.8202

694

10.4713

10.7903

II. RBI* : Sales

—

1,313

: Purchases

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

1,672

9.50

(1)

12.85

(14)

1,733

9.00

(1)

12.25

(14)

2.

14 Day Treasury Bills

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

—

—

—

4.

182 Day Treasury Bills

—

—

—

—

—

—

5.

364 Day Treasury Bills

225

8.50

(1)

12.75

(3)

149

9.80

(1)

12.00

(2)

IV. RBI : Repo £ ^

35,320

10.50

13.00

16,640

10.00

11.00

: Reverse Repo !

300

8.00

13.50

295

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.

^ : 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.