(Amount in Rs. crore)

For the Week Ended Oct. 27, 2000

For the Week Ended Nov. 3, 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

31

10.1522

10.3945

0.2

—

—

2001-02

96

10.3494

10.4519

271

10.2185

10.4240

2002-03 $

260

10.3009

10.6159

434

10.3501

10.5124

2003-04

552

10.5679

10.7256

872

10.4762

10.6885

2004-05

30

10.7378

10.7522

105

10.6107

10.8230

2005-06

105

10.7578

11.1601

137

10.7080

11.0151

2006-09

2,612

10.9745

11.4883

2,939

10.8624

11.4461

2009-10

35

11.4893

11.5244

41

11.4178

11.5665

Beyond 2010

1,381

10.8569

11.7992

2,995

11.4455

11.7138

2.

State Government Securities

67

11.6175

12.1492

124

11.8126

11.9219

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

87

4.9848

9.2719

209

5.9826

8.9765

(b) 15 - 91 Days

170

7.9784

10.1523

300

7.7571

9.7733

(c) 92 - 182 Days

55

9.8231

10.1221

109

9.6735

10.1721

(d) 183 - 364 Days

328

10.1721

10.4014

858

10.0723

10.3716

II.

RBI* : Sales

—

3

: Purchases

—

—

III.

Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

1,780

8.50 (1)

10.50

(14)

3,402

7.95

(1)

11.00

(15)

2.

14 Day Treasury Bills

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

—

—

—

4.

182 Day Treasury Bills

38

8.96 (2)

9.35

(2)

60

8.17

(1)

8.30

(1)

5.

364 Day Treasury Bills

882

8.25 (1)

9.35

(3)

533

8.06

(1)

8.60

(1)

IV.

RBI : Repo £ ^

14,415

8.00

8.50

9,635

8.00

—

: Reverse Repo !

118

8.00

—

251

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.

*

: Minimum and maximum YTMs (% PA) indicative have been given excluding transactions of Non-standard lot size (Less than Rs. 5 crore)

Note : Figures in brackets indicate Repo Period.

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