(Amount in Rs. crore)

For the Week Ended Aug. 11, 2000

For the Week Ended Aug. 18, 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

287

10.6452

11.5330

140

10.3507

11.8637

2001-02

316

10.4406

11.2933

307

10.4303

10.9468

2002-03 $

405

9.4913

11.0470

576

10.2976

10.9748

2003-04

1,285

10.8202

11.0857

1,019

10.6604

11.2872

2004-05

186

10.8287

11.1620

205

10.7725

11.0161

2005-06

127

10.5943

11.2499

243

10.7835

11.1951

2006-09

375

10.9864

11.3305

805

10.8401

11.3229

2009-10

188

11.4123

11.5560

114

11.3201

11.4958

Beyond 2010

271

10.6088

11.6063

110

10.9408

11.6603

2. State Government Securities

246

10.8647

11.8565

120

11.4856

11.7992

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

161

7.6016

11.4732

159

5.9818

14.9545

(b) 15 - 91 Days

352

7.8157

12.4663

394

9.9726

11.4691

(c) 92 - 182 Days

18

9.7233

10.4711

18

9.9727

10.9697

(d) 183 - 364 Days

247

9.6908

10.8701

196

10.3293

10.6811

II. RBI* : Sales

—

25

: Purchases

100

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

989

9.75

(1)

16.00

(14)

825

13.55

(2)

16.50

(17)

2.

14 Day Treasury Bills

—

—

—

—

—

—

3.

91 Day Treasury Bills

30

11.50

(1)

—

25

14.00

(1)

—

4.

182 Day Treasury Bills

90

11.50

(1)

—

15

13.60

(14)

—

5.

364 Day Treasury Bills

27

11.75

(5)

12.05

(14)

—

—

—

IV. RBI : Repo £ ^

23,105

12.50

15.50

14,435

14.50

15.00

: Reverse Repo !

1,390

8.00

16.00

144

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.

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.