(Amount in Rs. crore)

For the Week Ended Feb. 9, 2001

For the Week Ended Feb. 16, 2001

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

28

10.1490

—

1

—

—

2001-02

550

9.2208

9.7227

140

9.1623

9.4510

2002-03 $

575

9.3470

9.5597

718

9.3054

9.6557

2003-04

1,600

9.4298

9.7251

1,400

9.4587

9.7278

2004-05

342

9.5913

9.8327

195

9.5701

10.0597

2005-06

856

9.6495

9.9614

499

9.6523

9.8917

2006-09

5,120

9.7491

10.4242

3,752

9.7724

10.3368

2009-10

1,481

10.1132

10.5092

935

10.1098

10.5165

Beyond 2010

11,141

10.1445

11.0049

10,041

10.1477

10.9219

2. State Government Securities

64

10.5784

11.0311

49

10.4055

10.8339

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

270

6.6484

8.6673

213

3.3254

8.9264

(b) 15 - 91 Days

370

8.1735

9.0750

463

7.9224

9.2251

(c) 92 - 182 Days

154

8.8754

9.3486

136

8.8208

9.2245

(d) 183 - 364 Days

1,387

9.1150

9.4948

741

9.0772

9.4142

II. RBI* : Sales

2

—

: Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

5,172

8.15 (1)

10.25 (38)

1,111

8.25 (1)

11.00 (15)

2.

State Govt. Securities

—

—

—

—

—

—

3.

14 Day Treasury Bills

—

—

—

—

—

—

4.

91 Day Treasury Bills

—

—

—

50

8.50 (1)

8.60

(1)

5.

182 Day Treasury Bills

—

—

—

—

—

—

6.

364 Day Treasury Bills

679

8.15 (1)

9.00 (13)

746

8.25 (1)

9.25

(7)

IV. RBI : Repo £^

24,235

8.00

—

11,000

8.00

—

: Reverse Repo !

40

8.00

—

575

8.00

10.00

@ : 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.
Above information can also be directly accessed on Internet at http://www.wss.rbi.org.in. Due to rounding off of figures, the constituent items may not add up to the totals The symbols used in WSS are: .. = Not availabe. — = Nil/Negligible. # = Provisional
Annual subscription for 2001 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
Registration No. RN 43801/86 Printed and Published by Charan Singh for the Reserve Bank of India, Mumbai - 400 001. REGISTERED NO. at Printrite, 24-B, Ambalal Doshi Marg, Hamam Street, Fort, Mumbai - 400 001. Tech/47-400/MBI/2001