(Amount in Rs. crore)

For the Week Ended Sep. 22, 2000

For the Week Ended Sep. 29, 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

62

8.0290

11.4925

41

9.5858

11.0880

2001-02

99

10.5877

11.6024

504

10.5589

10.7926

2002-03 $

861

10.5826

11.0604

793

10.5584

10.9364

2003-04

493

10.7864

11.0889

1,582

10.6635

10.7625

2004-05

310

10.8262

11.2177

120

10.8532

10.9749

2005-06

152

10.6816

11.2238

122

10.9291

11.1517

2006-09

2,561

10.9816

11.6411

2,085

10.9759

11.5243

2009-10

25

11.4416

11.6120

37

11.2916

11.5513

Beyond 2010

119

10.7857

11.6592

25

10.5938

11.7865

2. State Government Securities

17

11.0566

11.9978

11

10.7892

12.0542

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

116

6.6316

9.9754

331

10.0128

10.7232

(b) 15 - 91 Days

186

9.5730

10.7626

749

9.4373

10.4713

(c) 92 - 182 Days

123

10.4214

10.8734

262

9.9727

10.6614

(d) 183 - 364 Days

830

10.4214

11.3688

631

10.4338

10.9101

II. RBI* : Sales

21

1

: Purchases

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

2,386

8.00

(1)

11.75

(17)

2,703

9.00

(1)

11.75

(16)

2.

14 Day Treasury Bills

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

—

—

—

4.

182 Day Treasury Bills

—

—

—

—

—

—

5.

364 Day Treasury Bills

371

8.10

(1)

12.00

(7)

352

9.75

(1)

11.50

(11)

IV. RBI : Repo £ ^

40,345

10.00

—

18,800

10.00

—

: Reverse Repo !

260

8.00

—

261

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.

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 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.