(Amount in Rs. crore)

For the Week Ended Oct. 6, 2000

For the Week Ended Oct. 13, 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

0.04

6.0706

—

10

10.3673

—

2001-02

262

9.2759

17.6005

236

10.2559

10.5483

2002-03 $

340

10.4560

11.1579

330

10.3969

13.7998

2003-04

1,190

10.6246

11.0084

1,374

10.5157

12.7183

2004-05

142

10.7853

11.0023

95

10.6596

10.9018

2005-06

132

10.8435

11.3457

115

10.7621

11.1753

2006-09

3,240

11.0369

11.5538

3,209

10.9560

11.5419

2009-10

38

11.4502

11.5960

—

—

—

Beyond 2010

5

10.8969

11.8258

2,920

10.9373

11.9164

2. State Government Securities

83

11.1033

12.2485

16

10.9285

12.4945

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

169

8.3106

10.0714

272

7.7700

13.7165

(b) 15 - 91 Days

207

9.0440

10.3717

276

8.4216

10.9200

(c) 92 - 182 Days

111

9.9762

10.3574

51

9.7232

10.3046

(d) 183 - 364 Days

959

10.1888

10.6706

714

10.1113

10.7106

II. RBI* : Sales

37

—

: Purchases

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

2,503

8.00 (1)

10.57

(30)

1,330

8.60

(1)

10.90 (18)

2.

14 Day Treasury Bills

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

—

—

—

4.

182 Day Treasury Bills

—

—

—

35

10.00

(3)

—

5.

364 Day Treasury Bills

319

8.65 (1)

9.50

(3)

559

8.75

(1)

11.00 (10)

IV. RBI : Repo £ ^

27,165

9.00

9.75

20,225

8.50

8.75

: Reverse Repo !

251

8.00

—

1,270

8.00

10.25

@ : 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.