(Amount in Rs. crore)

For the Week Ended Nov. 17, 2000

For the Week Ended Nov. 24, 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

—

—

—

41

9.9179

10.2551

2001-02

295

10.0401

10.3269

428

10.1459

10.2899

2002-03 $

366

10.2228

10.3439

431

10.2363

10.4084

2003-04

721

10.3491

10.5398

755

10.3328

10.4816

2004-05

175

10.4960

10.6263

245

10.4940

10.6049

2005-06

1,467

10.5399

10.9007

993

10.5926

10.8088

2006-09

6,076

10.7122

11.1297

2,492

10.7335

11.2365

2009-10

446

11.1437

11.2944

392

11.1668

11.2346

Beyond 2010

3,266

11.1993

11.6162

3,208

11.0972

11.6180

2. State Government Securities

89

11.4698

11.5640

78

11.5197

11.6406

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

77

8.9747

11.0635

92

6.4091

8.5296

(b) 15 - 91 Days

255

8.9098

9.9726

83

8.9335

9.6634

(c) 92 - 182 Days

219

9.6234

10.0225

223

9.4717

9.9727

(d) 183 - 364 Days

531

9.9725

10.2718

581

10.0243

10.2120

II. RBI* : Sales

3,929

4

: Purchases

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

3,857

8.05

(1)

11.75

(17)

2,452

8.35

(1)

10.50

(15)

2.

State Govt. Securities

7

9.50

(2)

10.60

(5)

2

8.50

(1)

8.50

(1)

3.

14 Day Treasury Bills

—

—

—

—

—

—

4.

91 Day Treasury Bills

—

—

—

—

—

—

5.

10.50 182 Day Treasury Bills

74

(1)

11.00

(2)

—

—

—

6.

364 Day Treasury Bills

103

8.30

(3)

11.25

(7)

269

8.25

(1)

8.75

(3)

IV. RBI : Repo £ ^

630

8.00

—

21,690

8.00

—

: Reverse Repo !

9,222

8.00

10.00

330

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.

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.