(Amount in Rs. crore)

For the Week Ended Mar. 2, 2001

For the Week Ended Mar. 9, 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

13

8.2598

—

—

—

—

2001-02

530

8.3000

9.2321

442

8.5499

9.1243

2002-03 $

986

8.6837

9.4764

567

8.8161

9.1173

2003-04

1,884

8.8282

9.3689

1,560

8.9440

9.2522

2004-05

492

9.0695

9.6952

147

9.1662

9.3920

2005-06

1,163

9.0322

9.8198

450

9.2028

9.4295

2006-09

4,696

9.2224

10.2634

3,731

9.3963

10.3879

2009-10

1,655

9.7208

10.5113

181

9.9735

10.2311

Beyond 2010

10,809

9.5404

10.8629

5,419

9.6091

10.9205

2.

State Government Securities

44

10.0152

10.8788

15

—

—

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

189

5.5362

8.0297

131

4.9900

7.8784

(b) 15 - 91 Days

494

7.4148

8.4972

494

6.3797

8.2771

(c) 92 - 182 Days

327

8.0510

8.5864

165

8.0280

8.2275

(d) 183 - 364 Days

1,617

8.2035

9.0850

1,120

8.3071

8.9754

II.

RBI* : Sales

—

9

: Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

1,232

7.40 (1)

11.00 (17)

3,193

6.75 (1)

9.50

(15)

2.

State Govt. Securities

—

—

—

—

—

—

3.

14 Day Treasury Bills

—

—

—

—

—

—

4.

91 Day Treasury Bills

50

7.25 (3)

—

—

—

—

5.

182 Day Treasury Bills

5

8.00 (1)

—

125

6.95 (2)

7.15

(3)

6.

364 Day Treasury Bills

339

7.75 (1)

8.00 (16)

633

6.95 (1)

7.50

(7)

IV. RBI : Repo £^

29,150

7.00

7.50

10,550

7.00

—

: Reverse Repo !

—

—

—

170

7.00

9.00

@ : 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