(Amount in Rs. crore)

For the Week Ended May 19, 2000

For the Week Ended May 26, 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

320

8.2706

9.3194

484

7.5140

10.2207

2001-02

672

8.9103

9.3685

1,618

8.8928

10.0555

2002-03 $

456

9.3472

9.4767

645

9.4035

10.1289

2003-04

1680

9.4406

9.6936

1,342

9.4794

10.1697

2004-05

400

9.6453

9.7540

231

9.6808

9.9017

2005-06

631

9.7954

10.0354

600

9.8173

10.1245

2006-09

1,812

9.9189

10.3488

1,390

9.6015

10.6306

2009-10

414

10.3849

10.4853

663

10.4326

10.8836

Beyond 2010

1,227

10.4194

11.0231

659

10.3063

11.2039

2.

State Government Securities

9

9.7477

11.1373

24

10.5172

10.8121

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

74

6.5303

7.7792

182

6.9304

8.9765

(b) 15 - 91 Days

122

7.4299

8.5266

86

7.9790

9.4739

(c) 92 - 182 Days

16

8.2274

8.7261

73

7.9779

9.4738

(d) 183 - 364 Days

279

8.8757

9.2246

802

8.9254

9.6735

II. RBI* : Sales

—

302

: Purchases

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

1,495

7.10

(1)

9.80

(105)

1,055

7.90

(1)

9.65

(14)

2.

14 Day Treasury Bills

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

—

—

—

4.

182 Day Treasury Bills

—

—

—

—

—

—

5.

364 Day Treasury Bills

34

8.25

(3)

8.60

(15)

158

7.90

(1)

8.60

(14)

IV. RBI : Repo £

—

—

—

—

—

—

: Reverse Repo

266

7.00

—

257

7.00

—

@ : 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.

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.