(Amount in Rs. crore)

For the Week Ended May 26, 2000

For the Week Ended Jun. 2, 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

484

7.5140

10.2207

436

8.7593

9.6945

2001-02

1,618

8.8928

10.0555

1,336

8.7747

9.9897

2002-03 $

645

9.4035

10.1289

826

9.5350

10.1187

2003-04

1,342

9.4794

10.1697

1,035

9.6548

10.0300

2004-05

231

9.6808

9.9017

560

9.8207

10.0680

2005-06

600

9.8173

10.1245

476

9.8711

11.0813

2006-09

1,390

9.6015

10.6306

578

10.0105

10.6525

2009-10

663

10.4326

10.8836

400

10.5536

10.8271

Beyond 2010

659

10.3063

11.2039

2,099

10.5012

11.4413

2. State Government Securities

24

10.5172

10.8121

11

9.9978

11.4923

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

182

6.9304

8.9765

310

6.7329

8.3281

(b) 15 - 91 Days

86

7.9790

9.4739

231

6.7308

8.7262

(c) 92 - 182 Days

73

7.9779

9.4738

99

8.4267

9.3244

(d) 183 - 364 Days

802

8.9254

9.6735

468

8.7758

9.3613

II. RBI* : Sales

302

1,663

: Purchases

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

1,055

7.90

(1)

9.65

(14)

2,082

6.15

(1)

9.25

(19)

2.

14 Day Treasury Bills

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

—

—

—

4.

182 Day Treasury Bills

—

—

—

—

—

—

5.

364 Day Treasury Bills

158

7.90

(1)

8.60

(14)

85

6.90

(1)

7.15

(6)

IV. RBI : Repo £

—

—

—

3,010

5.00

—

: Reverse Repo

257

7.00

—

254

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.

Above information can also be directly accessed on Internet at http://www.wss.rbi.org.in

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.