(Amount in Rs. crore)

For the Week Ended Dec. 8, 2000

For the Week Ended Dec. 15, 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

—

—

—

50

9.7059

10.0735

2001-02

192

9.9656

10.1752

355

9.8878

10.3115

2002-03 $

456

10.0782

10.3553

310

10.0928

10.2412

2003-04

852

10.1879

10.4285

536

10.1879

10.3272

2004-05

293

10.2972

10.5553

126

10.3564

10.4530

2005-06

446

10.4341

10.6344

211

10.4149

10.5022

2006-09

6,016

10.5792

11.2117

2,345

10.5756

11.0017

2009-10

1,030

10.9903

11.3556

577

10.9859

11.0586

Beyond 2010

4,215

11.1315

11.6600

6,176

11.0043

11.6205

2. State Government Securities

171

11.4068

11.6037

90

11.3029

11.6556

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

103

6.1375

8.2274

101

6.0555

7.9786

(b) 15 - 91 Days

272

7.2233

9.1341

349

7.6685

9.1250

(c) 92 - 182 Days

79

9.1869

9.8529

97

9.1650

9.8230

(d) 183 - 364 Days

922

9.6315

10.1422

857

9.6313

10.0474

II. RBI* : Sales

1,671

—

: Purchases

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

1,849

8.05 (1)

10.25

(15)

3,547

8.00

(1)

9.25

(13)

2.

State Govt. Securities

—

—

—

—

—

—

3.

14 Day Treasury Bills

—

—

—

—

—

—

4.

91 Day Treasury Bills

—

—

—

—

—

—

5.

182 Day Treasury Bills

—

—

—

25

8.25

(1)

—

6.

364 Day Treasury Bills

334

7.95 (1)

8.10

(2)

644

8.10

(1)

8.50

(3)

IV. RBI : Repo £ ^

26,175

8.00

—

325

8.00

—

: Reverse Repo !

451

8.00

—

11

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.
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.
Registration No. RN. 43801/86