(Amount in Rs. crore)

For the Week Ended Dec. 15, 2000

For the Week Ended Dec. 22, 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

355

9.8878

10.3115

294

9.9438

10.0789

2002-03 $

310

10.0928

10.2412

550

10.0744

10.2450

2003-04

536

10.1879

10.3272

776

10.1368

10.3014

2004-05

126

10.3564

10.4530

195

10.2638

10.4622

2005-06

211

10.4149

10.5022

278

10.3659

10.4881

2006-09

2,345

10.5756

11.0017

2,414

10.4705

10.8792

2009-10

577

10.9859

11.0586

915

10.8229

11.1195

Beyond 2010

6,176

11.0043

11.6205

7,208

10.9035

11.5267

2. State Government Securities

90

11.3029

11.6556

83

11.1277

11.4622

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

101

6.0555

7.9786

75

5.2381

8.8760

(b) 15 - 91 Days

349

7.6685

9.1250

301

8.4761

9.1248

(c) 92 - 182 Days

97

9.1650

9.8230

57

9.4182

9.8231

(d) 183 - 364 Days

857

9.6313

10.0474

801

9.6024

10.0225

II. RBI* : Sales

—

—

: Purchases

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

3,547

8.00

(1)

9.25

(13)

2,465

8.25

(1)

10.50

(25)

2.

State Govt. Securities

—

—

—

—

—

—

3.

14 Day Treasury Bills

—

—

—

—

—

—

4.

91 Day Treasury Bills

—

—

—

20

8.35

(1)

—

5.

182 Day Treasury Bills

25

8.25

(1)

—

—

—

—

6.

364 Day Treasury Bills

644

8.10

(1)

8.50

(3)

316

8.25

(1)

8.75

(3)

IV. RBI : Repo £ ^

325

8.00

—

—

—

—

: Reverse Repo !

11

8.00

—

434

8.00

10.00

@ : 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.