(Amount in Rs. crore)

For the Week Ended Jan. 12, 2001

For the Week Ended Jan. 19, 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

70

9.2230

9.5401

—

—

—

2001-02

459

9.7002

9.9575

254

9.7490

9.9575

2002-03 $

526

9.8005

10.0028

452

9.7799

9.9473

2003-04

822

9.8862

10.0661

977

9.8415

9.9924

2004-05

146

10.0297

10.1006

235

9.9759

10.9487

2005-06

497

10.0670

10.1835

752

10.0404

10.1557

2006-09

3,656

10.2016

11.0506

4,085

10.1481

10.6065

2009-10

798

10.5298

10.7571

1,278

10.4374

10.7063

Beyond 2010

7,526

10.6194

11.5016

11,151

10.5290

11.1555

2.

State Government Securities

74

10.3168

11.2878

79

10.8281

11.4729

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

125

7.6219

9.8724

27

8.3866

—

(b) 15 - 91 Days

109

8.7393

9.1738

110

8.9092

9.4755

(c) 92 - 182 Days

42

9.3845

9.5237

67

9.1255

9.6236

(d) 183 - 364 Days

1,022

9.3742

9.9751

519

9.5731

9.8236

II.

RBI* : Sales

—

61

: Purchase

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

6,370

9.25

(1)

11.25

(18)

1,900

9.50

(1)

11.50

(16)

2.

State Govt. Securities

—

—

—

—

—

—

3.

14 Day Treasury Bills

—

—

—

—

—

—

4.

91 Day Treasury Bills

25

9.40

(5)

9.40

(5)

—

—

—

5.

182 Day Treasury Bills

—

—

—

—

—

—

6.

364 Day Treasury Bills

712

9.40

(1)

9.85

(5)

438

10.00

(1)

10.15

(3)

IV. RBI : Repo £^

—

—

—

—

—

—

: Reverse Repo !

4,018

8.00

10.00

11,495

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.

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