(Amount in Rs. crore)

For the Week Ended Sep. 15, 2000

For the Week Ended Sep. 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

321

10.3395

11.4777

62

8.0290

11.4925

2001-02

260

10.4591

16.0233

99

10.5877

11.6024

2002-03 $

360

10.5308

10.8239

861

10.5826

11.0604

2003-04

1,041

10.6554

12.7856

493

10.7864

11.0889

2004-05

230

10.7462

10.9211

310

10.8262

11.2177

2005-06

96

10.8257

12.7608

152

10.6816

11.2238

2006-09

4,285

10.9465

12.7906

2,561

10.9816

11.6411

2009-10

49

11.3552

11.5085

25

11.4416

11.6120

Beyond 2010

134

10.9624

11.6466

119

10.7857

11.6592

2. State Government Securities

27

11.0329

13.0007

17

11.0566

11.9978

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

89

7.6382

10.9712

116

6.6316

9.9754

(b) 15 - 91 Days

162

8.8670

11.0191

186

9.5730

10.7626

(c) 92 - 182 Days

73

10.2923

10.9698

123

10.4214

10.8734

(d) 183 - 364 Days

694

10.4713

10.7903

830

10.4214

11.3688

II. RBI* : Sales

1,313

21

: Purchases

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

1,733

9.00 (1)

12.25

(14)

2,386

8.00 (1)

11.75

(17)

2.

14 Day Treasury Bills

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

—

—

—

4.

182 Day Treasury Bills

—

—

—

—

—

—

5.

364 Day Treasury Bills

149

9.80 (1)

12.00

(2)

371

8.10 (1)

12.00

(7)

IV. RBI : Repo £ ^

16,640

10.00

11.00

40,345

10.00

—

: Reverse Repo !

295

8.00

—

260

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.
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.