(Amount in Rs. crore)

For the Week Ended Jan. 5, 2001

For the Week Ended Jan. 12, 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

714

9.6623

10.9585

459

9.7002

9.9575

2002-03 $

492

9.8193

10.2032

526

9.8005

10.0028

2003-04

986

9.9101

10.2446

822

9.8862

10.0661

2004-05

185

10.0267

10.3412

146

10.0297

10.1006

2005-06

537

10.0979

10.5212

497

10.0670

10.1835

2006-09

3,776

10.2076

10.8005

3,656

10.2016

11.0506

2009-10

1,063

10.5622

10.9613

798

10.5298

10.7571

Beyond 2010

8,364

10.6211

11.4683

7,526

10.6194

11.5016

2.

State Government Securities

80

11.0283

11.2387

74

10.3168

11.2878

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

113

8.2247

9.4750

125

7.6219

9.8724

(b) 15 - 91 Days

73

8.6554

9.1945

109

8.7393

9.1738

(c) 92 - 182 Days

27

8.9395

9.5990

42

9.3845

9.5237

(d) 183 - 364 Days

996

9.4372

9.9825

1,022

9.3742

9.9751

II.

RBI* : Sales

26

—

: Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

1,599

9.40

(1)

11.75

(31)

6,370

9.25

(1)

11.25

(18)

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

60

9.90

(5)

—

—

—

—

6.

364 Day Treasury Bills

441

9.80

(1)

10.65

(5)

712

9.40

(1)

9.85

(5)

IV. RBI : Repo £^

—

—

—

—

—

—

: Reverse Repo !

14,545

8.00

10.00

4,018

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