(Amount in Rs. crore)

For the Week Ended Jan. 26, 2001

For the Week Ended Feb. 2, 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

-

-

-

28

10.0574

10.0574

2001-02

285

9.5500

9.9271

270

9.5214

9.9958

2002-03 $

732

9.5244

9.8661

235

9.5243

9.6328

2003-04

1,381

9.6038

9.8961

1,123

9.6556

9.7918

2004-05

260

9.7496

9.9630

138

9.7572

9.9229

2005-06

654

9.8248

10.0599

148

9.8294

9.9231

2006-09

4,108

9.9667

10.4283

3,750

10.0050

10.8217

2009-10

1,262

10.3126

10.5769

816

10.3191

10.6140

Beyond 2010

8,941

10.4197

12.0449

7,365

10.3596

11.0538

2.

State Government Securities

97

10.6934

11.0416

92

10.6411

10.8910

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

147

7.8969

9.8751

166

7.8532

9.9727

(b) 15 - 91 Days

86

8.6063

9.0556

88

8.7725

9.2243

(c) 92 - 182 Days

106

9.2038

9.6132

76

9.2034

9.5239

(d) 183 - 364 Days

779

9.3367

9.6838

407

9.3047

9.6734

II.

RBI* : Sales

-

-

: Purchase

-

-

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

3,196

9.00 (1)

11.50

(20)

4,361

9.50 (1)

11.50

(32)

2.

State Govt. Securities

-

-

-

-

-

-

3.

14 Day Treasury Bills

-

-

-

-

-

-

4.

91 Day Treasury Bills

70

9.80 (1)

9.80

(1)

25

9.50 (3)

9.50

(3)

5.

182 Day Treasury Bills

-

-

-

-

-

-

6.

364 Day Treasury Bills

435

9.80 (1)

10.10

(5)

304

9.80 (1)

10.05

(17)

IV. RBI : Repo £^

-

-

-

4,500

8.00

-

: Reverse Repo !

3,960

-

10.00

3,875

-

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

Printed and Published by Charan Singh for the Reserve Bank of India, Mumbai - 400 001.

Registration No. RN 43801/86

at Printrite, 24-B, Ambalal Doshi Marg, Hamam Street, Fort, Mumbai - 400 001.

REGISTERED NO.

Tech/47-400/MBI/2001