(Amount in Rs. crore)

For the Week Ended Nov. 24, 2000

For the Week Ended Dec. 1, 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

41

9.9179

10.2551

10

9.0355

—

2001-02

428

10.1459

10.2899

291

10.1397

10.2855

2002-03 $

431

10.2363

10.4084

410

10.2225

10.3925

2003-04

755

10.3328

10.4816

626

10.3280

10.4977

2004-05

245

10.4940

10.6049

170

10.4695

10.6014

2005-06

993

10.5926

10.8088

196

10.5851

10.7643

2006-09

2,492

10.7335

11.2365

1,837

10.7617

11.2516

2009-10

392

11.1668

11.2346

360

11.2146

11.2755

Beyond 2010

3,208

11.0972

11.6180

2,531

11.3236

11.6154

2. State Government Securities

78

11.5197

11.6406

46

11.5695

11.5900

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

92

6.4091

8.5296

156

5.6091

8.9751

(b) 15 - 91 Days

83

8.9335

9.6634

295

8.0904

9.4740

(c) 92 - 182 Days

223

9.4717

9.9727

61

9.6434

9.9228

(d) 183 - 364 Days

581

10.0243

10.2120

338

9.9183

10.2219

II. RBI* : Sales

4

25

: Purchases

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

2,452

8.35

(1)

10.50

(15)

3,377

7.50

(1)

10.15

(17)

2.

State Govt. Securities

2

8.50

(1)

8.50

(1)

2

8.90

(7)

—

3.

14 Day Treasury Bills

—

—

—

—

—

—

4.

91 Day Treasury Bills

—

—

—

25

8.00

(1)

—

5.

182 Day Treasury Bills

—

—

—

27

8.10

(1)

—

6.

364 Day Treasury Bills

269

8.25

(1)

8.75

(3)

456

8.00

(1)

8.30

(3)

IV. RBI : Repo £ ^

21,690

8.00

—

12,775

8.00

—

: Reverse Repo !

330

8.00

—

158

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.

**

: 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.