(Amount in Rs. crore)

For the Week Ended Dec. 22, 2000

For the Week Ended Dec. 29, 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

—

—

—

—

—

—

2001-02

294

9.9438

10.0789

81

9.9756

10.1144

2002-03 $

550

10.0744

10.2450

331

10.1148

10.1639

2003-04

776

10.1368

10.3014

347

10.2005

10.2880

2004-05

195

10.2638

10.4622

33

10.2961

10.3884

2005-06

278

10.3659

10.4881

128

10.3849

10.4491

2006-09

2,414

10.4705

10.8792

744

10.5007

10.8649

2009-10

915

10.8229

11.1195

525

10.8114

11.0430

Beyond 2010

7,208

10.9035

11.5267

3,476

10.9037

11.5084

2.

State Government Securities

83

11.1277

11.4622

22

11.3216

11.3216

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

75

5.2381

8.8760

147

7.9891

10.4680

(b) 15 - 91 Days

301

8.4761

9.1248

78

8.4026

9.9727

(c) 92 - 182 Days

57

9.4182

9.8231

42

9.4741

9.5978

(d) 183 - 364 Days

801

9.6024

10.0225

434

9.7731

10.0225

II.

RBI* : Sales

—

—

: Purchase

—

—

III.Repo Transactions £ (Other than with

RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

2,465

8.25

(1)

10.50

(25)

2,053

8.20

(1)

11.90

(18)

1.

Govt. of India Dated Securities

—

—

—

—

—

—

2.

State Govt. Securities

—

—

—

—

—

—

3.

14 Day Treasury Bills

20

8.35

(1)

—

25

8.70

(3)

—

4.

91 Day Treasury Bills

—

—

—

—

—

—

5.

182 Day Treasury Bills

316

8.25

(1)

8.75

(3)

440

8.35

(3)

10.25

(6)

6.

364 Day Treasury Bills

—

—

—

—

—

—

IV. RBI : Repo £ ^

434

8.00

10.00

10,162

8.00

10.00

: Reverse Repo !

@

: 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