(Amount in Rs. crore)

For the Week Ended Oct. 20, 2000

For the Week Ended Oct. 27, 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

22

9.8060

10.7309

31

10.1522

10.3945

2001-02

184

10.3512

10.7377

96

10.3494

10.4519

2002-03 $

459

10.4704

11.1233

260

10.3009

10.6159

2003-04

784

10.5814

12.0129

552

10.5679

10.7256

2004-05

80

10.5285

10.8145

30

10.7378

10.7522

2005-06

67

10.8134

11.0882

105

10.7578

11.1601

2006-09

1,989

11.0008

12.2437

2,612

10.9745

11.4883

2009-10

16

11.4900

11.6114

35

11.4893

11.5244

Beyond 2010

1,024

10.8961

12.5957

1,381

10.8569

11.7992

2. State Government Securities

13

11.1798

11.9968

67

11.6175

12.1492

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

189

7.1091

10.6746

87

4.9848

9.2719

(b) 15 - 91 Days

295

8.9751

10.3812

170

7.9784

10.1523

(c) 92 - 182 Days

122

9.7233

10.3116

55

9.8231

10.1221

(d) 183 - 364 Days

778

9.9393

10.7206

328

10.1721

10.4014

II. RBI* : Sales

29

—

: Purchases

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

2,541

8.00 (1)

11.50

(18)

1,780

8.50

(1)

10.50

(14)

2.

14 Day Treasury Bills

—

—

—

—

—

—

3.

91 Day Treasury Bills

20

10.10 (1)

10.10

(1)

—

—

—

4.

182 Day Treasury Bills

128

8.15 (1)

10.10

(1)

38

8.96

(2)

9.35

(2)

5.

364 Day Treasury Bills

964

8.00 (1)

11.00

(7)

882

8.25

(1)

9.35

(3)

IV. RBI : Repo £ ^

18,325

8.50

—

14,415

8.00

8.50

: Reverse Repo !

2,495

8.00

10.25

118

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.