(Amount in Rs. crore)

For the Week Ended Nov. 3, 2000

For the Week Ended Nov. 10, 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

0.2

—

—

—

—

—

2001-02

271

10.2185

10.4240

356

10.2373

10.3450

2002-03 $

434

10.3501

10.5124

432

10.3231

10.4269

2003-04

872

10.4762

10.6885

1,012

10.4376

10.5833

2004-05

105

10.6107

10.8230

203

10.5599

10.6245

2005-06

137

10.7080

11.0151

172

10.6474

10.7161

2006-09

2,939

10.8624

11.4461

12,308

10.7873

11.2935

2009-10

41

11.4178

11.5665

846

11.1637

11.3864

Beyond 2010

2,995

11.4455

11.7138

5,674

11.2300

11.6466

2. State Government Securities

124

11.8126

11.9219

25

11.5805

11.6744

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

209

5.9826

8.9765

64

7.4772

10.0732

(b) 15 - 91 Days

300

7.7571

9.7733

252

8.5850

9.8729

(c) 92 - 182 Days

109

9.6735

10.1721

80

9.8728

10.0722

(d) 183 - 364 Days

858

10.0723

10.3716

432

9.9228

10.2418

II. RBI* : Sales

3

7,605

: Purchases

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

3,402

7.95

(1)

11.00

(15)

2,406

9.50

(1)

12.30

(16)

2.

14 Day Treasury Bills

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

—

—

—

4.

182 Day Treasury Bills

60

8.17

(1)

8.30

(1)

61

10.02

(1)

12.00

(2)

5.

364 Day Treasury Bills

533

8.06

(1)

8.60

(1)

583

10.02

(1)

12.10

(11)

IV. RBI : Repo £ ^

9,635

8.00

—

2,500

8.00

—

: Reverse Repo !

251

8.00

—

19,804

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.

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.