(Amount in Rs. crore)

For the Week Ended Dec. 29, 2000

For the Week Ended Jan. 5, 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

—

—

—

—

—

—

2001-02

81

9.9756

10.1144

714

9.6623

10.9585

2002-03 $

331

10.1148

10.1639

492

9.8193

10.2032

2003-04

347

10.2005

10.2880

986

9.9101

10.2446

2004-05

33

10.2961

10.3884

185

10.0267

10.3412

2005-06

128

10.3849

10.4491

537

10.0979

10.5212

2006-09

744

10.5007

10.8649

3,776

10.2076

10.8005

2009-10

525

10.8114

11.0430

1,063

10.5622

10.9613

Beyond 2010

3,476

10.9037

11.5084

8,364

10.6211

11.4683

2.

State Government Securities

22

11.3216

11.3216

80

11.0283

11.2387

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

147

7.9891

10.4680

113

8.2247

9.4750

(b) 15 - 91 Days

78

8.4026

9.9727

73

8.6554

9.1945

(c) 92 - 182 Days

42

9.4741

9.5978

27

8.9395

9.5990

(d) 183 - 364 Days

434

9.7731

10.0225

996

9.4372

9.9825

II.

RBI* : Sales

—

26

: Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

2,053

8.20

(1)

11.90

(18)

1,599

9.40

(1)

11.75

(31)

2.

State Govt. Securities

—

—

—

—

—

—

3.

14 Day Treasury Bills

—

—

—

—

—

—

4.

91 Day Treasury Bills

25

8.70

(3)

—

—

—

—

5.

182 Day Treasury Bills

—

—

—

60

9.90

(5)

—

6.

364 Day Treasury Bills

440

8.35

(3)

10.25

(6)

441

9.80

(1)

10.65

(5)

IV. RBI : Repo £ ^

—

—

—

—

—

—

: Reverse Repo !

10,162

8.00

10.00

14,545

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.

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