(Amount in Rs. crore)

For the Week Ended Jan. 19, 2001

For the Week Ended Jan. 26, 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

254

9.7490

9.9575

285

9.5500

9.9271

2002-03 $

452

9.7799

9.9473

732

9.5244

9.8661

2003-04

977

9.8415

9.9924

1,381

9.6038

9.8961

2004-05

235

9.9759

10.9487

260

9.7496

9.9630

2005-06

752

10.0404

10.1557

654

9.8248

10.0599

2006-09

4,085

10.1481

10.6065

4,108

9.9667

10.4283

2009-10

1,278

10.4374

10.7063

1,262

10.3126

10.5769

Beyond 2010

11,151

10.5290

11.1555

8,941

10.4197

12.0449

2.

State Government Securities

79

10.8281

11.4729

97

10.6934

11.0416

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

27

8.3866

—

147

7.8969

9.8751

(b) 15 - 91 Days

110

8.9092

9.4755

86

8.6063

9.0556

(c) 92 - 182 Days

67

9.1255

9.6236

106

9.2038

9.6132

(d) 183 - 364 Days

519

9.5731

9.8236

779

9.3367

9.6838

II.

RBI* : Sales

61

—

: Purchase

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

1,900

9.50

(1)

11.50

(16)

3,196

9.00

(1)

11.50

(20)

2.

State Govt. Securities

—

—

—

—

—

—

3.

14 Day Treasury Bills

—

—

—

—

—

—

4.

91 Day Treasury Bills

—

—

—

70

9.80

(1)

9.80

(1)

5.

182 Day Treasury Bills

—

—

—

—

—

—

6.

364 Day Treasury Bills

438

10.00

(1)

10.15

(3)

435

9.80

(1)

10.10

(5)

IV. RBI : Repo £^

—

—

—

—

—

—

: Reverse Repo !

11,495

8.00

10.00

3,960

—

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