(Amount in Rs. crore)

For the Week Ended Aug. 4, 2000

For the Week Ended Aug. 11, 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

187

9.9689

11.1097

287

10.6452

11.5330

2001-02

193

10.0228

10.6269

316

10.4406

11.2933

2002-03 $

275

10.2823

10.7545

405

9.4913

11.0470

2003-04

836

10.3855

10.9559

1,285

10.8202

11.0857

2004-05

300

10.7530

11.0179

186

10.8287

11.1620

2005-06

299

10.4874

11.1013

127

10.5943

11.2499

2006-09

4,233

10.8888

11.2038

375

10.9864

11.3305

2009-10

45

11.1071

11.2996

188

11.4123

11.5560

Beyond 2010

2,046

10.7265

11.5670

271

10.6088

11.6063

2. State Government Securities

31

10.7887

11.6639

246

10.8647

11.8565

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

237

5.1467

10.4709

161

7.6016

11.4732

(b) 15 - 91 Days

178

7.9194

9.8232

352

7.8157

12.4663

(c) 92 - 182 Days

27

9.4130

10.3716

18

9.7233

10.4711

(d) 183 - 364 Days

614

10.0922

10.3715

247

9.6908

10.8701

II. RBI* : Sales

927

—

: Purchases

1,716

100

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

1,915

7.50

(1)

11.75

(96)

989

9.75

(1)

16.00

(14)

2.

14 Day Treasury Bills

—

—

—

—

—

—

3.

91 Day Treasury Bills

15

7.90

(1)

7.90

(1)

30

11.50

(1)

—

4.

182 Day Treasury Bills

126

7.90

(1)

9.50

(1)

90

11.50

(1)

—

5.

364 Day Treasury Bills

446

7.95

(1)

11.75

(14)

27

11.75

(5)

12.05

(14)

IV. RBI : Repo £ ^

26,110

8.00

12.00

23,105

12.50

15.50

: Reverse Repo !

340

8.00

—

1,390

8.00

16.00

@ : 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.