(Amount in Rs. crore)

For the Week Ended Sep. 29, 2000

For the Week Ended Oct. 6, 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

41

9.5858

11.0880

0.04

6.0706

—

2001-02

504

10.5589

10.7926

262

9.2759

17.6005

2002-03 $

793

10.5584

10.9364

340

10.4560

11.1579

2003-04

1,582

10.6635

10.7625

1,190

10.6246

11.0084

2004-05

120

10.8532

10.9749

142

10.7853

11.0023

2005-06

122

10.9291

11.1517

132

10.8435

11.3457

2006-09

2,085

10.9759

11.5243

3,240

11.0369

11.5538

2009-10

37

11.2916

11.5513

38

11.4502

11.5960

Beyond 2010

25

10.5938

11.7865

5

10.8969

11.8258

2. State Government Securities

11

10.7892

12.0542

83

11.1033

12.2485

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

331

5.9818

10.7232

169

8.3106

10.0714

(b) 15 - 91 Days

749

9.4373

10.4713

207

9.0440

10.3717

(c) 92 - 182 Days

262

9.9727

10.6614

111

9.9762

10.3574

(d) 183 - 364 Days

631

10.4338

10.9101

959

10.1888

10.6706

II. RBI* : Sales

1

37

: Purchases

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

2,703

9.00

(1)

11.75

(16)

2,503

8.00

(1)

10.57

(30)

2.

14 Day Treasury Bills

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

—

—

—

4.

182 Day Treasury Bills

—

—

—

—

—

—

5.

364 Day Treasury Bills

352

9.75

(1)

11.50

(11)

319

8.65

(1)

9.50

(3)

IV. RBI : Repo £ ^

18,800

10.00

—

27,165

9.00

9.75

: Reverse Repo !

261

8.00

—

251

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.