(Amount in Rs. crore)

For the Week Ended Dec. 1, 2000

For the Week Ended Dec. 8, 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

10

9.0355

—

—

—

—

2001-02

291

10.1397

10.2855

192

9.9656

10.1752

2002-03 $

410

10.2225

10.3925

456

10.0782

10.3553

2003-04

626

10.3280

10.4977

852

10.1879

10.4285

2004-05

170

10.4695

10.6014

293

10.2972

10.5553

2005-06

196

10.5851

10.7643

446

10.4341

10.6344

2006-09

1,837

10.7617

11.2516

6,016

10.5792

11.2117

2009-10

360

11.2146

11.2755

1,030

10.9903

11.3556

Beyond 2010

2,531

11.3236

11.6154

4,215

11.1315

11.6600

2. State Government Securities

46

11.5695

11.5900

171

11.4068

11.6037

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

156

5.6091

8.9751

103

6.1375

8.2274

(b) 15 - 91 Days

295

8.0904

9.4740

272

7.2233

9.1341

(c) 92 - 182 Days

61

9.6434

9.9228

79

9.1869

9.8529

(d) 183 - 364 Days

338

9.9183

10.2219

922

9.6315

10.1422

II. RBI* : Sales

25

1,671

: Purchases

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

3,377

7.50 (1)

10.15

(17)

1,849

8.05

(1)

10.25

(15)

2.

State Govt. Securities

2

8.90 (7)

—

—

—

—

3.

14 Day Treasury Bills

—

—

—

—

—

—

4.

91 Day Treasury Bills

25

8.00 (1)

—

—

—

—

5.

182 Day Treasury Bills

27

8.10 (1)

—

—

—

—

6.

364 Day Treasury Bills

456

8.00 (1)

8.30

(3)

334

7.95

(1)

8.10

(2)

IV. RBI : Repo £ ^

12,775

8.00

—

26,175

8.00

—

: Reverse Repo !

158

8.00

—

451

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.

**

: 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.