(Amount in Rs. crore)

For the Week Ended Aug. 25, 2000

For the Week Ended Sep. 1, 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

183

10.6991

12.1558

368

9.2647

13.9035

2001-02

158

10.0567

10.9487

226

10.7085

11.0083

2002-03 $

475

10.5567

11.0005

200

10.7519

10.9981

2003-04

914

10.6856

11.0067

1,082

10.7506

11.0235

2004-05

155

10.8161

11.1205

226

10.7779

11.0358

2005-06

38

10.7190

11.1930

78

10.8660

11.2389

2006-09

496

10.9501

11.1721

695

10.9438

11.4776

2009-10

251

10.6397

11.4925

48

11.3645

11.4280

Beyond 2010

1,131

10.5876

11.6075

241

10.8159

11.7249

2. State Government Securities

139

11.0027

11.7727

80

10.9930

11.8192

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

72

8.9754

14.4647

163

7.8486

14.7113

(b) 15 - 91 Days

210

10.4709

12.0665

143

8.9753

11.4686

(c) 92 - 182 Days

95

10.3217

11.0197

339

10.2005

11.0198

(d) 183 - 364 Days

1,079

10.4713

11.2192

361

10.6840

11.0883

II. RBI* : Sales

937

175

: Purchases

937

175

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

1,399

11.00 (1)

15.00

(55)

516

13.95

(2)

14.85

(14)

2.

14 Day Treasury Bills

—

—

—

—

—

—

3.

91 Day Treasury Bills

35

14.00 (1)

—

—

—

—

4.

182 Day Treasury Bills

—

—

—

—

—

—

5.

364 Day Treasury Bills

310

11.50 (1)

14.75

(5)

274

13.75

(1)

14.50

(6)

IV. RBI : Repo £ ^

29,940

14.50

15.00

15,310

13.50

15.00

: Reverse Repo !

262

8.00

—

322

8.00

15.00

@ : 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.