(Amount in Rs. crore)

For the Week Ended Nov. 10, 2000

For the Week Ended Nov. 17, 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

—

—

—

—

—

—

2001-02

356

10.2373

10.3450

295

10.0401

10.3269

2002-03 $

432

10.3231

10.4269

366

10.2228

10.3439

2003-04

1,012

10.4376

10.5833

721

10.3491

10.5398

2004-05

203

10.5599

10.6245

175

10.4960

10.6263

2005-06

172

10.6474

10.7161

1,467

10.5399

10.9007

2006-09

12,308

10.7873

11.2935

6,076

10.7122

11.1297

2009-10

846

11.1637

11.3864

446

11.1437

11.2944

Beyond 2010

5,674

11.2300

11.6466

3,266

11.1993

11.6162

2. State Government Securities

25

11.5805

11.6744

89

11.4698

11.5640

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

64

7.4772

10.0732

77

8.9747

11.0635

(b) 15 - 91 Days

252

8.5850

9.8729

255

8.9098

9.9726

(c) 92 - 182 Days

80

9.8728

10.0722

219

9.6234

10.0225

(d) 183 - 364 Days

432

9.9228

10.2418

531

9.9725

10.2718

II. RBI* : Sales

7,605

3,929

: Purchases

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

2,406

9.50 (1)

12.30

(16)

3,857

8.05

(1)

11.75

(17)

2.

State Govt. Securities

—

—

—

7

9.50

(2)

10.60

(5)

3.

14 Day Treasury Bills

—

—

—

—

—

—

4.

91 Day Treasury Bills

—

—

—

—

—

—

5.

182 Day Treasury Bills

61

10.02 (1)

12.00

(2)

74

10.50

(1)

11.00

(2)

6. 10.02 364 Day Treasury Bills 583 (1)

12.10

(11)

103

8.30

(3)

11.25

(7)

IV. RBI : Repo £ ^

2,500

8.00

—

630

8.00

—

: Reverse Repo !

19,804

8.00

10.00

9,222

8.00

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.

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.