(Amount in Rs. crore)

For the Week Ended Jun. 9, 2000

For the Week Ended Jun. 16, 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

344

9.0598

9.9491

86

9.1315

9.9544

2001-02

497

9.2607

10.0138

337

9.6609

9.9219

2002-03 $

388

9.5946

10.0066

157

9.8745

10.0361

2003-04

592

9.7159

10.2135

368

9.9704

10.2059

2004-05

280

9.8642

10.1204

91

10.0812

10.2334

2005-06

297

9.9077

10.5227

126

10.1192

10.2906

2006-09

237

10.1059

10.8617

1,929

10.1075

10.9900

2009-10

122

10.6022

10.9704

61

10.9216

11.0836

Beyond 2010

994

10.1176

11.2829

531

10.6243

11.3927

2. State Government Securities

7

10.3604

11.1197

10

10.8250

11.1852

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

292

6.9319

9.9726

105

7.4773

10.4691

(b) 15 - 91 Days

379

7.2294

9.3246

64

7.9777

9.5740

(c) 92 - 182 Days

85

8.8856

9.3743

26

8.4766

9.4242

(d) 183 - 364 Days

116

9.0751

9.5737

177

9.1250

9.7232

II. RBI* : Sales

16

8

: Purchases

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

1,100

7.00

(1)

10.75

(83)

1,753

8.85

(1)

14.00

(15)

2.

14 Day Treasury Bills

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

90

9.75

(1)

10.75

(3)

4.

182 Day Treasury Bills

11

9.00

(1)

—

20

9.75

(1)

—

5.

364 Day Treasury Bills

40

8.10

(1)

8.90

(13)

113

8.00

(1)

10.65

(4)

IV. RBI : Repo £ ^

—

—

—

—

—

—

: Reverse Repo !

7,689

7.00

9.05

8,253

7.00

10.85

@ : 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.