(Amount in Rs. crore)

For the Week Ended Jul. 21, 2000

For the Week Ended Jul. 28, 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

180

7.6830

10.1766

598

9.5890

12.2500

2001-02

318

9.4060

9.7824

564

9.7209

11.8630

2002-03 $

1,118

9.5423

11.5028

618

9.8494

10.8916

2003-04

746

9.7683

11.7154

1,672

10.2133

11.1938

2004-05

250

9.9799

10.4222

365

10.2472

11.1967

2005-06

1,816

10.0593

10.3645

221

10.0180

11.2528

2006-09

2,394

10.2372

11.1003

5,985

10.6321

11.3706

2009-10

624

10.4303

10.9511

512

10.5070

11.4655

Beyond 2010

2,109

10.2411

11.2925

2,292

10.8777

11.5798

2. State Government Securities

16

10.7256

11.3888

49

10.8297

11.6636

3. Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

220

4.5517

8.9765

276

6.4815

9.9729

(b) 15 - 91 Days

107

7.1056

8.6764

209

7.7287

11.9672

(c) 92 - 182 Days

42

8.5766

9.0750

51

9.3742

10.1196

(d) 183 - 364 Days

237

9.0751

9.3930

528

9.2247

10.4712

II. RBI* : Sales

539

4,962

: Purchases

—

1,428

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

268

7.05

(1)

9.35

(14)

3,110

6.00

(1)

12.00

(37)

2.

14 Day Treasury Bills

—

—

—

—

—

—

3.

91 Day Treasury Bills

15

9.00

(1)

—

40

7.80

(1)

8.00

(1)

4.

182 Day Treasury Bills

15

9.00

(1)

—

21

7.80

(1)

7.95

(1)

5.

364 Day Treasury Bills

75

7.10

(1)

9.25

(2)

411

7.60

(1)

11.00

(37)

IV. RBI : Repo £ ^

2,500

7.00

—

23,305

8.00

—

: Reverse Repo !

687

7.00

10.00

94

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.