---------------------------------------------------------------------------
Nomenclature Amount Price * YTM %
(Face Value) Per Rs.100 Indicative
(in Rs.Crore) nominal
---------------------------------------------------------------------------
I. Outright Transactions
A.Government of India Dated Securities
Contract Date : November 03, 2000
12.50 % 2004 10.00 105.40 10.5535
12.50 % 2004 5.00 105.40 10.5535
11.19 % 2005 5.00 101.70 10.7160
11.68 % 2006 5.00 103.00 10.9293
11.90 % 2007 3.00 103.58 11.1135
11.90 % 2007 2.00 103.58 11.1135
12.00 % 2008 5.00 103.51 11.2934
12.00 % 2008 5.00 103.57 11.2816
11.40 % 2008 10.00 100.69 11.2582
11.40 % 2008 10.00 100.63 11.2699
11.40 % 2008 15.00 100.63 11.2699
11.30 % 2010 5.00 99.08 11.4524
11.30 % 2010 5.00 98.95 11.4750
11.30 % 2010 5.00 98.95 11.4750
Contract Date : November 04, 2000
10.85 % 2001 5.00 100.32 10.3381
11.75 % 2001 25.00 101.06 10.3038
11.15 % 2002 10.00 101.27 10.3489
11.10 % 2003 10.00 101.315 10.4635
12.50 % 2004 5.00 105.42 10.5451
12.50 % 2004 5.00 105.42 10.5451
12.50 % 2004 5.00 105.42 10.5451
12.50 % 2004 5.00 105.42 10.5451
12.50 % 2004 5.00 105.39 10.5555
12.50 % 2004 5.00 105.31 10.5833
12.50 % 2004 10.00 105.41 10.5486
12.50 % 2004 10.00 105.40 10.5520
14.00 % 2005 0.086 110.95 10.8992
11.00 % 2006 5.00 100.61 10.8457
11.00 % 2006 5.00 100.59 10.8505
11.00 % 2006 5.00 100.56 10.8576
11.00 % 2006 5.00 100.57 10.8552
11.00 % 2006 5.00 100.57 10.8552
11.00 % 2006 5.00 100.58 10.8528
11.00 % 2006 5.00 100.57 10.8552
11.00 % 2006 10.00 100.50 10.8719
9.50 % 2008 0.214 90.50 11.4494
12.00 % 2008 5.00 103.85 11.2264
11.40 % 2008 10.00 100.90 11.2173
11.40 % 2008 5.00 100.85 11.2270
11.40 % 2008 5.00 100.85 11.2270
11.40 % 2008 5.00 100.83 11.2309
11.40 % 2008 5.00 100.90 11.2173
11.40 % 2008 5.00 100.85 11.2270
11.40 % 2008 5.00 100.85 11.2270
11.40 % 2008 10.00 100.91 11.2154
11.40 % 2008 5.00 100.80 11.2367
11.40 % 2008 5.00 100.85 11.2270
11.40 % 2008 5.00 100.895 11.2183
11.40 % 2008 5.00 100.875 11.2222
11.40 % 2008 5.00 100.91 11.2154
11.40 % 2008 5.00 100.90 11.2173
11.40 % 2008 5.00 100.85 11.2270
11.40 % 2008 5.00 100.90 11.2173
11.40 % 2008 0.50 100.75 11.2464
11.40 % 2008 5.00 100.83 11.2309
11.40 % 2008 1.00 100.61 11.2737
11.40 % 2008 0.50 100.60 11.2756
11.40 % 2008 15.00 100.85 11.2270
11.99 % 2009 5.00 103.55 11.3213
11.99 % 2009 10.00 103.50 11.3305
11.99 % 2009 5.00 103.45 11.3396
11.50 % 2009 10.00 100.95 11.3217
11.50 % 2009 10.00 101.05 11.3033
11.50 % 2009 6.00 101.05 11.3033
11.50 % 2010 10.00 100.50 11.4084
11.50 % 2010 5.00 100.25 11.4518
11.30 % 2010 5.00 99.45 11.3882
11.30 % 2010 5.00 99.58 11.3657
11.30 % 2010 5.00 99.37 11.4021
11.30 % 2010 5.00 99.60 11.3623
11.30 % 2010 5.00 99.44 11.3899
11.30 % 2010 5.00 99.405 11.3960
11.30 % 2010 10.00 99.45 11.3882
11.30 % 2010 5.00 99.45 11.3882
11.30 % 2010 5.00 99.24 11.4246
11.30 % 2010 5.00 99.16 11.4385
11.30 % 2010 5.00 99.46 11.3865
11.30 % 2010 5.00 99.27 11.4194
11.30 % 2010 10.00 99.38 11.4003
11.30 % 2010 5.00 99.39 11.3986
11.30 % 2010 5.00 99.30 11.4142
11.30 % 2010 5.00 99.56 11.3692
11.30 % 2010 1.00 98.50 11.5538
11.30 % 2010 5.00 99.40 11.3969
11.30 % 2010 5.00 99.35 11.4055
11.30 % 2010 5.00 99.36 11.4038
11.30 % 2010 10.00 99.37 11.4021
11.30 % 2010 5.00 99.42 11.3934
11.03 % 2012 5.00 96.70 11.5451
11.03 % 2012 5.00 96.60 11.5613
11.03 % 2012 5.00 96.73 11.5403
11.03 % 2012 5.00 96.73 11.5403
11.03 % 2012 5.00 96.69 11.5467
11.03 % 2012 5.00 96.65 11.5532
11.03 % 2012 5.00 96.695 11.5459
11.03 % 2012 5.00 96.70 11.5451
11.03 % 2012 5.00 96.50 11.5775
11.03 % 2012 5.00 96.82 11.5257
11.03 % 2012 10.00 96.63 11.5564
11.03 % 2012 1.00 95.98 11.6621
11.03 % 2012 5.00 96.80 11.5290
11.03 % 2012 5.00 96.75 11.5370
11.03 % 2012 5.00 96.75 11.5370
11.03 % 2012 5.00 96.775 11.5330
11.03 % 2012 1.00 96.09 11.6442
11.03 % 2012 5.00 96.63 11.5564
11.03 % 2012 5.00 96.57 11.5661
Contract Date : November 06, 2000
11.00 % 2002 5.00 100.88 10.3543
11.00 % 2002 10.00 100.88 10.3543
11.00 % 2002 5.00 100.92 10.3253
11.00 % 2002 25.00 100.88 10.3543
11.15 % 2002 5.00 101.26 10.3525
11.15 % 2002 10.00 101.26 10.3525
11.15 % 2002 5.00 101.26 10.3525
11.15 % 2002 5.00 101.25 10.3586
11.15 % 2002 5.00 101.26 10.3525
11.15 % 2002 5.00 101.25 10.3586
11.15 % 2002 2.00 101.20 10.3892
11.15 % 2002 5.00 101.26 10.3525
11.15 % 2002 10.00 101.245 10.3617
11.15 % 2002 5.00 101.245 10.3617
11.15 % 2002 10.00 101.25 10.3586
11.10 % 2003 10.00 101.33 10.4546
11.10 % 2003 15.00 101.34 10.4498
11.10 % 2003 5.00 101.315 10.4617
12.50 % 2004 10.00 105.39 10.5526
12.50 % 2004 5.00 105.41 10.5457
12.50 % 2004 5.00 105.38 10.5561
12.50 % 2004 5.00 105.40 10.5491
12.50 % 2004 5.00 105.40 10.5491
12.50 % 2004 15.00 105.40 10.5491
12.50 % 2004 1.00 105.32 10.5769
12.50 % 2004 2.55 105.33 10.5734
11.98 % 2004 20.00 104.18 10.6151
11.19 % 2005 5.00 101.70 10.7154
11.68 % 2006 10.00 103.23 10.8719
11.68 % 2006 5.00 103.235 10.8706
11.68 % 2006 5.00 103.23 10.8719
11.75 % 2006 1.00 103.00 10.9992
11.50 % 2006 0.04 100.05 11.4862
11.00 % 2006 5.00 100.60 10.8480
11.00 % 2006 5.00 100.62 10.8433
11.00 % 2006 5.00 100.62 10.8433
11.00 % 2006 5.00 100.60 10.8480
11.00 % 2006 5.00 100.60 10.8480
11.00 % 2006 5.00 100.61 10.8456
11.00 % 2006 5.00 100.62 10.8433
11.00 % 2006 5.00 100.62 10.8433
11.00 % 2006 5.00 100.615 10.8444
11.00 % 2006 5.00 100.60 10.8480
11.50 % 2008 10.00 101.50 11.1977
11.50 % 2008 10.00 101.55 11.1878
11.40 % 2008 5.00 100.995 11.1987
11.40 % 2008 5.00 100.82 11.2327
11.40 % 2008 5.00 101.02 11.1939
11.40 % 2008 5.00 100.96 11.2055
11.40 % 2008 5.00 100.96 11.2055
11.40 % 2008 5.00 100.97 11.2036
11.40 % 2008 5.00 100.93 11.2113
11.40 % 2008 5.00 100.96 11.2055
11.40 % 2008 5.00 100.94 11.2094
11.40 % 2008 5.00 101.00 11.1977
11.40 % 2008 5.00 100.97 11.2036
11.40 % 2008 5.00 100.95 11.2074
11.40 % 2008 5.00 100.99 11.1997
11.40 % 2008 5.00 101.02 11.1939
11.40 % 2008 5.00 101.00 11.1977
11.40 % 2008 5.00 101.00 11.1977
11.40 % 2008 5.00 101.00 11.1977
11.40 % 2008 5.00 101.00 11.1977
11.40 % 2008 5.00 101.00 11.1977
11.40 % 2008 5.00 100.97 11.2036
11.40 % 2008 5.00 100.99 11.1997
11.40 % 2008 5.00 100.96 11.2055
11.40 % 2008 5.00 100.98 11.2016
11.40 % 2008 5.00 101.00 11.1977
11.40 % 2008 5.00 100.97 11.2036
11.40 % 2008 5.00 100.94 11.2094
11.40 % 2008 5.00 100.88 11.2210
11.40 % 2008 5.00 101.01 11.1958
11.40 % 2008 5.00 101.00 11.1977
11.40 % 2008 5.00 101.01 11.1958
11.40 % 2008 5.00 100.96 11.2055
11.40 % 2008 5.00 101.00 11.1977
11.40 % 2008 5.00 101.005 11.1968
11.40 % 2008 5.00 100.89 11.2191
11.40 % 2008 10.00 101.05 11.1881
11.40 % 2008 10.00 101.05 11.1881
11.40 % 2008 5.00 101.05 11.1881
11.40 % 2008 5.00 101.05 11.1881
11.40 % 2008 5.00 101.05 11.1881
11.40 % 2008 5.00 101.00 11.1977
11.40 % 2008 5.00 100.92 11.2133
11.40 % 2008 5.00 101.00 11.1977
11.40 % 2008 5.00 101.00 11.1977
11.40 % 2008 5.00 101.00 11.1977
11.40 % 2008 5.00 100.98 11.2016
11.40 % 2008 5.00 101.01 11.1958
11.40 % 2008 5.00 100.98 11.2016
11.40 % 2008 5.00 101.04 11.1900
11.40 % 2008 5.00 101.00 11.1977
11.40 % 2008 7.00 100.89 11.2191
11.40 % 2008 5.00 100.97 11.2036
11.40 % 2008 5.00 100.95 11.2074
11.40 % 2008 5.00 100.67 11.2618
11.40 % 2008 5.00 101.02 11.1939
11.40 % 2008 5.00 101.00 11.1977
11.40 % 2008 5.00 101.00 11.1977
11.40 % 2008 5.00 100.98 11.2016
11.40 % 2008 5.00 101.02 11.1939
11.40 % 2008 5.00 101.03 11.1919
11.40 % 2008 5.00 100.96 11.2055
11.40 % 2008 5.00 101.00 11.1977
11.40 % 2008 5.00 101.01 11.1958
11.40 % 2008 5.00 100.99 11.1997
11.40 % 2008 15.00 101.00 11.1977
11.40 % 2008 15.00 101.02 11.1939
11.40 % 2008 5.00 101.00 11.1977
11.40 % 2008 10.00 100.97 11.2036
11.40 % 2008 5.00 101.03 11.1919
11.40 % 2008 5.00 101.03 11.1919
11.40 % 2008 5.00 101.01 11.1958
11.40 % 2008 5.00 101.00 11.1977
11.40 % 2008 5.00 100.97 11.2036
11.40 % 2008 5.00 100.97 11.2036
11.40 % 2008 5.00 100.975 11.2026
11.40 % 2008 5.00 100.89 11.2191
12.25 % 2008 0.10 103.00 11.6485
11.99 % 2009 5.00 103.75 11.2843
11.99 % 2009 5.00 103.80 11.2752
11.99 % 2009 5.00 103.75 11.2843
11.99 % 2009 10.00 103.65 11.3025
11.99 % 2009 5.00 103.65 11.3025
11.99 % 2009 5.00 103.65 11.3025
11.99 % 2009 5.00 103.70 11.2934
11.50 % 2009 14.17 101.10 11.2943
11.50 % 2009 5.00 101.10 11.2943
11.50 % 2009 5.00 101.03 11.3072
12.29 % 2010 0.10 103.35 11.6796
11.50 % 2010 5.00 100.64 11.3843
11.50 % 2010 5.00 100.60 11.3912
11.50 % 2010 10.00 100.60 11.3912
11.50 % 2010 10.00 100.48 11.4120
11.30 % 2010 20.00 99.65 11.3537
11.30 % 2010 5.00 99.65 11.3537
11.30 % 2010 5.00 99.64 11.3554
11.30 % 2010 5.00 99.58 11.3658
11.30 % 2010 0.11 99.75 11.3364
11.30 % 2010 5.00 99.55 11.3710
11.30 % 2010 5.00 99.635 11.3563
11.30 % 2010 5.00 99.64 11.3554
11.30 % 2010 5.00 99.62 11.3589
11.30 % 2010 5.00 99.38 11.4004
11.30 % 2010 5.00 99.41 11.3952
11.30 % 2010 5.00 99.54 11.3727
11.30 % 2010 5.00 99.64 11.3554
11.30 % 2010 5.00 99.55 11.3710
11.30 % 2010 5.00 99.62 11.3589
11.30 % 2010 5.00 99.58 11.3658
11.30 % 2010 5.00 99.62 11.3589
11.30 % 2010 5.00 99.57 11.3675
11.30 % 2010 5.00 99.62 11.3589
11.30 % 2010 5.00 99.61 11.3606
11.30 % 2010 5.00 99.59 11.3640
11.30 % 2010 5.00 99.54 11.3727
11.30 % 2010 5.00 99.60 11.3623
11.30 % 2010 5.00 99.55 11.3710
11.30 % 2010 5.00 99.63 11.3571
11.30 % 2010 5.00 99.615 11.3597
11.30 % 2010 5.00 99.57 11.3675
11.30 % 2010 5.00 99.62 11.3589
11.30 % 2010 5.00 99.625 11.3580
11.30 % 2010 10.00 99.62 11.3589
11.30 % 2010 5.00 99.64 11.3554
11.30 % 2010 5.00 99.47 11.3848
11.30 % 2010 5.00 99.64 11.3554
11.30 % 2010 5.00 99.64 11.3554
11.30 % 2010 5.00 99.62 11.3589
11.30 % 2010 5.00 99.55 11.3710
11.30 % 2010 5.00 99.55 11.3710
11.30 % 2010 5.00 99.545 11.3718
11.30 % 2010 5.00 99.55 11.3710
11.30 % 2010 5.00 99.64 11.3554
12.32 % 2011 5.00 105.10 11.4538
8.00 % 2011 0.054 78.50 11.5971
11.03 % 2012 1.50 96.87 11.5178
11.03 % 2012 5.00 96.82 11.5259
11.03 % 2012 5.00 96.79 11.5307
11.03 % 2012 5.00 96.845 11.5219
11.03 % 2012 5.00 96.86 11.5194
11.03 % 2012 5.00 96.86 11.5194
11.03 % 2012 5.00 96.86 11.5194
11.03 % 2012 5.00 96.865 11.5186
11.03 % 2012 10.00 96.89 11.5146
11.03 % 2012 5.00 96.85 11.5211
11.03 % 2012 5.00 96.78 11.5324
11.03 % 2012 5.00 96.865 11.5186
11.03 % 2012 5.00 96.855 11.5203
11.03 % 2012 5.00 96.65 11.5534
11.03 % 2012 5.00 96.80 11.5291
11.03 % 2012 5.00 96.85 11.5211
11.03 % 2012 10.00 96.86 11.5194
11.03 % 2012 5.00 96.85 11.5211
11.03 % 2012 5.00 96.86 11.5194
11.03 % 2012 5.00 96.77 11.5340
11.03 % 2012 5.00 96.79 11.5307
11.03 % 2012 5.00 96.79 11.5307
11.03 % 2012 5.00 96.82 11.5259
11.03 % 2012 5.00 96.78 11.5324
11.03 % 2012 5.00 96.84 11.5227
9.00 % 2013 0.04505 82.75 11.6472
10.00 % 2014 0.05625 88.85 11.6530
11.50 % 2015 2.00 100.05 11.4911
Total 1793.0253
B. State Government Securities
Contract Date : November 04, 2000
12.00% MAHARASHTRA SDL 2010 0.6704 100.30 11.9425
Contract Date : November 06, 2000
12.00% ANDHRA PRADESH SDL 2010 0.33 102.30 11.5981
Total 1.0004
C. Treasury Bills
(i) 14 Day Bills (Maturity-wise)
(DD/MM/YYYY)
Contract Date : November 06, 2000
13/11/2000 5.00 99.8277 8.9751
Total 5.00
(ii) 91 Day Bills (Maturity-wise)
(DD/MM/YYYY)
Contract Date : November 04, 2000
11/12/2000 5.00 99.1349 8.5850
Contract Date : November 06, 2000
08/01/2001 15.00 98.4536 9.0751
15/01/2001 5.00 98.2847 9.0752
29/01/2001 22.50 97.9487 9.0751
Total 47.50
(iii) 182 Day Bills (Maturity-wise)
(DD/MM/YYYY)
Contract Date : November 06, 2000
10/11/2000 1.36 99.9047 8.6806
10/11/2000 8.00 99.9037 8.7717
23/11/2000 10.00 99.5456 9.7739
23/11/2000 10.00 99.5456 9.7739
23/11/2000 9.00 99.5456 9.7739
01/02/2001 23.3325 97.8770 9.0751
12/04/2001 15.00 95.9156 9.8728
Total 76.6925
(iv) 364 Day Bills (Maturity-wise)
(DD/MM/YYYY)
Contract Date : November 06, 2000
16/11/2000 2.00 99.7486 9.1740
25/01/2001 0.2875 98.0445 9.0750
22/03/2001 10.00 96.4217 9.9326
31/05/2001 10.00 94.6071 10.0724
09/08/2001 25.00 92.8199 10.2019
23/08/2001 10.00 92.4830 10.2020
23/08/2001 15.00 92.4830 10.2020
06/09/2001 5.00 92.1486 10.2020
06/09/2001 5.00 92.1486 10.2020
01/11/2001 5.00 90.8593 10.1721
01/11/2001 10.00 90.8430 10.1920
01/11/2001 15.00 90.8430 10.1920
Total 112.2875
II. REPO Transactions *
(Other than with RBI)
---------------------------------------------------------------------------
Nomenclature Amount Price * Repo Rate Repo
(Face Value) Per Rs.100 (%pa) Period
(in Rs.Crore) Nominal (Days)
(1) (2) (3) (4) (5)
---------------------------------------------------------------------------
A. Government of India Dated Securities
11.55 % 2001 5.00 100.70 11.00 16
11.83 % 2003 5.00 102.90 11.00 16
9.90 % 2005 5.00 97.00 11.00 16
10.85 % 2001 25.00 100.40 10.15 1
10.85 % 2001 25.00 100.40 10.15 1
10.85 % 2001 25.00 100.40 10.15 1
10.85 % 2001 20.00 100.40 10.15 1
11.75 % 2001 25.00 101.10 10.10 1
11.75 % 2001 25.00 101.10 10.10 1
11.75 % 2001 25.00 101.10 10.10 1
11.47 % 2001 5.00 101.00 10.05 1
11.15 % 2002 10.00 101.26 10.05 1
11.15 % 2002 25.00 101.26 10.10 1
11.10 % 2003 20.00 101.30 10.15 1
11.10 % 2003 20.00 101.30 10.15 1
12.50 % 2004 25.00 105.38 10.25 1
12.50 % 2004 25.00 105.38 10.25 1
12.50 % 2004 25.00 105.38 10.25 1
12.50 % 2004 25.00 105.38 10.25 1
9.90 % 2005 20.00 97.25 10.40 1
11.19 % 2005 5.00 101.90 10.40 1
12.32 % 2011 25.00 104.48 10.25 1
12.32 % 2011 25.00 104.48 10.25 1
12.32 % 2011 25.00 104.48 10.25 1
12.32 % 2011 25.00 104.48 10.25 1
12.32 % 2011 25.00 104.48 10.25 1
Total 515.00
B. Treasury Bills
(i) 14 Day Bills (Maturity-wise)
(DD/MM/YYYY)
NIL
(ii) 91 Day Bills (Maturity-wise)
(DD/MM/YYYY)
NIL
(iii) 182 Day Bills (Maturity-wise)
(DD/MM/YYYY)
NIL
(iv) 364 Day Bills (Maturity-wise)
(DD/MM/YYYY)
15/06/2001 27.00 94.2102 10.15 1
15/06/2001 27.00 94.2102 10.15 1
15/06/2001 27.00 94.2102 10.15 1
15/06/2001 27.00 94.2102 10.15 1
04/10/2001 25.00 91.4870 10.10 1
04/10/2001 25.00 91.4870 10.10 1
04/10/2001 17.00 91.4870 10.10 1
Total 175.00
* Relate to the first leg of Repos
# YTM(indicative) will depend upon assumed rate of inflation
Date : 06 November 2000
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