(Amount in Rs. crore)

For the Week Ended October 22, 1999

For the Week Ended October 29, 1999

Items

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

1999-2000

48

10.6561

10.7181

44

10.4801

10.6058

2000-01

262

10.4122

10.6504

648

10.2424

10.6578

2001-02

230

10.5486

10.7622

620

10.5076

13.5307

2002-03 $

46

10.5380

10.8693

340

10.6870

10.7565

2003-04

237

10.4747

11.0163

333

10.6510

10.9434

2004-05

180

10.9405

11.0323

550

10.9078

10.9719

2005-08

760

11.0443

11.3845

1,454

11.0308

12.1912

2008-09

20

11.4311

11.6742

70

11.4087

11.4326

Beyond 2009

1942

11.4577

12.3937

3,337

11.2644

12.0176

2.

State Government Securities

14

11.8068

11.8944

57

10.5033

11.9254

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

62

8.4742

10.4710

142

7.2283

9.9726

(b) 15 - 91 Days

260

8.9753

10.7206

194

8.9751

10.2213

(c) 92 - 182 Days

850

9.9226

10.9699

30

9.2247

10.3216

(d) 183 - 364 Days

1,215

10.1221

10.3217

124

10.0225

10.4213

II. RBI* : Sales

—

10

: Purchases

2,141

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

1,565 **

8.10 (1)

12.20

(31)

700

8.00

(1)

10.90

(14)

2.

14 Day Treasury Bills

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

—

—

—

4.

182 Day Treasury Bills

—

—

—

10

9.20

(1)

—

5.

364 Day Treasury Bills

45

8.50 (1)

10.00

(3)

5

9.90

(1)

—

IV. RBI : Repo £

186

6.00

—

—

: Reverse Repo

493

8.00

330

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.

** : The Repo figure was corrected to Rs. 1,565 cr. in place of Rs. 1,520 cr.

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 1999 Weekly Statistical Supplement is Rs. 250.00 (inclusive of postage) in India and US $50 abroad, inclusive of postage by air mail. Price per copy is Rs. 5.00.

Registration No. RN. 43801/86

Printed and Published by Charan Singh for the Reserve Bank of India, Mumbai - 400 001. at Karnatak Orion Press, 17/18 Prospect Chambers Annexe, Dr. D.N. Road, Fort, Mumbai-400 001.

REGISTERED NO.
MH/BY-SOUTH-757