(Amount in Rs. crore)

For the Week Ended December 24, 1999

For the Week Ended December 31, 1999

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

1999-2000

71

9.2554

9.4864

35

9.2548

9.3285

2000-01

591

9.5188

10.3519

316

9.0665

10.1445

2001-02

537

10.2620

10.3124

191

10.1667

10.4160

2002-03 $

244

10.3716

10.8073

242

10.3034

10.5348

2003-04

271

10.4795

10.7505

331

10.4671

10.6993

2004-05

603

10.6885

10.8211

482

10.6485

10.8119

2005-08

723

10.6192

11.6590

457

10.7485

11.3568

2008-09

241

10.6842

11.3627

245

11.0854

11.2239

Beyond 2009

3,932

9.9625

11.8298

2,623

9.9647

11.8937

2.

State Government Securities

45

11.3418

11.7500

109

10.6474

11.5313

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

279

5.3896

8.4760

174

7.7293

8.5774

(b) 15 - 91 Days

407

7.0805

9.2248

231

7.8784

9.2744

(c) 92 - 182 Days

34

9.2247

9.8728

79

9.0752

9.6734

(d) 183 - 364 Days

161

9.7034

10.1123

399

9.2246

10.1722

II.

RBI* : Sales

—

—

: Purchases

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

1,802

7.80

(1)

10.00

(31)

2,312

6.50

(1)

9.65

(30)

2.

14 Day Treasury Bills

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

—

—

—

4.

182 Day Treasury Bills

165

7.90

(6)

8.75

(12)

—

—

—

5.

364 Day Treasury Bills

625

7.80

(1)

9.50

(27)

419

7.50

(1)

8.10

(6)

IV.

RBI : Repo £

—

—

1,265

6.00

: Reverse Repo

1,268

8.00

103

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.

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.

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