(Rs. crore)

For the Week Ended March 26, 1999      

For the Week Ended April 2, 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

1999-00

313

9.3665

11.9319

67

7.3876

10.5059

2000-01

413

10.4659

11.0762

612

10.1331

12.0781

2001-02

633

10.8821

11.1797

612

10.6526

11.1635

2002-03 $

444

11.1884

11.4171

136

11.0538

11.5774

2003-04

460

11.3556

11.6664

226

11.4038

11.5642

2004-05

712

11.4923

11.5902

925

11.4832

11.8234

2005-08

270

11.6151

12.0508

85

11.4595

11.9496

2008-09

128

11.8984

11.9939

129

11.7129

12.1299

Beyond 2009

261

11.9963

12.3284

220

11.9970

12.4981

2.

State Government Securities

34

9.0943

12.5222

46

11.4330

12.6335

3.

14 Day Treasury Bills

107

5.9820

8.1792

14

7.2296

7.9775

4.

91 Day Treasury Bills

59

7.3311

8.9257

65

7.4789

8.9754

5.

364 Day Treasury Bills

327

6.2308

10.1222

836

7.9775

10.2718

II.

RBI * : Sales

345

961

: Purchases

—

—

III.

Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

1,288

6.75 (1)

10.25 (14)

1,479

9.00

(3)

16.50

(14)

2.

14 Day Treasury Bills

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

—

—

—

4.

364 Day Treasury Bills

130

6.85 (1)

8.75 (4)

102

10.50

(3)

12.10

(10)

IV.

RBI: Repo £

170

6.00

—

1,169

6.00

—

:Reverse Repo £

379

8.00

—

1,537

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.

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
REGISTERED NO.
MH/BY-SOUTH-757

Printed and Published by Charan Singh for the Reserve Bank of India,
Mumbai - 400001. at Karnatak Orion Press, 17/18 Prospect Chambers Annexe,
Dr. D.N. Road, Fort, Mumbai-400 001.