(Amount in Rs. crore)

For the Week Ended October 1, 1999

For the Week Ended October 8, 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

1

10.5712

—

0.25

10.8271

—

2000-01

378

8.8876

12.0604

160

10.4988

10.7883

2001-02

398

10.5721

13.5226

245

10.6003

13.5253

2002-03 $

373

10.6751

11.7896

220

10.7115

10.8441

2003-04

477

10.8091

11.1926

293

10.8189

11.0338

2004-05

596

10.8827

11.7635

450

10.9433

11.7762

2005-08

1,086

10.9948

11.9820

505

11.0291

11.5813

2008-09

277

11.3960

11.4569

185

11.4178

11.4566

Beyond 2009

3,096

11.4443

11.9967

2,466

11.5129

12.0230

2.

State Government Securities

17

11.0971

12.5986

10

11.5491

12.1812

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

112

7.6778

9.9763

72

7.9733

9.4665

(b) 15 - 91 Days

234

8.6265

10.1721

91

8.8754

10.2225

(c) 92 - 182 Days

123

9.8230

10.1919

99

9.8729

10.4712

(d) 183 - 364 Days

87

10.0525

10.3715

65

10.1222

10.4713

II.

RBI* : Sales

30

: Purchases

—

—

III.

Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

1,178

8.80

(1)

10.50

(14)

1,767

9.90

(1)

12.05

(15)

2.

14 Day Treasury Bills

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

—

—

—

4.

182 Day Treasury Bills

75

8.95

(1)

10.60

(3)

47

10.30

(1)

12.05

(1)

5.

364 Day Treasury Bills

180

9.00

(1)

9.90

(11)

224

10.40

(1)

11.50

(4)

IV.

RBI : Repo £

—

—

—

—

—

—

: Reverse Repo £

816

8.00

—

811

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

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