(Amount in Rs. crore)

For the Week Ended December 3, 1999

For the Week Ended December 10, 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

100

8.6202

10.2121

323

8.7489

9.9784

2000-01

951

8.7406

10.5588

765

9.2667

10.2987

2001-02

594

10.2591

10.4942

699

10.0533

10.4693

2002-03 $

550

10.3984

10.6685

675

10.1886

10.4803

2003-04

741

10.3673

10.8265

950

10.3445

10.7938

2004-05

730

10.5047

10.8559

655

10.5227

10.8143

2005-08

1,297

10.7850

11.2783

843

10.4334

11.2475

2008-09

276

11.1737

11.2932

110

11.0089

11.3159

Beyond 2009

7,052

11.1535

11.8400

6,864

11.1009

11.8118

2.

State Government Securities

172

11.4276

11.7534

21

11.2453

11.6234

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

187

5.9706

8.9770

206

7.1807

8.4832

(b) 15 - 91 Days

414

7.9785

9.5237

382

6.6327

9.1749

(c) 92 - 182 Days

15

9.2247

9.4741

114

8.9228

9.6535

(d) 183 - 364 Days

556

9.6735

10.2718

824

9.2246

10.2020

II.

RBI* : Sales

0.35

—

: Purchases

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

2,478

4.95

(1)

8.70

(14)

959

7.80

(1)

9.00

(14)

2.

14 Day Treasury Bills

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

—

—

—

4.

182 Day Treasury Bills

—

—

—

15

7.90

(1)

—

5.

364 Day Treasury Bills

150

6.50

(1)

8.00

(4)

295

7.85

(1)

8.45

(14)

IV.

RBI : Repo £

4,752

6.00

—

6.00

: Reverse Repo

282

8.00

860

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.

REGISTERED NO.

at Karnatak Orion Press, 17/18 Prospect Chambers Annexe, Dr. D.N. Road, Fort, Mumbai-400 001.

MH/BY-SOUTH-757