(Amount in Rs. crore)

For the Week Ended December 10, 1999

For the Week Ended December 17, 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

323

8.7489

9.9784

257

7.9996

9.9438

2000-01

765

9.2667

10.2987

447

9.1821

10.2625

2001-02

699

10.0533

10.4693

468

10.2763

10.4820

2002-03 $

675

10.1886

10.4803

201

10.3574

10.5775

2003-04

950

10.3445

10.7938

145

10.4716

10.7625

2004-05

655

10.5227

10.8143

210

10.7192

10.7801

2005-08

843

10.4334

11.2475

521

10.8353

11.1839

2008-09

110

11.0089

11.3159

60

11.2489

11.2778

Beyond 2009

6,864

11.1009

11.8118

2,282

11.1040

11.8754

2.

State Government Securities

21

11.2453

11.6234

11

10.9052

11.7513

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

206

7.1807

8.4832

107

6.5841

8.2247

(b) 15 - 91 Days

382

6.6327

9.1749

338

6.9806

9.7234

(c) 92 - 182 Days

114

8.9228

9.6535

6

8.8755

9.2245

(d) 183 - 364 Days

824

9.2246

10.2020

120

9.5239

10.1122

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

959

7.80

(1)

9.00

(14)

1,747

5.25

(1)

10.00

(47)

2.

14 Day Treasury Bills

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

—

—

—

4.

182 Day Treasury Bills

15

7.90

(1)

—

15

7.85

(3)

—

5.

364 Day Treasury Bills

295

7.85

(1)

8.45

(14)

268

6.60

(1)

10.00

(32)

IV.

RBI : Repo £

—

6.00

250

6.00

: Reverse Repo

860

8.00

1,059

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