(Amount in Rs. crore)

For the Week Ended December 17, 1999

For the Week Ended December 24, 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

257

7.9996

9.9438

71

9.2554

9.4864

2000-01

447

9.1821

10.2625

591

9.5188

10.3519

2001-02

468

10.2763

10.4820

537

10.2620

10.3124

2002-03 $

201

10.3574

10.5775

244

10.3716

10.8073

2003-04

145

10.4716

10.7625

271

10.4795

10.7505

2004-05

210

10.7192

10.7801

603

10.6885

10.8211

2005-08

521

10.8353

11.1839

723

10.6192

11.6590

2008-09

60

11.2489

11.2778

241

10.6842

11.3627

Beyond 2009

2,282

11.1040

11.8754

3,932

9.9625

11.8298

2.

State Government Securities

11

10.9052

11.7513

45

11.3418

11.7500

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

107

6.5841

8.2247

279

5.3896

8.4760

(b) 15 - 91 Days

338

6.9806

9.7234

407

7.0805

9.2248

(c) 92 - 182 Days

6

8.8755

9.2245

34

9.2247

9.8728

(d) 183 - 364 Days

120

9.5239

10.1122

161

9.7034

10.1123

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

1,747

5.25

(1)

10.00

(47)

1,802

7.80

(1)

10.00

(31)

2.

14 Day Treasury Bills

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

—

—

—

4.

182 Day Treasury Bills

15

7.85

(3)

—

165

7.90

(6)

8.75

(12)

5.

364 Day Treasury Bills

268

6.60

(1)

10.00

(32)

625

7.80

(1)

9.50

(27)

IV.

RBI : Repo £

250

6.00

—

—

: Reverse Repo

1,059

8.00

1,268

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 2000 Weekly Statistical Supplement is Rs. 400.00 (inclusive of postage) in India and US $80 abroad, inclusive of postage by air mail. Price per copy is Rs. 8.00.

Registration No. RN. 43801/86

Printed and Published by Charan Singh for the Reserve Bank of India, Mumbai - 400 001.
at Rajesh Printouch, 119, Bora Bazar, Fort, Mumbai-400 001.

REGISTERED NO.

MH/BY-SOUTH-757