(Amount in Rs. crore)

For the Week Ended September 17, 1999

For the Week Ended September 24, 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

9.9689

10.4335

122

9.6250

10.6988

2000-01

234

9.5366

13.3279

326

10.1687

10.5069

2001-02

165

10.6359

10.7376

374

10.5650

10.8837

2002-03 $

305

10.7575

12.9526

532

10.6887

10.7723

2003-04

310

10.8386

12.8941

315

10.7974

12.5000

2004-05

573

10.9680

11.0741

765

10.8886

11.1918

2005-08

310

11.0856

11.4537

1,527

11.0249

11.4204

2008-09

60

11.4670

11.5049

146

11.4288

11.4756

Beyond 2009

1,162

11.5224

12.1414

3,054

11.4765

12.0030

2.

State Government Securities

78

11.7492

12.2008

52

7.9928

11.9819

3.

14 Day Treasury Bills

21

8.6056

8.6061

11

8.6061

8.6066

4.

91 Day Treasury Bills

104

8.3767

12.4616

146

7.6797

10.0723

5.

182 Day Treasury Bills

15

8.9753

10.0724

10

9.6736

9.6736

6.

364 Day Treasury Bills

317

9.9728

10.8706

283

7.9768

10.4214

II.

RBI* : Sales

13

1,104

: Purchases

—

—

III.

Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

590

9.15

(1)

12.15

(14)

1,652

7.40

(1)

11.50

(15)

2.

14 Day Treasury Bills

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

—

—

—

4.

182 Day Treasury Bills

—

—

—

30

9.00

(5)

—

5.

364 Day Treasury Bills

6

11.50

(4)

—

145

7.60

(1)

10.60

(14)

IV.

RBI : Repo £

—

—

—

—

—

—

: Reverse Repo £

1,500

8.00

—

462

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