(Amount in Rs. crore)

For the Week Ended June 18, 1999

For the Week Ended June 25, 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

51

9.7894

10.4339

60

10.1230

10.3316

2000-01

243

10.2410

12.6788

807

10.2845

11.1518

2001-02

398

10.7361

11.7289

421

10.8365

11.9967

2002-03 $

239

10.8536

11.0907

320

10.7578

11.1298

2003-04

220

11.1190

11.3643

527

11.0750

11.3061

2004-05

415

10.8949

11.3300

974

11.1531

11.3182

2005-08

578

11.3128

11.6591

570

11.3061

11.6632

2008-09

31

11.3507

11.6934

32

11.5809

11.7515

Beyond 2009

2,085

11.6953

12.4157

1,319

11.7331

12.4175

2.

State Government Securities

49

11.9384

12.4919

21

12.0314

13.7440

3.

14 Day Treasury Bills

162

6.9806

8.7262

97

7.4787

8.9732

4.

91 Day Treasury Bills

85

8.1272

8.9756

69

6.9803

9.1249

5.

182 Day Treasury Bills

—

—

—

51

9.9526

10.0225

6.

364 Day Treasury Bills

422

6.9733

10.3516

183

8.3772

10.3616

II. RBI* : Sales

37

—

—

39

—

—

: Purchases

—

—

—

—

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

1,319

7.10 (1)

10.35

(94)

482

8.25

(1)

9.50

(14)

2.

14 Day Treasury Bills

—

—

—

—

—

—

3.

91 Day Treasury Bills

15

8.55 (1)

8.55

(1)

—

—

—

4.

182 Day Treasury Bills

—

—

—

—

—

—

5.

364 Day Treasury Bills

14

8.55 (1)

8.55

(1)

—

—

—

IV. RBI : Repo #

—

—

—

—

—

—

: Reverse Repo #

555

8.00

—

339

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