(Amount in Rs. crore)

For the Week Ended August 27, 1999

For the Week Ended September 3, 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

107

9.5806

10.6566

62

9.5389

10.4431

2000-01

464

9.9064

10.5241

460

10.0971

13.9248

2001-02

185

10.3996

10.5990

417

10.4459

13.9955

2002-03 $

943

10.5689

10.6935

319

10.6142

13.6532

2003-04

851

10.7095

10.9890

791

10.7092

13.7988

2004-05

421

10.9175

10.9876

232

10.9468

13.3459

2005-08

1,053

11.0477

11.4276

200

11.0511

13.5750

2008-09

203

11.3037

11.5145

30

11.5011

11.5029

Beyond 2009

2,531

11.4575

12.2333

2,054

11.4689

14.1466

2.

State Government Securities

361

11.4696

11.8771

14

11.4997

12.4965

3.

14 Day Treasury Bills

27

8.2284

12.4616

—

—

—

4.

91 Day Treasury Bills

111

8.3052

9.4242

112

7.4790

9.4737

5.

182 Day Treasury Bills

26

9.3245

9.9327

82

8.9753

10.1721

6.

364 Day Treasury Bills

1,201

4.9889

10.3117

393

8.4754

10.3715

II. RBI* : Sales

2,280

42

: Purchases

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

1,167

5.50 (1)

10.15

(18)

859

8.50

(1)

10.75

(17)

2.

14 Day Treasury Bills

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

—

—

—

4.

182 Day Treasury Bills

96

7.10 (1)

8.75

(10)

55

10.00

(1)

—

5.

364 Day Treasury Bills

134

8.00 (1)

10.10

(10)

102

9.00

(1)

10.10

(13)

IV.

RBI: Repo #

—

—

—

—

—

—

: Reverse Repo #

1,041

8.00

—

1,889

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.

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.

Registration No. RN. 43801/86
REGISTERED NO.
MH/BY-SOUTH-757