(Amount in Rs. crore)

For the Week Ended December 31, 1999

For the Week Ended January 7, 2000

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

35

9.2548

9.3285

57

8.6097

9.0178

2000-01

316

9.0665

10.1445

212

9.0985

10.3241

2001-02

191

10.1667

10.4160

165

10.1092

10.3359

2002-03 $

242

10.3034

10.5348

260

10.2841

10.4434

2003-04

331

10.4671

10.6993

323

10.3885

10.9425

2004-05

482

10.6485

10.8119

553

10.5713

10.9624

2005-08

457

10.7485

11.3568

761

10.6731

11.1933

2008-09

245

11.0854

11.2239

120

11.0501

11.2407

Beyond 2009

2,623

9.9647

11.8937

4,548

11.0493

11.6855

2.

State Government Securities

109

10.6474

11.5313

39

11.1064

11.6414

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

174

7.7293

8.5774

332

6.7299

8.4764

(b) 15 - 91 Days

231

7.8784

9.2744

473

8.0775

9.0950

(c) 92 - 182 Days

79

9.0752

9.6734

98

8.9755

9.7930

(d) 183 - 364 Days

399

9.2246

10.1722

266

8.9753

10.0923

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

2,312

6.50

(1)

9.65

(30)

781

7.85

(1)

8.65

(12)

2.

14 Day Treasury Bills

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

—

—

—

4.

182 Day Treasury Bills

—

—

—

—

—

—

5.

364 Day Treasury Bills

419

7.50

(1)

8.10

(6)

85

7.90

(1)

8.50

(14)

IV.

RBI : Repo £

1,265

6.00

—

—

: Reverse Repo

103

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.

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