(Rs. crore)

For the Week Ended March 19, 1999

For the Week Ended March 26, 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

1998-99

-

-

-

-

-

-

1999-00

528

8.8927

12.8645

313

9.3665

11.9319

2000-01

305

10.5589

11.2171

413

10.4659

11.0762

2001-02

989

10.6191

11.2483

633

10.8821

11.1797

2002-03 $

418

11.2082

11.3835

444

11.1884

11.4171

2003-04

30

11.3784

11.4777

460

11.3556

11.6664

2004-07

596

11.4692

11.8430

898

11.4923

11.9660

2007-08

50

11.8611

11.9442

85

11.8230

12.0508

Beyond 2008

245

11.9175

12.4975

389

11.8984

12.3284

2.

State Government Securities

15

11.9644

12.7133

34

9.0943

12.5222

3.

14 Day Treasury Bills

26

6.9809

10.9597

107

5.9820

8.1792

4.

91 Day Treasury Bills

240

6.9826

10.9597

59

7.3311

8.9257

5.

364 Day Treasury Bills

536

7.9781

10.0724

327

6.2308

10.1222

II.

RBI * : Sales

76

345

: Purchases

-

-

III.

Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

1,557

7.75 (1)

11.20

(19)

1,288

6.75

(1)

10.25

(14)

2.

14 Day Treasury Bills

-

-

-

-

-

-

3.

91 Day Treasury Bills

70

8.55 (1)

9.10

(14)

-

-

-

4.

364 Day Treasury Bills

45

7.75 (3)

10.35

(14)

130

6.85

(1)

8.75

(4)

IV.

RBI : Repo £

-

-

-

170

6.00

-

: Reverse Repo £

271

8.00

-

379

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