(Amount in Rs. crore)

For the Week Ended September 24, 1999

For the Week Ended October 1, 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

122

9.6250

10.6988

1

10.5712

—

2000-01

326

10.1687

10.5069

378

8.8876

12.0604

2001-02

374

10.5650

10.8837

398

10.5721

13.5226

2002-03 $

532

10.6887

10.7723

373

10.6751

11.7896

2003-04

315

10.7974

12.5000

477

10.8091

11.1926

2004-05

765

10.8886

11.1918

596

10.8827

11.7635

2005-08

1,527

11.0249

11.4204

1,086

10.9948

11.9820

2008-09

146

11.4288

11.4756

277

11.3960

11.4569

Beyond 2009

3,054

11.4765

12.0030

3,096

11.4443

11.9967

2.

State Government Securities

52

7.9928

11.9819

17

11.0971

12.5986

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

43

7.6797

9.7229

112

7.6778

9.9763

(b) 15 - 91 Days

220

8.4279

10.4214

234

8.6265

10.1721

(c) 92 - 182 Days

45

9.9726

10.2220

123

9.8230

10.1919

(d) 183 - 364 Days

141

9.9725

10.3715

87

10.0525

10.3715

II. RBI* : Sales

1,104

30

: Purchases

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

1,652

7.40

(1)

11.50

(15)

1,178

8.80

(1)

10.50

(14)

2.

14 Day Treasury Bills

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

—

—

—

4.

182 Day Treasury Bills

30

9.00

(5)

—

75

8.95

(1)

10.60

(3)

5.

364 Day Treasury Bills

145

7.60

(1)

10.60

(14)

180

9.00

(1)

9.90

(11)

IV.

RBI : Repo £

—

—

—

—

—

—

: Reverse Repo £

462

8.00

—

816

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.

REGISTERED NO.

at Karnatak Orion Press, 17/18 Prospect Chambers Annexe, Dr. D.N. Road, Fort, Mumbai-400 001.

MH/BY-SOUTH-757