(Amount in Rs. crore)

For the Week Ended October 15, 1999

For the Week Ended October 22, 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

3

10.2346

10.3512

48

10.6561

10.7181

2000-01

249

10.1980

10.6649

262

10.4122

10.6504

2001-02

75

10.5160

10.7276

230

10.5486

10.7622

2002-03 $

200

10.7035

10.8286

46

10.5380

10.8693

2003-04

435

10.8101

11.0406

237

10.4747

11.0163

2004-05

370

10.9274

11.0289

180

10.9405

11.0323

2005-08

2,215

10.9846

11.3728

760

11.0443

11.3845

2008-09

176

10.8807

11.4636

20

11.4311

11.6742

Beyond 2009

3,139

11.4533

12.0439

1,942

11.4577

12.3937

2.

State Government Securities

15

11.3848

11.8955

14

11.8068

11.8944

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

45

8.4788

10.9712

62

8.4742

10.4710

(b) 15 - 91 Days

213

9.2250

10.9200

260

8.9753

10.7206

(c) 92 - 182 Days

80

9.9725

10.8702

850

9.9226

10.9699

(d) 183 - 364 Days

30

10.1720

10.2219

1,215

10.1221

10.3217

II. RBI* : Sales

44

—

: Purchases

—

2,141

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

909

9.50

(1)

15.25

(14)

1,520

8.10

(1)

12.20

(31)

2.

14 Day Treasury Bills

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

—

—

—

4.

182 Day Treasury Bills

50

11.20

(1)

—

—

—

—

5.

364 Day Treasury Bills

56

11.20

(1)

12.25

(2)

45

8.50

(1)

10.00

(3)

IV.

RBI : Repo £

—

—

—

186

6.00

: Reverse Repo £

949

8.00

—

493

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