(Amount in Rs. crore)

For the Week Ended November 19, 1999 For the Week Ended November 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

1999-2000

120

9.8277

10.6587

13

8.7465

10.2958

2000-01

242

10.1327

10.3811

263

9.5159

10.5306

2001-02

351

10.4336

11.6401

117

10.1689

10.4920

2002-03 $

391

10.5213

10.5702

377

10.4283

10.6247

2003-04

370

10.6599

12.6332

367

10.6693

11.1505

2004-05

475

10.8127

10.8588

615

10.8060

10.8956

2005-08

1,604

10.9394

11.3276

1,006

10.9103

12.3559

2008-09

275

11.3102

11.3722

149

11.2553

11.4173

Beyond 2009

10,371

11.3687

12.5794

5,802

10.9241

12.2132

2.

State Government Securities

104

10.9851

11.8203

58

10.8601

12.8578

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

184

7.4799

9.2276

206

7.6301

9.9791

(b) 15 - 91 Days

217

7.9783

9.5735

171

8.3482

9.6233

(c) 92 - 182 Days

35

9.6235

9.9727

7

9.8232

9.9726

(d) 183 - 364 Days

315

8.9753

10.2918

52

8.9753

10.2717

II. RBI$ : Sales

3,510

—

: Purchases

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

1,819

7.65 (1)

9.00

(16)

634

8.00

(1)

9.10

(14)

2.

14 Day Treasury Bills

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

10

8.00

(8)

—

4.

182 Day Treasury Bills

—

—

—

—

—

—

5.

364 Day Treasury Bills

154

8.00 (1)

8.35

(4)

10

8.00

(8)

—

IV. RBI : Repo £

—

—

—

—

: Reverse Repo

137

8.00

206

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

REGISTERED NO.
MH/BY-SOUTH-757