(Amount in Rs. crore)

For the Week Ended October 29, 1999

For the Week Ended November 5, 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

44

10.4801

10.6058

25

9.8250

10.5606

2000-01

648

10.2424

10.6578

807

10.1210

14.4777

2001-02

620

10.5076

13.5307

743

10.4191

12.1273

2002-03 $

340

10.6870

10.7565

746

10.5731

12.3285

2003-04

333

10.6510

10.9434

495

10.6047

12.5466

2004-05

550

10.9078

10.9719

500

10.8702

10.9231

2005-08

1,454

11.0308

12.1912

1,754

10.9666

12.7479

2008-09

70

11.4087

11.4326

179

10.4949

11.4659

Beyond 2009

3,337

11.2644

12.0176

3,550

11.4886

12.9801

2.

State Government Securities

57

10.5033

11.9254

49

11.1392

12.4987

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

142

7.2283

9.9726

111

7.7273

8.9930

(b) 15 - 91 Days

194

8.9751

10.2213

121

7.9588

9.7233

(c) 92 - 182 Days

30

9.2247

10.3216

166

9.2246

10.1722

(d) 183 - 364 Days

124

10.0225

10.4213

466

9.7232

10.3216

II. RBI* : Sales

10

—

: Purchases

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

700

8.00

(1)

10.90

(14)

2,192

8.00

(1)

9.00

(7)

2.

14 Day Treasury Bills

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

—

—

—

4.

182 Day Treasury Bills

10

9.20

(1)

—

—

—

—

5.

364 Day Treasury Bills

5

9.90

(1)

—

232

8.15

(1)

8.75

(6)

IV.

RBI : Repo £

—

—

—

—

—

: Reverse Repo

330

8.00

—

188

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-00 001.

MH/BY-SOUTH-757