(Amount in Rs. crore)

For the Week Ended November 5, 1999

For the Week Ended November 12, 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

25

9.8250

10.5606

69

9.2807

10.2422

2000-01

807

10.1210

14.4777

256

9.9227

10.4376

2001-02

743

10.4191

12.1273

175

10.4247

10.4492

2002-03 $

746

10.5731

12.3285

260

10.5432

10.6032

2003-04

495

10.6047

12.5466

310

10.6606

11.7148

2004-05

500

10.8702

10.9231

425

10.8481

10.9026

2005-08

1,754

10.9666

12.7479

701

10.9068

11.3467

2008-09

179

10.4949

11.4659

95

11.3494

11.3786

Beyond 2009

3,550

11.4886

12.9801

2,978

11.4318

11.9824

2.

State Government Securities

49

11.1392

12.4987

17

11.4197

11.7397

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

111

7.7273

8.9930

84

7.7275

8.5762

(b) 15 - 91 Days

121

7.9588

9.7233

132

5.9838

9.5736

(c) 92 - 182 Days

166

9.2246

10.1722

38

9.5737

9.9725

(d) 183 - 364 Days

466

9.7232

10.3216

115

10.0255

10.2917

II. RBI* : Sales

—

—

: Purchases

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

2,192

8.00

(1)

9.00

(7)

1,019

8.00

(1)

10.40

(14)

2.

14 Day Treasury Bills

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

25

8.65

(14)

—

4.

182 Day Treasury Bills

—

—

—

20

8.55

(14)

—

5.

364 Day Treasury Bills

232

8.15

(1)

8.75

(6)

158

8.20

(1)

8.65

(14)

IV.

RBI : Repo £

—

—

—

—

: Reverse Repo

188

8.00

119

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