(Amount in Rs. crore)

For the Week Ended August 6, 1999

For the Week Ended August 13, 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

460

9.2540

10.2869

90

9.4033

10.1752

2000-01

1,053

9.5058

10.5585

578

9.4232

10.6230

2001-02

748

10.2100

10.8667

326

10.1998

10.6252

2002-03 $

458

10.4575

11.0059

565

10.5264

10.8298

2003-04

1,222

10.6354

11.6985

1,356

10.7014

11.1327

2004-05

1,599

10.8369

11.6673

615

10.8620

11.1014

2005-08

1,152

11.0635

11.5418

846

10.9974

11.5822

2008-09

357

11.3470

11.6366

193

11.2702

11.5502

Beyond 2009

9,298

11.4122

12.3203

4,434

11.4155

12.4556

2.

State Government Securities

34

11.3987

12.2420

3

11.7362

12.2423

3.

14 Day Treasury Bills

152

6.4850

8.2274

130

7.9803

13.0864

4.

91 Day Treasury Bills

179

7.8280

9.0250

78

8.4762

9.3752

5.

182 Day Treasury Bills

35

8.9753

9.6734

21

8.7758

9.6235

6.

364 Day Treasury Bills

1,414

8.0775

10.2219

347

8.2766

10.4724

II. RBI* : Sales

2,988

502

: Purchases

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

1,115

8.10 (1)

10.20

(97)

1,557

7.75

(1)

28.00

(18)

2.

14 Day Treasury Bills

—

—

—

—

—

—

3.

91 Day Treasury Bills

5

8.00 (14)

—

—

—

—

4.

182 Day Treasury Bills

—

—

—

—

—

—

5.

364 Day Treasury Bills

—

—

—

60

25.00

(1)

—

IV.

RBI : Repo #

45

6.00

—

—

—

—

: Reverse Repo #

764

8.00

—

2,191

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