(Amount in Rs. crore)

For the Week Ended October 8, 1999

For the Week Ended October 15, 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

0.25

10.8271

—

3

10.2346

10.3512

2000-01

160

10.4988

10.7883

249

10.1980

10.6649

2001-02

245

10.6003

13.5253

75

10.5160

10.7276

2002-03 $

220

10.7115

10.8441

200

10.7035

10.8286

2003-04

293

10.8189

11.0338

435

10.8101

11.0406

2004-05

450

10.9433

11.7762

370

10.9274

11.0289

2005-08

505

11.0291

11.5813

2,215

10.9846

11.3728

2008-09

185

11.4178

11.4566

176

10.8807

11.4636

Beyond 2009

2,466

11.5129

12.0230

3,139

11.4533

12.0439

2.

State Government Securities

10

11.5491

12.1812

15

11.3848

11.8955

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

72

7.9733

9.4665

45

8.4788

10.9712

(b) 15 - 91 Days

91

8.8754

10.2225

213

9.2250

10.9200

(c) 92 - 182 Days

99

9.8729

10.4712

80

9.9725

10.8702

(d) 183 - 364 Days

65

10.1222

10.4713

30

10.1720

10.2219

II.

RBI* : Sales

3

44

: Purchases

—

—

III.

Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

1,767

9.90

(1)

12.05

(15)

909

9.50

(1)

15.25

(14)

2.

14 Day Treasury Bills

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

—

—

—

4.

182 Day Treasury Bills

47

10.30

(1)

12.05

(1)

50

11.20

(1)

—

5.

364 Day Treasury Bills

224

10.40

(1)

11.50

(4)

56

11.20

(1)

12.25

(2)

IV.

RBI : Repo £

—

—

—

—

—

—

: Reverse Repo £

811

8.00

—

949

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