(Amount in Rs. crore)

For the Week Ended November 12, 1999

For the Week Ended November 19, 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

69

9.2807

10.2422

120

9.8277

10.6587

2000-01

256

9.9227

10.4376

242

10.1327

10.3811

2001-02

175

10.4247

10.4492

351

10.4336

11.6401

2002-03 $

260

10.5432

10.6032

391

10.5213

10.5702

2003-04

310

10.6606

11.7148

370

10.6599

12.6332

2004-05

425

10.8481

10.9026

475

10.8127

10.8588

2005-08

701

10.9068

11.3467

1,604

10.9394

11.3276

2008-09

95

11.3494

11.3786

275

11.3102

11.3722

Beyond 2009

2,978

11.4318

11.9824

10,371

11.3687

12.5794

2.

State Government Securities

17

11.4197

11.7397

104

10.9851

11.8203

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

84

7.7275

8.5762

184

7.4799

9.2276

(b) 15 - 91 Days

132

5.9838

9.5736

217

7.9783

9.5735

(c) 92 - 182 Days

38

9.5737

9.9725

35

9.6235

9.9727

(d) 183 - 364 Days

115

10.0255

10.2917

315

8.9753

10.2918

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

1,019

8.00

(1)

10.40

(14)

1,819

7.65

(1)

9.00

(16)

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

158

8.20

(1)

8.65

(14)

154

8.00

(1)

8.35

(4)

IV.

RBI : Repo £

—

—

—

—

: Reverse Repo

119

8.00

137

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