(Amount in Rs. crore)

For the Week Ended November 26, 1999

For the Week Ended December 3, 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

13

8.7465

10.2958

100

8.6202

10.2121

2000-01

263

9.5159

10.5306

951

8.7406

10.5588

2001-02

117

10.1689

10.4920

594

10.2591

10.4942

2002-03 $

377

10.4283

10.6247

550

10.3984

10.6685

2003-04

367

10.6693

11.1505

741

10.3673

10.8265

2004-05

615

10.8060

10.8956

730

10.5047

10.8559

2005-08

1,006

10.9103

12.3559

1,297

10.7850

11.2783

2008-09

149

11.2553

11.4173

276

11.1737

11.2932

Beyond 2009

5,802

10.9241

12.2132

7,052

11.1535

11.8400

2.

State Government Securities

58

10.8601

12.8578

172

11.4276

11.7534

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

206

7.6301

9.9791

187

5.9706

8.9770

(b) 15 - 91 Days

171

8.3482

9.6233

414

7.9785

9.5237

(c) 92 - 182 Days

7

9.8232

9.9726

15

9.2247

9.4741

(d) 183 - 364 Days

52

8.9753

10.2717

556

9.6735

10.2718

II. RBI* : Sales

—

0.35

: Purchases

—

—

III. Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

634

8.00

(1)

9.10

(14)

2,478

4.95

(1)

8.70

(14)

2.

14 Day Treasury Bills

—

—

—

—

—

—

3.

91 Day Treasury Bills

10

8.00

(8)

—

—

—

—

4.

182 Day Treasury Bills

—

—

—

—

—

—

5.

364 Day Treasury Bills

10

8.00

(8)

—

150

6.50

(1)

8.00

(4)

IV. RBI : Repo £

—

—

4,752

6.00

: Reverse Repo

206

8.00

282

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-400 001.

MH/BY-SOUTH-757