(Amount in Rs. crore)

For the Week Ended September 3, 1999

For the Week Ended September 10, 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

62

9.5389

10.4431

25

9.0489

11.0783

2000-01

460

10.0971

13.9248

216

10.0859

10.7413

2001-02

417

10.4459

13.9955

701

10.6050

10.8952

2002-03 $

319

10.6142

13.6532

485

10.7181

10.8906

2003-04

791

10.7092

13.7988

544

10.8624

11.1105

2004-05

232

10.9468

13.3459

245

11.0100

11.1205

2005-08

200

11.0511

13.5750

292

11.1305

11.4613

2008-09

30

11.5011

11.5029

2

11.5152

11.9931

Beyond 2009

2,054

11.4689

14.1466

776

11.4852

12.0483

2.

State Government Securities

14

11.4997

12.4965

126

11.7504

12.5709

3.

14 Day Treasury Bills

—

—

—

5

9.9738

9.9738

4.

91 Day Treasury Bills

112

7.4790

9.4737

137

4.9882

10.4711

5.

182 Day Treasury Bills

82

8.9753

10.1721

110

8.9755

10.5711

6.

364 Day Treasury Bills

393

8.4754

10.3715

534

9.3245

10.7206

II. RBI* : Sales

42

1

: Purchases

—

—

III.

Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

859

8.50 (1)

10.75

(17)

1,082

8.00

(1)

11.25

(18)

2.

14 Day Treasury Bills

—

—

—

—

—

—

3.

91 Day Treasury Bills

—

—

—

—

—

—

4.

182 Day Treasury Bills

55

10.00 (1)

—

64

7.70

(1)

11.10

(5)

5.

364 Day Treasury Bills

102

9.00 (1)

10.10

(13)

16

9.90

(1)

—

IV.

RBI : Repo #

—

—

—

—

—

—

: Reverse Repo #

1,889

8.00

—

1,828

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