Subsidiary General Ledger Account Transactions in Government Dated Securities and Treasury Bills at RBI, Mumbai on 05 May 2000 - ربی - Reserve Bank of India

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Subsidiary General Ledger Account Transactions in Government Dated Securities and Treasury Bills at RBI, Mumbai on 05 May 2000

---------------------------------------------------------------------------
   Nomenclature                  Amount           Price *        YTM %
                                 (Face Value)     Per Rs.100   Indicative
                                 (in Rs.Crore)    nominal
---------------------------------------------------------------------------
I.  Outright Transactions
A.Government of India Dated Securities
 11.40 %  2000                      5.00          100.85           9.1350
 13.85 %  2000                     10.00          102.76           9.2862
 13.85 %  2001                      5.00          103.75           9.3239
 13.85 %  2001                     10.00          103.75           9.3239
 13.85 %  2001                      5.00          103.74           9.3355
 13.85 %  2001                      5.00          103.74           9.3355
 13.85 %  2001                     15.00          103.74           9.3355
 13.85 %  2001                      5.00          103.75           9.3239
 11.55 %  2001                      5.00          102.43           9.2630
 11.55 %  2001                     10.00          102.43           9.2630
 11.55 %  2001                      5.00          102.43           9.2630
 10.85 %  2001                     10.00          101.76           9.2801
 10.85 %  2001                      5.00          101.77           9.2714
 10.85 %  2001                     10.00          101.79           9.2542
 10.85 %  2001                     10.00          101.73           9.3060
 10.85 %  2001                     20.00          101.77           9.2714
 10.85 %  2001                     10.00          101.73           9.3060
 10.85 %  2001                     15.00          101.69           9.3405
 11.75 %  2001                      0.05          103.40           8.9087
 11.75 %  2001                      5.00          102.92           9.2971
 11.75 %  2001                      5.00          102.92           9.2971
 11.75 %  2001                     10.00          102.885          9.3255
 11.75 %  2001                      5.00          102.92           9.2971
 11.75 %  2001                      5.00          102.95           9.2727
 11.75 %  2001                      5.00          102.92           9.2971
 11.75 %  2001                     10.00          102.88           9.3296
 11.75 %  2001                      5.00          102.95           9.2727
 11.75 %  2001                      5.00          102.95           9.2727
 11.75 %  2001                      5.00          102.945          9.2768
 11.75 %  2001                      5.00          102.89           9.3214
 11.75 %  2001                     20.00          102.90           9.3133
 12.75 %  2002                     25.00          106.315          9.5462
 11.68 %  2002                      5.00          104.49           9.4051
 11.15 %  2002                      5.00          103.50           9.4225
 11.15 %  2002                     10.00          103.50           9.4225
 11.15 %  2002                      5.00          103.53           9.4081
 11.15 %  2002                      5.00          103.48           9.4320
 11.15 %  2002                      5.00          103.50           9.4225
 11.15 %  2002                     10.00          103.50           9.4225
 11.83 %  2003                      5.00          105.975          9.6047
 12.50 %  2004                      5.00          108.775          9.7247
 12.50 %  2004                      5.00          108.865          9.6978
 12.50 %  2004                      5.00          108.905          9.6859
 12.50 %  2004                      5.00          108.88           9.6933
 12.50 %  2004                      5.00          108.84           9.7053
 12.50 %  2004                     10.00          108.89           9.6904
 12.50 %  2004                      5.00          108.85           9.7023
 12.50 %  2004                      5.00          108.845          9.7038
 12.50 %  2004                      5.00          108.83           9.7083
 12.50 %  2004                      5.00          108.89           9.6904
 12.50 %  2004                     10.00          108.86           9.6993
 12.50 %  2004                     10.00          108.87           9.6963
 12.50 %  2004                      1.00          108.95           9.6725
 12.50 %  2004                      5.00          108.875          9.6948
 12.50 %  2004                      5.00          108.80           9.7172
 12.50 %  2004                      5.00          108.885          9.6918
 12.50 %  2004                      5.00          108.90           9.6874
 12.50 %  2004                      5.00          108.90           9.6874
 12.50 %  2004                      5.00          108.91           9.6844
 12.50 %  2004                      5.00          108.89           9.6904
 12.50 %  2004                      5.00          108.90           9.6874
 12.50 %  2004                      5.00          108.89           9.6904
 12.50 %  2004                      5.00          108.79           9.7202
 12.50 %  2004                      5.00          108.89           9.6904
 12.50 %  2004                     10.00          108.89           9.6904
 12.59 %  2004                      5.00          109.40           9.7562
 12.59 %  2004                     10.00          109.40           9.7562
 11.95 %  2004                      5.00          107.50           9.7301
 11.98 %  2004                     10.00          107.79           9.7287
 11.98 %  2004                     15.00          107.81           9.7232
 11.98 %  2004                      5.00          107.84           9.7150
 11.98 %  2004                      5.00          107.805          9.7246
 11.98 %  2004                      5.00          107.82           9.7205
 11.98 %  2004                     10.00          107.885          9.7027
 11.98 %  2004                      5.00          107.88           9.7041
 11.98 %  2004                     10.00          107.88           9.7041
 11.98 %  2004                      5.00          107.89           9.7013
 11.98 %  2004                      5.00          107.805          9.7246
 11.98 %  2004                      5.00          107.86           9.7095
 11.98 %  2004                      5.00          107.88           9.7041
 11.98 %  2004                      5.00          107.84           9.7150
 11.98 %  2004                      5.00          107.89           9.7013
 11.98 %  2004                      5.00          107.86           9.7095
 11.98 %  2004                      5.00          107.83           9.7178
 11.98 %  2004                      5.00          107.90           9.6986
 11.98 %  2004                      5.00          107.84           9.7150
 11.98 %  2004                     10.00          107.89           9.7013
  9.90 %  2005                      5.00          100.27           9.8279
  9.90 %  2005                      5.00          100.30           9.8202
  9.90 %  2005                      5.00          100.33           9.8124
  9.90 %  2005                      5.00          100.31           9.8176
  9.90 %  2005                      5.00          100.27           9.8279
  9.90 %  2005                      5.00          100.34           9.8098
  9.90 %  2005                      8.00          100.30           9.8202
  9.90 %  2005                      5.00          100.29           9.8227
  9.90 %  2005                      5.00          100.28           9.8253
  9.90 %  2005                      5.00          100.295          9.8214
  9.90 %  2005                     10.00          100.315          9.8163
  9.90 %  2005                      5.00          100.29           9.8227
  9.90 %  2005                      5.00          100.33           9.8124
  9.90 %  2005                      5.00          100.33           9.8124
  9.90 %  2005                      5.00          100.28           9.8253
  9.90 %  2005                      5.00          100.20           9.8460
  9.90 %  2005                     10.00          100.295          9.8214
  9.90 %  2005                      5.00          100.30           9.8202
  9.90 %  2005                     25.00          100.30           9.8202
  9.90 %  2005                      5.00          100.30           9.8202
  9.90 %  2005                      5.00          100.30           9.8202
  9.90 %  2005                      5.00          100.30           9.8202
  9.90 %  2005                      5.00          100.34           9.8098
  9.90 %  2005                     10.00          100.30           9.8202
  9.90 %  2005                      5.00          100.26           9.8305
  9.90 %  2005                      5.00          100.33           9.8124
  9.90 %  2005                     10.00          100.32           9.8150
  9.90 %  2005                      5.00          100.25           9.8331
  9.90 %  2005                      5.00          100.30           9.8202
  9.90 %  2005                      5.00          100.30           9.8202
  9.90 %  2005                      5.00          100.22           9.8409
  9.90 %  2005                      5.00          100.33           9.8124
  9.90 %  2005                      5.00          100.34           9.8098
  9.90 %  2005                      5.00          100.31           9.8176
  9.90 %  2005                      5.00          100.31           9.8176
  9.90 %  2005                     10.00          100.28           9.8253
  9.90 %  2005                      5.00          100.28           9.8253
  9.90 %  2005                      5.00          100.265          9.8292
 14.00 %  2005                      0.40          116.45           9.8118
 11.19 %  2005                      5.00          105.29           9.8702
 11.19 %  2005                      5.00          105.34           9.8582
 11.19 %  2005                      5.00          105.31           9.8654
 11.19 %  2005                      5.00          105.36           9.8534
 11.19 %  2005                      5.00          105.36           9.8534
 11.19 %  2005                     10.00          105.295          9.8690
 14.00 %  2005(INSTA               25.00          115.92          10.0697
 11.68 %  2006                      5.00          107.58           9.9532
 11.68 %  2006                      5.00          107.57           9.9554
 11.68 %  2006                      5.00          107.55           9.9598
 11.68 %  2006                      5.00          107.65           9.9381
 11.68 %  2006                      5.00          107.65           9.9381
 11.68 %  2006                      5.00          107.65           9.9381
 11.68 %  2006                      5.00          107.56           9.9576
 11.75 %  2006                      5.00          107.90           9.9549
 11.75 %  2006                      5.00          107.93           9.9485
 11.75 %  2006                      5.00          107.90           9.9549
 11.75 %  2006                      5.00          107.93           9.9485
 11.75 %  2006                     10.00          107.945          9.9452
 11.75 %  2006                      5.00          107.94           9.9463
 11.75 %  2006                      5.00          107.94           9.9463
 11.90 %  2007                      5.00          109.05          10.0753
 11.90 %  2007                     10.00          108.60          10.1610
 11.90 %  2007                     10.00          109.00          10.0848
 11.90 %  2007                     10.00          109.00          10.0848
 11.90 %  2007                      5.00          109.00          10.0848
 11.90 %  2007                      5.00          108.85          10.1133
 11.90 %  2007                     10.00          109.03          10.0791
 11.90 %  2007                      5.00          109.01          10.0829
 11.90 %  2007                      5.00          109.00          10.0848
 11.50 %  2007                      5.00          107.11          10.1106
 11.50 %  2007                      5.00          107.11          10.1106
 12.00 %  2008                      5.00          109.10          10.3010
 12.00 %  2008                      5.00          109.37          10.2536
 12.00 %  2008                      5.00          109.20          10.2834
 12.00 %  2008                      5.00          109.38          10.2518
 12.00 %  2008                      5.00          109.33          10.2606
 12.00 %  2008                      5.00          109.30          10.2659
 12.00 %  2008                      5.00          109.38          10.2518
 12.00 %  2008                      5.00          109.40          10.2483
 12.00 %  2008                     10.00          109.10          10.3010
 12.00 %  2008                      5.00          109.35          10.2571
 12.00 %  2008                      5.00          109.35          10.2571
 12.00 %  2008                      5.00          109.35          10.2571
 11.50 %  2008                     10.00          106.50          10.2905
 11.50 %  2008                      5.00          106.20          10.3440
 11.50 %  2008                      5.00          106.38          10.3119
 11.50 %  2008                      5.00          106.54          10.2834
 11.50 %  2008                      5.00          106.37          10.3137
 12.25 %  2008                      5.00          110.60          10.3183
 12.25 %  2008                      5.00          110.75          10.2928
 12.25 %  2008                     10.00          110.89          10.2692
 12.25 %  2008                      5.00          110.85          10.2759
 12.25 %  2008                     20.00          110.85          10.2759
 11.99 %  2009                      5.00          109.20          10.3805
 11.99 %  2009                      5.00          109.20          10.3805
 11.99 %  2009                      5.00          109.45          10.3395
 11.99 %  2009                      5.00          109.45          10.3395
 11.99 %  2009                      5.00          109.26          10.3706
 11.99 %  2009                      5.00          109.25          10.3723
 11.99 %  2009                      5.00          109.25          10.3723
 11.99 %  2009                     10.00          109.20          10.3805
 11.99 %  2009                      5.00          109.25          10.3723
 11.99 %  2009                      5.00          109.35          10.3558
 11.99 %  2009                     20.00          109.05          10.4051
 11.99 %  2009                      5.00          109.25          10.3723
 11.99 %  2009                      5.00          109.25          10.3723
 11.99 %  2009                      5.00          109.24          10.3739
 11.99 %  2009                      5.00          109.22          10.3772
 11.99 %  2009                      5.00          109.21          10.3788
 11.99 %  2009                      5.00          109.42          10.3444
 11.99 %  2009                      5.00          109.40          10.3476
 11.99 %  2009                      5.00          109.25          10.3723
 11.99 %  2009                     10.00          109.35          10.3558
 11.99 %  2009                     10.00          109.23          10.3755
 11.99 %  2009                     10.00          109.23          10.3755
 11.99 %  2009                      5.00          109.37          10.3526
 12.29 %  2010                      0.25          111.45          10.3862
 12.29 %  2010                      0.15          111.45          10.3862
 12.29 %  2010                      0.40          111.41          10.3923
 12.25 %  2010                      5.00          110.84          10.4848
 12.25 %  2010                     10.00          110.60          10.5211
 12.25 %  2010                      5.00          110.60          10.5211
 12.25 %  2010                     10.00          110.60          10.5211
 12.25 %  2010                     15.00          110.60          10.5211
 12.25 %  2010                     30.00          110.60          10.5211
 12.25 %  2010                      5.00          110.59          10.5226
 12.25 %  2010                     50.00          110.60          10.5211
 12.25 %  2010                     10.00          110.60          10.5211
 12.25 %  2010                     50.00          110.60          10.5211
 12.25 %  2010                      5.00          110.84          10.4848
 12.25 %  2010                     10.00          110.79          10.4923
 12.25 %  2010                      5.00          110.82          10.4878
 12.25 %  2010                     10.00          110.60          10.5211
 12.25 %  2010                     10.00          110.80          10.4908
 12.25 %  2010                    150.00          110.90          10.4757
 12.25 %  2010                      5.00          110.65          10.5135
 12.25 %  2010                      5.00          110.68          10.5090
 12.25 %  2010                      5.00          110.74          10.4999
 12.25 %  2010                     20.00          110.60          10.5211
 12.25 %  2010                      5.00          110.60          10.5211
 12.25 %  2010                      5.00          110.595         10.5218
 12.25 %  2010                      5.00          110.60          10.5211
 12.25 %  2010                     10.00          110.60          10.5211
 12.25 %  2010                      5.00          110.60          10.5211
 12.25 %  2010                      5.00          110.60          10.5211
 12.25 %  2010                     10.00          110.60          10.5211
 12.25 %  2010                      5.00          110.60          10.5211
 12.25 %  2010                      5.00          110.60          10.5211
 12.25 %  2010                     15.00          110.59          10.5226
 12.25 %  2010                      1.00          110.78          10.4938
 12.25 %  2010                      5.00          110.60          10.5211
 12.25 %  2010                      5.00          110.60          10.5211
 12.25 %  2010                      5.00          110.60          10.5211
 12.25 %  2010                     10.00          110.60          10.5211
 12.25 %  2010                     10.00          110.60          10.5211
 12.25 %  2010                      5.00          110.60          10.5211
 12.25 %  2010                      5.00          110.78          10.4938
 12.25 %  2010                      5.00          110.72          10.5029
 12.25 %  2010                      5.00          110.60          10.5211
 12.25 %  2010                     50.00          110.60          10.5211
 12.25 %  2010                     25.00          110.575         10.5248
 12.25 %  2010                     10.00          110.77          10.4953
 12.25 %  2010                     10.00          110.80          10.4908
 12.25 %  2010                      5.00          110.74          10.4999
 12.25 %  2010                      5.00          110.74          10.4999
 12.25 %  2010                      5.00          110.60          10.5211
 12.25 %  2010                      5.00          110.83          10.4863
 12.25 %  2010                      5.00          110.70          10.5059
 12.25 %  2010                      5.00          110.84          10.4848
 12.25 %  2010                     20.00          110.60          10.5211
 12.25 %  2010                     10.00          110.84          10.4848
 12.25 %  2010                      5.00          110.765         10.4961
 12.25 %  2010                     50.00          110.60          10.5211
 12.25 %  2010                     15.00          110.59          10.5226
 12.25 %  2010                      5.00          110.595         10.5218
 12.25 %  2010                     10.00          110.59          10.5226
 12.25 %  2010                      5.00          110.60          10.5211
 12.25 %  2010                     10.00          110.60          10.5211
 12.25 %  2010                      5.00          110.60          10.5211
 12.25 %  2010                     10.00          110.60          10.5211
 12.25 %  2010                     20.00          110.55          10.5286
 12.25 %  2010                     20.00          110.55          10.5286
 12.25 %  2010                     20.00          110.55          10.5286
 12.25 %  2010                     40.00          110.675         10.5097
 12.25 %  2010                      5.00          110.59          10.5226
 12.25 %  2010                      5.00          110.60          10.5211
 12.25 %  2010                      5.00          110.74          10.4999
 12.25 %  2010                     10.00          110.75          10.4984
 12.25 %  2010                      5.00          110.75          10.4984
 12.25 %  2010                     10.00          110.76          10.4969
 12.25 %  2010                     10.00          110.85          10.4833
 12.25 %  2010                     10.00          110.77          10.4953
 12.25 %  2010                     20.00          110.60          10.5211
 12.25 %  2010                     10.00          110.60          10.5211
 12.25 %  2010                      5.00          110.83          10.4863
 12.25 %  2010                     25.00          110.60          10.5211
 12.25 %  2010                      5.00          110.67          10.5105
 12.25 %  2010                      5.00          110.64          10.5150
 12.25 %  2010                      5.00          110.77          10.4953
 12.25 %  2010                     10.00          110.72          10.5029
 12.25 %  2010                     10.00          110.70          10.5059
 12.25 %  2010                      5.00          110.72          10.5029
 12.25 %  2010                     15.00          110.595         10.5218
 12.25 %  2010                     10.00          110.65          10.5135
 12.25 %  2010                      5.00          110.80          10.4908
 12.25 %  2010                      5.00          110.82          10.4878
 12.25 %  2010                     10.00          110.74          10.4999
 12.25 %  2010                      5.00          110.82          10.4878
 12.25 %  2010                      5.00          110.83          10.4863
 12.25 %  2010                     15.00          110.60          10.5211
 12.32 %  2011                      5.00          111.24          10.5402
 12.32 %  2011                      5.00          110.80          10.6047
 12.32 %  2011                      5.00          111.205         10.5453
 12.32 %  2011                      5.00          111.23          10.5416
 12.32 %  2011                      5.00          111.00          10.5753
 12.32 %  2011                      5.00          111.20          10.5460
 12.32 %  2011                      5.00          111.23          10.5416
 12.32 %  2011                      5.00          111.12          10.5577
 12.32 %  2011                      5.00          111.23          10.5416
 12.32 %  2011                     10.00          111.20          10.5460
 12.32 %  2011                      5.00          111.205         10.5453
 12.32 %  2011                      5.00          110.75          10.6120
 12.32 %  2011                      5.00          111.20          10.5460
 12.32 %  2011                     20.00          111.25          10.5387
 12.32 %  2011                     10.00          110.80          10.6047
 12.32 %  2011                      5.00          111.20          10.5460
 12.32 %  2011                      5.00          111.20          10.5460
 12.32 %  2011                      5.00          111.22          10.5431
 12.32 %  2011                      5.00          111.33          10.5270
 12.32 %  2011                     20.00          111.33          10.5270
 12.32 %  2011                      5.00          111.30          10.5314
 10.25 %  2012                      0.10           98.10          10.5292
 12.40 %  2013                      5.00          111.85          10.7031
 11.83 %  2014                      5.00          108.23          10.7000
 11.83 %  2014                      5.00          108.25          10.6974
 11.83 %  2014                      5.00          108.22          10.7013
 11.83 %  2014                      5.00          108.20          10.7039
 11.83 %  2014                      5.00          108.25          10.6974
 11.83 %  2014                     10.00          108.25          10.6974
 11.83 %  2014                      5.00          108.20          10.7039
 11.83 %  2014                     10.00          108.25          10.6974
 11.83 %  2014                      5.00          108.15          10.7103
 11.83 %  2014                      5.00          108.23          10.7000
 11.83 %  2014                      5.00          108.22          10.7013
 11.83 %  2014                      5.00          108.25          10.6974
 11.83 %  2014                      5.00          107.97          10.7337
 11.83 %  2014                      5.00          107.97          10.7337
 11.83 %  2014                      1.50          108.10          10.7168
 11.83 %  2014                     15.00          108.25          10.6974
 11.83 %  2014                      5.00          108.035         10.7252
 11.83 %  2014                     10.00          108.08          10.7194
 11.83 %  2014                      5.00          107.83          10.7518
 11.83 %  2014                      5.00          108.15          10.7103
 11.83 %  2014                      5.00          108.27          10.6948
 11.83 %  2014                      5.00          108.27          10.6948
 11.83 %  2014                      5.00          108.15          10.7103
 11.83 %  2014                      5.00          108.10          10.7168
 11.83 %  2014                     10.00          107.93          10.7389
 11.83 %  2014                      5.00          108.035         10.7252
 11.83 %  2014                      5.00          108.13          10.7129
 11.83 %  2014                      2.00          108.25          10.6974
 11.83 %  2014                     10.00          108.03          10.7259
 11.83 %  2014                      5.00          108.03          10.7259
 11.83 %  2014                      5.00          107.97          10.7337
 11.83 %  2014                      5.00          108.10          10.7168
 11.83 %  2014                     10.00          107.97          10.7337
 11.83 %  2014                      5.00          108.00          10.7298
 11.50 %  2015                      5.00          105.35          10.7722
 10.70 %  2020                      0.20           99.70          10.7356
 10.70 %  2020                      1.00           99.73          10.7319
 10.70 %  2020                      0.50           99.80          10.7234
 10.70 %  2020                      5.00           99.64          10.7430
     Total                       2851.55
B. State Government Securities
  12.50% MAHARASHTRA SDL 2004      12.3982        108.25          9.9335
  12.30%GUJARAT STATE
  DEVELOPMENT LOAN 2007             1.00          109.50         10.4255
  11.50% RAJASTHAN S.D. 2009       10.00          105.70         10.5144
  11% AP SDL 2010                   0.025         102.75         10.5411
  11% AP SDL 2010                   0.02          102.75         10.5411
     Total                         23.4432
C. Treasury Bills
   (i) 91 Day Bills (Maturity-wise)
       (DD/MM/YYYY)
        22/05/2000                  5.00           99.6496         7.5291
        27/05/2000                 10.00           99.5500         7.4791
        17/06/2000                  6.00           99.0548         8.0776
        10/07/2000                 15.00           98.5741         7.9778
        24/07/2000                 22.00           98.2239         8.2274
     Total                         58.00
   (ii) 182 Day Bills (Maturity-wise)
       (DD/MM/YYYY)
        22/06/2000                  8.00           98.9460         8.0780
        22/06/2000                  6.00           98.9460         8.0780
        20/07/2000                 10.00           98.3011         8.2775
     Total                         24.00
   (iii)364 Day Bills (Maturity-wise)
       (DD/MM/YYYY)
        19/05/2000                  1.00           99.7227         7.2298
        19/05/2000                 15.00           99.7112         7.5305
        15/06/2000                 15.00           99.1314         7.7790
        08/03/2001                 25.00           93.0356         8.8756
        19/04/2001                  1.00           91.8771         9.1947
        19/04/2001                  5.00           92.0359         9.0252
        03/05/2001                 15.00           91.6508         9.1349
        03/05/2001                 25.00           91.5840         9.2147
        03/05/2001                 10.00           91.6508         9.1349
        03/05/2001                  5.00           91.7009         9.0751
        03/05/2001                 51.1375         91.6174         9.1748
     Total                        168.1375
II.  REPO Transactions *
    (Other than with RBI)
---------------------------------------------------------------------------
   Nomenclature                    Amount      Price *   Repo Rate   Repo
                                 (Face Value) Per Rs.100   (%pa)    Period
                                 (in Rs.Crore) Nominal              (Days)
       (1)                          (2)          (3)        (4)      (5)
---------------------------------------------------------------------------
A. Government of India Dated Securities
 12.14 %  2000                     50.00      100.20        5.70       1
 11.64 %  2000                     65.00      100.55        6.50       3
 11.64 %  2000                     20.00      100.55        6.50       3
 11.40 %  2000                     15.00      100.90        6.50       3
 11.40 %  2000                     35.00      100.90        6.60       3
 11.40 %  2000                     25.00      100.85        7.00       3
 11.40 %  2000                     28.70      100.85        6.75       3
 11.40 %  2000                     25.00      100.84        5.75       1
 11.40 %  2000                    100.00      100.85        6.25       3
 11.40 %  2000                     32.00      100.85        6.25       3
 11.40 %  2000                     60.00      100.85        6.75       3
 11.40 %  2000                     40.00      100.85        6.75       3
 11.40 %  2000                     25.00      100.82        6.55       3
 11.40 %  2000                     25.00      100.82        6.55       3
 11.40 %  2000                     25.00      100.85        6.55       3
 11.40 %  2000                     25.00      100.82        6.55       3
 11.55 %  2001                     50.00      102.40        6.90       3
 11.55 %  2001                     10.00      102.38        6.25       3
 11.55 %  2001                     20.00      102.40        7.00       3
 11.55 %  2001                     15.00      102.40        6.90       3
 10.85 %  2001                     22.00      101.76        5.50       1
 11.75 %  2001                    100.00      102.93        6.50       3
 11.75 %  2001                     47.00      102.93        6.00       3
 11.75 %  2001                     10.00      102.50        6.75       3
 11.75 %  2001                     50.00      102.85        6.90       3
 11.75 %  2001                      5.00      102.94        5.50       1
 11.47 %  2001                     25.00      103.05        6.50       3
 11.15 %  2002                     50.00      103.45        6.60       3
 11.15 %  2002                      5.00      103.50        5.50       1
 11.83 %  2003                     25.00      106.00        6.50       3
 11.83 %  2003                     30.00      106.05        6.50       3
 12.50 %  2004                     20.00      108.88        6.50       3
 12.50 %  2004                     15.00      108.87        6.55       3
 12.50 %  2004                     55.00      108.87        6.50       3
 12.50 %  2004                     90.00      108.87        6.25       1
 12.50 %  2004                     55.00      108.80        6.60       3
 11.98 %  2004                     20.00      107.85        6.50       3
 11.98 %  2004                     55.00      107.87        6.50       3
  9.90 %  2005                     10.00      100.33        6.10       1
 11.19 %  2005                      5.00      105.40        7.00       3
 11.19 %  2005                      5.00      105.35        6.50       3
 12.00 %  2008                     25.00      109.35        6.50       3
 12.00 %  2008                     25.00      109.35        6.50       3
 12.29 %  2010                     40.00      110.90        6.75       3
 12.32 %  2011                      5.00      111.00        6.75       3
 12.40 %  2013                     25.00      112.00        7.15       3
     Total                       1509.70
B. Treasury Bills                NIL
---------------------------------------------------------------------------
  * Relate to the first leg of Repos
  # YTM(indicative) will depend upon assumed rate of inflation
Date :  05 May 2000

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