RBI Bulletin

(Amount in Rs. crore, YTM in per cent per annum)

Week ended

Government of India Dated Securities – Maturing in the year

State Govt.

2002
-03

2003
-04

2004
-05

2005
-06

2006
-07

2007
-08

2008
-11

2011
-12

2012
-13

  Beyond
2013

Securities

1

2

3

4

5

6

7

8

9

10

11

12

l.

February 7, 2003

a.

Amount

—

383.35

165.12

55.44

45.15

120.16

1,758.48

3,194.08

4,620.51

8,321.89

45.96

b.

YTM *

Min.

—

5.5858

5.5996

5.7085

5.7802

5.9066

5.8868

6.0943

6.0767

6.1236

6.4914

Max.

—

5.9850

5.8360

5.8622

5.8488

6.0447

6.7061

6.5604

6.5380

6.9765

6.4936

lI.

February 14, 2003

a.

Amount

—

261.11

5.00

20.00

29.14

30.00

1,841.84

1,337.71

2,870.78

6,121.17

93.36

b.

YTM *

Min.

—

5.7090

5.8259

5.9578

6.2246

6.1751

6.1152

6.3501

6.1771

6.2482

6.8030

Max.

—

6.0764

—

6.2490

—

6.3387

6.8969

7.0162

6.9128

7.4721

6.9291

lII.

February 21, 2003

a.

Amount

—

454.64

25.00

34.41

45.10

19.35

3,427.25

2,451.39

5,032.61

10,358.39

151.66

b.

YTM *

Min.

—

5.7189

6.1028

5.9216

5.9811

6.0120

6.0871

6.2384

6.1905

6.2334

6.7027

Max.

—

6.0393

—

6.0340

6.1578

6.1816

6.8253

6.7889

6.9076

7.4132

7.0966

lV.

February 28, 2003

a.

Amount

—

394.68

309.71

60.49

30.13

75.19

2,642.58

1,437.64

4,966.62

6,898.34

234.25

b.

YTM *

Min.

—

5.8964

6.0614

6.1268

6.1715

6.2607

6.2291

6.4126

6.1989

6.2489

6.7982

Max.

—

6.1528

6.2163

6.2148

6.3015

6.4017

7.5469

7.1334

6.8689

8.0683

7.1599

@ :

As reported in Subsidiary General Ledger (SGL) Accounts at RBI, Mumbai which presently accounts for nearly 98 per cent of total transactions in the country.

YTM :

Yield to Maturity.

* :

Minimum and Maximum YTMs (% PA) indicative have been given excluding transactions of non-standard lot size (less than Rs. 5 crore).