(Amount in Rs. crore)
Central Govt. Dated Securities Maturing in the Year
Week
1997-98
1998-99
1999-00
2000-01
2001-02
2002-03^
2003-04
2004-05
2005-06
2006-07
2007 &
Ended
above
1
2
3
4
5
6
7
8
9
10
11
12
3-Oct-97
Amount
-
196
111
165
181
116
174
135
28
YTM% Min
8.8057
10.0332
10.5144
10.8589
11.1316
11.3257
11.4597
11.3504
11.6816
11.7045
YTM% Max
9.8967
10.3960
10.8354
11.2610
11.3060
11.5713
11.5598
11.6838
11.8057
10-Oct-97
218
204
373
577
368
380
441
351
128
8.4756
8.3479
9.2137
10.1079
10.5463
10.7664
10.9507
11.0424
11.1138
11.5284
11.3892
8.4866
9.7587
10.2402
10.9972
10.9943
11.2504
11.4604
11.4694
11.5021
11.6373
17-Oct-97
269
175
358
462
530
249
281
195
20
42
8.1085
8.2733
9.0901
10.0197
10.4404
10.6147
10.8253
11.0123
11.0937
11.2012
11.3456
9.0853
9.9429
10.5011
10.6852
10.9860
11.0594
11.2048
11.3729
11.3111
11.6093
24-Oct-97
163
295
466
1051
792
363
547
587
39
250
8.3122
8.0074
8.4293
9.4621
9.8825
10.2484
10.4627
10.6595
10.7028
10.8233
10.8409
9.0220
9.8923
10.1581
10.5599
10.7090
11.0231
11.0893
11.2681
11.1831
11.5071
31-Oct-97
90
176
150
498
523
283
445
781
180
779
7.8783
8.3517
9.5515
9.8737
10.1835
10.3922
10.5812
10.6619
10.7699
10.8291
8.3432
9.4889
9.8134
10.0539
10.4563
10.6326
10.7598
10.9109
10.8588
11.1224
7-Nov-97
140
51
291
235
251
338
260
129
25
899
8.0171
8.4899
9.5709
9.8830
10.2444
10.4235
10.6045
10.6614
10.8294
8.5139
9.5881
10.1486
9.9516
10.4330
10.5610
10.6533
10.7685
10.7717
11.5530
14-Nov-97
247
117
345
161
330
183
207
178
8.0234
8.5750
9.5799
9.9080
10.2224
10.4223
10.5189
10.6780
10.7574
10.8289
8.7824
9.7691
10.0520
10.2175
10.4602
10.6313
10.6995
10.9302
10.9190
11.4316
21-Nov-97
127
67
337
265
120
186
333
109
96
8.0898
8.4442
9.6024
9.9010
10.2050
10.4620
10.6405
10.6902
10.7512
10.8690
8.6937
9.8194
10.1629
10.0200
10.4107
10.6109
10.6889
10.9323
10.9050
11.4233
28-Nov-97
201
200
325
74
276
145
8.0310
8.5979
9.7406
9.9445
10.2149
10.4558
10.6580
10.7006
10.8282
10.8817
8.6033
9.7686
10.0594
10.1367
10.3756
10.6218
10.6979
10.9273
10.9976
11.5061
5-Dec-97
254
215
271
115
105
245
50
8.2092
9.5287
9.6040
9.9697
10.3256
10.5735
10.7464
10.7081
10.9196
10.8128
9.2630
9.9578
10.3403
10.5033
10.9782
10.8891
11.1140
11.3114
11.3162
11.3294
12-Dec-97
101
69
335
252
59
159
9.1203
8.6607
9.7575
10.1473
10.4024
10.6330
10.8287
10.9394
10.9521
11.1262
11.4437
9.9284
10.5923
11.0329
11.0657
11.0235
11.3317
11.0543
11.3031
11.4949
19-Dec-97
73
41
341
216
320
60
22
26
9.7388
9.5929
10.7123
10.8970
10.9997
11.0802
11.1886
11.1205
11.3496
11.4440
10.1657
11.1194
11.2862
11.1385
11.3533
11.2417
11.2233
11.8771
11.4954
26-Dec-97
91
13
241
427
146
240
125
15
9.2328
9.5355
10.3259
10.4848
10.7581
10.8023
10.9447
10.9580
11.2056
11.2322
9.8179
10.4978
11.0623
10.8482
11.0687
11.2583
11.1986
11.2061
11.2434
11.3215
2-Jan-98
157
350
661
221
72
143
45
61
8.9512
10.3324
10.0185
10.3823
10.5468
10.7289
10.8755
10.8803
11.0108
11.1519
9.6784
10.7211
10.7093
10.7905
10.9126
10.9666
11.0724
11.2124
11.3300
9-Jan-98
402
567
772
372
154
18
81
9.0832
10.0486
10.3379
10.5589
10.7572
10.8360
9.2329
11.1012
11.1097
9.8368
10.8941
10.8222
11.1159
11.1306
11.1558
11.1633
11.1471
11.3352
16-Jan-98
53
100
273
86
63
44
10.2421
10.6660
10.8534
11.1251
11.1301
11.0767
11.2451
11.2265
10.8743
11.2395
11.2673
11.2268
11.4778
11.2266
11.5108
11.4959
11.3125
23-Jan-98
107
123
87
30
113
299
9.8597
13.6653
10.7130
10.9480
11.2128
11.0723
11.5391
13.1939
13.5018
25.7673
15.5429
13.6933
13.4999
13.8005
13.3375
12.8169
13.9899
13.8025
30-Jan-98
151
80
56
36
124
55
13.2453
12.7718
11.8689
12.2905
13.6128
13.9904
13.0555
32.4688
16.5017
16.2140
12.9975
14.4996
14.4173
6-Feb-98
66
210
52
0.5
12.4767
10.8271
11.0408
11.3687
11.6156
11.7488
11.1532
12.2705
11.0948
12.4736
18.0037
23.1566
12.8501
12.1696
12.2917
13.1434
12.5506
12.3165
12.5733
13.2402
13-Feb-98
131
189
232
46
369
76
23
11.0874
11.0220
11.2604
11.5632
11.6747
11.9268
11.9513
11.9943
12.2164
12.5179
13.4226
12.1827
11.8990
11.9222
11.9403
12.2549
12.5579
13.8760
12.6603
12.8057
20-Feb-98
19
148
108
286
141
303
11.6730
12.1637
11.4656
11.4402
11.6057
11.6458
11.9647
11.9617
12.0916
12.1909
12.2039
12.4120
13.1964
12.2891
12.1123
12.0985
12.1948
12.0561
12.2977
12.2880
27-Feb-98
38
85
11.8298
12.1216
11.9459
11.9442
11.9514
12.2070
12.0444
12.2964
12.2959
12.6876
12.3623
12.2793
12.2699
12.4178
12.3745
12.7860
12.5200
6-Mar-98
323
92
35
10.7917
11.5189
11.4832
11.4671
11.7360
11.9308
12.2404
12.4390
12.1926
12.2302
12.4590
13.4873
12.3573
12.3984
12.4000
12.7403
12.2451
12.5841
12.4025
13-Mar-98
62
122
551
40
219
68
10.8474
11.2347
11.3224
11.4045
11.3681
11.6223
11.9280
12.0214
12.2304
12.2657
12.4427
11.7591
11.8814
12.0870
12.1277
12.4336
12.2972
12.3957
20-Mar-98
130
119
419
187
1058
1081
10.4748
10.5265
9.9338
10.2732
10.9751
11.0982
11.6046
11.7699
11.8965
11.9436
13.1215
11.5693
11.6809
11.9476
12.2002
11.8291
12.3311
12.2993
12.3111
27-Mar-98
191
1722
365
37
2118
9.3745
9.9713
10.4198
10.8390
10.8992
11.3973
11.2057
11.4192
11.8859
11.6972
11.7802
10.6776
11.1725
11.2900
11.7885
11.8160
11.9515
12.1402
12.1709
St. Govt.
Treasury Bills (Residual Maturity in Days)
RBI Open Market Operation*
Securities
Upto 14
15-91
92-182
183-364
Sales
Purchase
14
16
17
230
0.01
0
12.1480
4.7871
6.2329
8.0078
8.3769
7.9792
6.7816
8.5765
24
435
11.8235
2.9853
4.0885
6.8311
7.6291
6.4827
6.8810
7.6789
8.5764
610
0.07
11.7625
4.2400
4.7366
7.3797
7.5791
4.9877
6.8313
7.7786
8.4668
255
70
464
4.8917
5.7337
6.7814
7.4795
5.1868
6.7812
8.1975
95
971
11.1918
4.9463
5.9831
7.3798
7.6290
11.2080
5.0863
6.6319
7.5193
7.8484
228
126
502
10.9701
4.9451
6.1332
5.3301
6.4821
7.6292
8.1775
208
75
65
238
0.13
3.9932
5.5853
7.2300
5.2355
6.9810
7.5792
8.0280
415
88
339
10.9586
2.9858
5.2348
6.8814
7.5692
10.9815
4.9895
6.5816
7.9781
385
54
170
511
10.9728
3.6790
6.0837
7.3297
7.4296
10.9876
6.4823
7.4995
49
491
138
725
34
10.9951
3.9889
5.1847
7.4297
10.9999
5.2861
6.4327
7.7787
8.0978
104
11.2899
4.9845
5.9830
7.4796
7.8284
7.0390
7.3789
8.4767
8.5265
142
99
467
5.4856
7.0414
8.2273
8.5266
9.3735
10.4715
8.7758
8.8756
220
134
160
11.2444
5.7366
7.9785
8.7560
8.8757
8.9751
8.7259
8.9754
8.9753
185
4.9882
7.4292
8.5167
7.9778
8.7760
8.7260
226
27
11.4707
6.9807
7.6996
8.6760
8.5964
9.2321
9.0955
8.9255
275
7.9751
8.2275
8.9752
9.0751
8.9253
9.5339
489
699
242
234
7.5770
9.1747
16.4548
21.9387
24.9311
25.9289
19.9452
214
554
43
13.9882
7.4772
12.9644
22.9369
17.9507
29.9195
29.9179
26.9261
20.9425
894
12.5455
6.9826
10.7205
12.7150
11.9671
12.8153
11.9658
18.9479
14.7097
13.5128
875
7.7323
8.2274
10.0723
9.9719
13.3132
259
858
8.8677
10.2218
11.9672
10.6213
12.9647
496
0.06
4.9889
11.4685
9.9938
13.0144
11.7179
461
7.2296
7.9783
8.0884
10.4712
9.7245
12.2664
11.4684
71
239
346
412
12.2760
7.3004
10.4215
11.0697
12.6961
9.4753
11.0696
33
1491
12.2962
7.4788
9.7227
9.4741
9.9726
12.3017
10.0104
11.1195
10.7705
262
103
2549
12.0827
5.9847
7.9777
9.6734
8.7261
12.1096
8.7759
10.3710
9.5238
#
As reported in SGL Accounts at RBI, Mumbai.
*
RBIs sales and purchases include transactions in other offices also.
^
While Face Value transacted for 6.00% Capital Indexed Bond 2002 has been included in the amount for the maturity year 2002-03, YTMs (% Indicative) have not been included in YTM% Minimum and YTM% Maximum.
Note :