(Amount in Rs. crore)
Central Govt. Dated Securities Maturing in the Year
Week
1999-00
2000-01
2001-02
2002-03^
2003-04
2004-05
2005-06
2006-07
2007-08
2008-09
2009 &
Ended
above
1
2
3
4
5
6
7
8
9
10
11
12
2-Apr-99
Amount
67
612
136
226
925
33
51
0.02
129
220
YTM% Min
9.9288
10.5608
11.0785
11.2145
11.4038
11.5571
11.7616
11.7450
-
11.9857
12.0423
YTM% Max
10.5059
10.9556
11.1635
11.3612
11.5642
11.5959
11.8260
11.8320
12.0019
12.3143
9-Apr-99
399
1369
1183
840
1033
1294
46
66
25
360
4846
8.9535
10.4028
10.8681
11.0423
11.1790
11.2938
11.5999
11.7143
11.8367
11.8535
11.9277
10.4246
11.0347
11.1475
11.5150
11.5302
11.5725
11.7255
11.9111
11.9817
12.5800
16-Apr-99
105
368
711
554
672
551
15
607
173
3700
7.3090
10.4024
10.8639
11.0245
11.1455
11.3601
11.5888
11.6158
11.6490
11.9019
12.3809
10.7229
11.0327
11.1138
11.4243
11.4360
11.7180
11.8690
12.4501
23-Apr-99
61
940
653
390
955
665
120
212
107
44
1243
9.2352
10.4444
10.8508
11.0292
11.1542
11.3026
11.4852
11.6171
11.7882
11.8514
11.9010
9.9541
10.8956
11.0090
11.2150
11.4937
11.4396
11.5984
11.6364
11.8019
11.8673
12.4589
30-Apr-99
54
460
494
538
913
595
164
99
45
543
9.6390
10.3948
10.8081
11.0043
11.1567
11.2835
11.5658
11.7893
11.8323
11.8564
10.3291
10.7219
11.0034
11.1112
11.3600
11.3955
11.6305
11.8049
11.8735
12.2453
7-May-99
165
722
630
307
901
417
484
510
100
264
4375
9.3320
10.1942
10.8296
11.0195
11.0950
11.2877
11.3746
11.5258
11.6552
11.7346
10.3391
10.7243
10.9758
11.0901
11.2949
11.3399
11.4699
11.6991
11.7784
11.8474
12.4467
14-May-99
52
535
512
257
515
552
602
583
365
79
2231
9.8188
10.1988
10.8468
10.9596
11.0928
11.2670
11.3264
11.4677
11.6442
11.7414
11.8440
10.3256
10.7727
10.9452
11.0482
11.2866
11.3076
11.5089
11.7139
11.7786
12.4472
21-May-99
461
476
362
463
209
572
439
210
197
1297
8.8155
9.6552
10.8373
10.9633
11.1108
11.2779
11.3487
11.4420
11.6201
11.7020
11.8008
10.4320
10.8685
10.9533
11.1183
11.2965
11.3186
11.3705
11.6664
11.6537
11.7721
12.2135
28-May-99
213
555
326
201
650
570
692
179
587
200
6535
9.2268
10.2701
10.8324
11.0122
11.0839
11.2625
11.3323
11.4298
11.5223
11.5848
11.6253
10.4062
10.9600
11.0439
11.1471
11.4414
11.4286
11.6815
11.6220
11.7302
11.7149
12.4221
4-Jun-99
183
418
381
77
800
160
110
5203
6.5303
10.0005
10.8481
11.0175
11.1405
11.2373
11.3398
11.4348
11.5729
11.6062
11.6338
10.5751
10.9252
11.0430
11.1377
11.7210
11.3949
11.5397
11.5014
11.7290
11.6455
12.4152
11-Jun-99
127
895
300
659
740
270
267
88
3633
9.9070
10.1714
10.8396
10.9630
11.0676
11.2530
11.4149
11.5311
11.6104
11.6920
10.3777
10.9318
11.0615
11.1349
11.2669
11.2891
11.3493
11.4386
11.5900
11.6448
12.4103
18-Jun-99
243
376
239
415
359
108
31
2085
10.2574
10.3063
10.8552
10.9669
11.1190
11.2705
11.3365
11.4203
11.6108
11.3507
11.6953
10.4339
10.7715
11.0411
11.0907
11.3243
11.3300
11.3619
11.6555
11.6591
11.6934
12.4157
25-Jun-99
60
807
421
320
527
974
383
138
50
32
1319
10.1230
10.2845
10.8365
10.9790
11.0750
11.2821
11.3492
11.4411
11.6035
11.6875
11.7558
10.3316
11.1518
10.9737
11.1298
11.3061
11.3182
11.3678
11.6632
11.6596
11.7515
12.4175
2-Jul-99
89
486
221
151
336
285
71
153
145
643
8.7106
10.3315
10.8890
10.7483
11.1208
11.2995
11.3579
11.4896
11.6244
11.6975
11.7867
10.4080
10.8409
11.0734
11.1053
11.3964
11.3967
11.4595
11.5692
11.7564
12.4199
9-Jul-99
1013
860
251
483
669
310
2537
431
10.0447
10.2925
10.7567
10.9704
11.1345
11.2666
11.3509
11.5137
11.6711
11.8054
11.7984
10.3318
10.7530
11.2676
11.1039
11.3582
11.3726
11.3694
11.6904
11.8947
12.5370
16-Jul-99
144
915
625
416
325
409
37
230
850
1454
10.0141
10.1947
10.7675
10.2715
11.1347
11.2353
11.3358
11.5016
11.6023
11.6621
10.2881
10.6239
10.9763
11.0437
11.8311
11.3038
11.3820
11.6821
11.6992
12.3957
23-Jul-99
259
1185
964
803
958
837
286
275
1171
115
2917
9.9539
10.1535
10.6683
10.9174
11.0374
11.2143
11.3146
11.4172
11.5382
11.6562
11.6847
10.2957
10.5950
10.9234
11.0401
11.2749
11.2803
11.3625
11.6203
11.8336
11.7094
12.3762
30-Jul-99
57
656
465
499
828
1095
250
919
211
2325
10.0056
9.2542
10.5196
10.8611
10.9368
11.1557
11.3649
11.4828
11.5908
11.6269
10.0671
10.6917
10.8585
11.2395
11.2448
11.2743
11.3315
11.5414
11.6093
11.6827
12.3475
6-Aug-99
1053
748
458
1222
1599
876
357
9298
9.2540
9.5058
10.2100
10.4575
10.6354
10.8369
11.1380
11.0635
11.2372
11.3470
11.4122
10.2869
10.5585
10.8667
11.0059
11.6985
11.6673
11.2465
11.4701
11.5418
11.6366
12.3136
13-Aug-99
90
578
565
1356
615
122
55
193
4434
9.4033
9.6224
10.1998
10.5264
10.7014
10.8620
10.9974
11.0995
11.2886
11.4041
11.4155
10.1752
10.6230
10.6252
10.8298
11.1327
11.1014
11.1184
11.5155
11.5502
12.0871
20-Aug-99
462
317
394
1205
500
2146
10.1105
10.0248
10.4012
10.5836
10.7069
10.9272
11.0371
11.1625
11.3100
11.4339
11.4671
10.1585
10.5428
10.5407
10.7086
11.0828
11.0930
11.3033
11.1893
11.3966
11.5326
12.0719
27-Aug-99
464
185
943
851
146
459
448
203
2531
10.1037
9.9931
10.3996
10.5689
10.7095
10.9270
11.0477
11.1495
11.3090
11.4319
11.4879
10.6566
10.5241
10.5990
10.6465
10.9643
10.9876
11.1891
11.1838
11.3992
11.5145
12.0315
3-Sep-99
62
319
791
232
95
30
2054
10.0959
10.1525
10.4701
10.6142
10.7092
10.9555
11.0511
11.1671
11.3181
11.5011
11.4968
10.4431
10.6358
10.6386
10.7506
11.0545
11.0954
11.1213
11.2503
11.5029
12.0354
10-Sep-99
216
701
485
544
245
170
112
776
10.5684
10.4107
10.6050
10.7181
10.8624
11.0100
11.1305
11.3750
11.0783
10.7413
10.8180
10.8906
11.1105
11.1205
11.1856
11.2587
11.4613
12.0483
17-Sep-99
234
305
573
130
1162
10.3230
10.6359
10.7575
10.8386
10.9680
11.0856
11.1940
11.3237
11.4670
11.5776
10.6554
10.7376
10.8427
11.0741
11.1279
11.2394
11.4537
11.5049
12.1414
24-Sep-99
374
532
315
765
353
818
355
3054
9.6250
10.1687
10.5650
10.6887
10.7974
10.8886
11.0249
11.1307
11.2574
11.4288
11.5270
10.6988
10.5069
10.8837
10.7723
10.9761
11.1918
11.1669
11.2132
11.4204
11.4756
12.0005
St. Govt.
Treasury Bills (Residual Maturity in Days)
RBI Open Market Operation*
Securities
Upto 14
15-91
92-182
183-364
Sales
Purchase
13
14
16
17
18
19
59
802
761
0
12.2367
7.4789
8.0773
9.8729
12.2396
8.2269
8.9754
10.1321
172
3430
12.0398
5.8333
6.7308
8.8757
9.3244
7.5292
8.7259
10.0724
184
529
2304
5.9820
6.1340
9.0750
7.7273
8.5064
9.9227
0.28
86
98
526
6.9810
8.2273
8.4766
9.5238
8.7220
8.6759
9.3741
9.9228
65
247
7.3770
8.3569
9.2247
8.7246
8.9756
427
140
73
4365
12.1928
7.7339
8.0783
9.1747
9.3743
12.2056
8.9256
249
219
64
148
617
12.1761
7.3789
8.2775
9.4242
12.2044
9.4739
9.3744
9.9426
102
289
11.7306
7.7295
8.1780
9.6734
12.2022
9.2282
10.0225
262
176
561
2806
11.7358
7.2323
8.0769
8.7262
12.2448
8.6735
10.4213
246
196
609
2861
11.7548
7.1308
8.1778
8.9254
9.6735
12.1214
8.6762
9.8231
10.3217
162
143
451
892
12.0486
7.3293
8.2278
12.0574
8.3467
51.3021
10.2618
49
175
92
75
327
12.0408
6.9733
8.3271
12.0671
8.6758
10.0324
10.3516
21
123
81
39
12.0633
8.0292
8.7258
9.4740
12.0663
8.6261
10.3616
137
158
141
12.0520
6.9807
8.4761
9.4738
10.1222
12.1011
8.5762
9.4742
10.3715
202
38
12.0742
7.8271
8.2275
10.0723
8.4103
9.2746
10.2818
132
121
192
135
8.0242
9.6235
9.2115
9.2943
9.9726
215
11.9245
7.9781
8.3766
9.5988
10.0224
12.0526
8.4787
9.3745
10.4314
20
195
506
12.0226
6.9901
9.7731
8.1834
9.2947
9.9527
34
169
168
1227
2988
11.7138
7.4788
8.0271
8.9753
11.9699
8.4852
9.0250
9.7234
10.2219
163
85
114
214
503
8.0768
8.2766
9.9739
9.1749
10.1223
10.2718
133
480
11.7509
8.6765
8.4773
9.7732
11.7596
10.1698
9.4743
9.9725
10.3006
361
155
987
2280
11.4696
8.3052
8.4764
9.8630
11.8345
8.9765
9.9229
9.9727
10.3117
181
271
42
11.7593
7.9765
8.5769
9.5237
8.9748
10.1721
126
149
11.8114
4.9882
8.5771
10.1221
11.8994
10.4862
10.4711
10.5711
10.7206
78
11.8058
8.3767
9.4741
10.1920
11.8488
12.4616
10.9695
10.6708
10.7207
43
1104
11.6798
7.6797
8.9751
11.8206
8.6061
10.4214
10.2220
#
As reported in SGL Accounts at RBI, Mumbai.
*
RBI’s 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 :