(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
1-Oct-99
Amount
378
398
373
477
596
333
543
210
277
3096
YTM% Min
-
8.8876
10.5721
10.6751
10.8172
10.9236
11.0328
11.1431
11.2818
11.4214
11.5271
YTM% Max
12.0604
11.6127
11.7896
11.1926
10.9941
11.1908
11.3657
11.3708
11.4569
11.9902
8-Oct-99
0.25
160
245
220
293
450
128
176
201
185
2466
10.4988
10.6003
10.7115
10.8189
10.9433
11.0291
11.1430
11.2777
11.4196
11.5180
10.7883
10.7511
10.8441
10.9731
10.9950
11.0997
11.1743
11.3456
11.4566
12.0230
15-Oct-99
249
75
200
435
370
182
70
1963
3139
10.2771
10.6474
10.7035
10.8101
10.9274
11.0398
11.1617
11.3198
10.8807
11.5186
10.6649
10.7276
10.8286
11.0406
11.0289
11.1573
11.2148
11.3728
11.4636
12.0439
22-Oct-99
48
262
230
46
237
180
173
580
20
1942
10.6561
10.5036
10.6479
10.7515
10.8285
10.9405
11.0443
11.3314
11.4311
11.5430
10.7181
10.6504
10.7622
10.8693
11.0163
11.0323
11.1279
11.3845
11.4399
12.0429
29-Oct-99
44
648
620
340
550
421
194
840
3337
10.4801
10.2424
10.5076
10.6870
10.7921
10.9078
11.0308
11.1350
11.2960
11.4238
11.5017
10.6058
10.6578
10.7071
10.7565
10.9339
10.9719
11.0529
11.4950
11.4326
12.0160
5-Nov-99
25
807
743
746
495
500
420
1057
179
3550
10.3332
10.1210
10.4191
10.5731
10.6904
10.8702
10.9687
11.0821
11.2597
11.3801
11.4886
10.5606
10.5896
10.5901
10.6936
10.9020
10.9231
11.0889
11.3458
11.3546
11.4218
12.0061
12-Nov-99
69
256
175
260
310
425
121
360
95
2978
9.7060
10.1184
10.4247
10.5432
10.6606
10.8481
10.9588
11.0582
11.2137
11.3494
11.4318
10.2422
10.4376
10.4492
10.6032
11.7148
10.9026
10.9665
11.0796
11.3467
11.3786
11.9824
19-Nov-99
120
242
351
391
475
410
933
275
10371
9.8277
10.1327
10.4336
10.5213
10.6599
10.8127
10.9394
11.0293
11.1707
11.3102
11.4001
10.6587
10.3811
10.5106
10.5702
10.8493
10.8588
10.9678
11.0636
11.3276
11.3722
11.9412
26-Nov-99
13
263
117
377
367
615
486
149
5802
10.1074
10.1994
10.1689
10.4283
10.6693
10.8060
10.9103
10.9952
11.1278
11.2553
11.0429
10.5095
10.4920
10.6247
10.8634
10.8956
11.0680
11.0385
11.3219
11.3292
12.2132
3-Dec-99
100
951
594
741
730
320
290
687
276
7052
9.5840
9.6198
10.2591
10.3984
10.5332
10.5047
10.7850
10.9234
11.0363
11.1737
11.2700
10.2121
10.4875
10.4558
10.6550
10.8265
10.8559
11.0610
11.0052
11.2783
11.2932
11.8400
10-Dec-99
323
765
699
675
950
655
330
125
389
110
6864
8.7489
9.2667
10.0533
10.1886
10.3445
10.5227
10.6676
10.7964
10.8837
11.0089
11.1572
9.9784
10.2987
10.4693
10.4803
10.7938
10.8143
11.1100
11.1754
11.1806
11.3159
11.8118
17-Dec-99
257
447
468
145
240
60
2282
8.3515
9.6705
10.2763
10.3574
10.5534
10.7192
10.8353
10.9860
11.1147
11.2489
11.3382
9.9438
10.1816
10.3828
10.5775
10.7625
10.7801
10.9000
11.0233
11.1839
11.2778
11.8754
24-Dec-99
71
591
537
244
271
603
177
225
321
241
3932
9.2554
9.7370
10.2620
10.3716
10.5185
10.6885
10.8157
10.9311
11.0437
10.6842
11.2774
9.4864
10.3519
10.3124
10.5591
10.7361
10.8211
11.0469
11.2611
11.2577
11.7598
31-Dec-99
35
316
191
331
482
151
135
171
2623
9.2548
9.5561
10.1667
10.3034
10.4671
10.6485
10.7485
10.8721
10.9628
11.0854
11.1904
9.3285
10.1445
10.2788
10.4477
10.6993
10.8119
11.0376
10.9295
11.0479
11.2196
11.8937
7-Jan-00
57
212
165
553
302
248
211
4548
8.6097
9.9021
10.1092
10.2841
10.3885
10.5713
10.6731
10.8274
10.9129
11.0501
11.1560
9.0178
10.3241
10.3359
10.4434
10.7122
10.7148
11.0330
10.9448
11.1933
11.6800
14-Jan-00
80
436
385
193
235
205
5352
8.6572
9.4390
10.2690
10.3844
10.4845
10.6593
10.6931
10.8744
10.9787
11.0932
11.2008
9.6045
10.3864
10.4823
10.4633
10.7140
10.7379
11.0104
10.9293
11.0510
11.1471
11.6824
21-Jan-00
137
564
957
665
366
630
663
10148
8.9086
9.3307
9.8920
10.1590
10.2687
10.3138
10.4677
10.5550
10.6332
10.7106
10.8080
9.7556
10.1769
10.2848
10.3851
10.6748
10.6665
11.0556
10.9115
11.1187
11.6454
28-Jan-00
109
397
484
470
452
524
141
382
335
796
3417
9.5140
9.2517
10.0379
10.1466
10.2715
10.3714
10.4538
10.6328
10.6972
10.8075
9.6439
10.1144
10.1487
10.2265
10.4459
10.4873
10.7146
10.6115
10.8420
10.8750
11.3376
4-Feb-00
585
1182
682
1052
471
586
539
1392
9279
8.7077
9.6896
9.9062
9.9999
10.1171
10.2016
10.3020
10.4169
10.4849
10.5827
9.9620
10.1554
10.2322
10.4188
10.4479
10.7037
10.5787
10.7042
10.7787
11.3012
11-Feb-00
650
1185
604
910
790
462
303
1637
8966
8.6924
9.5012
9.6477
9.7737
9.9631
10.1162
10.1410
10.2219
10.2728
10.3650
9.6901
9.8004
9.9724
10.3426
10.2727
10.3197
10.6081
10.5308
11.0765
18-Feb-00
1543
744
294
822
195
267
2342
11073
8.4696
9.2335
9.3771
9.5865
9.5919
9.7508
9.8059
9.9738
9.9281
10.0139
9.9349
9.6747
9.9099
10.2527
10.2277
10.2191
10.2248
10.3133
10.3917
11.0264
25-Feb-00
678
292
254
353
190
232
3509
2710
7.8348
8.0458
9.6342
9.7456
9.8976
10.0367
10.1356
10.2171
10.3436
10.3657
9.7775
9.6471
9.8480
9.9864
9.9898
10.2187
10.1735
10.2683
10.3818
10.9027
3-Mar-00
467
453
336
163
295
2860
3445
9.1856
9.4724
9.6783
9.7495
9.8675
10.0338
10.1190
10.2039
10.1630
10.2365
9.8962
10.1056
10.3585
10.4864
10.3416
10.7633
10.8271
10.8663
11.1260
10-Mar-00
226
506
157
213
313
300
446
2307
8.7951
9.7119
9.9134
10.0146
10.0688
10.1901
10.2643
10.3594
10.4554
10.5435
10.0531
9.9740
10.1443
10.3948
10.3144
10.4603
10.5420
10.6025
10.7131
11.0723
17-Mar-00
58
265
396
2142
9.7142
9.7818
9.9640
10.0804
10.0858
10.2063
10.2639
10.3571
10.4722
10.5450
10.2672
12.0649
10.0658
10.2689
10.2668
10.3486
10.4780
10.5514
10.6815
11.0335
24-Mar-00
239
61
51
85
67
356
1704
9.8994
9.8930
9.9804
10.2216
10.2162
10.3276
10.4156
10.5119
10.5980
10.3920
10.9278
10.1860
10.2651
10.3497
10.3761
10.4416
10.5304
10.6558
10.8115
11.0989
31-Mar-00
172
343
614
867
281
376
437
510
2707
9.6968
10.1686
10.2147
10.2827
10.3602
10.4408
10.5232
10.5564
10.6163
12.6790
10.3407
10.4406
10.5367
10.6496
10.8999
11.7459
10.9557
12.1207
11.8254
St. Govt.
Treasury Bills (Residual Maturity in Days)
RBI Open Market Operation*
Securities
Upto 14
15-91
92-182
183-364
Sales
Purchase
14
15
16
17
18
19
112
234
123
87
30
0
11.8138
8.3281
8.6265
9.9725
10.0525
9.9763
10.1721
10.1919
10.3715
72
91
99
65
11.8108
7.9733
8.8754
9.8729
10.1222
9.4665
10.2218
10.4712
10.4713
45
11.3848
8.4788
9.7229
10.0723
10.1720
10.9691
10.9200
62
850
1215
2141
8.4742
8.9753
10.1221
10.4710
10.7206
10.9699
10.3217
142
124
11.7862
7.2283
8.9758
10.2718
11.8136
9.3247
10.2213
10.3216
10.4213
49
111
166
466
11.7449
7.7273
8.2265
9.2246
11.7527
8.5782
9.5743
10.1722
84
132
38
115
11.7046
7.9765
8.2773
9.5737
10.0724
9.5736
10.2917
104
184
217
315
3510
10.9851
7.8783
7.9783
9.6235
10.0026
11.7040
9.2276
9.5735
9.9727
10.2918
206
52
10.8601
7.6301
8.4767
9.8232
11.8038
8.6261
9.6233
10.2717
187
414
556
0.35
11.4276
5.9706
7.9785
9.2247
9.6735
11.6860
8.9770
9.5237
9.4741
21
114
824
11.4201
7.4779
7.4795
8.9228
9.5738
11.4410
8.4832
9.1749
9.6535
10.2020
107
338
11.5993
6.5841
6.9806
9.5239
11.6024
8.1244
9.0253
10.1122
279
407
34
161
11.3576
5.3896
8.2271
9.7232
11.5236
8.4760
9.2248
9.8728
10.1123
174
231
79
399
11.3253
7.7293
8.2275
9.0752
11.4956
8.5774
9.2744
9.6734
39
332
473
98
266
11.4094
6.7299
8.0775
9.5937
11.4350
8.2269
9.0950
9.7930
10.0923
483
11.5176
7.7299
8.2764
9.1251
9.9228
8.5263
9.1550
9.8230
10.1522
73
94
318
8.4083
7.7801
8.3521
8.9752
11.1755
8.3751
9.2047
9.4940
10.1422
41
269
236
47
383
11.1006
7.6731
8.2774
9.5538
11.2000
9.5065
9.2710
9.9726
66
203
581
10.7844
7.9787
9.1250
9.2746
11.1865
8.4265
9.9327
102
208
59
10.6696
7.4787
7.9776
8.7260
8.9743
8.5766
9.8130
122
24
1702
3399
1991
10.2312
7.9792
7.7287
8.6763
8.9255
10.6065
9.9735
9.4740
93
108
26
337
3159
10.5190
8.5751
7.9779
8.9952
9.1249
10.9094
9.9697
8.9756
8.9954
299
81
1376
1772
572
10.1037
9.0252
9.2745
10.7305
9.4753
9.1747
9.5228
105
1580
907
10.7945
6.7352
7.9784
8.8256
36
133
116
10.7410
7.4770
7.9781
10.7495
9.0267
9.3742
9.7233
43
247
921
10.7419
7.2815
8.6754
9.0749
9.0751
11.0005
9.7231
78
317
885
1011
733
10.5483
8.8741
8.5599
11.1243
11.9688
11.8682
#
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 :