Publications

Document - Table 202 : Secondary Market Outright Transactions in Government Securities (Face Value) () or PDF - Table 202 : Secondary Market Outright Transactions in Government Securities (Face Value) ()
Date : Aug 31, 2004
Table 202 : Secondary Market Outright Transactions in Government Securities (Face Value)

(Amount in Rupees crore)

Week-ended

Central Government dated securities maturing in the year

1997-98

1998-99

1999-00

2000-01

2001-02

2002-03^

2003-04

2004-05

2005-06

2006-07

2007 & above

1

2

3

4

5

6

7

8

9

10

11

12

1997-98

4-Apr-97

Amount

122

370

338

638

123

165

67

2

238

14

0.49

YTM% Min

9.2072

9.6597

11.5007

12.4363

12.5924

12.7561

13.1684

-

13.0108

13.1559

-

YTM% Max

9.7342

12.4043

12.9943

13.1447

13.1626

13.2777

13.4329

-

13.5392

13.1559

-

11-Apr-97

Amount

408

179

455

324

165

689

26

0

237

17

0

YTM% Min

4.6776

9.3022

11.0158

11.8706

12.0639

12.1736

12.8783

-

12.6501

13.0656

-

YTM% Max

11.0412

11.5683

12.5825

12.8501

12.8083

12.9655

13.1113

-

13.3462

13.1194

-

18-Apr-97

Amount

206

383

121

82

75

418

65

1

30

0.32

0

YTM% Min

3.1491

8.6147

10.2727

11.3211

11.8518

12.0733

12.7164

-

12.9680

-

-

YTM% Max

9.5548

11.0823

12.0001

12.7911

12.8268

12.6816

12.8623

-

13.0154

-

-

25-Apr-97

Amount

307

808

275

347

213

496

78

11

94

67

1294

YTM% Min

5.895

8.5043

9.4322

10.6787

10.9804

11.3282

12.0595

12.1149

12.2143

12.3841

12.6912

YTM% Max

8.6285

10.4114

11.0643

11.9758

11.9957

12.1752

12.6606

12.1732

12.9057

12.9559

13.0498

2-May-97

Amount

593

214

114

55

71

198

52

0

50

10

301

YTM% Min

6.7166

8.9328

10.5375

11.0042

11.3119

11.3962

12.3295

-

12.4005

12.6303

12.7343

YTM% Max

8.1215

10.4059

11.2782

12.1733

11.9655

12.3042

12.5758

-

12.6619

12.7348

12.9303

9-May-97

Amount

135

142

179

180

41

94

23

0

23

7

188

YTM% Min

7.2845

10.1177

11.2259

11.6327

12.0419

12.2378

12.6812

-

12.647

12.8073

12.9174

YTM% Max

8.8889

11.2256

12.1618

12.5421

12.3267

12.6931

12.9399

-

12.7766

12.8073

13.0291

16-May-97

Amount

164

120

122

89

70

1081

60

0

15

0

116

YTM% Min

6.7932

9.9894

10.9685

11.8809

11.9859

12.261

12.676

-

12.5387

-

12.9052

YTM% Max

7.3962

11.6847

11.7253

12.2909

12.2237

12.6894

12.7704

-

12.7482

-

12.9378

23-May-97

Amount

60

83

139

75

12

335

53

0

0.5

0.07

75

YTM% Min

6.2505

9.6074

10.906

11.8649

12.1365

12.0739

12.5987

-

-

-

12.864

YTM% Max

7.3399

10.7234

11.6129

12.3303

12.1519

12.6327

12.7028

-

-

-

12.918

30-May-97

Amount

91

38

66

1747

15

222

53

0

102

0

172

YTM% Min

6.2999

9.7893

11.2816

11.8326

12.1227

12.4506

12.5793

-

12.4531

-

12.8444

YTM% Max

6.7143

11.0921

12.2147

12.4005

12.445

12.6145

12.633

-

12.7618

-

12.8971

6-Jun-97

Amount

306

249

90

1472

116

519

34

0

22

0.08

145

YTM% Min

6.4272

9.4985

11.0532

11.6619

12.1549

12.2793

12.6283

-

12.796

-

12.7718

YTM% Max

9.6103

11.3029

11.8587

12.3851

12.5062

12.6358

12.7205

-

12.8329

-

12.9507

13-Jun-97

Amount

146

214

202

865

40

364

25

0

5

3

145

YTM% Min

7.7591

9.5011

10.8405

11.7261

12.1554

12.1826

12.561

-

12.892

-

12.7714

YTM% Max

9.4282

10.9653

11.4877

12.1823

12.1721

12.5413

12.6081

-

12.892

-

12.9513

20-Jun-97

Amount

72

186

47

647

105

260

153

297

18

6

98

YTM% Min

7.368

9.2739

10.6926

11.6232

11.9552

12.1433

12.3782

12.3826

12.2639

12.6865

12.6629

YTM% Max

8.0529

10.5969

11.0291

12.0056

12.1484

12.3933

12.5453

12.5788

12.5219

12.6865

12.7829

27-Jun-97

Amount

175

300

205

914

173

100

238

624

20

2

144

YTM% Min

5.9389

9.0138

10.3415

11.3478

11.7324

12.0707

12.2235

12.2736

12.416

-

12.5034

YTM% Max

9.2985

10.4074

11.3143

11.9318

11.9555

13.7495

12.579

12.5882

12.581

-

12.6891

4-Jul-97

Amount

159

245

66

533

66

140

43

678

31

5

106

YTM% Min

8.0403

8.9654

10.264

11.0659

11.6243

12.0132

12.3891

12.4047

12.3744

12.4994

12.5551

YTM% Max

8.4761

10.2334

11.1408

11.7337

11.7422

12.2188

12.4336

12.533

12.5467

12.4994

12.5818

11-Jul-97

Amount

351

660

371

1314

20

313

250

1350

13

0

184

YTM% Min

6.7167

8.2817

9.9592

10.6923

11.5843

11.8508

12.1653

12.2388

12.4416

-

12.3699

YTM% Max

8.6749

11.5299

11.4100

11.6276

11.6617

12.2238

12.3779

12.5573

12.4416

-

12.8024

18-Jul-97

Amount

97

295

162

622

90

317

212

1093

0

0

58

YTM% Min

6.3235

7.8108

9.2524

10.3322

10.8934

11.3344

11.6034

11.7041

-

-

11.8985

YTM% Max

6.9459

9.7174

10.8603

11.1392

11.4915

11.9380

12.1674

12.2597

-

-

12.3698

25-Jul-97

Amount

80

312

256

1029

75

493

1735

1139

30

51

325

YTM% Min

3.8152

7.6701

8.8491

9.9882

10.6101

10.9220

11.3518

11.5080

11.7623

11.7520

11.6591

YTM% Max

6.5349

9.0179

9.8314

10.8409

11.1272

11.7261

11.7204

12.0414

11.8852

11.9367

11.9994

1-Aug-97

Amount

38

148

35

857

1057

330

592

1013

25

41

54

YTM% Min

6.3068

7.6978

8.9244

10.0734

10.5831

10.8397

11.1439

11.3197

11.5007

11.4929

11.6382

YTM% Max

7.7047

8.8510

9.8543

10.6470

10.8306

11.2179

11.5197

11.5749

11.6994

11.7516

11.7807

8-Aug-97

Amount

147

192

30

919

687

418

472

1005

33

10

65

YTM% Min

6.2813

7.9227

9.2133

10.1756

10.5597

10.7737

11.0799

11.2307

11.4122

11.4665

11.4807

YTM% Max

6.7296

9.0487

10.6229

10.6364

10.6952

11.1243

11.2364

11.3447

11.4866

11.6654

11.7662

15-Aug-97

Amount

13

73

25

358

545

114

303

1291

1754

20

79

YTM% Min

6.9688

8.2526

9.3384

10.2717

10.6104

10.7485

10.9417

11.0415

11.0794

11.2464

11.2367

YTM% Max

6.9688

9.1024

9.6029

10.6340

10.6506

11.0519

11.1859

11.2499

11.1322

11.4467

11.5739

22-Aug-97

Amount

81

150

25

204

345

55

265

738

265

0

113

YTM% Min

6.6918

8.4608

9.5615

10.3227

10.6210

10.7699

10.9659

11.0603

11.0781

-

11.2599

YTM% Max

8.7980

9.3170

9.8824

10.6951

10.9962

11.0592

11.1988

11.2662

11.2139

-

11.3328

29-Aug-97

Amount

5

65

35

304

139

236

176

266

73

5

30

YTM% Min

8.8411

8.5490

10.2595

10.3161

10.7334

11.0100

11.1157

11.2227

11.1498

-

11.3067

YTM% Max

8.8411

9.2011

10.9389

11.4551

11.4786

11.6898

11.7603

11.7759

11.5609

-

11.7248

5-Sep-97

Amount

10

240

30

496

90

1947

201

301

128

11

106

YTM% Min

8.7586

8.2720

10.1424

10.6209

10.8019

11.0126

11.1143

11.2832

11.1392

11.5005

11.5010

YTM% Max

8.7586

9.9924

10.5160

11.1303

11.1750

11.4820

11.4462

11.7046

11.2840

11.5005

11.6405

12-Sep-97

Amount

1

166

65

146

40

212

120

151

21

0

7

YTM% Min

-

8.2067

10.2127

10.7587

10.9872

11.1350

11.2772

11.4254

11.1958

-

-

YTM% Max

-

10.2352

10.6976

11.1040

11.2180

11.2579

11.5964

11.7081

11.6915

-

-

19-Sep-97

Amount

0

110

81

191

85

63

23

289

12

5

31

YTM% Min

-

8.6057

10.2596

10.7771

11.0519

11.1469

11.3906

11.5480

11.9177

11.9264

11.9475

YTM% Max

-

10.3822

10.8610

11.2378

11.1578

11.5001

11.6072

11.9312

12.1404

11.9264

12.0250

26-Sep-97

Amount

0

121

292

311

233

203

309

178

43

5

36

YTM% Min

-

8.7082

9.9408

10.5578

10.9214

11.1452

11.4296

11.5208

11.3114

11.9276

11.7807

YTM% Max

-

10.4781

10.7024

11.1937

11.5024

11.4101

11.6940

11.7488

11.7996

11.9276

12.1000


(Amount in Rupees crore)

Week-ended

State Government securities

Treasury bills (residual maturity in days)

RBI open market operations*

Up to 14

15-91

92-182

183-364

Sale

Purchase

1

13

14

15

16

17

18

19

1997-98

4-Apr-97

Amount

1

199

319

163

188

879

-

YTM% Min

-

3.2419

4.7360

8.0278

8.6263

YTM% Max

-

6.6820

8.1776

9.8231

10.2219

11-Apr-97

Amount

3

35

555

348

223

717

-

YTM% Min

-

2.9853

3.2415

6.1331

8.1276

YTM% Max

-

3.9877

7.8782

8.5765

9.5738

18-Apr-97

Amount

3

19

167

60

955

211

-

YTM% Min

-

3.0404

3.9882

5.9836

7.6788

YTM% Max

-

5.4866

6.3129

8.2773

9.4241

25-Apr-97

Amount

2

78

222

62

776

314

-

YTM% Min

-

1.4926

2.9911

5.8338

7.9781

YTM% Max

-

4.2377

5.9835

6.7812

8.8257

2-May-97

Amount

0

6

36

13

1070

1

-

YTM% Min

-

2.9908

3.6892

6.6317

8.1277

YTM% Max

-

2.9908

6.4325

6.6317

9.0252

9-May-97

Amount

217

33

226

75

259

23

-

YTM% Min

13.0391

4.9864

6.4319

7.3797

8.8756

YTM% Max

13.0577

5.9833

8.4769

8.9755

9.6236

16-May-97

Amount

84

26

101

185

216

8

-

YTM% Min

13.0217

3.9915

6.8811

8.0778

8.9255

YTM% Max

13.0517

5.7367

8.4767

8.9754

9.4241

23-May-97

Amount

26

9

52

52

438

31

-

YTM% Min

13.0008

4.4875

6.4329

8.4766

8.8756

YTM% Max

13.0283

4.4875

7.4792

8.6263

9.4241

30-May-97

Amount

11

28

135

215

387

4

-

YTM% Min

12.9902

4.9882

6.2329

7.9781

8.8257

YTM% Max

12.9994

5.4345

7.6284

8.5766

9.5239

6-Jun-97

Amount

75

19

136

70

659

18

-

YTM% Min

12.9676

4.4910

5.8836

7.1305

8.5764

YTM% Max

13.0443

5.2346

7.0803

8.4766

9.5649

13-Jun-97

Amount

22

43

70

5

704

48

-

YTM% Min

12.9434

4.8875

5.4843

6.8811

8.2274

YTM% Max

12.9620

6.8822

7.1302

6.8811

9.3881

20-Jun-97

Amount

68

205

92

3

87

0.07

-

YTM% Min

12.8158

2.0021

5.4853

-

8.7459

YTM% Max

12.9611

5.3839

7.1306

-

8.9753

27-Jun-97

Amount

36

24

112

10

163

2

-

YTM% Min

12.6812

3.9880

4.4883

7.1306

8.7260

YTM% Max

12.7885

4.7372

6.9309

7.1306

8.9754

4-Jul-97

Amount

32

44

149

30

310

9

-

YTM% Min

12.6357

4.1216

5.2348

7.2301

8.4269

YTM% Max

12.7247

5.4865

6.9811

7.2801

8.8258

11-Jul-97

Amount

32

1124

46

1

719

36

-

YTM% Min

12.4146

4.1397

6.3824

-

7.4794

YTM% Max

12.6352

5.2355

6.6818

-

8.8257

18-Jul-97

Amount

15

207

60

0

478

39

-

YTM% Min

12.1040

1.9949

4.9866

-

7.1304

YTM% Max

12.5373

4.9463

6.4820

-

8.1775

25-Jul-97

Amount

17

240

175

16

717

17

-

YTM% Min

11.9416

2.4941

6.0836

6.3824

7.0307

YTM% Max

12.0007

4.9463

6.5818

6.8811

8.5266

1-Aug-97

Amount

0.37

243

266

0

47

2

-

YTM% Min

-

3.9915

5.2359

-

7.6789

YTM% Max

-

4.9463

7.1804

-

8.2274

8-Aug-97

Amount

42

279

124

10

512

3

-

YTM% Min

11.6464

4.4872

5.7345

7.4794

7.2301

YTM% Max

11.7544

5.2849

6.5319

7.4794

8.1277

15-Aug-97

Amount

3

222

108

0

64

0

-

YTM% Min

-

3.8874

5.7345

-

7.7487

YTM% Max

-

4.9889

6.6814

-

7.9781

22-Aug-97

Amount

0

256

161

0

396

0.07

-

YTM% Min

-

4.9463

5.0869

-

7.9781

YTM% Max

-

5.9831

7.2294

-

8.3769

29-Aug-97

Amount

27

206

127

60

275

0.03

-

YTM% Min

11.5197

4.9463

5.1856

8.0777

8.2274

YTM% Max

11.8771

6.4321

7.0803

8.3769

8.7261

5-Sep-97

Amount

8

252

62

79

963

0.03

-

YTM% Min

11.6507

1.9924

5.9839

7.1305

7.9780

YTM% Max

11.6507

6.1342

6.7316

8.2772

8.7260

12-Sep-97

Amount

8

225

102

70

252

1

-

YTM% Min

11.6908

1.9933

4.9855

7.4793

7.9781

YTM% Max

11.6908

5.4865

6.2832

7.9781

8.6486

19-Sep-97

Amount

10

238

43

17

381

0.09

-

YTM% Min

11.8173

4.2375

5.8846

7.9782

8.3771

YTM% Max

11.8242

6.4299

8.078

8.0279

8.6762

26-Sep-97

Amount

0.12

64

48

20

237

1

-

YTM% Min

-

4.4965

5.9839

7.9281

8.3769

YTM% Max

-

9.7222

9.5735

8.2275

8.6761


(Amount in Rupees crore)

Week-ended

Central Government dated securities maturing in the year

1997-98

1998-99

1999-00

2000-01

2001-02

2002-03^

2003-04

2004-05

2005-06

2006-07

2007 & above

1

2

3

4

5

6

7

8

9

10

11

12

1997-98

3-Oct-97

Amount

0

196

111

165

181

116

174

135

28

10

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

11.6816

11.8057

10-Oct-97

Amount

10

218

204

373

577

368

380

441

351

10

128

YTM% Min

8.4756

8.3479

9.2137

10.1079

10.5463

10.7664

10.9507

11.0424

11.1138

11.5284

11.3892

YTM% Max

8.4866

9.7587

10.2402

10.9972

10.9943

11.2504

11.4604

11.4694

11.5021

11.5284

11.6373

17-Oct-97

Amount

5

269

175

358

462

530

249

281

195

20

42

YTM% Min

8.1085

8.2733

9.0901

10.0197

10.4404

10.6147

10.8253

11.0123

11.0937

11.2012

11.3456

YTM% Max

8.1085

9.0853

9.9429

10.5011

10.6852

10.9860

11.0594

11.2048

11.3729

11.3111

11.6093

24-Oct-97

Amount

5

163

295

466

1051

792

363

547

587

39

250

YTM% Min

8.3122

8.0074

8.4293

9.4621

9.8825

10.2484

10.4627

10.6595

10.7028

10.8233

10.8409

YTM% Max

8.3122

9.0220

9.8923

10.1581

10.5599

10.7090

11.0231

11.0893

11.2681

11.1831

11.5071

31-Oct-97

Amount

6

90

176

150

498

523

283

445

781

180

779

YTM% Min

-

7.8783

8.3517

9.5515

9.8737

10.1835

10.3922

10.5812

10.6619

10.7699

10.8291

YTM% Max

-

8.3432

9.4889

9.8134

10.0539

10.4563

10.6326

10.7598

10.9109

10.8588

11.1224

7-Nov-97

Amount

0

140

51

291

235

251

338

260

129

25

899

YTM% Min

-

8.0171

8.4899

9.5709

9.8830

10.2444

10.4235

10.6045

10.6614

10.7699

10.8294

YTM% Max

-

8.5139

9.5881

10.1486

9.9516

10.4330

10.5610

10.6533

10.7685

10.7717

11.5530

14-Nov-97

Amount

0

247

117

235

140

345

161

330

183

207

178

YTM% Min

-

8.0234

8.5750

9.5799

9.9080

10.2224

10.4223

10.5189

10.6780

10.7574

10.8289

YTM% Max

-

8.7824

9.7691

10.0520

10.2175

10.4602

10.6313

10.6995

10.9302

10.9190

11.4316

21-Nov-97

Amount

0

127

67

337

265

337

120

186

333

109

96

YTM% Min

-

8.0898

8.4442

9.6024

9.9010

10.2050

10.4620

10.6405

10.6902

10.7512

10.8690

YTM% Max

-

8.6937

9.8194

10.1629

10.0200

10.4107

10.6109

10.6889

10.9323

10.9050

11.4233

28-Nov-97

Amount

0

201

120

200

325

183

74

325

276

51

145

YTM% Min

-

8.0310

8.5979

9.7406

9.9445

10.2149

10.4558

10.6580

10.7006

10.8282

10.8817

YTM% Max

-

8.6033

9.7686

10.0594

10.1367

10.3756

10.6218

10.6979

10.9273

10.9976

11.5061

5-Dec-97

Amount

0

254

20

215

271

115

105

245

128

50

96

YTM% Min

-

8.2092

9.5287

9.6040

9.9697

10.3256

10.5735

10.7464

10.7081

10.9196

10.8128

YTM% Max

-

9.2630

9.9578

10.3403

10.5033

10.9782

10.8891

11.1140

11.3114

11.3162

11.3294

12-Dec-97

Amount

10

101

69

351

335

150

252

59

159

10

10

YTM% Min

9.1203

8.6607

9.7575

10.1473

10.4024

10.6330

10.8287

10.9394

10.9521

11.1262

11.4437

YTM% Max

9.1203

9.9284

10.5923

11.0329

11.0657

11.0235

11.3317

11.0543

11.3031

11.1262

11.4949

19-Dec-97

Amount

0

20

20

73

41

341

216

320

60

22

26

YTM% Min

-

9.7388

9.5929

10.7123

10.8970

10.9997

11.0802

11.1886

11.1205

11.3496

11.4440

YTM% Max

-

9.7388

10.1657

11.1194

11.2862

11.1385

11.3533

11.2417

11.2233

11.8771

11.4954

26-Dec-97

Amount

0

91

13

241

427

146

276

240

125

10

15

YTM% Min

-

9.2328

9.5355

10.3259

10.4848

10.7581

10.8023

10.9447

10.9580

11.2056

11.2322

YTM% Max

-

9.8179

10.4978

11.0623

10.8482

11.0687

11.2583

11.1986

11.2061

11.2434

11.3215

2-Jan-98

Amount

0

39

13

157

350

661

221

72

143

45

61

YTM% Min

-

8.9512

10.3324

10.0185

10.3823

10.5468

10.7289

10.8755

10.8803

11.0108

11.1519

YTM% Max

-

9.6784

10.3324

10.7211

10.7093

10.7905

10.9126

10.9666

11.0724

11.2124

11.3300

9-Jan-98

Amount

0

60

1

402

567

772

372

265

154

18

81

YTM% Min

-

9.0832

-

10.0486

10.3379

10.5589

10.7572

10.8360

9.2329

11.1012

11.1097

YTM% Max

-

9.8368

-

10.8941

10.8222

11.1159

11.1306

11.1558

11.1633

11.1471

11.3352

16-Jan-98

Amount

0

28

1

53

100

273

25

86

63

44

61

YTM% Min

-

10.2421

-

10.6660

10.8534

10.9447

11.1251

11.1301

11.0767

11.2451

11.2265

YTM% Max

-

10.8743

-

11.2395

11.2673

11.2268

11.4778

11.2266

11.5108

11.4959

11.3125

23-Jan-98

Amount

0

145

107

123

127

235

87

30

113

299

60

YTM% Min

-

9.8597

13.6653

10.7130

10.9480

11.2128

11.0723

11.5713

11.5391

13.1939

13.5018

YTM% Max

-

25.7673

15.5429

13.6933

13.4999

13.8005

13.3375

12.8169

13.9899

13.8025

13.5018

30-Jan-98

Amount

1

151

80

56

36

15

6

0

124

55

0

YTM% Min

-

13.2453

12.7718

11.8689

12.2905

13.6128

-

-

13.9904

13.0555

-

YTM% Max

-

32.4688

16.5017

16.2140

12.9975

13.6128

-

-

14.4996

14.4173

-

6-Feb-98

Amount

10

251

72

66

113

210

28

52

81

146

0.5

YTM% Min

12.4767

10.8271

11.0408

11.3687

11.6156

11.7488

11.1532

12.2705

11.0948

12.4736

-

YTM% Max

18.0037

23.1566

12.8501

12.1696

12.2917

13.1434

12.5506

12.3165

12.5733

13.2402

-

13-Feb-98

Amount

0

151

131

189

232

151

250

46

369

76

23

YTM% Min

-

11.0874

11.0220

11.2604

11.5632

11.6747

11.9268

11.9513

11.9943

12.2164

12.5179

YTM% Max

-

13.4226

12.1827

11.8990

11.9222

11.9403

12.2549

12.5579

13.8760

12.6603

12.8057

20-Feb-98

Amount

19

148

105

129

108

286

141

6

303

30

11

YTM% Min

11.6730

12.1637

11.4656

11.4402

11.6057

11.6458

11.9647

11.9617

12.0916

12.1909

12.2039

YTM% Max

12.4120

13.1964

12.2891

12.1123

12.0985

12.1948

12.0561

11.9617

12.2977

12.2880

12.2039

27-Feb-98

Amount

5

116

46

38

85

210

26

2

67

38

9

YTM% Min

11.8298

12.1216

11.9459

11.9442

11.9514

12.2070

12.0444

-

12.2964

12.2959

-

YTM% Max

11.8298

12.6876

12.3623

12.2793

12.2699

12.4178

12.3745

-

12.7860

12.5200

-

6-Mar-98

Amount

9

63

323

271

195

325

10

5

92

35

6

YTM% Min

10.7917

11.5189

11.4832

11.4671

11.7360

11.9308

12.2404

12.4390

12.1926

12.2302

12.4590

YTM% Max

10.7917

13.4873

12.3573

12.3984

12.4000

12.7403

12.2451

12.4390

12.5841

12.4025

12.4590

13-Mar-98

Amount

13

62

101

100

122

551

40

0

219

15

68

YTM% Min

10.8474

11.2347

11.3224

11.4045

11.3681

11.6223

11.9280

-

12.0214

12.2304

12.2657

YTM% Max

10.8474

12.4427

11.7591

11.8814

11.9268

12.0870

12.1277

-

12.4336

12.2972

12.3957

20-Mar-98

Amount

15

130

119

419

187

1058

2

12

303

45

1081

YTM% Min

10.4748

10.5265

9.9338

10.2732

10.9751

11.0982

-

11.6046

11.7699

11.8965

11.9436

YTM% Max

10.4748

13.1215

11.5693

11.6809

11.9476

12.2002

-

11.8291

12.3311

12.2993

12.3111

27-Mar-98

Amount

0

191

180

210

159

1722

125

87

365

37

2118

YTM% Min

-

9.3745

9.9713

10.4198

10.8390

10.8992

11.3973

11.2057

11.4192

11.8859

11.6972

YTM% Max

-

11.7802

10.6776

11.1725

11.2900

11.4778

11.7885

11.8160

11.9515

12.1402

12.1709


(Amount in Rupees crore)

Week-ended

State Government securities

Treasury bills (residual maturity in days)

RBI open market operations*

Up to 14

15-91

92-182

183-364

Sale

Purchase

1

13

14

15

16

17

18

19

1997-98

3-Oct-97

Amount

8

230

16

10

146

0.01

-

YTM% Min

12.1480

4.7871

6.2329

8.0078

8.3769

YTM% Max

12.1480

7.9792

6.7816

8.0078

8.5765

10-Oct-97

Amount

39

51

148

24

435

2

-

YTM% Min

11.8235

2.9853

4.0885

6.8311

7.6291

YTM% Max

11.8235

6.4827

6.8810

7.6789

8.5764

17-Oct-97

Amount

46

116

163

91

610

0.07

-

YTM% Min

11.7625

4.2400

4.7366

7.3797

7.5791

YTM% Max

11.7625

4.9877

6.8313

7.7786

8.4668

24-Oct-97

Amount

2

255

85

70

464

7

-

YTM% Min

-

4.8917

5.7337

6.7814

7.4795

YTM% Max

-

5.1868

6.7812

7.4795

8.1975

31-Oct-97

Amount

12

218

15

95

66

971

-

YTM% Min

11.1918

4.9463

5.9831

7.3798

7.6290

YTM% Max

11.2080

5.0863

6.6319

7.5193

7.8484

7-Nov-97

Amount

12

228

126

90

235

502

-

YTM% Min

10.9701

4.9451

6.1332

7.3797

7.5791

YTM% Max

10.9701

5.3301

6.4821

7.6292

8.1775

14-Nov-97

Amount

0

208

75

65

238

0.13

-

YTM% Min

-

3.9932

5.5853

7.2300

7.6290

YTM% Max

-

5.2355

6.9810

7.5792

8.0280

21-Nov-97

Amount

50

415

88

125

339

3

-

YTM% Min

10.9586

2.9858

5.2348

6.8814

7.5692

YTM% Max

10.9815

4.9895

6.5816

7.5791

7.9781

28-Nov-97

Amount

30

385

54

170

511

1

-

YTM% Min

10.9728

3.6790

6.0837

7.3297

7.4296

YTM% Max

10.9876

4.9895

6.4823

7.4995

7.9781

5-Dec-97

Amount

49

491

130

138

725

34

-

YTM% Min

10.9951

3.9889

5.1847

7.4297

7.5791

YTM% Max

10.9999

5.2861

6.4327

7.7787

8.0978

12-Dec-97

Amount

20

63

104

101

240

7

-

YTM% Min

11.2899

4.9845

5.9830

7.4796

7.8284

YTM% Max

11.2899

7.0390

7.3789

8.4767

8.5265

19-Dec-97

Amount

3

142

143

150

99

1

467

YTM% Min

-

5.4856

7.0414

8.2273

8.5266

YTM% Max

-

9.3735

10.4715

8.7758

8.8756

26-Dec-97

Amount

10

220

134

160

12

1

-

YTM% Min

11.2444

5.7366

7.9785

8.7560

8.8757

YTM% Max

11.2444

8.9751

8.7259

8.9754

8.9753

2-Jan-98

Amount

6

185

180

50

85

1

-

YTM% Min

-

4.9882

7.4292

8.5266

8.5167

YTM% Max

-

7.9778

8.4767

8.7760

8.7260

9-Jan-98

Amount

13

127

226

10

27

4

-

YTM% Min

11.4707

6.9807

7.6996

8.6760

8.5964

YTM% Max

11.4707

9.2321

9.0955

8.7560

8.9255

16-Jan-98

Amount

1

275

99

20

45

4

-

YTM% Min

-

7.9751

8.2275

8.9752

9.0751

YTM% Max

-

9.2321

8.9253

9.0751

9.5339

23-Jan-98

Amount

2

489

699

242

234

3

-

YTM% Min

-

7.5770

9.1747

8.9753

16.4548

YTM% Max

-

21.9387

24.9311

25.9289

19.9452

30-Jan-98

Amount

35

214

554

43

37

1

-

YTM% Min

13.9882

7.4772

12.9644

22.9369

17.9507

 YTM% Max

13.9882

29.9195

29.9179

26.9261

20.9425

6-Feb-98

Amount

51

107

894

25

23

11

-

YTM% Min

12.5455

6.9826

10.7205

12.7150

11.9671

YTM% Max

12.8153

11.9658

18.9479

14.7097

13.5128

13-Feb-98

Amount

2

92

875

10

0

2

-

YTM% Min

-

7.7323

8.2274

10.0723

-

YTM% Max

-

9.9719

13.3132

10.0723

-

20-Feb-98

Amount

9

259

858

5

5

1

-

YTM% Min

-

8.8677

10.2218

11.9671

11.9672

YTM% Max

-

10.6213

12.9647

11.9671

11.9672

27-Feb-98

Amount

4

283

496

0

20

0.06

-

YTM% Min

-

4.9889

8.4767

-

11.4685

YTM% Max

-

9.9938

13.0144

-

11.7179

6-Mar-98

Amount

5

461

427

5

40

0.01

-

YTM% Min

-

7.2296

7.9783

8.0884

10.4712

YTM% Max

-

9.7245

12.2664

8.0884

11.4684

13-Mar-98

Amount

71

239

346

5

25

412

-

YTM% Min

12.2760

7.3004

10.4215

11.0697

10.4712

YTM% Max

12.6961

9.4753

11.9672

11.0697

11.0696

20-Mar-98

Amount

33

204

419

25

35

1491

-

YTM% Min

12.2962

7.4788

9.7227

9.4741

9.9726

YTM% Max

12.3017

10.0104

11.9671

11.1195

10.7705

27-Mar-98

Amount

26

262

498

30

103

2549

-

YTM% Min

12.0827

5.9847

7.9777

9.6734

8.7261

YTM% Max

12.1096

8.7759

10.3710

9.6734

9.5238

(Amount in Rupees crore)

Week-ended

State Government securities

Treasury bills (residual maturity in days)

RBI open market operations*

Up to 14

15-91

92-182

183-364

Sale

Purchase

1

13

14

15

16

17

18

19

1998-99

3-Apr-98

Amount

20

481

423

60

65

165

-

YTM% Min

12.0864

3.9915

7.2354

8.0279

8.2274

YTM% Max

12.0864

9.4739

9.5741

9.5240

10.1513

10-Apr-98

Amount

12

58

416

0

130

46

-

YTM% Min

12.1021

1.8659

7.0807

-

7.9781

YTM% Max

12.1021

5.9826

8.1278

-

9.1749

17-Apr-98

Amount

12

364

86

221

3

1

-

YTM% Min

12.0600

6.9128

7.1803

7.7286

-

YTM% Max

12.0600

7.4810

7.9282

7.8783

-

24-Apr-98

Amount

13

198

336

106

60

2

-

YTM% Min

12.0007

6.1326

6.9797

7.5295

7.8284

YTM% Max

12.0007

8.9732

7.7287

8.4268

8.3271

1-May-98

Amount

5

117

94

374

54

0.1

-

YTM% Min

12.12220

5.73510

6.78130

7.18040

7.52940

YTM% Max

12.12220

7.51970

7.82870

7.67900

7.82850

8-May-98

Amount

40

155

74

54

20

0.36

-

YTM% Min

12.0077

3.9867

6.2323

7.0307

7.5294

YTM% Max

12.0422

6.2883

7.1302

7.5294

7.8784

15-May-98

Amount

88

115

238

5

32

3

-

YTM% Min

12.0002

5.4865

6.8811

7.8783

8.0279

YTM% Max

12.1553

10.9630

10.3712

7.8783

8.0279

22-May-98

Amount

1

189

525

21

7

5

-

YTM% Min

-

5.7366

6.2323

8.9754

9.9726

YTM% Max

-

7.8798

11.2194

10.7205

9.9726

29-May-98

Amount

160

239

144

10

0

25

-

YTM% Min

12.1359

4.9877

8.8754

9.5237

-

YTM% Max

12.2493

9.9697

10.2222

9.9226

-

5-Jun-98

Amount

15

292

212

21

0

5

-

YTM% Min

-

5.3342

5.9841

9.2744

-

YTM% Max

-

6.2825

9.1249

9.3743

-

12-Jun-98

Amount

64

133

172

32

0

8

-

YTM% Min

12.1197

5.9825

7.2306

9.3244

-

YTM% Max

12.1560

6.9803

8.9754

9.5237

-

19-Jun-98

Amount

15

287

240

40

0

0.37

-

YTM% Min

12.14350

4.48850

5.68440

8.72610

-

YTM% Max

12.14350

7.23110

8.22740

9.47400

-

26-Jun-98

Amount

0.02

150

74

139

10

0.34

-

YTM% Min

-

4.9864

7.3791

8.8758

9.4740

YTM% Max

-

7.9781

8.7261

9.3742

9.8230

3-Jul-98

Amount

3

396

167

5

0

0.36

-

YTM% Min

-

6.7303

6.5819

8.8257

-

YTM% Max

-

8.5924

7.9784

8.8257

-

10-Jul-98

Amount

0.5

130

159

46

5

1155

-

YTM% Min

-

5.3329

6.5822

8.7259

9.6235

YTM% Max

-

7.4782

8.3770

9.0253

9.6235

17-Jul-98

Amount

3

451

271

26

112

214

-

YTM% Min

-

5.1695

6.3319

7.9282

8.9753

YTM% Max

-

6.5816

8.1278

7.9783

9.2247

24-Jul-98

Amount

0.38

628

449

0

237

28

-

YTM% Min

-

5.8826

6.2832

-

8.8516

YTM% Max

-

7.2323

7.8786

-

9.1250

31-Jul-98

Amount

1

808

403

15

0

45

-

YTM% Min

-

4.4778

6.3331

7.7787

-

YTM% Max

-

7.9768

7.7289

8.4766

-

7-Aug-98

Amount

15

639

278

0

126

343

-

YTM% Min

12.2048

5.8826

6.4817

-

8.8756

YTM% Max

12.2048

6.7256

7.7055

-

9.0153

14-Aug-98

Amount

37

685

321

30

0

1746

-

YTM% Min

12.2135

4.4863

5.6845

7.4098

-

YTM% Max

12.2194

6.0807

8.1774

7.4796

-

21-Aug-98

Amount

20

523

282

5

317

2549

-

YTM% Min

12.2036

5.4845

6.3816

8.1775

8.9255

YTM% Max

12.4502

7.9781

13.9618

8.1775

9.0152

28-Aug-98

Amount

47

66

103

0

10

2261

-

YTM% Min

12.2961

6.9733

7.9783

-

9.5738

YTM% Max

12.4453

11.9664

11.9668

-

9.9726

4-Sep-98

Amount

48

75

262

0

0

543

-

YTM% Min

12.1526

5.9847

8.7260

-

-

YTM% Max

12.3721

8.4788

10.2222

-

-

11-Sep-98

Amount

56

136

52

0

62

104

-

YTM% Min

12.1565

6.9803

8.4763

-

9.3244

YTM% Max

12.2119

8.9930

9.2749

-

9.4739

18-Sep-98

Amount

43

196

142

0

257

3

-

YTM% Min

12.2573

7.4788

9.0249

-

9.4740

YTM% Max

12.2573

9.6745

9.5939

-

9.5737


(Amount in Rupees crore)

Week-ended

Central Government dated securities maturing in the year

1998-99

1999-00

2000-01

2001-02

2002-03^

2003-04

2004-05

2005-06

2006-07

2007-08

2008 & above

1

2

3

4

5

6

7

8

9

10

11

12

1998-99

25-Sep-98

Amount

111

154

217

330

21

10

165

120

0.36

0

148

YTM% Min

10.2617

10.4397

11.1887

11.5285

11.7063

11.8543

11.9824

12.0142

-

-

12.2564

YTM% Max

10.4613

10.7279

11.3962

11.6174

11.7267

11.8543

12.0269

12.2287

-

-

12.2738

2-Oct-98

Amount

89

20

825

135

40

1

47

0.14

10

0

37

YTM% Min

10.4340

10.5251

11.1942

11.5601

11.7010

-

11.9781

-

12.3088

-

12.2683

YTM% Max

10.5322

10.7614

11.4634

11.6369

11.7496

-

12.0119

-

12.3088

-

12.2768

9-Oct-98

Amount

358

240

690

297

87

87

37

11

11

0.06

53

YTM% Min

10.0174

10.6124

11.3865

11.5790

11.6952

11.8027

12.0319

12.2014

12.3031

-

12.2760

YTM% Max

10.6307

11.3024

11.5367

12.0377

11.7821

11.8561

12.0489

12.2014

12.3031

-

12.3983

16-Oct-98

Amount

195

281

253

98

8

42

66

0.33

2

0

31

YTM% Min

9.9839

10.5818

11.3913

11.6087

11.7999

11.8032

11.9735

-

-

-

12.3036

YTM% Max

10.4520

11.3165

11.6862

11.6942

11.7999

12.0349

12.0553

-

-

-

12.3036

23-Oct-98

Amount

38

30

60

20

0

30

8

0.07

1

0

9

YTM% Min

10.3562

10.5877

11.4258

11.6415

-

11.8013

12.0551

-

-

-

-

YTM% Max

10.4977

10.8145

11.5287

11.6648

-

11.8277

12.0551

-

-

-

-

30-Oct-98

Amount

145

249

667

224

5

51

157

3

19

3

156

YTM% Min

10.2653

10.4412

11.2536

11.6024

11.7339

11.8107

12.0539

-

12.2919

-

12.2826

YTM% Max

10.5020

11.3214

11.5487

11.7042

11.7339

11.8107

12.0664

-

12.3180

-

12.2954

6-Nov-98

Amount

194

369

670

131

11

16

21

5

3

43

89

YTM% Min

9.6638

10.1044

11.1108

11.5501

11.7918

11.9884

12.0382

-

-

12.2085

12.2785

YTM% Max

10.2924

11.2373

11.4615

11.6278

11.7918

11.9884

12.0463

-

-

12.2095

12.2877

13-Nov-98

Amount

419

294

3180

409

135

70

427

106

0

82

418

YTM% Min

8.6522

7.7402

11.0849

11.4766

11.6661

10.9836

11.9890

12.1095

-

12.2066

12.2301

YTM% Max

9.9619

11.0351

11.5696

11.5549

11.7093

12.0135

12.0388

12.1897

-

12.2129

12.2711

20-Nov-98

Amount

179

168

1074

225

55

51

41

36

27

53

99

YTM% Min

3.0450

10.0042

11.1383

11.4774

11.6748

11.7710

11.9846

12.0913

12.2067

12.2042

12.2104

YTM% Max

9.7365

10.9783

11.4290

11.5274

11.7170

12.0112

11.9907

12.0940

12.2125

12.2055

12.2461

27-Nov-98

Amount

258

295

1040

163

130

127

510

11

80

11

121

YTM% Min

8.5719

10.0461

11.2770

11.4647

11.6708

11.7542

11.9451

12.1109

12.1197

12.2049

12.1921

YTM% Max

9.7769

10.9177

11.3797

11.7043

11.7167

11.9709

11.9869

12.1109

12.2066

12.2049

12.2154

4-Dec-98

Amount

123

343

614

212

45

156

95

4

36

38

255

YTM% Min

9.1320

10.1642

11.1657

11.4941

11.6535

11.7474

11.9462

-

12.1405

12.1898

12.1861

YTM% Max

9.7398

10.9322

11.3726

11.5439

11.6729

11.9750

11.9576

-

12.1415

12.1980

12.2772

11-Dec-98

Amount

49

442

664

875

82

611

129

1

36

19

344

YTM% Min

9.0628

10.0849

11.1367

11.4355

11.6333

11.7396

11.9354

-

12.1193

12.1716

12.1712

YTM% Max

9.6111

10.7725

11.3518

11.6096

11.7104

11.9580

11.9566

-

12.1277

12.1835

12.2170

18-Dec-98

Amount

189

381

490

906

103

525

71

10

15

16

136

YTM% Min

9.0984

10.1474

11.1585

11.4894

11.6473

11.7460

11.9409

12.0534

12.1236

12.1701

12.2152

YTM% Max

9.7344

11.1036

11.5825

11.5379

11.6638

11.9474

11.9522

12.0534

12.1257

12.1701

12.2170

25-Dec-98

Amount

57

318

425

224

40

199

83

37

0

1

28

YTM% Min

9.6328

10.2117

11.1255

11.4966

11.6517

11.7487

11.9402

12.0954

-

-

12.2153

YTM% Max

10.1043

10.9043

11.4498

11.5374

11.6559

11.9642

11.9632

12.2152

-

-

12.2171

1-Jan-99

Amount

122

215

670

175

145

228

52

3

19

1

100

YTM% Min

9.1145

10.2187

11.2503

11.4923

11.6139

11.7565

11.9374

-

12.1239

-

12.2155

YTM% Max

10.6138

10.6570

11.4439

11.5327

11.6557

11.9761

11.9612

-

12.1239

-

12.2173

8-Jan-99

Amount

381

352

778

846

735

1295

176

22

20

6

686

YTM% Min

8.7525

10.1032

11.0632

11.4490

11.5969

11.7573

11.9161

12.0471

12.1107

-

12.2156

YTM% Max

9.9840

10.7585

11.4313

11.5359

11.6808

11.9559

11.9523

12.0917

12.1170

-

12.3344

15-Jan-99

Amount

15

276

894

455

552

580

415

5

-

30

220

YTM% Min

9.9718

9.5591

11.2066

11.4703

11.5791

11.7500

11.8904

12.0450

-

12.1725

12.2160

YTM% Max

9.9718

10.5910

11.5212

11.5449

11.6737

11.9201

11.9337

12.0450

-

12.1732

12.2177

22-Jan-99

Amount

100

401

1031

713

338

253

630

0.23

21

21

128

YTM% Min

9.2620

9.9647

10.8853

11.4463

11.5741

11.7247

11.9002

-

12.0890

12.1714

12.2165

YTM% Max

9.7643

10.5026

11.3972

11.5325

11.8351

11.9003

11.9239

-

12.1151

12.1715

12.3333

29-Jan-99

Amount

10

257

664

750

838

380

911

5

22

3

264

YTM% Min

9.4478

9.9775

11.0158

11.3971

11.5307

11.7011

11.8537

11.9974

12.0519

-

12.2171

YTM% Max

9.4478

10.5085

13.1189

11.4601

11.6327

11.8732

11.9294

11.9974

12.0899

-

12.2197

5-Feb-99

Amount

0

456

968

599

112

280

606

10

16

1

1680

YTM% Min

-

9.9481

10.8379

11.3927

11.5305

11.6937

11.8579

12.0458

12.0693

-

12.1843

YTM% Max

-

10.4888

11.5056

11.4685

11.7038

11.8736

11.9357

12.0458

12.0797

-

12.8640

12-Feb-99

Amount

0

344

612

494

436

71

447

45

0.19

0.1

171

YTM% Min

-

9.9058

10.8283

11.3791

11.5286

11.6920

11.8869

12.0011

-

-

12.2101

YTM% Max

-

10.4599

11.2170

11.4285

11.6158

11.8825

11.9169

12.0766

-

-

12.2222

19-Feb-99

Amount

0

331

404

241

180

413

216

46

6

28

195

YTM% Min

-

10.1026

10.7883

11.3938

11.6053

11.7210

11.8849

12.0667

12.1423

12.1672

12.1961

YTM% Max

-

10.7310

11.2143

11.4334

11.6268

11.8937

11.9199

12.0930

12.1423

12.1672

12.5948

26-Feb-99

Amount

0

132

432

267

78

236

189

1

10

21

524

YTM% Min

-

10.1639

11.0941

11.3900

11.5533

11.7085

11.8826

-

12.0691

12.1666

12.1962

YTM% Max

-

10.3133

11.2424

11.4301

11.6357

11.9042

11.9258

-

12.0691

12.1666

12.5934

5-Mar-99

Amount

0

397

1169

1322

526

732

333

12

50

256

420

YTM% Min

-

9.6926

10.5553

11.1087

11.0980

11.3894

11.6318

11.7465

11.8413

11.9402

12.0449

YTM% Max

-

10.7586

11.2510

11.5022

11.6449

11.9155

11.9044

12.0783

12.1931

12.2647

12.3082

12-Mar-99

Amount

0

334

1052

989

514

832

745

318

180

72

2513

YTM% Min

-

9.7732

10.4267

11.0475

11.1950

11.3268

11.5092

11.5384

11.7294

11.8883

11.4717

YTM% Max

-

10.9714

11.1919

11.2362

11.3507

11.6395

11.7279

11.8412

11.9313

12.0604

12.4769

19-Mar-99

Amount

0

528

305

989

418

30

463

43

91

50

245

YTM% Min

-

8.8927

10.5589

10.6191

11.2082

11.3784

11.5761

11.7011

11.7447

11.9076

11.9398

YTM% Max

-

12.8645

11.0457

11.2483

11.3809

11.4777

11.6505

11.7713

11.8430

11.9442

12.3071

26-Mar-99

Amount

0

313

413

633

444

460

712

80

106

85

389

YTM% Min

-

9.9080

10.7106

11.0477

11.1884

11.3556

11.5421

11.6538

11.7248

11.8869

11.9826

YTM% Max

-

11.6757

11.0762

11.1797

11.3508

11.6664

11.5902

11.7688

11.9660

11.9100

12.3284


(Amount in Rupees crore)

Week-ended

State Government securities

Treasury bills (residual maturity in days)

RBI open market operations*

Up to 14

15-91

92-182

183-364

Sale

Purchase

1

13

14

15

16

17

18

19

1998-99

25-Sep-98

Amount

0.26

93

254

5

130

0.46

-

YTM% Min

-

7.3297

7.7292

9.2747

9.4740

YTM% Max

-

8.2274

9.4739

9.2747

9.7233

2-Oct-98

Amount

6

136

242

0

107

42

-

YTM% Min

-

7.2795

7.8788

-

9.9227

YTM% Max

-

8.9723

9.4739

-

9.9727

9-Oct-98

Amount

24

134

678

0

16

342

-

YTM% Min

12.5152

6.5896

8.1287

-

9.9727

YTM% Max

12.5152

8.7246

9.9227

-

10.3714

16-Oct-98

Amount

1

665

636

20

311

216

-

YTM% Min

-

7.9775

7.9781

10.1821

10.4114

YTM% Max

-

10.0431

10.0324

10.1821

10.7206

23-Oct-98

Amount

3

208

112

20

40

46

-

YTM% Min

-

8.2778

8.8262

10.1122

10.4613

YTM% Max

-

8.9264

10.0624

10.1222

10.6507

30-Oct-98

Amount

137

391

679

9

153

276

-

YTM% Min

12.4819

8.4788

8.6768

10.1023

10.1920

YTM% Max

12.4979

9.2276

10.0724

10.1023

10.6607

6-Nov-98

Amount

56

77

1543

0

947

1723

-

YTM% Min

12.4927

7.4787

8.4766

-

10.1321

YTM% Max

12.4948

8.7246

10.0026

-

10.7006

13-Nov-98

Amount

55

161

1449

15

477

3696

-

YTM% Min

12.4774

7.8777

8.4767

9.5736

9.8728

YTM% Max

12.4813

8.5774

9.474

9.5736

10.6707

20-Nov-98

Amount

44

920

477

0

66

492

-

YTM% Min

12.4536

7.2358

8.3269

-

10.0225

YTM% Max

12.4812

9.4740

9.6235

-

10.4712

27-Nov-98

Amount

19

437

757

10

626

656

-

YTM% Min

12.4455

7.7201

8.0775

10.0224

10.1222

YTM% Max

12.4455

9.8905

9.5737

10.0325

10.5710

4-Dec-98

Amount

9

414

615

0

160

303

-

YTM% Min

-

7.4772

8.1279

-

9.6734

YTM% Max

-

14.0718

9.5440

-

10.4812

11-Dec-98

Amount

1

354

414

0

179

749

-

YTM% Min

-

3.1154

8.3777

-

10.3815

YTM% Max

-

8.3281

9.4938

-

10.4214

18-Dec-98

Amount

65

371

478

0

240

347

-

YTM% Min

12.3797

6.4804

8.2275

-

10.2917

YTM% Max

12.4066

9.0704

9.4539

-

10.4713

25-Dec-98

Amount

14

278

271

0

62

20

-

YTM% Min

12.3723

7.4779

8.2763

-

10.2718

YTM% Max

12.3723

9.2283

9.5738

-

10.4214

1-Jan-99

Amount

6

276

241

0

15

229

-

YTM% Min

12.5019

7.9786

8.9953

-

10.4014

YTM% Max

12.5019

10.0737

9.5037

-

10.4014

8-Jan-99

Amount

49

289

413

0

376

1925

-

YTM% Min

12.3840

8.4742

8.3268

-

10.1919

YTM% Max

12.9818

9.4665

9.5339

-

10.4214

15-Jan-99

Amount

36

277

31

0

177

837

-

YTM% Min

12.3875

4.9875

9.4244

-

10.1621

YTM% Max

12.8742

25.5515

9.9727

-

11.0267

22-Jan-99

Amount

6

338

270

0

118

947

-

YTM% Min

-

8.3769

8.8153

-

9.9227

YTM% Max

-

9.9719

9.7234

-

10.4213

29-Jan-99

Amount

39

126

217

5

65

1291

-

YTM% Min

12.3791

5.9706

8.2773

9.5736

9.7732

YTM% Max

12.8733

8.9930

9.4239

9.5736

10.2717

5-Feb-99

Amount

27

225

336

14

288

1641

-

YTM% Min

12.8717

7.9733

8.5264

9.5239

9.7732

YTM% Max

12.8719

9.2115

9.474

9.7233

10.3815

12-Feb-99

Amount

80

244

213

0

449

437

-

YTM% Min

12.3841

8.1299

8.4761

-

9.7731

YTM% Max

12.9830

9.2115

9.3741

-

10.4015

19-Feb-99

Amount

20

416

291

0

333

124

-

YTM% Min

12.4892

7.9733

8.8754

-

9.7731

YTM% Max

12.4926

9.2282

9.4838

-

10.4414

26-Feb-99

Amount

27

352

140

0

23

535

-

YTM% Min

12.5105

8.0293

8.3768

-

9.7732

YTM% Max

12.5105

9.0744

9.4838

-

10.4912

5-Mar-99

Amount

13

222

121

33

507

717

-

YTM% Min

12.4165

7.2288

7.4795

8.6265

8.9753

YTM% Max

12.4165

13.3006

9.4740

9.8231

10.5709

12-Mar-99

Amount

9

298

38

5

500

2203

-

YTM% Min

-

6.2287

8.2274

8.8256

9.3245

YTM% Max

-

8.9930

8.7258

8.8256

9.9726

19-Mar-99

Amount

14

204

80

3

514

76

-

YTM% Min

12.3176

6.9826

8.5766

-

9.8230

YTM% Max

12.3176

9.9763

10.4710

-

10.0724

26-Mar-99

Amount

34

125

59

0

309

345

-

YTM% Min

12.1459

6.7717

8.6461

-

9.2745

YTM% Max

12.3078

7.7804

8.9257

-

10.1222


(Amount in Rupees crore)

Week-ended

Central Government dated securities maturing in the year

1999-00

2000-01

2001-02

2002-03^

2003-04

2004-05

2005-06

2006-07

2007-08

2008-09

2009 & above

1

2

3

4

5

6

7

8

9

10

11

12

1999-00

2-Apr-99

Amount

67

612

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

Amount

399

1369

1183

840

1033

1294

46

66

25

360

4846

YTM% Min

8.9535

10.4028

10.8681

11.0423

11.1790

11.2938

11.5999

11.7143

11.8367

11.8535

11.9277

YTM% Max

10.4246

11.0347

11.1475

11.5150

11.5302

11.5725

11.7255

11.9111

11.8367

11.9817

12.5800

16-Apr-99

Amount

105

368

711

554

672

551

15

607

0

173

3700

YTM% Min

7.3090

10.4024

10.8639

11.0245

11.1455

11.3601

11.5888

11.6158

-

11.6490

11.9019

YTM% Max

12.3809

10.7229

11.0327

11.1138

11.4243

11.4360

11.5888

11.7180

-

11.8690

12.4501

23-Apr-99

Amount

61

940

653

390

955

665

120

212

107

44

1243

YTM% Min

9.2352

10.4444

10.8508

11.0292

11.1542

11.3026

11.4852

11.6171

11.7882

11.8514

11.9010

YTM% Max

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

Amount

54

460

494

538

913

595

1

164

99

45

543

YTM% Min

9.6390

10.3948

10.8081

11.0043

11.1567

11.2835

-

11.5658

11.7893

11.8323

11.8564

YTM% Max

10.3291

10.7219

11.0034

11.1112

11.3600

11.3955

-

11.6305

11.8049

11.8735

12.2453

7-May-99

Amount

165

722

630

307

901

417

484

510

100

264

4375

YTM% Min

9.3320

10.1942

10.8296

11.0195

11.0950

11.2877

11.3746

11.5258

11.6552

11.7346

11.8535

YTM% Max

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

Amount

52

535

512

257

515

552

602

583

365

79

2231

YTM% Min

9.8188

10.1988

10.8468

10.9596

11.0928

11.2670

11.3264

11.4677

11.6442

11.7414

11.8440

YTM% Max

10.3256

10.7727

10.9452

11.0482

11.2866

11.3076

11.5089

11.5302

11.7139

11.7786

12.4472

21-May-99

Amount

165

461

476

362

463

209

572

439

210

197

1297

YTM% Min

8.8155

9.6552

10.8373

10.9633

11.1108

11.2779

11.3487

11.4420

11.6201

11.7020

11.8008

YTM% Max

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

Amount

213

555

326

201

650

570

692

179

587

200

6535

YTM% Min

9.2268

10.2701

10.8324

11.0122

11.0839

11.2625

11.3323

11.4298

11.5223

11.5848

11.6253

YTM% Max

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

Amount

183

418

381

77

800

368

210

160

110

110

5203

YTM% Min

6.5303

10.0005

10.8481

11.0175

11.1405

11.2373

11.3398

11.4348

11.5729

11.6062

11.6338

YTM% Max

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

Amount

127

895

722

300

659

740

270

267

105

88

3633

YTM% Min

9.9070

10.1714

10.8396

10.9630

11.0676

11.2530

11.3399

11.4149

11.5311

11.6104

11.6920

YTM% Max

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

Amount

51

243

376

239

220

415

110

359

108

31

2085

YTM% Min

10.2574

10.3063

10.8552

10.9669

11.1190

11.2705

11.3365

11.4203

11.6108

11.3507

11.6953

YTM% Max

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

Amount

60

807

421

320

527

974

383

138

50

32

1319

YTM% Min

10.1230

10.2845

10.8365

10.9790

11.0750

11.2821

11.3492

11.4411

11.6035

11.6875

11.7558

YTM% Max

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

Amount

89

486

221

151

336

285

71

153

145

5

643

YTM% Min

8.7106

10.3315

10.8890

10.7483

11.1208

11.2995

11.3579

11.4896

11.6244

11.6975

11.7867

YTM% Max

10.4080

10.8409

11.0734

11.1053

11.3964

11.3967

11.4595

11.5692

11.7564

11.6975

12.4199

9-Jul-99

Amount

127

1013

860

251

483

669

25

310

2537

5

431

YTM% Min

10.0447

10.2925

10.7567

10.9704

11.1345

11.2666

11.3509

11.5137

11.6711

11.8054

11.7984

YTM% Max

10.3318

10.7530

11.2676

11.1039

11.3582

11.3726

11.3694

11.6904

11.8947

11.8054

12.5370

16-Jul-99

Amount

144

915

625

416

325

409

37

230

850

0

1454

YTM% Min

10.0141

10.1947

10.7675

10.2715

11.1347

11.2353

11.3358

11.5016

11.6023

-

11.6621

YTM% Max

10.2881

10.6239

10.9763

11.0437

11.8311

11.3038

11.3820

11.6821

11.6992

-

12.3957

23-Jul-99

Amount

259

1185

964

803

958

837

286

275

1171

115

2917

YTM% Min

9.9539

10.1535

10.6683

10.9174

11.0374

11.2143

11.3146

11.4172

11.5382

11.6562

11.6847

YTM% Max

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

Amount

57

656

465

499

828

1095

251

250

919

211

2325

YTM% Min

10.0056

9.2542

10.5196

10.8611

10.9368

11.1557

11.2669

11.3649

11.4828

11.5908

11.6269

YTM% Max

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

Amount

460

1053

748

458

1222

1599

138

138

876

357

9298

YTM% Min

9.2540

9.5058

10.2100

10.4575

10.6354

10.8369

11.1380

11.0635

11.2372

11.3470

11.4122

YTM% Max

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

Amount

90

578

326

565

1356

615

122

55

669

193

4434

YTM% Min

9.4033

9.6224

10.1998

10.5264

10.7014

10.8620

10.9974

11.0995

11.2886

11.4041

11.4155

YTM% Max

10.1752

10.6230

10.6252

10.8298

11.1327

11.1014

11.1184

11.1518

11.5155

11.5502

12.0871

20-Aug-99

Amount

79

462

317

394

1205

515

250

90

500

160

2146

YTM% Min

10.1105

10.0248

10.4012

10.5836

10.7069

10.9272

11.0371

11.1625

11.3100

11.4339

11.4671

YTM% Max

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

Amount

107

464

185

943

851

421

146

459

448

203

2531

YTM% Min

10.1037

9.9931

10.3996

10.5689

10.7095

10.9270

11.0477

11.1495

11.3090

11.4319

11.4879

YTM% Max

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

Amount

62

460

417

319

791

232

15

95

90

30

2054

YTM% Min

10.0959

10.1525

10.4701

10.6142

10.7092

10.9555

11.0511

11.1671

11.3181

11.5011

11.4968

YTM% Max

10.4431

10.6358

10.6386

10.7506

11.0545

11.0954

11.1213

11.2503

11.3992

11.5029

12.0354

10-Sep-99

Amount

25

216

701

485

544

245

170

10

112

2

776

YTM% Min

10.5684

10.4107

10.6050

10.7181

10.8624

11.0100

11.1305

11.2503

11.3750

-

11.4852

YTM% Max

11.0783

10.7413

10.8180

10.8906

11.1105

11.1205

11.1856

11.2587

11.4613

-

12.0483

17-Sep-99

Amount

1

234

165

305

310

573

130

90

90

60

1162

YTM% Min

-

10.3230

10.6359

10.7575

10.8386

10.9680

11.0856

11.1940

11.3237

11.4670

11.5776

YTM% Max

-

10.6554

10.7376

10.8427

11.0371

11.0741

11.1279

11.2394

11.4537

11.5049

12.1414

24-Sep-99

Amount

122

326

374

532

315

765

353

818

355

146

3054

YTM% Min

9.6250

10.1687

10.5650

10.6887

10.7974

10.8886

11.0249

11.1307

11.2574

11.4288

11.5270

YTM% Max

10.6988

10.5069

10.8837

10.7723

10.9761

11.1918

11.1669

11.2132

11.4204

11.4756

12.0005

(Amount in Rupees crore)

Week-ended

State Government securities

Treasury bills (residual maturity in days)

RBI open market operations*

Up to 14

15-91

92-182

183-364

Sale

Purchase

1

13

14

15

16

17

18

19

1999-00

2-Apr-99

Amount

46

54

59

0

802

761

-

YTM% Min

12.2367

7.4789

8.0773

-

9.8729

YTM% Max

12.2396

8.2269

8.9754

-

10.1321

9-Apr-99

Amount

12

129

172

5

630

3430

-

YTM% Min

12.0398

5.8333

6.7308

8.8757

9.3244

YTM% Max

12.0398

7.5292

8.7259

8.8757

10.0724

16-Apr-99

Amount

9

127

184

0

529

2304

-

YTM% Min

-

5.9820

6.1340

-

9.0750

YTM% Max

-

7.7273

8.5064

-

9.9227

23-Apr-99

Amount

0.28

86

98

45

807

526

-

YTM% Min

-

6.9810

8.2273

8.4766

9.5238

YTM% Max

-

8.7220

8.6759

9.3741

9.9228

30-Apr-99

Amount

8

107

65

10

247

0

-

YTM% Min

-

7.3770

8.3569

8.4766

9.2247

YTM% Max

-

8.7246

8.9756

8.4766

9.9227

7-May-99

Amount

427

140

73

5

247

4365

-

YTM% Min

12.1928

7.7339

8.0783

9.1747

9.3743

YTM% Max

12.2056

8.7246

8.9256

9.1747

9.9227

14-May-99

Amount

249

219

64

3

148

617

-

YTM% Min

12.1761

7.3789

8.2775

-

9.4242

YTM% Max

12.2044

9.4739

9.3744

-

9.9426

21-May-99

Amount

148

136

102

0

289

0

-

YTM% Min

11.7306

7.7295

8.1780

-

9.6734

YTM% Max

12.2022

9.2282

9.0750

-

10.0225

28-May-99

Amount

262

176

59

5

561

2806

-

YTM% Min

11.7358

7.2323

8.0769

8.7262

9.6734

YTM% Max

12.2448

8.0773

8.6735

8.7262

10.4213

4-Jun-99

Amount

122

246

196

52

609

2861

-

YTM% Min

11.7548

7.1308

8.1778

8.9254

9.6735

YTM% Max

12.1214

8.7246

8.6762

9.8231

10.3217

11-Jun-99

Amount

44

162

143

51

451

892

-

YTM% Min

12.0486

7.3293

8.2278

9.0750

9.4739

YTM% Max

12.0574

8.3467

51.3021

9.8729

10.2618

18-Jun-99

Amount

49

175

92

75

327

37

-

YTM% Min

12.0408

6.9733

8.3271

9.9228

10.0724

YTM% Max

12.0671

8.6758

8.9756

10.0324

10.3516

25-Jun-99

Amount

21

123

50

81

146

39

-

YTM% Min

12.0633

8.0292

8.7258

9.5238

9.4740

YTM% Max

12.0663

8.6261

8.9756

10.0225

10.3616

2-Jul-99

Amount

59

137

158

89

141

1

-

YTM% Min

12.0520

6.9807

8.4761

9.4738

10.1222

YTM% Max

12.1011

8.5762

9.4742

10.1222

10.3715

9-Jul-99

Amount

15

185

202

92

81

38

-

YTM% Min

12.0742

7.8271

8.2275

9.4740

10.0723

YTM% Max

12.0742

8.4103

9.2746

10.0225

10.2818

16-Jul-99

Amount

8

132

123

121

192

135

-

YTM% Min

-

8.0242

8.2775

9.6235

10.0225

YTM% Max

-

9.2115

9.2943

9.9726

10.3516

23-Jul-99

Amount

75

112

148

215

184

50

50

YTM% Min

11.9245

7.9781

8.3766

9.5988

10.0224

YTM% Max

12.0526

8.4787

9.3745

10.0224

10.4314

30-Jul-99

Amount

20

144

195

92

506

0

-

YTM% Min

12.0226

6.9901

8.4766

9.4739

9.7731

YTM% Max

12.0226

8.1834

9.2947

9.9527

10.3217

6-Aug-99

Amount

34

169

168

216

1227

2988

-

YTM% Min

11.7138

7.4788

8.0271

8.9753

9.3743

YTM% Max

11.9699

8.4852

9.0250

9.7234

10.2219

13-Aug-99

Amount

3

163

85

114

214

503

-

YTM% Min

-

8.0768

8.2766

9.5238

9.7234

YTM% Max

-

9.9739

9.1749

10.1223

10.2718

20-Aug-99

Amount

50

120

133

95

480

2

-

YTM% Min

11.7509

8.6765

8.4773

9.7732

9.7731

YTM% Max

11.7596

10.1698

9.4743

9.9725

10.3006

27-Aug-99

Amount

361

75

148

155

987

2280

-

YTM% Min

11.4696

8.3052

8.4764

9.4739

9.863

YTM% Max

11.8345

8.9765

9.9229

9.9727

10.3117

3-Sep-99

Amount

14

37

98

181

271

42

-

YTM% Min

11.7593

7.9765

8.5769

9.5237

9.7732

YTM% Max

11.7593

8.9748

9.6235

10.1721

10.3715

10-Sep-99

Amount

126

54

149

361

221

1

-

YTM% Min

11.8114

4.9882

8.5771

10.1221

10.1222

YTM% Max

11.8994

10.4862

10.4711

10.5711

10.7206

17-Sep-99

Amount

78

75

107

136

138

13

-

YTM% Min

11.8058

8.3767

9.4741

10.0224

10.1920

YTM% Max

11.8488

12.4616

10.9695

10.6708

10.7207

24-Sep-99

Amount

52

43

220

45

141

1104

-

YTM% Min

11.6798

7.6797

8.9751

10.0723

9.9725

YTM% Max

11.8206

8.6061

10.4214

10.2220

10.3715

(Amount in Rupees crore)

Week-ended

Central Government dated securities maturing in the year

1999-00

2000-01

2001-02

2002-03^

2003-04

2004-05

2005-06

2006-07

2007-08

2008-09

2009 & above

1

2

3

4

5

6

7

8

9

10

11

12

1999-00

1-Oct-99

Amount

1

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

Amount

0.25

160

245

220

293

450

128

176

201

185

2466

YTM% Min

-

10.4988

10.6003

10.7115

10.8189

10.9433

11.0291

11.1430

11.2777

11.4196

11.5180

YTM% Max

-

10.7883

10.7511

10.8441

10.9731

10.9950

11.0997

11.1743

11.3456

11.4566

12.0230

15-Oct-99

Amount

3

249

75

200

435

370

182

70

1963

176

3139

YTM% Min

-

10.2771

10.6474

10.7035

10.8101

10.9274

11.0398

11.1617

11.3198

10.8807

11.5186

YTM% Max

-

10.6649

10.7276

10.8286

11.0406

11.0289

11.1573

11.2148

11.3728

11.4636

12.0439

22-Oct-99

Amount

48

262

230

46

237

180

173

7

580

20

1942

YTM% Min

10.6561

10.5036

10.6479

10.7515

10.8285

10.9405

11.0443

11.1926

11.3314

11.4311

11.5430

YTM% Max

10.7181

10.6504

10.7622

10.8693

11.0163

11.0323

11.1279

11.1926

11.3845

11.4399

12.0429

29-Oct-99

Amount

44

648

620

340

333

550

421

194

840

70

3337

YTM% Min

10.4801

10.2424

10.5076

10.6870

10.7921

10.9078

11.0308

11.1350

11.2960

11.4238

11.5017

YTM% Max

10.6058

10.6578

10.7071

10.7565

10.9339

10.9719

11.0529

11.3708

11.4950

11.4326

12.0160

5-Nov-99

Amount

25

807

743

746

495

500

277

420

1057

179

3550

YTM% Min

10.3332

10.1210

10.4191

10.5731

10.6904

10.8702

10.9687

11.0821

11.2597

11.3801

11.4886

YTM% Max

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

Amount

69

256

175

260

310

425

121

220

360

95

2978

YTM% Min

9.7060

10.1184

10.4247

10.5432

10.6606

10.8481

10.9588

11.0582

11.2137

11.3494

11.4318

YTM% Max

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

Amount

120

242

351

391

370

475

262

410

933

275

10371

YTM% Min

9.8277

10.1327

10.4336

10.5213

10.6599

10.8127

10.9394

11.0293

11.1707

11.3102

11.4001

YTM% Max

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

Amount

13

263

117

377

367

615

486

477

44

149

5802

YTM% Min

10.1074

10.1994

10.1689

10.4283

10.6693

10.8060

10.9103

10.9952

11.1278

11.2553

11.0429

YTM% Max

10.1074

10.5095

10.4920

10.6247

10.8634

10.8956

11.0680

11.0385

11.3219

11.3292

12.2132

3-Dec-99

Amount

100

951

594

550

741

730

320

290

687

276

7052

YTM% Min

9.5840

9.6198

10.2591

10.3984

10.5332

10.5047

10.7850

10.9234

11.0363

11.1737

11.2700

YTM% Max

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

Amount

323

765

699

675

950

655

330

125

389

110

6864

YTM% Min

8.7489

9.2667

10.0533

10.1886

10.3445

10.5227

10.6676

10.7964

10.8837

11.0089

11.1572

YTM% Max

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

Amount

257

447

468

201

145

210

120

160

240

60

2282

YTM% Min

8.3515

9.6705

10.2763

10.3574

10.5534

10.7192

10.8353

10.9860

11.1147

11.2489

11.3382

YTM% Max

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

Amount

71

591

537

244

271

603

177

225

321

241

3932

YTM% Min

9.2554

9.7370

10.2620

10.3716

10.5185

10.6885

10.8157

10.9311

11.0437

10.6842

11.2774

YTM% Max

9.4864

10.3519

10.3124

10.5591

10.7361

10.8211

11.0469

11.2611

11.2577

11.2577

11.7598

31-Dec-99

Amount

35

316

191

242

331

482

151

135

171

245

2623

YTM% Min

9.2548

9.5561

10.1667

10.3034

10.4671

10.6485

10.7485

10.8721

10.9628

11.0854

11.1904

YTM% Max

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

Amount

57

212

165

260

323

553

302

248

211

120

4548

YTM% Min

8.6097

9.9021

10.1092

10.2841

10.3885

10.5713

10.6731

10.8274

10.9129

11.0501

11.1560

YTM% Max

9.0178

10.3241

10.3359

10.4434

10.7122

10.7148

11.0330

10.9448

11.1933

11.1707

11.6800

14-Jan-00

Amount

80

436

385

242

425

323

193

410

235

205

5352

YTM% Min

8.6572

9.4390

10.2690

10.3844

10.4845

10.6593

10.6931

10.8744

10.9787

11.0932

11.2008

YTM% Max

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

Amount

137

564

620

743

957

665

366

495

630

663

10148

YTM% Min

8.9086

9.3307

9.8920

10.1590

10.2687

10.3138

10.4677

10.5550

10.6332

10.7106

10.8080

YTM% Max

9.7556

10.1769

10.2848

10.3851

10.6748

10.6665

11.0556

10.9115

10.9941

11.1187

11.6454

28-Jan-00

Amount

109

397

484

470

452

524

141

382

335

796

3417

YTM% Min

9.5140

9.2517

10.0379

10.1466

10.2715

10.3714

10.4538

10.5432

10.6328

10.6972

10.8075

YTM% Max

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

Amount

0

585

1182

682

1052

620

471

586

539

1392

9279

YTM% Min

-

8.7077

9.6896

9.9062

9.9999

10.1171

10.2016

10.3020

10.4169

10.4849

10.5827

YTM% Max

-

9.9620

10.1554

10.2322

10.4188

10.4479

10.7037

10.5787

10.7042

10.7787

11.3012

11-Feb-00

Amount

0

650

1185

604

910

790

70

462

303

1637

8966

YTM% Min

-

8.6924

9.5012

9.6477

9.7737

9.9631

10.1162

10.1410

10.2219

10.2728

10.3650

YTM% Max

-

9.6901

9.8004

9.9724

10.3426

10.2727

10.3885

10.3197

10.6081

10.5308

11.0765

18-Feb-00

Amount

0

1543

744

294

822

663

340

195

267

2342

11073

YTM% Min

-

8.4696

9.2335

9.3771

9.5865

9.5919

9.7508

9.8059

9.9738

9.9281

10.0139

YTM% Max

-

9.9349

9.6747

9.9099

10.2527

10.2277

10.2191

10.2248

10.3133

10.3917

11.0264

25-Feb-00

Amount

0

237

678

292

254

353

190

410

232

3509

2710

YTM% Min

-

7.8348

8.0458

9.6342

9.7456

9.8976

10.0367

10.1356

10.2171

10.3436

10.3657

YTM% Max

-

9.7775

9.6471

9.8480

9.9864

9.9898

10.2187

10.1735

10.2683

10.3818

10.9027

3-Mar-00

Amount

0

151

467

149

453

336

163

295

275

2860

3445

YTM% Min

-

9.1856

9.4724

9.6783

9.7495

9.8675

10.0338

10.1190

10.2039

10.1630

10.2365

YTM% Max

-

9.8962

10.1056

10.3585

10.4864

10.1144

10.3416

10.7633

10.8271

10.8663

11.1260

10-Mar-00

Amount

0

226

257

171

506

157

213

313

300

446

2307

YTM% Min

-

8.7951

9.7119

9.9134

10.0146

10.0688

10.1901

10.2643

10.3594

10.4554

10.5435

YTM% Max

-

10.0531

9.9740

10.1443

10.3948

10.3144

10.4603

10.5420

10.6025

10.7131

11.0723

17-Mar-00

Amount

0

120

128

70

550

135

58

265

230

396

2142

YTM% Min

-

9.7142

9.7818

9.9640

10.0804

10.0858

10.2063

10.2639

10.3571

10.4722

10.5450

YTM% Max

-

10.2672

12.0649

10.0658

10.2689

10.2668

10.3486

10.4780

10.5514

10.6815

11.0335

24-Mar-00

Amount

0

239

241

239

61

165

51

85

67

356

1704

YTM% Min

-

9.8994

9.8930

9.9804

10.2216

10.2162

10.3276

10.4156

10.5119

10.5980

10.3920

YTM% Max

-

10.9278

10.1860

10.2651

10.3497

10.3761

10.4416

10.5304

10.6558

10.8115

11.0989

31-Mar-00

Amount

0

172

343

614

867

281

67

376

437

510

2707

YTM% Min

-

9.6968

10.1686

10.2147

10.2827

10.3602

10.4408

10.5232

10.5564

10.6815

10.6163

YTM% Max

-

12.6790

10.3407

10.4406

10.5367

10.6496

10.8999

11.7459

10.9557

12.1207

11.8254


(Amount in Rupees crore)

Week-ended

State Government securities

Treasury bills (residual maturity in days)

RBI open market operations*

Up to 14

15-91

92-182

183-364

Sale

Purchase

1

13

14

15

16

17

18

19

1999-00

1-Oct-99

Amount

17

112

234

123

87

30

-

YTM% Min

11.8138

8.3281

8.6265

9.9725

10.0525

YTM% Max

11.8138

9.9763

10.1721

10.1919

10.3715

8-Oct-99

Amount

10

72

91

99

65

3

-

YTM% Min

11.8108

7.9733

8.8754

9.8729

10.1222

YTM% Max

11.8108

9.4665

10.2218

10.4712

10.4713

15-Oct-99

Amount

15

45

213

80

30

44

-

YTM% Min

11.3848

8.4788

9.7229

10.0723

10.1720

YTM% Max

11.3848

10.9691

10.92

10.8702

10.2219

22-Oct-99

Amount

14

62

260

850

1215

0

2141

YTM% Min

11.8138

8.4742

8.9753

9.9725

10.1221

YTM% Max

11.8138

10.471

10.7206

10.9699

10.3217

29-Oct-99

Amount

57

142

194

30

124

10

-

YTM% Min

11.7862

7.2283

8.9758

9.9725

10.2718

YTM% Max

11.8136

9.3247

10.2213

10.3216

10.4213

5-Nov-99

Amount

49

111

121

166

466

0

-

YTM% Min

11.7449

7.7273

8.2265

9.2246

10.1221

YTM% Max

11.7527

8.5782

9.5743

10.1722

10.2718

12-Nov-99

Amount

17

84

132

38

115

0

-

YTM% Min

11.7046

7.9765

8.2773

9.5737

10.0724

YTM% Max

11.7046

8.4788

9.5736

9.9725

10.2917

19-Nov-99

Amount

104

184

217

35

315

3510

-

YTM% Min

10.9851

7.8783

7.9783

9.6235

10.0026

YTM% Max

11.7040

9.2276

9.5735

9.9727

10.2918

26-Nov-99

Amount

58

206

171

7

52

0

-

YTM% Min

10.8601

7.6301

8.4767

9.8232

10.1221

YTM% Max

11.8038

8.6261

9.6233

9.8232

10.2717

3-Dec-99

Amount

172

187

414

15

556

0.35

-

YTM% Min

11.4276

5.9706

7.9785

9.2247

9.6735

YTM% Max

11.6860

8.9770

9.5237

9.4741

10.2718

10-Dec-99

Amount

21

206

382

114

824

0

-

YTM% Min

11.4201

7.4779

7.4795

8.9228

9.5738

YTM% Max

11.4410

8.4832

9.1749

9.6535

10.2020

17-Dec-99

Amount

11

107

338

6

120

0

-

YTM% Min

11.5993

6.5841

6.9806

-

9.5239

YTM% Max

11.6024

8.1244

9.0253

-

10.1122

24-Dec-99

Amount

45

279

407

34

161

0

-

YTM% Min

11.3576

5.3896

8.2271

9.7232

9.8729

YTM% Max

11.5236

8.4760

9.2248

9.8728

10.1123

31-Dec-99

Amount

109

174

231

79

399

0

-

YTM% Min

11.3253

7.7293

8.2275

9.0752

9.7232

YTM% Max

11.4956

8.5774

9.2744

9.6734

10.1722

7-Jan-00

Amount

39

332

473

98

266

51

-

YTM% Min

11.4094

6.7299

8.0775

9.5937

9.6235

YTM% Max

11.4350

8.2269

9.0950

9.7930

10.0923

14-Jan-00

Amount

7

124

483

111

437

19

-

YTM% Min

11.5176

7.7299

8.2764

9.1251

9.9228

YTM% Max

11.5176

8.5263

9.1550

9.8230

10.1522

21-Jan-00

Amount

73

94

340

65

318

0

-

YTM% Min

8.4083

7.7801

8.3521

8.9752

9.5736

YTM% Max

11.1755

8.3751

9.2047

9.4940

10.1422

28-Jan-00

Amount

41

269

236

47

383

0

-

YTM% Min

11.1006

7.6731

8.2774

9.1749

9.5538

YTM% Max

11.2000

9.5065

9.2710

9.5738

9.9726

4-Feb-00

Amount

66

203

581

58

370

0

-

YTM% Min

10.7844

7.7801

7.9787

9.1250

9.2746

YTM% Max

11.1865

8.4265

9.0253

9.5237

9.9327

11-Feb-00

Amount

102

208

179

59

302

0

-

YTM% Min

10.6696

7.4787

7.9776

8.4767

8.7260

YTM% Max

10.8080

8.9743

8.5766

9.2746

9.8130

18-Feb-00

Amount

49

151

122

24

1702

3399

1991

YTM% Min

10.23120

7.97920

7.72870

8.67630

8.92550

YTM% Max

10.60650

9.72290

9.97350

9.47400

9.97260

25-Feb-00

Amount

93

108

206

26

337

3159

60

YTM% Min

10.5190

8.5751

7.9779

8.9952

9.1249

YTM% Max

10.9094

9.9697

8.9756

8.9954

9.4740

3-Mar-00

Amount

35

299

292

81

1376

1772

572

YTM% Min

10.1037

7.9765

8.4767

9.0252

9.2745

YTM% Max

10.7305

9.4753

9.1747

9.4740

9.5228

10-Mar-00

Amount

26

105

61

0

1580

9

907

YTM% Min

10.7945

6.7352

7.9784

-

9.2744

YTM% Max

10.7945

8.4788

8.8256

-

9.5239

17-Mar-00

Amount

36

133

290

66

506

0

116

YTM% Min

10.7410

7.4770

7.9781

9.1250

9.2746

YTM% Max

10.7495

9.0267

9.4740

9.3742

9.7233

24-Mar-00

Amount

43

91

247

95

921

0

366

YTM% Min

10.7419

7.2815

8.6754

9.0749

9.0751

YTM% Max

11.0005

10.2218

9.7231

9.474

9.9726

31-Mar-00

Amount

78

317

885

1011

410

0

733

YTM% Min

10.5483

8.8741

8.5599

9.1747

9.5737

YTM% Max

11.1243

11.9688

11.8682

9.7232

10.1222


(Amount in Rupees crore)

Week-ended

Central Government dated securities maturing in the year

2000-01

2001-02

2002-03^

2003-04

2004-05

2005-06

2006-07

2007-08

2008-09

2009-10

2010 & above

1

2

3

4

5

6

7

8

9

10

11

12

2000-01

7-Apr-00

Amount

404

676

611

670

848

98

360

335

2183

438

3001

YTM% Min

9.3742

9.4704

9.6573

9.8538

9.9035

10.0021

10.0770

10.0685

10.1012

10.3428

10.4379

YTM% Max

10.9110

10.2613

10.3002

10.5466

10.2670

10.0634

10.4398

10.6181

10.8037

10.6977

11.0990

14-Apr-00

Amount

514

1000

370

310

475

40

101

291

1282

1743

2673

YTM% Min

8.2833

9.4700

9.5971

9.7176

9.8040

9.9036

9.9552

10.0457

10.1178

10.2072

10.2896

YTM% Max

9.8212

9.6697

9.7257

9.9195

9.9335

9.9600

10.1184

10.2945

10.3255

10.4474

10.9713

21-Apr-00

Amount

711

814

561

500

455

265

415

168

815

1656

1826

YTM% Min

8.5262

9.4525

9.5612

9.6706

9.7809

9.8693

9.9703

10.0717

10.1490

10.2054

10.3024

YTM% Max

9.4765

9.5589

9.6793

9.8247

9.8933

9.9181

10.0263

10.1137

10.2428

10.3256

10.9592

28-Apr-00

Amount

551

920

830

948

886

1603

445

317

650

942

3431

YTM% Min

8.5665

9.2787

9.4027

9.5624

9.7033

9.8163

9.9279

10.0460

10.1789

10.2616

10.2261

YTM% Max

9.5725

9.5214

9.6293

9.8105

9.8341

10.0542

10.2603

10.1976

10.2715

10.3506

10.7362

5-May-00

Amount

380

721

350

672

660

1288

320

199

544

979

2785

YTM% Min

8.6364

9.2542

9.4051

9.5542

9.6789

9.8058

9.9121

10.0320

10.1642

10.2700

10.3704

YTM% Max

9.4070

9.3588

9.5790

9.7637

9.7888

10.0697

10.0172

10.1610

10.3633

10.4944

10.7722

12-May-00

Amount

459

1392

755

1231

698

1645

284

107

1054

1002

1990

YTM% Min

8.1457

9.1417

9.3265

9.4277

9.6487

9.7752

9.9187

10.0654

10.2240

10.3383

10.4831

YTM% Max

9.2789

9.3575

9.4939

9.6934

9.7499

10.0250

9.9733

10.1435

10.3501

10.4877

10.8420

19-May-00

Amount

320

672

456

1680

400

631

1175

140

497

414

1237

YTM% Min

8.5178

9.2005

9.3647

9.4578

9.6453

9.7954

9.9189

10.0833

10.2794

10.3857

10.5187

YTM% Max

9.3194

9.3685

9.4296

9.6936

9.7540

10.0354

10.2798

10.1144

10.3488

10.4853

10.8607

26-May-00

Amount

484

1618

645

1342

231

600

730

96

565

663

659

YTM% Min

7.5140

9.2782

9.4035

9.4794

9.6910

9.8173

9.9365

10.1441

10.3103

10.4326

10.5334

YTM% Max

10.2207

10.0555

10.0972

10.1697

9.9017

10.1245

10.2958

10.2070

10.6306

10.8836

11.2039

2-Jun-00

Amount

436

1336

826

1035

560

476

327

90

161

400

2099

YTM% Min

8.7593

9.4207

9.5350

9.6548

9.8207

9.8711

10.0105

10.3359

10.4664

10.5536

10.8242

YTM% Max

9.6945

9.9897

10.1187

10.0300

10.0252

10.0874

10.2199

10.4085

10.6476

10.8271

11.1913

9-Jun-00

Amount

344

497

388

592

280

297

110

47

80

122

989

YTM% Min

9.2939

9.5029

9.5946

9.7159

9.8642

9.9077

10.1588

10.4402

10.5971

10.7034

10.7034

YTM% Max

9.9491

10.0138

10.0066

10.2135

10.1204

10.1725

10.2370

10.7986

10.8617

10.9704

11.2829

16-Jun-00

Amount

86

337

157

368

91

126

227

1660

42

61

531

YTM% Min

9.3295

9.6609

9.8745

9.9704

10.0910

10.1192

10.4920

10.6711

10.8619

10.9417

10.8692

YTM% Max

9.9544

9.9219

10.0361

10.2059

10.2334

10.2906

10.5767

10.8105

10.9900

11.0836

11.2963

23-Jun-00

Amount

224

447

185

728

300

222

254

2089

23

219

305

YTM% Min

9.3590

9.6154

9.7869

9.9137

10.0780

10.1222

10.4625

10.6806

10.7944

10.9143

10.9502

YTM% Max

10.6380

9.9131

9.9754

10.2089

10.2659

10.5713

10.5679

10.8314

10.8174

11.0832

11.2961

30-Jun-00

Amount

451

397

185

411

105

96

304

1562

11

317

525

YTM% Min

10.0184

9.5901

9.7563

9.9352

10.1325

10.1493

10.4503

10.6415

10.8386

10.9119

11.1301

YTM% Max

10.7072

9.8012

9.8770

10.1274

10.2352

10.3902

10.5893

10.7439

10.8386

11.0575

11.2829

7-Jul-00

Amount

765

702

1245

1250

346

301

767

2536

115

1093

922

YTM% Min

6.9650

9.4520

9.6240

9.7880

10.0379

9.9992

10.3773

10.5494

10.7076

10.8244

10.9620

YTM% Max

9.9802

9.6372

9.8240

10.0717

10.1470

10.3090

10.4836

10.6726

10.8264

10.9998

11.2098

14-Jul-00

Amount

167

385

896

588

270

1467

655

1373

52

503

414

YTM% Min

8.1399

9.4384

9.6327

9.7861

10.0108

10.0989

10.3460

10.5389

10.6915

10.8096

10.9435

YTM% Max

9.6223

9.5674

9.7122

10.0419

10.1216

10.2771

10.4597

10.6155

10.7805

10.9585

11.1772

21-Jul-00

Amount

180

318

1118

746

250

1815

350

2009

35

624

2109

YTM% Min

7.6830

9.4429

9.6205

9.7683

9.9799

10.1212

10.2843

10.4608

10.6043

10.7279

10.8641

YTM% Max

9.5323

9.7824

9.9299

10.2689

10.3614

10.3614

10.5327

10.7147

10.6715

10.9511

11.1653

28-Jul-00

Amount

598

564

618

1672

365

221

3366

2374

246

512

2292

YTM% Min

9.5890

9.7209

9.8494

10.2133

10.2472

10.2899

10.8800

10.6498

11.1345

10.9684

11.1260

YTM% Max

12.2500

10.9538

10.8916

11.1938

11.1967

11.2528

11.3046

11.3571

11.3706

11.4655

11.5443

4-Aug-00

Amount

187

193

275

836

300

299

3087

1141

5

45

2046

YTM% Min

9.9689

10.1718

10.3896

10.5559

10.7530

10.8091

10.9565

11.0328

11.2038

11.2067

10.9508

YTM% Max

11.1097

10.6269

10.7545

10.9559

11.0179

11.0742

11.1843

11.1666

11.2038

11.2996

11.5670

11-Aug-00

Amount

287

316

405

1285

186

127

348

2

25

188

271

YTM% Min

10.6452

10.6365

10.6997

10.8202

10.9455

11.0006

11.0913

-

11.1579

11.4123

11.2592

YTM% Max

11.5330

11.2933

11.0470

11.0857

11.1620

11.2133

11.2110

-

11.3305

11.5560

11.6063

18-Aug-00

Amount

140

307

576

1019

205

243

773

2

31

114

110

YTM% Min

11.1675

10.5314

10.5532

10.6604

10.7725

10.8733

10.9736

-

11.2133

11.3201

11.2032

YTM% Max

11.8637

10.9468

10.9748

11.0562

11.0161

11.1951

11.1617

-

11.3229

11.4958

11.5784

25-Aug-00

Amount

183

158

475

914

155

38

496

0

0

251

1131

YTM% Min

11.2629

10.5677

10.5567

10.6856

10.8161

10.8761

10.9657

-

-

11.3467

11.4199

YTM% Max

12.1558

10.9487

11.0005

11.0067

11.1205

11.1124

11.1721

-

-

11.4925

11.6075

1-Sep-00

Amount

368

226

200

1082

226

78

663

27

5

48

241

YTM% Min

10.3822

10.7662

10.7519

10.7724

10.8995

10.9340

11.0163

11.2490

11.4776

11.3736

11.2422

YTM% Max

13.9035

11.0083

10.9981

11.0235

11.0358

11.2389

11.3049

11.2531

11.4776

11.4189

11.7249

8-Sep-00

Amount

104

337

695

1199

206

125

641

7

2560

53

82

YTM% Min

11.1190

10.5227

10.5457

10.6611

10.8438

10.9318

11.0600

11.3386

11.3698

11.4645

11.1345

YTM% Max

13.2372

10.8840

10.8254

10.9572

10.9446

11.0470

11.3087

11.3386

11.5363

11.5614

11.5943

15-Sep-00

Amount

321

260

360

1041

230

96

534

20

3730

49

134

YTM% Min

10.6578

10.4657

10.5308

10.6554

10.7658

10.9163

11.0172

11.2324

11.3309

11.4463

11.2278

YTM% Max

11.4777

10.8460

10.8239

10.8394

10.9211

11.0171

11.1953

11.2430

11.4426

11.5085

11.6466


(Amount in Rupees crore)

Week-ended

State Government securities

Treasury bills (residual maturity in days)

RBI open market operations*

Up to 14

15-91

92-182

183-364

Sale

Purchase

1

13

14

15

16

17

18

19

2000-01

7-Apr-00

Amount

7

103

478

47

766

27

5

YTM% Min

11.0447

5.388

7.4797

8.3769

8.8457

YTM% Max

11.0447

8.9289

9.3804

9.474

9.4241

14-Apr-00

Amount

0.49

61

211

165

151

0

-

YTM% Min

-

5.9816

6.7815

7.9781

9.1249

YTM% Max

-

7.6285

8.0778

8.9753

9.2047

21-Apr-00

Amount

14

91

320

25

153

14

-

YTM% Min

10.5708

6.2326

7.3301

8.4268

9.1249

YTM% Max

10.5708

6.9826

8.4267

8.9256

9.2745

28-Apr-00

Amount

105

205

447

139

795

0

-

YTM% Min

10.4607

4.9848

7.4790

8.3970

8.8757

YTM% Max

10.5839

8.2268

8.3771

8.8758

9.2746

5-May-00

Amount

92

201

346

96

307

0

-

YTM% Min

9.9335

6.4830

7.4303

8.2274

8.726

YTM% Max

10.6784

7.6812

8.2775

8.6264

9.3244

12-May-00

Amount

57

130

237

96

497

0

-

YTM% Min

10.5076

6.9803

6.9815

8.0976

8.8757

YTM% Max

10.6381

7.3319

8.3770

8.5764

9.2786

19-May-00

Amount

9

74

122

16

279

0

-

YTM% Min

10.5531

6.5302

7.4299

8.5267

8.8757

YTM% Max

10.5531

7.6283

8.5266

8.5763

9.2246

26-May-00

Amount

24

182

86

73

802

302

-

YTM% Min

10.7969

6.9304

7.979

8.8755

8.9255

YTM% Max

10.8121

8.9765

9.0751

9.2746

9.6735

2-Jun-00

Amount

11

310

231

99

468

1663

-

YTM% Min

-

6.7329

8.4568

8.6263

8.7758

YTM% Max

-

8.3281

8.6762

9.3244

9.3443

9-Jun-00

Amount

7

292

379

85

116

16

-

YTM% Min

-

6.9319

7.2294

8.8856

9.1948

YTM% Max

-

9.9726

9.3246

9.3743

9.5139

16-Jun-00

Amount

10

105

64

26

177

8

-

YTM% Min

-

7.7275

7.9777

9.1748

9.5338

YTM% Max

-

8.9743

9.4739

9.4242

9.6734

23-Jun-00

Amount

2

45

86

38

190

0

-

YTM% Min

-

8.9754

8.8755

8.5764

9.5737

YTM% Max

-

11.1243

10.1722

9.6733

9.8231

30-Jun-00

Amount

4

13

55

27

155

0.29

-

YTM% Min

-

8.5774

8.6010

9.0157

9.3543

YTM% Max

-

8.9749

10.1216

9.5238

9.6847

7-Jul-00

Amount

72

110

1423

58

353

1437

-

YTM% Min

10.8797

7.2279

7.7880

8.8755

9.0750

YTM% Max

11.0507

7.9781

9.2244

9.1747

9.6235

14-Jul-00

Amount

18

121

207

36

181

456

-

YTM% Min

11.0534

6.5798

7.3858

8.9525

9.2283

YTM% Max

11.1537

7.7295

8.9753

9.1748

9.5039

21-Jul-00

Amount

16

220

107

42

237

539

-

YTM% Min

11.0027

4.5881

7.5790

8.7259

9.1747

YTM% Max

11.0901

8.6269

8.6764

9.0750

9.3930

28-Jul-00

Amount

49

276

209

51

528

4962

1428

YTM% Min

11.2993

6.4815

7.7287

9.7730

9.2247

YTM% Max

11.3825

8.7246

11.9672

10.1196

10.4712

4-Aug-00

Amount

31

237

178

27

614

927

1716

YTM% Min

11.2469

6.8501

7.9787

9.4130

10.0922

YTM% Max

11.2987

10.4709

9.5735

10.3716

10.3715

11-Aug-00

Amount

246

161

352

18

247

0

100

YTM% Min

11.6704

7.6016

8.9752

10.4711

10.3369

YTM% Max

11.8451

11.4732

12.4663

10.4711

10.8701

18-Aug-00

Amount

120

159

394

18

196

25

-

YTM% Min

11.6834

6.7329

9.9732

10.9697

10.5211

YTM% Max

11.7290

14.9545

11.4691

10.9697

10.6806

25-Aug-00

Amount

139

72

210

95

1079

937

937

YTM% Min

11.6727

8.9754

10.7923

10.3217

10.5268

YTM% Max

11.7727

14.4647

12.0665

11.0197

10.9699

1-Sep-00

Amount

80

163

143

339

361

175

175

YTM% Min

11.7846

7.8486

8.9753

10.2005

10.684

YTM% Max

11.8192

14.7113

11.4686

11.0198

11.0883

8-Sep-00

Amount

32

107

82

15

746

0

-

YTM% Min

11.7758

9.8264

9.2403

10.3577

10.4522

YTM% Max

11.8017

11.9661

10.9691

10.4476

10.8067

15-Sep-00

Amount

27

89

162

73

694

1313

-

YTM% Min

11.7478

7.6382

9.2403

10.2923

10.4713

YTM% Max

11.7479

10.4695

11.0191

10.521

10.7903

(Amount in Rupees crore)

Week-ended

Central Government dated securities maturing in the year

2000-01

2001-02

2002-03^

2003-04

2004-05

2005-06

2006-07

2007-08

2008-09

2009-10

2010 & above

1

2

3

4

5

6

7

8

9

10

11

12

2000-01

22-Sep-00

Amount

62

99

861

493

310

152

376

17

2168

25

119

YTM% Min

10.6450

10.5877

10.5826

10.7864

10.8262

10.9138

11.0258

11.3819

11.2960

11.5291

10.7857

YTM% Max

11.4925

11.0634

11.0604

11.0889

11.2177

11.2238

11.4500

11.4763

11.6411

11.6120

11.6387

29-Sep-00

Amount

41

504

793

1582

120

122

176

1

1909

37

25

YTM% Min

9.9669

10.5589

10.5584

10.6635

10.8532

10.9291

11.0766

-

11.2999

11.4559

-

YTM% Max

11.0880

10.7926

10.7033

11.0855

10.9749

11.0056

11.3707

-

11.5243

11.5089

-

6-Oct-00

Amount

0.04

262

340

1190

142

132

136

5

3099

38

5

YTM% Min

-

10.4026

10.4560

10.6246

10.7853

10.8435

11.0369

11.3418

11.3368

11.5132

-

YTM% Max

-

10.7124

10.6710

10.7722

10.8882

10.9859

11.2009

11.3418

11.5534

11.5960

-

13-Oct-00

Amount

10

236

330

1374

95

115

484

4

2722

0

2920

YTM% Min

10.3673

10.2559

10.3969

10.5296

10.6860

10.7621

10.9560

-

11.3412

-

10.9373

YTM% Max

10.3673

10.5483

10.6486

10.8165

10.9018

10.8667

11.3522

-

11.5419

-

11.7559

20-Oct-00

Amount

22

184

459

784

80

67

270

15

1704

16

1024

YTM% Min

10.5331

10.3938

10.4704

10.5814

10.7172

10.8134

11.0008

11.3583

11.4076

11.4900

11.4914

YTM% Max

10.5331

10.7377

10.6328

10.8234

10.8145

11.0287

11.1374

11.3838

11.5201

11.5090

11.7381

27-Oct-00

Amount

31

96

260

552

30

105

447

0.1

2165

35

1381

YTM% Min

10.3688

10.3494

10.4505

10.5679

10.7378

10.7882

10.9745

-

11.3700

11.4893

10.8569

YTM% Max

10.3945

10.4519

10.6159

10.6868

10.7522

11.1601

11.0125

-

11.4883

11.5244

11.7123

3-Nov-00

Amount

0

271

434

872

105

137

441

50

2448

41

2995

YTM% Min

-

10.2185

10.3501

10.4762

10.6107

10.7080

10.8624

11.1242

11.2368

11.4178

11.4455

YTM% Max

-

10.4240

10.5124

10.6885

10.8230

11.0151

10.9996

11.2693

11.4461

11.5665

11.7138

10-Nov-00

Amount

0

356

432

1012

203

172

4087

3957

4265

846

5674

YTM% Min

-

10.2373

10.3231

10.4376

10.5599

10.6474

10.7873

10.9385

11.0815

11.1637

11.2300

YTM% Max

-

10.3450

10.4269

10.5833

10.6245

10.7161

10.9788

11.0736

11.2935

11.3864

11.6392

17-Nov-00

Amount

0

295

366

721

175

1467

762

2771

2543

446

3266

YTM% Min

-

10.0401

10.2228

10.3491

10.4960

10.5399

10.7122

10.8637

11.0174

11.1437

11.1993

YTM% Max

-

10.3269

10.3439

10.5398

10.6263

10.9007

10.9916

10.9936

11.1297

11.2944

11.6162

24-Nov-00

Amount

41

428

431

755

245

993

574

362

1556

392

3208

YTM% Min

9.9179

10.1459

10.2363

10.3328

10.4940

10.5926

10.7335

10.9016

11.0134

11.1668

11.0972

YTM% Max

10.2551

10.2899

10.4084

10.4816

10.6049

10.8088

10.9344

10.9583

11.2365

11.2346

11.6180

1-Dec-00

Amount

10

291

410

626

170

196

441

138

1258

360

2531

YTM% Min

9.0355

10.1397

10.2225

10.3280

10.4695

10.5851

10.7617

10.9437

11.0892

11.2146

11.3236

YTM% Max

9.0355

10.2855

10.3925

10.4977

10.6014

10.7643

10.8579

11.0611

11.2516

11.2755

11.6154

8-Dec-00

Amount

0

192

456

852

293

446

749

2387

2880

1030

4215

YTM% Min

-

9.9656

10.0782

10.1879

10.2972

10.4341

10.5792

10.7136

10.8637

10.9903

11.1315

YTM% Max

-

10.1752

10.3553

10.4285

10.5553

10.6344

11.1178

11.1038

11.2117

11.3556

11.6600

15-Dec-00

Amount

50

355

310

536

126

211

375

286

1685

577

6176

YTM% Min

9.7059

9.8878

10.0928

10.1879

10.3564

10.4149

10.5756

10.7258

10.8255

10.9859

11.0043

YTM% Max

10.0735

10.3115

10.2412

10.3272

10.4530

10.5022

10.6773

10.9469

11.0017

11.0586

11.6205

22-Dec-00

Amount

0

294

550

776

195

278

443

310

1660

915

7208

YTM% Min

-

9.9438

10.0744

10.1368

10.2638

10.3659

10.4705

10.5776

10.7179

10.8229

10.9035

YTM% Max

-

10.0789

10.2450

10.3014

10.4622

10.4881

10.7561

10.8113

10.8792

11.1195

11.5267

29-Dec-00

Amount

0

81

331

347

33

128

163

62

519

525

3476

YTM% Min

-

9.9756

10.1148

10.2005

10.2961

10.3849

10.5007

10.6041

10.7072

10.8114

10.9037

YTM% Max

-

10.1144

10.1639

10.288

10.3884

10.4491

10.5606

10.8649

10.783

11.043

11.5084

5-Jan-01

Amount

0

714

492

986

185

537

723

860

2193

1063

8364

YTM% Min

-

9.6623

9.8193

9.9101

10.0267

10.0979

10.2076

10.3559

10.4393

10.5622

10.6211

YTM% Max

-

10.0205

10.2032

10.2446

10.3412

10.5212

10.515

10.8005

10.7508

10.9613

11.4683

12-Jan-01

Amount

70

459

526

822

146

497

624

531

2500

798

7526

YTM% Min

9.2230

9.7002

9.8005

9.8862

10.0297

10.0670

10.2016

10.3168

10.4106

10.5298

10.6194

YTM% Max

9.5401

9.9575

10.0028

10.0661

10.1006

10.1835

10.3457

11.0506

10.6105

10.7571

11.5016

19-Jan-01

Amount

0

254

452

977

235

752

766

905

2414

1278

11151

YTM% Min

-

9.7490

9.7799

9.8415

9.9759

10.0404

10.1481

10.2483

10.3249

10.4374

10.5290

YTM% Max

-

9.9575

9.9473

9.9924

10.9487

10.1557

10.2979

10.5393

10.6065

10.7063

11.1555

26-Jan-01

Amount

0

285

732

1381

260

654

700

842

2565

1262

8941

YTM% Min

-

9.550

9.524

9.604

9.750

9.825

9.967

10.083

10.192

10.313

10.420

YTM% Max

-

9.927

9.866

9.896

9.963

10.060

10.216

10.413

10.428

10.577

12.045

2-Feb-01

Amount

28

270

235

1123

138

148

467

593

2689

816

7365

YTM% Min

10.0574

9.5214

9.5243

9.6556

9.7572

9.8294

10.0050

10.0963

10.1727

10.3191

10.3596

YTM% Max

10.0574

9.9958

9.6328

9.7918

9.9229

9.9231

10.1127

10.4275

10.8217

10.6140

11.0538

9-Feb-01

Amount

28

550

575

1600

342

856

653

1121

3346

1481

11141

YTM% Min

10.1490

9.2208

9.3470

9.4298

9.5913

9.6495

9.7491

9.8857

9.9399

10.1132

10.1445

YTM% Max

10.1490

9.7227

9.5597

9.7251

9.8327

9.9614

10.1042

10.4242

10.3548

10.5092

11.0049

16-Feb-01

Amount

1

140

718

1400

195

499

672

890

2190

935

10041

YTM% Min

-

9.1623

9.3054

9.4587

9.5701

9.6523

9.7724

9.9158

9.9436

10.1098

10.1477

YTM% Max

-

9.4510

9.6557

9.7278

10.0597

9.8917

10.0940

10.3368

10.2948

10.5165

10.9219

23-Feb-01

Amount

0

219

225

1542

186

914

1345

885

2187

826

6314

YTM% Min

-

8.9264

9.1430

9.2618

9.4597

9.4580

9.5797

9.7661

9.8585

10.0975

10.0807

YTM% Max

-

9.2222

9.5392

9.6841

9.7373

10.0030

10.0550

10.2196

10.2653

10.1844

10.8503

2-Mar-01

Amount

13

530

986

1884

492

1163

1120

492

3084

1655

10809

YTM% Min

8.2598

8.3000

8.6837

8.8282

9.0695

9.0322

9.2224

9.3642

9.4342

9.7208

9.5404

YTM% Max

8.2598

9.2321

9.4764

9.3689

9.6952

9.8198

9.9442

9.9415

10.2634

10.5113

10.8629

9-Mar-01

Amount

0

442

567

1560

147

450

834

785

2112

181

5419

YTM% Min

-

8.5499

8.8161

8.944

9.1662

9.2028

9.3963

9.5707

9.5213

9.9735

9.6091

YTM% Max

-

9.1243

9.1173

9.2522

9.392

9.4295

10.3879

10.1977

10.0491

10.2311

10.9205

16-Mar-01

Amount

0

341

672

1388

609

506

884

559

3196

266

4275

YTM% Min

-

8.7152

8.7429

8.9587

9.1479

9.2038

9.4028

9.5821

9.6477

10.0906

9.8392

YTM% Max

-

9.1920

9.3265

9.4112

9.6133

9.7666

10.2663

10.7132

10.6348

10.5647

11.0376

23-Mar-01

Amount

2

351

762

704

728

810

815

497

1854

683

2894

YTM% Min

-

8.3987

8.9730

9.1218

9.3614

9.4103

9.5957

9.8080

9.8156

10.1312

9.9939

YTM% Max

-

9.1804

9.2722

9.2921

9.6309

9.9951

10.3583

10.2668

10.3119

10.5651

11.0543

30-Mar-01

Amount

0

534

436

1088

331

620

685

377

1290

444

3487

YTM% Min

-

8.8812

9.0082

9.1057

9.3734

9.3951

9.5660

9.8026

9.8789

10.2333

10.1035

YTM% Max

-

9.6490

9.2417

9.4661

9.6649

10.1854

10.2393

10.1011

10.3885

10.6013

11.0479

(Amount in Rupees crore)

Week ended

State Government securities

Treasury bills (residual maturity in days)

RBI open market operations*

Up to 14

15-91

92-182

183-364

Sale

Purchase

1

13

14

15

16

17

18

19

2000-01

22-Sep-00

Amount

17

116

186

123

830

21

-

YTM% Min

11.6880

6.6316

9.5730

10.4214

10.4214

YTM% Max

11.7515

9.9754

10.7626

10.8734

11.1693

29-Sep-00

Amount

11

331

749

262

631

1

-

YTM% Min

-

6.677

9.4801

10.0723

10.4338

YTM% Max

-

10.7232

10.4713

10.6614

10.7396

6-Oct-00

Amount

83

169

207

111

959

37

-

YTM% Min

11.9640

8.3106

9.0746

9.9827

10.2718

YTM% Max

11.9889

10.0714

10.2725

10.3574

10.6706

13-Oct-00

Amount

16

272

276

51

714

0

-

YTM% Min

-

8.1134

8.8396

9.8013

10.1113

YTM% Max

-

9.7213

10.9200

10.3046

10.7106

20-Oct-00

Amount

13

189

295

122

778

29

-

YTM% Min

-

7.1091

9.0433

9.7819

10.2291

YTM% Max

-

9.7238

10.3812

10.3116

10.6705

27-Oct-00

Amount

67

87

170

55

328

0

-

YTM% Min

11.8394

7.3131

9.1182

9.8231

10.1721

YTM% Max

11.9405

8.5782

9.8228

10.1221

10.4014

3-Nov-00

Amount

124

209

300

109

858

3

-

YTM% Min

11.8126

5.9826

7.7571

9.6735

10.0723

YTM% Max

11.9219

8.9765

9.7733

10.1721

10.3716

10-Nov-00

Amount

25

64

252

80

432

7605

-

YTM% Min

11.5805

7.4772

8.5850

9.8728

9.9228

YTM% Max

11.6744

10.0732

9.8729

10.0722

10.2418

17-Nov-00

Amount

89

77

255

219

531

3929

-

YTM% Min

11.4698

8.9747

8.9098

9.6234

9.9725

YTM% Max

11.5640

11.0635

9.9726

10.0225

10.2718

24-Nov-00

Amount

78

92

83

223

581

4

-

YTM% Min

11.5197

6.4091

8.9335

9.4717

10.0243

YTM% Max

11.6406

8.5296

9.6634

9.9727

10.2120

1-Dec-00

Amount

46

156

295

61

338

25

-

YTM% Min

11.5695

5.6091

8.0904

9.6434

9.9183

YTM% Max

11.5900

8.9751

9.4740

9.9228

10.2219

8-Dec-00

Amount

171

103

272

79

922

1671

-

YTM% Min

11.4068

6.1375

7.2233

9.1869

9.6315

YTM% Max

11.6037

8.2274

9.1341

9.8529

10.1422

15-Dec-00

Amount

90

101

349

97

857

0

-

YTM% Min

11.3029

6.0555

7.6685

9.1650

9.6313

YTM% Max

11.6556

7.9786

9.1250

9.8230

10.0474

22-Dec-00

Amount

83

75

301

57

801

0

-

YTM% Min

11.1277

5.2381

8.4761

9.4182

9.6024

YTM% Max

11.4622

8.876

9.1248

9.8231

10.0225

29-Dec-00

Amount

22

147

78

42

434

0

-

YTM% Min

11.32160

7.98910

8.40260

9.47410

9.77310

YTM% Max

11.32160

10.46800

9.97270

9.59780

10.02250

5-Jan-01

Amount

80

113

73

27

996

26

-

YTM% Min

11.0283

8.2247

8.6554

8.9395

9.4372

YTM% Max

11.2387

9.4750

9.1945

9.5990

9.9825

12-Jan-01

Amount

74

125

109

42

1022

0

-

YTM% Min

10.3168

7.6219

8.7393

9.3845

9.3742

YTM% Max

11.2878

9.8724

9.1738

9.5237

9.9751

19-Jan-01

Amount

79

27

110

67

519

61

-

YTM% Min

10.8281

8.3866

8.9092

9.1255

9.5731

YTM% Max

11.4729

8.3866

9.4755

9.6236

9.8236

26-Jan-01

Amount

97

147

86

106

779

0

-

YTM% Min

10.6934

7.8969

8.6063

9.2038

9.3367

YTM% Max

11.0416

9.8751

9.0556

9.6132

9.6838

2-Feb-01

Amount

92

166

88

76

407

0

-

YTM% Min

10.6411

7.8532

8.7725

9.2034

9.3047

YTM% Max

10.8910

9.9727

9.2243

9.5239

9.6734

9-Feb-01

Amount

64

270

370

154

1387

2

-

YTM% Min

10.5784

6.6484

8.1735

8.8754

9.1150

YTM% Max

11.0311

8.6673

9.0750

9.3486

9.4948

16-Feb-01

Amount

49

213

463

136

741

0

-

YTM% Min

10.4055

3.3254

7.9224

8.8208

9.0772

YTM% Max

10.8339

8.9264

9.2251

9.2245

9.4142

23-Feb-01

Amount

34

121

434

366

777

0

-

YTM% Min

10.4011

5.6091

7.779

8.336

8.5526

YTM% Max

10.7761

8.2247

8.9754

9.1631

9.3642

2-Mar-01

Amount

44

189

494

327

1617

0

-

YTM% Min

10.0152

5.5362

7.4148

8.0510

8.2035

YTM% Max

10.8788

8.0297

8.4972

8.5864

9.0850

9-Mar-01

Amount

15

131

494

165

1120

9

-

YTM% Min

-

4.9900

6.3797

8.0280

8.3071

YTM% Max

-

7.8784

8.2771

8.2275

8.9754

16-Mar-01

Amount

42

191

610

120

411

23

-

YTM% Min

9.1302

5.0593

7.2402

7.9783

8.4767

YTM% Max

11.1999

8.7243

9.4743

8.5365

8.8757

23-Mar-01

Amount

40

242

425

132

856

6

-

YTM% Min

10.4998

5.5850

7.2507

8.0776

8.3272

YTM% Max

10.9523

7.5805

8.5266

8.5765

8.8856

30-Mar-01

Amount

130

506

300

290

663

2

-

YTM% Min

10.3784

5.2381

7.4422

8.2274

8.3271

YTM% Max

10.9253

9.6243

8.6761

8.9255

8.9753


(Amount in Rupees crore)

Week-ended

Central Government dated securities maturing in the year

2001-02

2002-03^

2003-04

2004-05

2005-06

2006-07

2007-08

2008-09

2009-10

2010-11

2011 & above

1

2

3

4

5

6

7

8

9

10

11

12

2001-02

6-Apr-01

Amount

184

168

736

217

203

522

312

1093

15

575

2225

YTM% Min

8.9471

8.9041

9.0895

9.2887

9.2781

9.4692

9.7048

9.7776

10.5094

10.0455

10.3510

YTM% Max

9.6531

9.2120

9.2147

9.5711

9.4242

10.0998

9.8878

10.2015

10.5256

10.5449

10.9403

13-Apr-01

Amount

647

405

1051

87

665

430

453

1741

796

1378

2805

YTM% Min

8.9599

8.8839

8.9730

9.3069

9.2432

9.4276

9.6717

9.7490

10.1132

10.0191

10.1680

YTM% Max

9.5131

9.0370

9.1624

9.3967

9.7364

9.5918

10.3233

10.2008

10.5393

10.5937

10.9297

20-Apr-01

Amount

427

505

897

111

403

505

833

3859

726

564

6050

YTM% Min

8.7967

8.7471

8.9569

9.2321

9.2184

9.4130

9.6248

9.7141

10.0365

10.0171

10.1055

YTM% Max

9.4329

9.0489

9.1324

9.4072

9.3697

9.6322

9.7828

10.1577

10.5134

10.5584

10.8748

27-Apr-01

Amount

484

819

886

220

542

758

348

2783

395

629

13342

YTM% Min

7.9324

8.8562

8.9133

9.1857

9.1908

9.2814

9.6142

9.6569

10.0990

10.0153

10.1344

YTM% Max

9.0701

9.1381

9.0605

9.3229

9.3505

9.4807

10.1222

10.1296

10.4655

10.5409

11.0031

4-May-01

Amount

615

500

829

220

457

671

361

1422

401

758

11286

YTM% Min

8.4626

8.8020

8.9141

9.1205

9.1201

9.2387

9.5394

9.6960

10.0518

9.9562

10.0616

YTM% Max

8.8516

9.0101

9.0212

9.2514

9.5677

9.4099

10.7674

10.1032

10.3989

10.4671

10.8883

11-May-01

Amount

44

340

844

75

470

926

367

2032

695

900

7897

YTM% Min

8.4997

8.7566

8.9110

9.0784

9.0767

9.1916

9.4605

9.6159

9.9943

9.8877

10.0286

YTM% Max

8.8660

8.8394

9.0039

9.1547

9.7403

9.4252

9.5715

10.0365

10.3653

10.4516

10.6584

18-May-01

Amount

21

589

885

120

747

620

787

2534

902

1844

14471

YTM% Min

8.6287

8.7029

8.8361

9.0816

9.0519

9.1397

9.3699

9.5327

9.9581

9.7881

9.8734

YTM% Max

8.6287

8.8911

8.9614

9.2179

9.4109

9.2649

9.7225

9.9995

10.3043

10.4208

10.6440

25-May-01

Amount

433

882

1165

120

774

1140

266

2578

1110

1925

9888

YTM% Min

8.5352

8.6295

8.7823

8.9984

8.9921

9.0971

9.3638

9.4924

9.8881

9.5541

9.8546

YTM% Max

9.0330

8.8117

8.9396

9.1658

9.0711

9.2264

9.8621

9.9590

10.2519

10.3788

10.5867

1-Jun-01

Amount

556

687

1747

200

890

1195

650

3087

1407

2328

17415

YTM% Min

8.0289

8.3340

8.5183

8.7782

8.7884

8.9098

9.1682

9.3300

9.6298

9.6198

9.6833

YTM% Max

9.4570

8.6502

8.9033

9.0880

9.0152

9.9068

9.7948

9.9179

10.1695

10.2628

10.9914

8-Jun-01

Amount

553

201

1051

325

781

610

304

1989

379

965

9870

YTM% Min

7.8267

8.4010

8.7191

8.7613

8.8148

8.9308

9.2154

9.4422

9.7505

9.6699

9.4803

YTM% Max

8.8064

8.5708

8.8134

9.0047

8.9640

9.1127

9.4956

9.7329

10.1174

10.2211

10.4374

15-Jun-01

Amount

173

408

1042

275

1071

906

266

3145

744

2310

10525

YTM% Min

7.9368

8.3189

8.5308

8.7441

8.7424

8.8910

9.1313

9.3753

9.7037

9.0474

9.5287

YTM% Max

8.5080

8.5219

8.7854

8.9269

8.9126

9.5807

9.4332

9.7698

10.0219

10.1831

10.3778

22-Jun-01

Amount

106

395

1187

459

985

940

348

3210

1703

2961

17000

YTM% Min

7.7230

8.1050

8.3257

8.5292

8.5544

8.7090

8.9796

9.0822

9.5531

9.4668

9.1673

YTM% Max

8.7174

8.3436

8.6481

8.7853

9.0756

9.3467

9.3414

9.6728

9.9467

10.0676

10.2846

29-Jun-01

Amount

447

845

1136

364

929

791

445

3211

1510

2157

16330

YTM% Min

7.4120

7.9153

8.0520

8.2675

8.2460

8.4287

8.7446

8.9820

9.3494

9.2883

9.4362

YTM% Max

8.9819

8.1763

8.4589

8.6009

8.6437

9.0820

9.5355

9.4001

9.8284

9.9231

10.2370

6-Jul-01

Amount

503

775

1160

370

1427

1425

540

4561

1215

1479

17967

YTM% Min

7.5987

7.6327

7.7728

7.8400

7.8991

8.0400

8.3391

8.6968

9.1489

9.1846

9.2775

YTM% Max

8.4080

7.9861

8.1574

8.3190

8.5867

8.4830

8.7907

9.3548

9.8311

9.9941

10.2337

13-Jul-01

Amount

253

982

1438

5709

569

960

300

3702

1027

1681

16860

YTM% Min

7.4510

7.3628

7.5017

7.6715

7.7470

7.9162

8.2536

8.4330

8.9885

9.0408

9.0196

YTM% Max

8.2240

7.6864

8.1957

8.2104

8.6875

8.9161

9.3929

9.1869

9.8231

9.7720

10.2583

20-Jul-01

Amount

389

743

1594

368

849

1265

319

3233

1072

1661

8154

YTM% Min

6.3156

7.3282

7.4547

7.6857

7.7613

7.9648

8.2618

8.5097

9.1183

9.1332

9.1370

YTM% Max

7.9274

7.7364

7.8812

7.9342

8.0431

8.6189

8.7463

9.0126

9.8285

9.9728

10.2797

27-Jul-01

Amount

229

387

1132

186

642

466

265

1988

351

680

10643

YTM% Min

5.7658

7.3301

7.4754

7.7237

7.7786

7.9700

8.2519

8.4937

9.1183

9.1305

9.1276

YTM% Max

7.6277

7.4278

7.6520

7.7871

8.5016

8.0741

8.4055

8.6056

9.6903

9.8393

10.1675

3-Aug-01

Amount

483

299

859

357

1199

1270

266

1352

786

923

5323

YTM% Min

7.0615

7.2148

7.4159

7.7029

7.7685

7.9624

8.2690

8.5494

9.1166

9.1540

9.1369

YTM% Max

7.4434

7.3647

7.6110

7.8461

8.1048

8.0493

8.7781

9.0633

9.7043

9.8187

10.2318

10-Aug-01

Amount

235

545

1191

214

811

1511

111

2584

796

1111

12889

YTM% Min

7.0323

7.2001

7.3025

5.7579

7.6755

7.8506

8.1964

8.4698

9.0473

9.1065

9.0946

YTM% Max

7.4740

7.3689

7.5816

7.7096

8.2317

8.0031

8.7495

8.9760

9.6453

9.8027

10.4513

17-Aug-01

Amount

149

514

1354

496

880

1067

336

1882

436

934

6950

YTM% Min

6.9843

7.1682

7.2516

7.4516

7.5743

7.7528

8.1249

8.4364

9.0255

9.0847

9.0273

YTM% Max

7.8599

7.2132

7.4212

7.5852

8.2305

7.8772

8.6341

8.9878

9.5435

9.7099

10.2131

24-Aug-01

Amount

87

426

566

196

470

665

83

2030

885

871

7970

YTM% Min

7.0908

7.0227

6.9153

7.4974

7.4601

7.5930

8.0462

8.3123

8.8691

8.9644

9.0245

YTM% Max

7.6010

7.1899

7.7478

7.7283

8.0393

7.8082

8.7018

8.8543

9.4665

9.6498

10.0887

31-Aug-01

Amount

87

442

1028

528

991

1105

2286

1754

792

1284

32258

YTM% Min

7.0059

6.9689

7.1227

7.3280

7.3395

7.4806

7.8875

8.2516

8.7532

8.8910

8.2502

YTM% Max

7.1067

7.1229

7.2828

7.4936

8.1254

8.5838

8.6290

8.6715

9.4225

9.6188

10.0399

7-Sep-01

Amount

108

610

947

40

534

1237

89

2002

418

534

12727

YTM% Min

6.8874

7.0336

7.1203

7.3267

7.3578

7.3953

7.9038

8.2299

8.8030

8.8990

8.5029

YTM% Max

6.9726

7.1934

7.3570

7.4304

7.9765

8.3409

8.5276

8.7844

8.8645

9.1477

10.0051

14-Sep-01

Amount

0

1122

904

35

382

562

56

2905

570

661

14995

YTM% Min

-

7.1986

7.3387

7.5555

7.4554

7.5527

7.9166

8.2458

8.8298

8.9316

8.9194

YTM% Max

-

7.8205

7.5889

7.7434

8.2454

8.3347

7.9677

8.8921

9.5074

9.6805

10.1700

21-Sep-01

Amount

100

480

1097

114

775

460

260

2620

574

833

10572

YTM% Min

7.3907

7.3364

7.5019

7.7013

7.6357

7.8854

8.3062

8.3965

9.0790

8.3623

9.2175

YTM% Max

7.8903

8.6830

9.0967

8.6122

8.9574

9.1524

9.2027

9.5116

9.9318

10.1342

10.4633

28-Sep-01

Amount

0

621

1303

195

398

1168

185

2838

455

694

11725

YTM% Min

-

7.2797

7.3572

7.6450

7.4958

7.5820

8.0742

8.3821

8.8977

9.0820

9.1157

YTM% Max

-

8.1654

8.4392

8.4324

8.3947

8.6652

8.9877

9.2229

9.9566

10.0314

10.3058


(Amount in Rupees crore)

Week-ended

State Government securities

Treasury bills (residual maturity in days)

RBI open market operations*

Up to 14

15-91

92-182

183-364

Sale

Purchase

1

13

14

15

16

17

18

19

2001-02

6-Apr-01

Amount

41

460

152

51

474

60

-

YTM% Min

10.4424

5.7202

6.7820

8.3770

8.4268

YTM% Max

10.7001

8.5273

8.5764

8.7260

8.8258

13-Apr-01

Amount

130

250

518

123

956

0

-

YTM% Min

10.4784

5.5040

7.3305

8.3335

8.5344

YTM% Max

10.9017

7.2800

8.5709

8.5266

8.9754

20-Apr-01

Amount

213

190

314

208

1026

0

-

YTM% Min

10.4537

6.8121

7.5790

8.3695

8.4767

YTM% Max

10.7323

7.4635

8.1677

8.5766

8.8557

27-Apr-01

Amount

93

167

163

124

1238

5000

-

YTM% Min

10.4454

6.2826

6.0767

7.8783

8.3272

YTM% Max

10.7302

7.3789

7.9301

8.3970

8.7617

4-May-01

Amount

133

99

152

42

970

14

-

YTM% Min

10.3007

2.0023

7.1029

8.1270

8.1387

YTM% Max

11.0269

6.9806

8.0774

8.2773

8.6463

11-May-01

Amount

59

53

61

136

735

9

-

YTM% Min

10.4311

6.7802

7.5444

7.9086

8.1002

YTM% Max

10.8910

8.3751

7.9781

8.3270

8.5864

18-May-01

Amount

58

186

116

47

760

0

-

YTM% Min

10.3456

6.9815

7.3699

7.9782

8.1893

YTM% Max

10.3473

8.9727

8.0782

8.1482

8.5266

25-May-01

Amount

105

92

286

78

783

4

-

YTM% Min

10.2718

5.8149

7.5082

8.0777

8.1782

YTM% Max

10.4007

8.4272

8.1773

8.3770

8.4767

1-Jun-01

Amount

130

213

504

196

1361

4

-

YTM% Min

9.9669

5.1914

6.4314

7.3042

7.7221

YTM% Max

10.3618

6.9901

7.8785

8.0037

8.4767

8-Jun-01

Amount

57

106

286

37

1086

1822

-

YTM% Min

10.1321

6.9813

7.0305

7.8730

7.8784

YTM% Max

10.2983

7.2289

7.7286

8.1277

8.3771

15-Jun-01

Amount

11

42

411

26

540

0

-

YTM% Min

9.9998

5.5999

6.7792

7.5791

7.8784

YTM% Max

9.9998

7.5775

7.5976

7.9315

8.3462

22-Jun-01

Amount

30

89

517

114

1051

4015

-

YTM% Min

9.7445

6.4287

7.0029

7.4329

7.6494

YTM% Max

10.1908

7.5805

7.4801

7.6789

8.8302

29-Jun-01

Amount

15

182

260

32

817

0

-

YTM% Min

9.7994

6.4439

6.7199

7.2301

7.5791

YTM% Max

9.7994

7.2358

7.3797

7.3857

7.9896

6-Jul-01

Amount

82

13

640

39

1342

30

-

YTM% Min

9.1336

6.2276

6.7810

7.2301

7.4695

YTM% Max

9.8628

6.2276

7.3298

7.4496

7.9781

13-Jul-01

Amount

26

78

373

62

614

5000

-

YTM% Min

9.0499

5.9025

6.8812

7.1210

7.2952

YTM% Max

9.0499

7.4787

7.7286

7.2374

7.6291

20-Jul-01

Amount

58

184

512

120

527

61

-

YTM% Min

9.6498

6.3835

6.7917

7.1803

7.3296

YTM% Max

9.8300

7.1817

7.7287

7.2302

7.5792

27-Jul-01

Amount

105

137

433

60

817

0

-

YTM% Min

9.4108

6.7308

6.4299

7.1465

7.2157

YTM% Max

9.6958

7.0779

7.1802

7.2301

7.4555

3-Aug-01

Amount

82

102

644

255

744

18

-

YTM% Min

9.5964

6.8305

6.7315

7.0804

7.1802

YTM% Max

9.8259

7.1119

7.1311

7.2302

7.3997

10-Aug-01

Amount

85

112

642

83

654

12

-

YTM% Min

9.3567

6.6807

6.5786

6.8899

6.9809

YTM% Max

9.7301

7.0312

7.0306

7.1191

7.3797

17-Aug-01

Amount

54

116

360

25

299

6

-

YTM% Min

9.5198

5.6490

6.5786

6.9537

7.0306

YTM% Max

10.1097

7.0295

6.9510

7.0507

7.2201

24-Aug-01

Amount

64

96

240

381

677

0

-

YTM% Min

9.4563

6.5797

6.1309

6.9258

6.9808

YTM% Max

9.9083

7.1143

7.0804

7.0806

7.2053

31-Aug-01

Amount

185

102

275

336

623

10227

-

YTM% Min

9.2696

6.7352

6.1213

6.7259

6.8331

YTM% Max

9.6532

6.9304

6.8812

7.2300

7.2572

7-Sep-01

Amount

187

72

427

42

401

1004

-

YTM% Min

9.3599

6.0880

6.5814

6.8811

7.0029

YTM% Max

9.6497

6.8276

6.8809

7.0108

7.1404

14-Sep-01

Amount

18

62

642

7

225

29

-

YTM% Min

-

6.2825

6.5846

-

7.0564

YTM% Max

-

7.0279

7.4289

-

7.2351

21-Sep-01

Amount

19

150

458

532

281

20

2421

YTM% Min

9.5747

6.6551

6.7134

7.1169

7.1304

YTM% Max

9.6697

7.4791

8.3770

8.4767

8.7260

28-Sep-01

Amount

76

170

791

527

884

11

2547

YTM% Min

9.5399

5.8149

6.7286

6.9305

7.1304

YTM% Max

9.8273

7.2305

7.8623

7.8135

7.7288


(Amount in Rupees crore)

Week-ended

Central Government dated securities maturing in the year

2001-02

2002-03^

2003-04

2004-05

2005-06

2006-07

2007-08

2008-09

2009-10

2010-11

2011 &
above

1

2

3

4

5

6

7

8

9

10

11

12

2001-02

5-Oct-01

Amount

55

297

486

190

225

480

147

2050

348

880

11811

YTM% Min

        7.1249

        7.0869

7.1129

        7.2931

        7.3083

        7.4069

        7.9857

        8.2277

        8.9444

        8.9249

        8.7281

YTM% Max

7.7013

              7.6042

7.4213

              7.5351

              7.5099

              7.6586

              8.2022

              8.8009

              9.6734

              9.6632

             10.0446

12-Oct-01

Amount

10

176

724

90

336

259

186

2405

740

724

11924

YTM% Min

        7.7608

        7.1497

7.1827

        7.4195

        7.3509

        7.4545

        8.0229

        8.2617

        8.8433

        8.7590

        9.0708

YTM% Max

              7.7608

              7.2099

7.3644

              7.5027

              7.9549

              7.6079

              8.1018

              8.7598

              9.4916

              9.5999

             10.0298

19-Oct-01

Amount

0

489

417

119

351

56

19

1405

558

660

13679

YTM% Min

          -

        7.1804

7.2219

        7.3212

        7.3662

        7.4682

        8.0266

        8.2479

        8.8671

        8.0468

        8.8341

YTM% Max

                -

              7.4243

7.3238

              7.6359

              7.5134

              7.5781

              8.0279

              8.7797

              9.4882

              9.5925

             10.3649

26-Oct-01

Amount

0

243

595

65

471

306

152

1574

466

764

17429

YTM% Min

          -

        6.8332

6.9665

        7.2080

        7.1397

        7.2218

        7.7787

        7.9783

        8.6112

        8.4557

        8.8300

YTM% Max

                -

              7.1799

7.2347

              7.3174

              7.4336

              7.5498

              8.4685

              8.7523

              9.4649

              9.5357

             10.0401

2-Nov-01

Amount

5

247

740

194

335

460

167

1613

732

971

23774

YTM% Min

-

        6.8445

6.9351

        7.1415

        7.0888

        7.2134

        7.6556

        7.8589

        8.4712

        8.0493

        8.3164

YTM% Max

-

              6.9297

7.0658

              7.2221

              7.2336

              7.4821

              7.8346

              8.5350

              9.2831

              9.3577

              9.9427

9-Nov-01

Amount

0

297

958

20

345

276

227

1632

290

941

22682

YTM% Min

          -

        6.7977

6.8887

        7.1477

        7.0814

        7.1946

        7.6356

        7.7635

        8.4091

        8.4169

        7.7924

YTM% Max

                -

              7.0014

7.0143

              7.2202

              7.6964

              7.3600

              7.7174

              8.3059

              9.0951

              9.1906

              9.7078

16-Nov-01

Amount

0

252

288

61

40

88

83

693

202

609

12495

YTM% Min

          -

        6.8176

6.9297

        7.0064

        7.0735

        7.2421

        7.6714

        7.8167

        8.3651

        7.7442

        8.1141

YTM% Max

                -

              6.8521

6.9663

              7.2541

              7.1442

              7.3600

              7.7037

              8.2818

              8.9948

              9.1039

              9.4371

23-Nov-01

Amount

5

634

503

161

169

878

206

1959

266

1521

29114

YTM% Min

-

        6.6183

6.8116

        7.0548

        7.0118

        6.7945

        7.3676

        7.4900

        7.8614

        7.7651

        7.9804

YTM% Max

-

              7.3489

6.9407

              7.1397

              7.0917

              7.2727

              7.8648

              7.9365

              8.6228

              8.9903

              9.8087

30-Nov-01

Amount

0

668

420

50

58

432

159

1398

443

1236

23389

YTM% Min

          -

        6.6217

6.7982

        6.8923

        6.9308

        6.8346

        7.1641

        7.2839

        7.5651

        7.1008

        7.2272

YTM% Max

                -

              6.9227

6.8903

              6.9365

              7.1164

              7.1539

              7.8224

              7.9663

              8.3496

              8.4845

              9.5193

7-Dec-01

Amount

0

376

339

76

66

118

71

1145

2269

1145

31890

YTM% Min

          -

        6.5577

6.7727

        6.9029

        6.5925

        6.9199

        7.0976

        7.1982

        6.7577

        7.1312

        7.1472

YTM% Max

                -

              6.9438

6.9992

              7.0271

              7.1838

              7.0718

              7.1925

              7.9790

              8.0315

              8.4894

              8.7409

14-Dec-01

Amount

0

330

245

75

56

234

84

574

842

725

18906

YTM% Min

          -

        6.8392

6.9594

        7.1384

        6.4963

        7.2238

        6.9152

        7.4679

        6.7918

        7.0055

        7.3937

YTM% Max

                -

              7.0675

7.0885

              7.2885

              7.3514

              7.3762

              7.5219

              7.6930

              8.4158

              8.6815

              8.9172

21-Dec-01

Amount

0

29

242

10

177

187

18

223

665

225

9304

YTM% Min

          -

        6.8896

6.9675

        7.2201

        7.1333

        7.2414

        7.4690

        7.4702

        6.8079

        7.1376

        7.4342

YTM% Max

                -

              6.9199

7.1329

              7.2201

              7.3342

              7.9923

              7.8687

              7.5963

              7.9370

              8.5158

              8.8081

28-Dec-01

Amount

0

47

183

141

38

140

90

405

179

153

6129

YTM% Min

          -

        6.6356

7.0988

        7.4298

        7.2519

        7.3384

        7.6355

        7.6032

        6.9891

        8.0961

        8.0194

YTM% Max

                -

              7.3435

7.4182

              7.6071

              7.2595

              7.7773

              7.7866

              8.3516

              8.4233

              8.6190

              9.2924

4-Jan-02

Amount

0

231

354

122

346

371

114

633

151

349

15753

YTM% Min

          -

        6.5028

7.0639

        7.2557

        7.2049

        7.2783

        7.4522

        7.4738

        6.9307

        7.7742

        7.8473

YTM% Max

                -

              7.1174

7.3573

              7.5479

              7.4734

              7.6731

              7.8902

              8.3449

              8.4203

              8.4744

              9.5784

11-Jan-02

Amount

0

59

710

16

339

398

163

977

304

1050

22145

YTM% Min

          -

        6.7569

7.046

        7.2147

        7.1536

        7.2070

        7.3704

        7.4593

        6.9886

        7.3838

        7.8334

YTM% Max

                -

              7.2936

7.111

              7.2565

              7.2263

              7.3219

              7.5761

              7.9793

              8.2013

              8.3766

              8.7121

18-Jan-02

Amount

0

18

596

100

292

304

201

1134

159

564

25789

YTM% Min

          -

-

6.9960

        7.1618

        7.1147

        7.1689

        7.3038

        7.4518

        6.9285

        7.1743

        7.7702

YTM% Max

                -

-

7.0842

              7.2601

              7.2063

              7.2595

              7.3420

              7.9054

              8.1606

              8.2954

              8.5284

25-Jan-02

Amount

0

36

646

126

643

439

82

1124

489

725

25607

YTM% Min

          -

        6.8170

6.8086

        7.0068

        6.9415

        7.0067

        7.1589

        7.2894

        6.9965

        7.4123

        7.6631

YTM% Max

                -

              6.9022

7.0432

              7.1499

              7.3736

              7.1935

              7.5540

              7.5963

              8.0354

              8.1872

              8.9536

1-Feb-02

Amount

0

106

528

106

417

258

191

1283

741

1298

28637

YTM% Min

          -

        6.5711

6.5844

        6.8269

        6.8002

        6.8841

        6.9526

        7.1658

        7.3745

        7.3649

        7.5658

YTM% Max

                -

              6.6897

6.8783

              6.8722

              7.1741

              7.0572

              7.5437

              7.5266

              7.6933

              8.0538

              8.5042

8-Feb-02

Amount

0

174

877

290

126

495

127

1753

815

1051

33162

YTM% Min

          -

        6.4298

6.435

        6.5585

        6.6194

        6.5764

        6.6338

        6.8958

        6.7950

        7.2044

        7.3227

YTM% Max

                -

              6.5511

6.7131

              7.0183

              7.0602

              6.9133

              7.1358

              7.1919

              7.8444

              8.2829

              8.3275

15-Feb-02

Amount

0

580

671

126

146

442

91

1276

680

977

32291

YTM% Min

          -

        6.0760

6.3092

        6.4629

        5.0007

        6.4981

        6.4911

        6.7439

        6.8208

        7.0827

        6.2134

YTM% Max

                -

              6.8052

6.4736

              6.5189

              6.5474

              6.7987

              6.9342

              7.0935

              7.5156

              7.6724

              8.3982

22-Feb-02

Amount

0

42

939

0

176

156

88

704

181

188

13700

YTM% Min

          -

6.0860

6.3421

-

        6.4935

        6.5272

        6.5854

        6.7947

        6.7766

        7.0886

5.4640

YTM% Max

                -

6.2925

6.5071

-

6.6650

6.7871

6.9295

              7.1417

              6.9876

              7.4458

              8.3476

1-Mar-02

Amount

0

36

443

250

122

44

75

150

108

97

8924

YTM% Min

          -

6.3398

6.3829

6.5240

6.4980

6.5615

6.6649

        6.8816

        6.9775

        7.1296

        7.1932

YTM% Max

                -

              6.4297

6.5981

              6.5978

              6.6006

6.7537

              6.9654

              7.2899

              7.1936

7.3489

8.5577

8-Mar-02

Amount

0

310

634

190

158

238

65

1521

71

345

16217

YTM% Min

          -

        5.9134

6.1919

        6.2389

        6.3933

        6.4870

        6.7111

        6.8527

        6.9082

        7.1203

        7.1824

YTM% Max

                -

              6.4209

6.6854

              6.5890

              6.8494

              6.9709

              7.1619

              7.5139

              7.4368

              7.6507

              8.2597

15-Mar-02

Amount

0

56

567

80

24

43

50

337

105

409

8401

YTM% Min

          -

        6.0960

6.2154

        6.3888

        6.5345

        6.6977

        6.8760

        7.0487

        7.3893

        7.4415

        7.3691

YTM% Max

                -

              6.1258

6.4721

              6.3888

              6.9246

              6.8191

              6.8781

              7.4944

              7.8462

              7.8857

              8.6064

22-Mar-02

Amount

0

200

285

41

150

154

150

1175

774

700

14379

YTM% Min

          -

        6.2059

6.1163

6.4083

        6.4287

        6.5332

6.748

        6.9390

        6.6165

        7.3228

        6.9232

YTM% Max

                -

              6.4657

6.4032

              6.4888

6.8412

              6.7100

              6.8563

              7.4093

              7.8081

7.6982

              8.6046

29-Mar-02

Amount

0

317

787

205

226

253

94

912

236

384

8142

YTM% Min

          -

4.2900

6.1117

6.3414

        6.3262

        6.4018

        6.5770

        6.8053

        6.8456

        7.1692

        7.3472

YTM% Max

                -

              6.4423

6.3304

              6.3842

              6.7803

6.5700

              6.7602

              7.2577

              7.5742

              7.7274

8.2155


(Amount in Rupees crore)

Week-ended

State Government securities

Treasury bills (residual maturity in days)

RBI open market operations*

Up to 14

15-91

92-182

183-364

Sale

Purchase

1

13

14

15

16

17

18

19

2001-02

5-Oct-01

Amount

106

26

422

107

338

-

116

YTM% Min

9.3334

2.3422

6.5254

6.8314

6.8810

YTM% Max

9.5510

7.2358

7.2801

7.0705

7.2800

12-Oct-01

Amount

110

85

429

55

317

13

-

YTM% Min

9.4829

5.6921

6.5471

6.7571

7.0480

YTM% Max

9.7541

7.0306

7.0809

7.0149

7.2301

19-Oct-01

Amount

56

36

116

70

299

-

-

YTM% Min

9.5006

6.9901

6.8009

7.0306

7.0150

YTM% Max

9.5500

8.6288

7.1802

7.0907

7.2302

26-Oct-01

Amount

151

18

340

75

907

20

-

YTM% Min

9.0115

5.6718

5.9496

6.7813

6.7108

YTM% Max

9.5091

7.6614

7.0607

7.1004

7.2302

2-Nov-01

Amount

185

12

462

6

602

0.42

-

YTM% Min

9.2874

-

6.4452

-

6.6816

YTM% Max

9.6094

-

6.8814

-

6.8811

9-Nov-01

Amount

200

87

653

87

1755

-

-

YTM% Min

8.8486

5.1186

6.0097

6.6517

6.6817

YTM% Max

9.4364

6.0819

6.7314

6.7259

6.8810

16-Nov-01

Amount

76

37

196

74

205

-

-

YTM% Min

8.4234

5.0351

6.4793

6.6318

6.7015

YTM% Max

9.3030

6.2826

6.6816

6.7614

6.7814

23-Nov-01

Amount

161

38

409

106

1055

6

-

YTM% Min

7.8165

3.3858

6.3460

6.5654

6.5820

YTM% Max

9.1530

6.5361

6.7316

6.7514

6.8114

30-Nov-01

Amount

58

31

395

103

658

20

-

YTM% Min

7.7902

3.2948

6.3105

6.4923

6.5508

YTM% Max

9.3361

6.5896

6.7314

6.7516

6.8313

7-Dec-01

Amount

171

44

365

41

1229

6500

-

YTM% Min

7.8130

6.2342

6.3964

6.3989

6.582

YTM% Max

8.9054

6.6296

6.9311

6.6419

6.9809

14-Dec-01

Amount

104

52

277

18

254

1364

-

YTM% Min

7.7075

4.0354

6.2551

6.7376

6.652

YTM% Max

9.5468

6.4815

7.2303

6.7614

6.9211

21-Dec-01

Amount

67

196

501

237

67

-

-

YTM% Min

8.3467

6.2255

6.2173

6.4239

6.6998

YTM% Max

10.0930

6.9901

6.8834

7.0306

6.8711

28-Dec-01

Amount

129

276

556

20

463

2

-

YTM% Min

8.2949

6.5908

6.0673

7.1304

6.8121

YTM% Max

9.1642

8.0098

7.3797

7.6244

7.4794

4-Jan-02

Amount

72

48

409

161

552

84

-

YTM% Min

8.4459

6.7256

6.4263

6.8312

6.8810

YTM% Max

9.9535

7.0293

7.5793

7.0807

7.2302

11-Jan-02

Amount

178

90

1135

92

1506

-

-

YTM% Min

8.2822

6.2498

6.0078

6.7641

6.7614

YTM% Max

9.9382

6.5896

6.9810

6.7847

6.9976

18-Jan-02

Amount

44

70

734

34

1103

-

-

YTM% Min

9.0639

5.8961

6.4519

6.6090

6.6266

YTM% Max

9.0639

6.7365

7.0008

6.6337

6.9418

25-Jan-02

Amount

262

129

575

31

1169

-

-

YTM% Min

8.0024

3.2402

5.7994

6.5520

6.5819

YTM% Max

9.8848

6.7352

6.9307

6.5819

6.8794

1-Feb-02

Amount

221

163

577

92

299

6

-

YTM% Min

8.1634

3.2948

6.0374

6.4920

6.5299

YTM% Max

9.7048

6.6299

6.6616

6.5769

6.6817

8-Feb-02

Amount

208

88

584

18

609

16

-

YTM% Min

7.5748

4.3225

5.8335

6.2828

6.3459

YTM% Max

8.5749

6.5221

6.5319

6.3925

6.5221

15-Feb-02

Amount

233

175

585

25

395

1

-

YTM% Min

7.5332

4.2482

5.6620

6.2829

6.2329

YTM% Max

9.6834

6.4337

6.4923

6.3227

6.6816

22-Feb-02

Amount

116

332

325

16

469

-

-

YTM% Min

7.6874

5.7634

5.6163

6.1288

6.2429

YTM% Max

9.0982

7.4840

6.4825

6.2829

6.6318

1-Mar-02

Amount

131

39

184

30

129

5

-

YTM% Min

7.6911

5.6218

5.9355

6.3895

6.0181

YTM% Max

8.1004

5.7188

6.5814

6.3932

6.4031

8-Mar-02

Amount

229

61

356

15

104

30

-

YTM% Min

7.4664

3.6532

5.9620

5.9231

6.0833

YTM% Max

8.9128

7.2829

6.5821

6.1131

6.3341

15-Mar-02

Amount

105

78

152

120

116

5

-

YTM% Min

7.9999

5.2990

5.7902

6.0733

6.0909

YTM% Max

8.4132

6.2475

6.4823

6.1544

6.2728

22-Mar-02

Amount

383

92

560

94

257

-

-

YTM% Min

7.6170

7.2815

5.8092

5.9956

6.0805

YTM% Max

9.4534

7.2829

6.1829

6.1525

6.6318

29-Mar-02

Amount

193

30

219

85

212

2

-

YTM% Min

7.6600

3.6407

5.8521

5.9696

6.0091

YTM% Max

8.1639

6.4815

6.2331

6.2804

6.3313

(Amount in Rupees crore)

Week-ended

Central Government dated securities maturing in the year

2002-03^

2003-04

2004-05

2005-06

2006-07

2007-08

2008-09

2009-10

2010-11

2011-12

2012 & above

1

2

3

4

5

6

7

8

9

10

11

12

2002-03

5-Apr-02

Amount

19

557

50

206

300

208

1404

978

719

7628

20916

YTM% Min

-

        6.0999

        6.2578

        6.2500

        6.3434

        6.4709

        6.6747

        6.6319

        6.9950

        7.0534

        6.8012

YTM% Max

-

              6.3423

              6.3957

              6.7704

              6.5246

              7.3119

              7.2324

              7.5691

              7.6145

              8.2155

              8.0748

12-Apr-02

Amount

358

379

85

3730

100

152

787

2823

479

7523

15752

YTM% Min

        5.6923

        6.0311

        6.2495

        6.2462

        6.3692

        6.4850

        6.6887

        6.6229

        6.9586

        6.8411

        6.7871

YTM% Max

              6.4254

              6.2273

              6.3380

              6.3467

              6.4873

              6.6603

              7.0635

              7.4346

              7.4639

              7.4338

              7.8275

19-Apr-02

Amount

232

369

0

44

65

61

267

255

116

2292

8519

YTM% Min

        6.2209

        6.1420

-

        6.3080

        6.4376

        6.6192

        6.8376

        6.6510

        7.1951

        7.2226

        6.9061

YTM% Max

              6.4911

              6.2165

                -

              6.3453

              6.4757

              6.6459

              7.0840

              6.8598

              7.5269

              7.4422

              7.8992

26-Apr-02

Amount

330

515

41

191

181

10

586

413

310

2887

7501

YTM% Min

        6.2100

        6.1420

        6.3577

        6.3485

        6.4285

        6.6089

        6.8281

        6.8691

        7.1964

        7.1899

        7.0117

YTM% Max

              6.7578

              6.2798

              6.3577

              6.4207

              6.5115

              6.6130

              7.1779

              7.5464

              7.6051

              7.4604

              7.9100

3-May-02

Amount

147

459

0

299

65

0

605

150

265

3491

9329

YTM% Min

        6.2677

        6.1347

-

        6.3357

        6.3994

-

        6.7910

        6.8563

        7.1798

        7.2135

        7.0103

YTM% Max

              6.4778

              6.5472

-

              6.6082

              6.6776

                -

              7.3553

              7.3789

              7.6832

              7.4731

              8.0056

10-May-02

Amount

200

408

100

116

120

25

538

605

111

3464

9678

YTM% Min

        6.3429

        6.4138

        6.6137

        6.5683

        6.6130

        6.9991

        7.0356

        6.9786

        7.3408

        7.3624

        7.3742

YTM% Max

              7.1137

              6.8163

              6.8748

              6.8343

              6.7903

              6.9991

              7.3450

              7.6795

              7.6493

              7.6890

              8.2535

17-May-02

Amount

104

893

20

26

65

25

575

170

1545

3335

5034

YTM% Min

        6.7496

        6.6496

        7.1655

        6.8441

        7.0512

        7.2442

        7.2517

        7.5249

        7.4694

        7.5493

        7.5429

YTM% Max

              7.1503

              7.0210

              7.1655

              6.9486

              7.1958

              7.2873

              7.8217

              8.4415

              7.9006

              8.1865

              8.7483

24-May-02

Amount

31

645

237

96

56

0

540

575

1311

1261

8374

YTM% Min

        7.2023

        6.9309

        7.0505

        7.0526

        7.1881

-

        7.3017

        7.4305

        7.5240

        7.5682

        7.6095

YTM% Max

              7.2393

              7.1984

              7.4403

              7.4014

              7.3971

-

              7.8008

              8.3225

              8.3597

              8.2786

              9.0235

31-May-02

Amount

25

361

113

108

104

9

580

530

1184

2633

7819

YTM% Min

        7.1445

        6.8070

        6.9928

        7.0184

        7.1546

        7.4273

        7.3030

        7.4454

        7.4899

        7.5261

        7.5949

YTM% Max

              7.1445

              7.0674

              7.1787

              7.2394

              7.2386

              7.4273

              7.5861

              8.2119

              8.0670

              7.8564

              8.7388

7-Jun-02

Amount

5

326

110

70

40

40

257

230

1188

1366

7060

YTM% Min

        6.8090

        6.8008

        7.0036

        7.0127

        7.1286

        7.2059

        7.3377

        7.5978

        7.4728

        7.5295

        7.5656

YTM% Max

              6.8090

              6.9020

              7.1312

              7.0263

              7.1560

              7.2688

              7.6209

              7.9794

              8.0452

              7.8805

              8.6275

14-Jun-02

Amount

3

243

190

60

20

35

475

395

979

2361

10825

YTM% Min

-

        6.7494

        6.9583

        7.0020

        7.0795

        7.2156

        7.3304

        7.5516

        7.4486

        7.6294

        7.5875

YTM% Max

-

              6.8833

              7.1725

              7.0981

              7.1266

              7.2374

              7.7283

              8.0653

              8.1137

              7.8329

              8.7488

21-Jun-02

Amount

45

281

394

37

30

31

815

527

726

1653

7634

YTM% Min

        6.6376

        6.7298

        6.9797

        7.0312

        7.1329

        7.6216

        7.3561

        7.5344

        7.4666

        7.6758

        7.5232

YTM% Max

              6.8246

              6.9440

              7.1432

              7.1187

              7.1941

              7.7137

              7.8515

              8.0676

              8.1341

              7.9565

              8.5788

28-Jun-02

Amount

14

228

195

222

120

80

1271

877

1260

3475

12233

YTM% Min

        6.5475

        6.2412

        6.6013

        6.6318

        6.7909

        6.9948

        7.0433

        7.4092

        7.2775

        7.3932

        7.3258

YTM% Max

              6.5475

              6.9148

              7.0479

              7.4619

              7.1614

              7.6174

              7.7542

              8.0010

              8.0679

              7.8555

              8.5176

5-Jul-02

Amount

50

361

50

86

85

215

773

945

3387

2828

10960

YTM% Min

        6.1769

        6.3390

        6.6314

        6.6554

        6.7874

        6.9819

        7.1448

        7.2645

        7.2554

        7.4870

        6.8399

YTM% Max

              6.3251

              6.5886

              6.6747

              7.2182

              7.0064

              7.2139

              7.4310

              7.5644

              7.8092

              7.6675

              8.3050

12-Jul-02

Amount

217

882

310

235

260

266

1380

980

4430

4818

16373

YTM% Min

        6.2530

        6.0670

        6.4238

        6.4506

        6.5694

        6.7255

        6.8887

        7.0062

        7.1258

        7.3538

        6.8398

YTM% Max

              6.4629

              6.4943

              6.6309

              6.7813

              7.0458

              7.0632

              7.2890

              7.6761

              7.7380

              7.6350

              8.2548

19-Jul-02

Amount

190

550

360

150

170

230

1315

690

3774

3253

12599

YTM% Min

        6.1245

        5.9850

        6.4121

        6.4329

        6.5369

        6.6709

        6.8609

        6.9591

        7.1149

        7.3676

        6.7131

YTM% Max

              6.5411

              6.3980

              6.4826

              6.5451

              6.6404

              6.8643

              7.1581

              7.4942

              7.6083

              7.5315

              8.1515

26-Jul-02

Amount

215

518

2377

262

123

1828

744

485

2117

2234

16216

YTM% Min

        6.1663

        6.2541

        6.3365

        6.3880

        6.5213

        6.6718

        6.8510

        6.9735

        7.0957

        7.3221

        6.7086

YTM% Max

              6.3986

              6.3056

              6.4490

              6.5537

              6.6611

              7.1310

              7.0978

              7.4580

              7.5598

              7.7026

              8.1668

2-Aug-02

Amount

271

531

270

251

185

467

888

525

1877

4028

18795

YTM% Min

        6.0039

        6.2228

        6.3158

        6.3496

        6.4688

        6.6060

        6.8014

        6.9320

        7.0236

        7.2335

        6.6710

YTM% Max

              6.5234

              6.2747

              6.3720

              6.4833

              6.5156

              7.0842

              7.0721

              7.3770

              7.4781

              7.6882

              8.1307

9-Aug-02

Amount

275

951

3440

113

150

105

912

308

2093

7251

22805

YTM% Min

        6.0250

        6.0550

        6.2461

        6.2977

        6.3746

        6.4974

        6.6908

        6.7990

        6.9152

        7.1346

        6.6387

YTM% Max

              6.2440

              6.2471

              6.3464

              6.4328

              6.4488

              6.5617

              6.9549

              7.2711

              7.4017

              7.5221

              7.9379

16-Aug-02

Amount

258

378

255

30

20

131

512

215

896

3331

12531

YTM% Min

        6.1154

        6.0263

        6.2501

        6.2163

        6.3980

        6.5382

        6.7139

        6.8375

        6.9655

        7.1834

        6.6620

YTM% Max

              6.4060

              6.2276

              6.3269

              6.2998

              6.4170

              6.7698

              6.9612

              7.2482

              7.3337

              7.3629

              7.9726

23-Aug-02

Amount

165

724

241

87

200

274

1036

382

1423

4227

12111

YTM% Min

        5.8453

        6.0228

        6.2166

        6.2604

        6.3289

        6.5130

        6.6903

        6.8575

        6.9330

        7.1606

        6.6324

YTM% Max

              6.1747

              6.2265

              6.3263

              6.4767

              6.7777

              6.9155

              6.9138

              7.1708

              7.3029

              7.3656

              7.9675

30-Aug-02

Amount

24

424

388

86

323

440

424

965

1898

5109

19508

YTM% Min

        6.4830

        5.9401

        6.0913

        6.1544

        6.2210

        6.3955

        6.6831

        6.7054

        6.8619

        7.0982

        6.5698

YTM% Max

              6.4830

              6.1123

              6.2096

              6.2699

              6.8539

              6.8359

              6.8424

              7.1769

              7.2780

              7.2834

              7.9509

6-Sep-02

Amount

10

477

486

15

241

426

1142

1195

2675

6122

26028

YTM% Min

        5.7949

        5.8481

        6.0123

        6.1009

        6.1550

        6.3068

        6.5230

        6.6486

        6.8033

        7.0755

        6.4909

YTM% Max

              5.7949

              6.0360

              6.1357

              6.1984

              6.2692

              6.7567

              6.7480

              7.0863

              7.2498

              7.3950

              7.9411

13-Sep-02

Amount

50

277

281

145

90

557

765

447

1757

2839

11072

YTM% Min

        7.4570

        5.9041

        5.9987

        6.0288

        6.1369

        6.3004

        6.5415

        6.6867

        6.8449

        7.1092

        6.5029

YTM% Max

              7.4570

              5.9687

              6.0531

              6.2681

              6.5460

              6.5675

              6.7076

              6.9885

              7.1966

              7.2106

              7.9322

20-Sep-02

Amount

0

286

144

57

40

110

1133

282

1974

3630

10839

YTM% Min

          -

        5.8949

        6.0009

        6.0449

        6.1367

        6.3184

        6.5439

        6.6873

        6.8554

        7.1162

        6.5094

YTM% Max

                -

              5.9432

              6.0395

              6.1301

              6.1523

              6.6924

              6.6932

              6.9892

              7.2068

              7.2684

              7.9494

27-Sep-02

Amount

0

313

42

35

1

150

536

375

1300

2187

6878

YTM% Min

          -

        5.9023

        5.9609

        6.0820

          -

        6.3070

        6.5412

        6.6838

        6.8607

        7.1240

        6.5161

YTM% Max

                -

              5.9395

              6.0160

              6.2311

          -

              6.5328

              6.6805

              6.9904

              7.1931

              7.3618

              7.9581


(Amount in Rupees crore)

Week-ended

State Government securities

Treasury bills (Residual maturity in days)

RBI open market operations*

Up to 14

15-91

92-182

183-364

Sale

Purchase

1

13

14

15

16

17

18

19

2002-03

5-Apr-02

Amount

264

67

398

131

710

27

-

YTM% Min

7.7001

5.9820

5.7228

5.9518

6.0027

YTM% Max

9.3409

6.0839

6.1326

6.1303

6.1353

12-Apr-02

Amount

373

55

459

52

793

5280

-

YTM% Min

7.6003

5.7263

5.5502

5.9235

5.9367

YTM% Max

8.2927

6.2475

6.1377

5.9837

6.1228

19-Apr-02

Amount

169

41

190

231

188

-

-

YTM% Min

7.6805

5.4633

5.6862

5.9236

5.9075

YTM% Max

8.0966

6.0697

6.0236

6.0223

6.4822

26-Apr-02

Amount

241

69

50

33

357

-

-

YTM% Min

7.7998

5.5691

5.9332

5.8987

5.9228

YTM% Max

8.4118

6.0697

6.2671

5.9065

6.1172

3-May-02

Amount

107

9

397

32

678

-

-

YTM% Min

7.5101

6.0697

5.8062

5.8775

5.9591

YTM% Max

8.0516

6.0697

6.2230

6.3027

6.3326

10-May-02

Amount

69

37

284

29

733

9

-

YTM% Min

7.7991

6.2643

6.0885

6.3227

6.2387

YTM% Max

8.0759

7.2815

6.5816

6.4822

6.5320

17-May-02

Amount

49

3

586

51

906

-

-

YTM% Min

8.2514

-

5.2069

6.3933

6.3062

YTM% Max

8.4858

-

6.5816

6.5910

7.0805

24-May-02

Amount

53

40

491

45

492

-

-

YTM% Min

8.3994

6.5555

6.5041

6.8168

6.7255

YTM% Max

8.5011

7.7299

7.0512

6.8877

6.9598

31-May-02

Amount

97

109

489

16

364

1515

-

YTM% Min

8.1199

4.8620

6.2326

6.4663

6.5764

YTM% Max

8.4206

7.2815

6.8312

6.5321

6.9331

7-Jun-02

Amount

33

42

426

45

331

111

-

YTM% Min

8.1006

6.2983

6.0600

6.4534

6.5220

YTM% Max

8.1006

6.3789

6.5318

6.4750

6.6667

14-Jun-02

Amount

90

87

472

27

181

26

-

YTM% Min

7.1284

5.8185

6.0339

6.3824

6.5097

YTM% Max

8.1999

6.3347

6.4322

6.4522

6.6318

21-Jun-02

Amount

23

35

346

150

382

53

-

YTM% Min

8.3485

5.6490

6.0011

6.3925

6.4586

YTM% Max

8.3485

6.4804

6.4824

6.4324

6.5945

28-Jun-02

Amount

131

99

761

157

285

-

-

YTM% Min

7.1008

2.8758

5.2348

6.1211

5.9336

YTM% Max

8.0008

6.2276

6.3525

6.3825

6.4426

5-Jul-02

Amount

93

158

717

14

497

2

-

YTM% Min

7.8398

5.3863

5.2854

5.7342

5.9540

YTM% Max

8.0967

6.0824

6.2827

5.7342

6.1032

12-Jul-02

Amount

121

195

482

6

514

-

-

YTM% Min

7.7592

5.4867

5.6584

5.9335

5.8839

YTM% Max

8.0465

5.9706

5.9837

5.9335

6.0334

19-Jul-02

Amount

25

107

593

24

491

-

-

YTM% Min

7.8989

4.2608

5.6429

5.6732

5.9087

YTM% Max

7.8989

5.7885

5.9342

5.6732

6.0683

26-Jul-02

Amount

36

77

853

18

660

6536

-

YTM% Min

7.8207

5.6546

5.4158

5.8538

5.9611

YTM% Max

7.8207

5.9361

6.0536

5.8538

6.0833

2-Aug-02

Amount

150

71

309

51

828

-

-

YTM% Min

7.6825

5.5856

5.5845

5.8043

5.9337

YTM% Max

8.0708

5.7894

5.8435

5.8043

6.0434

9-Aug-02

Amount

92

90

698

124

818

3000

-

YTM% Min

7.7292

5.2365

5.4345

5.7269

5.9103

YTM% Max

8.2226

5.7822

5.8502

6.0335

6.0313

16-Aug-02

Amount

86

73

327

58

267

4014

-

YTM% Min

7.8069

5.4865

5.6257

5.7941

5.9409

YTM% Max

8.0133

5.7894

5.8337

5.8639

6.0234

23-Aug-02

Amount

194

51

521

153

741

-

-

YTM% Min

7.5526

5.4972

5.5342

5.7466

5.8938

YTM% Max

8.3665

5.7848

5.8341

5.7466

5.9836

30-Aug-02

Amount

143

46

552

108

1303

5

-

YTM% Min

7.6533

5.4848

5.5055

5.7451

5.8235

YTM% Max

7.9938

5.7859

5.8342

5.8240

5.9637

6-Sep-02

Amount

211

35

233

25

671

6

-

YTM% Min

7.6994

5.7521

5.5849

5.8040

5.7741

YTM% Max

7.8037

5.7822

5.8043

5.8141

5.9836

13-Sep-02

Amount

244

7

224

27

554

-

-

YTM% Min

7.3408

4.7321

5.1414

5.6693

5.7480

YTM% Max

8.1397

4.7321

5.7207

5.7239

5.8838

20-Sep-02

Amount

357

123

222

15

246

4

-

YTM% Min

7.6004

5.3529

5.6104

5.6535

5.8140

YTM% Max

7.9296

5.7870

5.7842

5.6535

5.8738

27-Sep-02

Amount

232

114

608

15

462

28

-

YTM% Min

6.9460

5.0520

5.6844

5.7842

5.8040

YTM% Max

8.0502

5.7756

5.7846

5.7842

5.8540


(Amount in Rupees crore)

Week-ended

Central Government dated securities maturing in the year

2002-03^

2003-04

2004-05

2005-06

2006-07

2007-08

2008-09

2009-10

2010-11

2011-12

2012 & above

1

2

3

4

5

6

7

8

9

10

11

12

2002-03

4-Oct-02

Amount

0

426

46

5

21

202

772

162

1410

3453

10376

YTM% Min

          -

        5.8952

        5.9609

          -

        6.1335

        6.2453

        6.4660

        6.6964

        6.7881

        7.0830

        6.4616

YTM% Max

                -

              5.9587

              6.0169

          -

              6.1335

              6.3092

              6.6504

              6.9760

              7.1791

              7.2574

              7.9332

11-Oct-02

Amount

25

566

192

36

27

135

973

955

1594

4944

17018

YTM% Min

        6.1685

        5.9169

        5.9593

        5.9887

        6.0709

        6.2130

        6.4357

        6.6031

        6.7475

        7.0355

        6.4365

YTM% Max

              6.1685

              5.9758

              6.0236

              6.2066

              6.1023

              6.5962

              6.9496

              6.9139

              7.1554

              7.2825

              7.9050

18-Oct-02

Amount

0

236

242

45

26

102

3050

474

1342

3753

20122

YTM% Min

          -

        5.9263

        5.9895

        5.9167

        6.0687

        6.1853

        6.4092

        6.5880

        6.7210

        6.9810

        6.4346

YTM% Max

                -

              5.9661

              6.0319

              5.9940

              7.0072

              6.3112

              7.1802

              6.9081

              7.1570

              7.2205

              7.8919

25-Oct-02

Amount

25

442

203

42

120

7

1774

302

1218

3288

18720

YTM% Min

        6.0887

        5.8163

        5.9896

        5.9450

        6.0281

        6.1961

        6.4238

        6.5896

        6.7342

        6.9881

        6.4345

YTM% Max

              6.0887

              5.9486

              6.0246

              6.0811

              7.0077

              6.1961

              7.1803

              6.9384

              7.1372

              7.1601

              7.8337

1-Nov-02

Amount

25

393

288

66

30

130

998

502

2144

4828

22219

YTM% Min

        6.1457

        5.6780

        5.8389

        5.8800

        5.9909

        6.1317

        6.2365

        6.5235

        6.6276

        6.8832

        6.3967

YTM% Max

              6.1457

              5.9163

              5.9960

              5.9073

              6.0437

              6.4036

              6.8706

              6.9416

              7.0380

              7.3272

              7.8310

8-Nov-02

Amount

25

195

225

72

60

85

1006

639

1195

3372

20186

YTM% Min

        6.1574

        5.8018

        5.8571

        5.9040

        5.9825

        6.1049

        6.2816

        6.4747

        6.5141

        6.7603

        6.3770

YTM% Max

              6.1574

              5.8556

              5.9088

              5.9085

              6.2856

              6.2584

              7.0700

              6.7407

              7.0101

              7.0090

              7.6323

15-Nov-02

Amount

0

825

276

186

15

130

2216

1169

1699

7577

31357

YTM% Min

          -

        5.5718

        5.7854

        5.8085

        5.9069

        6.0053

        6.0777

        6.2457

        6.2561

        6.5203

        6.3559

YTM% Max

                -

              5.8475

              5.9088

              6.0284

              5.9711

              6.1705

              7.0700

              6.6370

              6.9681

              6.9694

              7.5499

22-Nov-02

Amount

0

278

65

198

50

102

1362

684

1612

4126

37282

YTM% Min

          -

        5.5823

        5.6873

        5.7165

        5.8643

        5.9103

        6.0107

        6.1869

        6.1837

        6.4202

        6.2470

YTM% Max

                -

              5.7170

              5.7936

              5.8528

              5.9299

              6.1121

              7.0700

              6.2987

              6.8787

              6.6884

              7.3637

29-Nov-02

Amount

0

745

72

326

120

136

1245

1385

1204

5899

29276

YTM% Min

          -

        5.4036

        5.5490

        5.5764

        5.7697

        5.8132

        5.9025

        5.9984

        6.0815

        6.3348

        6.2439

YTM% Max

                -

              5.6304

              5.7041

              5.8152

              5.9350

              5.9300

              7.0701

              6.4784

              6.8560

              6.7384

              7.3911

6-Dec-02

Amount

0

1149

5

126

20

115

691

510

416

9484

21170

YTM% Min

          -

        5.3863

        5.6038

        5.5943

        5.7412

        5.8581

        5.9736

        6.0577

        6.1350

        6.3911

        6.2460

YTM% Max

                -

              5.5866

              5.6038

              5.7226

              5.7874

              5.9526

              6.4023

              6.4771

              6.6050

              6.5403

              7.2403

13-Dec-02

Amount

0

318

25

205

80

72

785

256

530

3549

14365

YTM% Min

          -

        5.4990

        5.6837

        5.6423

        5.7448

        5.8748

        6.0056

        6.0934

        6.1489

        6.3882

        6.2508

YTM% Max

                -

              5.6557

              5.6958

              5.7908

              5.8395

              6.2011

              6.4683

              6.4994

              6.6177

              6.8493

              7.2449

20-Dec-02

Amount

0

827

93

36

40

80

887

859

733

4652

32858

YTM% Min

          -

        5.6009

        5.6711

        5.6333

        5.7481

        5.8471

        5.9213

        6.0108

        6.1164

        6.3278

        6.2338

YTM% Max

                -

              5.7126

              5.7051

              5.7145

              6.2282

              5.8653

              6.3710

              6.4256

              6.5541

              6.5496

              7.1336

27-Dec-02

Amount

2

478

63

87

130

95

643

478

888

3532

27906

YTM% Min

          -

        5.6183

        5.7625

        5.6368

        5.7173

        5.8027

        5.8805

        6.0312

        6.0281

        6.2076

        6.2027

YTM% Max

          -

              5.8495

              5.7845

              5.8182

              6.3449

              5.9241

              6.2454

              6.3255

              6.4630

              6.4453

              7.0217

3-Jan-03

Amount

0

1884

50

40

40

90

828

740

1035

4525

38535

YTM% Min

-

5.4577

5.6141

5.5586

5.5789

5.6193

5.6813

5.8089

5.8224

5.9569

5.9687

YTM% Max

-

5.7575

5.6813

5.6020

5.7054

5.7589

6.2049

6.2799

6.3852

6.3391

6.7944

10-Jan-03

Amount

0

641

16

227

40

106

952

569

606

3862

29253

YTM% Min

-

5.3696

5.4862

5.5018

5.5654

5.6074

5.6727

5.7652

5.8336

5.9648

5.9664

YTM% Max

-

5.5347

5.5182

5.6078

5.6223

5.6913

6.0439

5.9999

6.0817

6.2113

6.5090

17-Jan-03

Amount

0

236

61

138

108

116

1127

5412

1221

6047

42411

YTM% Min

-

5.3762

5.4642

5.3951

5.4296

5.4648

5.5291

5.6078

5.6601

5.7976

5.8077

YTM% Max

-

5.4669

5.5247

5.5012

5.5455

5.6076

6.0208

5.9233

6.2083

6.1118

6.6447

24-Jan-03

Amount

0

398

41

51

56

40

1086

1360

628

4212

28255

YTM% Min

-

5.2603

5.4336

5.4558

5.5078

5.5449

5.5901

5.6482

5.7515

5.8314

5.8349

YTM% Max

-

5.6708

5.4595

5.5174

5.5694

5.6217

5.9999

5.7515

6.1111

5.9967

6.6356

31-Jan-03

Amount

0

168

7

77

25

10

671

686

431

3259

18503

YTM% Min

-

5.4767

5.5478

5.6997

5.7813

5.6722

5.6547

5.7543

5.9001

5.8616

5.8910

YTM% Max

-

5.8335

5.5478

5.8254

5.8601

5.7632

6.5481

6.2999

6.1519

6.4413

6.7632

7-Feb-03

Amount

0

383

165

55

45

120

1006

501

251

3194

12942

YTM% Min

-

5.5858

5.5996

5.7085

5.7802

5.9066

5.9371

5.8868

5.9884

6.0943

6.0767

YTM% Max

-

5.9850

5.8360

5.8622

5.8488

6.0447

6.7061

6.3231

6.4725

6.5604

6.9765

14-Feb-03

Amount

0

261

5

20

29

30

936

661

245

1338

8992

YTM% Min

-

5.7090

5.8259

5.9578

6.2246

6.1751

6.1152

6.3638

6.2964

6.3501

6.1771

YTM% Max

-

6.0764

5.8259

6.2490

6.2246

6.3387

6.8766

6.8969

6.8782

7.0162

7.4721

21-Feb-03

Amount

0

455

25

34

45

19

1616

1462

350

2451

15391

YTM% Min

-

5.7189

6.1028

5.9216

5.9811

6.0120

6.0871

6.2529

6.1363

6.2384

6.1905

YTM% Max

-

6.0393

6.1028

6.0340

6.1578

6.1816

6.7155

6.8253

6.7598

6.7889

7.4132

28-Feb-03

Amount

0

395

310

60

30

75

462

1464

717

1438

11865

YTM% Min

-

5.8964

6.0614

6.1268

6.1715

6.2607

6.2291

6.3989

6.3073

6.4126

6.1989

YTM% Max

-

6.1528

6.2163

6.2148

6.3015

6.4017

6.8564

6.8655

7.5469

7.1334

8.0683

7-Mar-03

Amount

0

427

203

233

25

70

2036

1593

626

1377

14054

YTM% Min

-

5.3668

5.4040

5.6675

6.1444

5.7648

5.6753

5.8477

5.8269

5.8320

5.7985

YTM% Max

-

6.0243

5.6432

5.8074

6.1444

6.0449

6.6237

6.6587

6.8039

6.7130

7.2933

14-Mar-03

Amount

0

170

138

45

20

40

505

909

591

412

6098

YTM% Min

-

5.8432

5.6363

6.1024

6.5210

6.6396

6.2185

6.4539

6.1863

6.3895

6.2160

YTM% Max

-

6.8968

5.9858

6.1249

6.5210

6.6626

6.7503

6.9447

7.0080

6.8419

7.1442

21-Mar-03

Amount

0

230

254

20

10

25

550

1068

309

699

6695

YTM% Min

-

5.7027

5.7429

5.9114

6.2173

6.3006

6.1161

6.2335

6.2338

6.3748

6.2487

YTM% Max

-

6.4132

6.0061

6.1807

6.2173

6.3006

6.9594

6.7995

6.8478

6.7905

7.0286

28-Mar-03

Amount

0

719

26

118

11

92

1055

2745

475

1745

12427

YTM% Min

-

5.8415

6.1928

5.8903

6.1568

6.0608

5.9713

6.1608

6.1980

6.2606

6.1106

YTM% Max

-

8.2908

6.2293

6.2062

6.1568

6.6132

6.9597

6.7864

6.8143

6.6252

7.2965


(Amount in Rupees crore)

Week-ended

State Government securities

Treasury bills (Residual maturity in days)

RBI open market operations*

Up to 14

15-91

92-182

183-364

Sale

Purchase

1

13

14

15

16

17

18

19

2002-03

4-Oct-02

Amount

130

0

374

61

619

43

-

YTM% Min

7.7001

-

5.6545

5.7443

5.7642

YTM% Max

7.8047

-

5.7643

5.7840

5.8425

11-Oct-02

Amount

260

335

540

67

1324

-

-

YTM% Min

6.7834

5.6350

5.4853

5.6620

5.7439

YTM% Max

7.7710

5.7858

5.7642

5.7542

5.8290

18-Oct-02

Amount

99

82

560

7

422

-

-

YTM% Min

7.6212

5.5342

5.5352

5.6344

5.7294

YTM% Max

7.6514

5.8259

5.7843

5.6344

5.8089

25-Oct-02

Amount

151

112

648

5

691

-

-

YTM% Min

7.1506

5.4848

5.5350

5.7441

5.7442

YTM% Max

7.6656

5.8149

5.7446

5.7441

5.7941

1-Nov-02

Amount

129

0

775

12

320

1

-

YTM% Min

6.2512

-

5.4236

5.5049

5.5348

YTM% Max

7.6257

-

5.7642

5.7441

5.7741

8-Nov-02

Amount

137

81

417

0

809

17

-

YTM% Min

6.9010

5.2431

5.0681

-

5.5367

YTM% Max

7.6913

6.0484

5.6248

-

5.6346

15-Nov-02

Amount

168

39

812

62

758

-

-

YTM% Min

6.7018

4.4778

4.8932

5.5148

5.5049

YTM% Max

7.7603

6.0333

5.5644

5.5447

5.6189

22-Nov-02

Amount

231

3

599

108

1384

11051

-

YTM% Min

6.7287

-

4.9873

5.4330

5.4508

YTM% Max

7.7972

-

5.5854

5.4948

5.5946

29-Nov-02

Amount

382

100

662

28

758

4

-

YTM% Min

6.6975

5.0379

4.9910

5.0860

5.2685

YTM% Max

7.0241

5.5942

5.5947

5.3555

5.4696

6-Dec-02

Amount

183

41

400

10

781

4530

-

YTM% Min

6.5896

4.9882

4.9863

5.1059

5.0688

YTM% Max

7.0092

5.4989

5.4950

5.1059

5.5946

13-Dec-02

Amount

146

79

513

17

396

18

-

YTM% Min

6.3053

5.2424

4.9855

5.4053

5.1558

YTM% Max

7.3284

5.4845

5.5246

5.4053

5.5947

20-Dec-02

Amount

143

10

995

14

368

-

-

YTM% Min

6.3503

5.4939

5.0480

5.4651

5.4062

YTM% Max

6.8196

5.4939

5.4950

5.4651

5.5349

27-Dec-02

Amount

367

71

1164

7

709

-

-

YTM% Min

6.3139

4.9943

5.1182

5.4849

5.4268

YTM% Max

6.8994

5.7366

5.4751

5.4849

5.5186

3-Jan-03

Amount

450

50

1183

5

489

1

-

YTM% Min

6.0062

3.6543

5.1029

5.4352

5.3391

YTM% Max

7.2858

5.4353

5.4650

5.4352

5.5049

10-Jan-03

Amount

313

10

1289

0

486

-

-

YTM% Min

5.9480

4.9508

5.1678

-

5.3073

YTM% Max

6.6106

5.3653

5.4951

-

5.4849

17-Jan-03

Amount

120

177

1998

7

878

10995

-

YTM% Min

6.3726

4.5490

5.0742

5.3248

5.2840

YTM% Max

6.4156

5.7367

5.9836

5.3248

5.4401

24-Jan-03

Amount

84

75

1423

213

682

-

-

YTM% Min

6.0722

5.4845

5.3280

5.4662

5.4296

YTM% Max

6.2101

6.0808

5.6345

5.5848

5.5847

31-Jan-03

Amount

190

62

1330

115

361

-

-

YTM% Min

6.2708

5.4815

5.3153

5.4161

5.4345

YTM% Max

6.6194

5.5345

5.7342

5.6845

5.7842

7-Feb-03

Amount

46

42

1572

20

595

68

-

YTM% Min

6.4914

5.4865

5.1360

5.5249

5.5048

YTM% Max

6.4936

5.5852

5.7042

5.5647

5.7541

14-Feb-03

Amount

93

25

1060

145

225

14

-

YTM% Min

6.8030

5.4345

5.3231

5.4883

5.5847

YTM% Max

6.9291

5.4771

5.7842

5.7842

5.8240

21-Feb-03

Amount

152

35

1438

95

430

6

-

YTM% Min

6.7027

5.4798

5.3763

5.5648

5.5946

YTM% Max

7.0966

5.6793

5.8239

5.6445

5.9337

28-Feb-03

Amount

234

74

710

82

624

-

-

YTM% Min

6.7982

5.7352

5.4332

5.8637

5.7309

YTM% Max

7.1599

6.0826

6.0827

5.9836

6.0335

7-Mar-03

Amount

244

153

1764

46

748

50

-

YTM% Min

6.2936

4.2229

4.6923

5.3752

5.3154

YTM% Max

7.0988

5.7366

5.8343

5.5447

5.6301

14-Mar-03

Amount

394

25

721

45

568

8

-

YTM% Min

6.5072

5.2355

5.3605

5.6844

5.6146

YTM% Max

7.0010

5.4346

6.0837

5.7455

5.7343

21-Mar-03

Amount

288

147

771

30

706

-

-

YTM% Min

6.5526

5.6350

5.3141

5.6545

5.5688

YTM% Max

6.9491

5.9833

5.9843

5.9364

5.8340

28-Mar-03

Amount

190

542

776

95

784

8

-

YTM% Min

6.3989

4.9134

5.5130

5.9636

5.5846

YTM% Max

6.9488

6.7303

6.1340

6.0134

5.9037


(Amount in Rupees crore)

Week-ended

Central Government dated securities maturing in the year

2003-04^

2004-05

2005-06

2006-07

2007-08

2008-09

2009-10

2010-11

2011-12

2012-13

2013 & above

1

2

3

4

5

6

7

8

9

10

11

12

2003-04

4-Apr-03

Amount

449

46

266

223

100

1458

1492

385

2486

3600

12038

YTM% Min

5.1845

5.0456

5.4495

5.5702

5.7027

5.7187

5.8499

5.8941

5.9842

5.9599

5.9604

YTM% Max

5.9822

6.0576

6.0654

6.1037

6.1972

6.5009

6.7560

6.6385

6.6018

6.5097

6.9613

11-Apr-03

Amount

956

265

343

135

185

1820

2183

558

3689

5956

16676

YTM% Min

5.2770

5.4615

5.3775

5.4195

5.8194

5.5738

5.7467

5.7676

5.8762

5.8270

5.8524

YTM% Max

5.6972

5.5842

5.8070

5.8273

5.8569

6.4098

6.6602

6.3565

6.2331

6.2164

6.6996

18-Apr-03

Amount

120

76

50

40

25

798

679

164

1353

2071

7549

YTM% Min

5.2293

5.3791

5.3409

5.3750

5.5397

5.5955

5.7498

5.7529

5.8814

5.8310

5.8489

YTM% Max

5.3136

5.3991

5.3867

5.5676

5.5446

6.1410

6.5453

5.8814

6.0946

6.0961

6.5471

25-Apr-03

Amount

297

180

303

126

86

1790

1396

367

2196

3875

20158

YTM% Min

5.0222

5.2074

5.2866

5.3679

5.5144

5.5949

5.7353

5.7802

5.8768

5.8235

5.8141

YTM% Max

5.2436

5.3367

5.5141

5.6458

5.8787

6.1501

6.2748

6.2020

6.1837

6.1371

6.9078

2-May-03

Amount

217

20

234

240

55

1640

1988

412

2349

1902

12976

YTM% Min

4.8770

5.1031

5.1190

5.2182

5.4236

5.5470

5.6958

5.7379

5.8942

5.8531

5.8602

YTM% Max

5.1183

5.1031

5.2850

5.6324

5.7870

6.1623

6.2847

6.0711

6.2174

6.1064

6.4673

9-May-03

Amount

319

2

100

145

150

2685

2768

942

3681

4509

19137

YTM% Min

4.8983

-

5.0538

5.1700

5.3755

5.4507

5.6035

5.6691

5.8596

5.8310

5.8771

YTM% Max

4.9881

-

5.1448

5.5473

5.6332

6.1031

6.2384

6.1942

6.1334

6.0661

7.3782

16-May-03

Amount

245

40

105

30

75

1083

794

436

1911

2165

10269

YTM% Min

4.9198

4.9328

5.0581

5.1609

5.3735

5.4508

5.6120

5.6835

5.8803

5.8386

5.8760

YTM% Max

4.9543

4.9471

5.1317

5.2515

5.5714

5.9427

6.1182

6.1388

6.0399

6.0370

6.4628

23-May-03

Amount

343

151

150

390

160

2482

2111

1364

3263

4622

28282

YTM% Min

4.8949

4.8681

5.0425

5.1133

5.2624

5.3109

5.4527

5.5734

5.7591

5.7416

5.0900

YTM% Max

5.1836

5.0008

5.1041

5.3834

5.5048

5.9300

6.0630

6.0323

6.0316

6.0109

6.4399

30-May-03

Amount

152

125

163

76

131

1513

1699

1121

3856

4853

36811

YTM% Min

4.8097

4.9694

5.0176

5.1005

5.2791

5.3099

5.4432

5.5186

5.7210

5.6992

5.1055

YTM% Max

5.0137

5.0419

5.0714

5.3310

5.3359

5.7928

5.9208

5.8564

5.8862

5.9787

6.3731

6-Jun-03

Amount

107

133

55

135

112

1155

1598

731

3147

7777

25079

YTM% Min

4.7348

5.1526

5.0895

5.1357

5.2728

5.3052

5.4336

5.5512

5.7099

5.6934

5.1078

YTM% Max

5.1371

5.2009

5.2633

5.3259

5.3199

5.7440

5.8866

5.9199

5.9901

5.9922

6.4513

13-Jun-03

Amount

204

238

46

134

55

582

1078

562

2149

5525

20643

YTM% Min

5.0231

5.0775

5.1427

5.1741

5.3049

5.3246

5.4365

5.5585

5.7219

5.6499

5.1125

YTM% Max

5.1292

5.1973

5.1629

5.3412

5.4657

5.6595

5.7996

5.9297

5.9598

5.9647

6.3948

20-Jun-03

Amount

186

435

160

130

61

775

1261

739

2847

6053

24293

YTM% Min

5.0181

5.0735

5.1180

5.1683

5.2935

5.3225

5.4275

5.5533

5.6954

5.6931

5.1088

YTM% Max

5.1684

5.7639

5.1986

6.0784

5.3073

5.6516

5.7738

5.8590

5.9888

5.9748

6.2209

27-Jun-03

Amount

236

469

940

112

121

1444

1810

611

2568

5907

27978

YTM% Min

5.0839

5.1126

5.1072

5.1878

5.2584

5.3046

5.4054

5.5507

5.6733

5.6725

5.0918

YTM% Max

5.1803

5.2502

5.2509

5.3011

5.2872

5.6801

5.8020

5.8602

5.9343

5.8017

6.2339

4-Jul-03

Amount

136

145

299

75

100

1077

930

786

1801

3627

17339

YTM% Min

5.0625

5.1550

5.1378

5.1967

5.2518

5.3030

5.4060

5.5579

5.6788

5.6990

5.1051

YTM% Max

5.1545

5.2960

5.3003

5.9090

5.4876

5.6325

5.7966

5.8197

6.0473

5.7937

6.2494

11-Jul-03

Amount

491

325

317

85

80

1066

1851

543

1973

3799

17692

YTM% Min

5.0414

5.0670

5.1253

5.2016

5.2237

5.2806

5.3797

5.5490

5.6672

5.6879

5.1110

YTM% Max

5.7480

5.2779

5.2764

5.2780

5.3673

5.6247

5.8154

5.6965

5.8808

5.9521

6.2357

18-Jul-03

Amount

711

90

383

346

197

862

2130

1039

1940

3471

14682

YTM% Min

4.9779

4.9767

5.0737

5.1476

5.1994

5.2566

5.3534

5.5066

5.6605

5.6861

5.1110

YTM% Max

5.0844

5.1896

5.1413

5.3824

5.4318

5.5901

5.7798

5.7927

5.8626

5.9514

6.2409

25-Jul-03

Amount

96

0

162

131

396

1714

2665

1819

4352

7841

24356

YTM% Min

4.9058

-

5.0235

5.0956

5.1517

5.2199

5.3259

5.4404

5.5739

5.6197

5.1085

YTM% Max

4.9861

-

5.0571

5.1482

5.2542

5.9682

5.7485

5.6821

5.8449

5.9222

6.2336

1-Aug-03

Amount

79

25

83

76

62

1085

1534

1167

4098

6727

27944

YTM% Min

4.8375

4.8060

5.0017

5.0774

5.1370

5.2038

5.3093

5.4114

5.5076

5.5487

5.1079

YTM% Max

4.8453

4.8060

5.0066

5.1131

5.1464

5.4599

5.5991

5.8011

5.7882

5.9206

6.1991

8-Aug-03

Amount

75

0

51

100

70

1442

1356

1292

6886

5419

32965

YTM% Min

4.7448

-

4.9894

5.0490

5.1107

5.1830

5.2863

5.3883

5.0300

5.4997

5.1134

YTM% Max

4.8354

-

5.0188

5.1120

5.2250

5.4468

5.5757

5.6645

5.6934

5.9137

6.1985

15-Aug-03

Amount

61

0

16

40

11

771

1360

459

1922

4832

29067

YTM% Min

4.7652

-

5.0384

5.0312

5.0973

5.1701

5.2704

5.3644

5.0377

5.4555

5.1085

YTM% Max

4.9453

-

5.0384

5.0843

5.0973

5.5563

5.7028

5.6339

5.6595

5.8977

6.1636

22-Aug-03

Amount

135

0

119

75

81

987

1161

826

1798

3441

30963

YTM% Min

4.9966

-

5.0143

5.0758

5.0951

5.1813

5.2689

5.3691

5.0374

5.4851

5.5269

YTM% Max

5.0465

-

5.0737

5.1227

5.1003

5.4414

5.5720

5.6232

5.7963

5.9234

6.1661

29-Aug-03

Amount

301

7

423

160

271

1583

1855

958

3857

7208

43613

YTM% Min

4.6576

4.7365

4.6681

4.7403

4.8047

4.8390

4.9506

4.9887

5.1491

5.1642

5.0647

YTM% Max

4.7759

4.7365

4.8115

4.8696

4.9975

5.4505

5.5834

5.5603

5.7239

7.2332

6.1012

5-Sep-03

Amount

255

87

210

485

346

782

1598

671

2755

3901

22247

YTM% Min

4.6341

4.7259

4.7492

4.8107

4.8560

4.8794

4.9777

5.0190

5.0140

5.1939

5.2584

YTM% Max

4.7216

4.8380

4.7743

4.8573

4.9937

5.1262

5.6685

5.4211

5.3339

5.2555

6.1067

12-Sep-03

Amount

290

36

270

191

115

1067

1241

696

2015

3527

25734

YTM% Min

4.6972

4.7729

4.7681

4.8201

4.8682

4.8914

4.9905

5.0461

5.1803

5.2135

5.2714

YTM% Max

4.8164

4.8242

4.8481

4.8961

5.0003

5.2221

5.3193

5.4070

5.3806

5.3563

6.1251

19-Sep-03

Amount

100

152

570

126

435

816

1204

408

1273

3180

21641

YTM% Min

4.7173

4.7269

4.7306

4.8273

4.9026

4.9035

5.0115

5.0811

5.0137

5.2307

5.0769

YTM% Max

4.7673

4.8343

4.8728

4.8736

5.0353

5.2027

5.3278

5.4106

5.3736

5.3639

6.1562

26-Sep-03

Amount

160

181

651

605

388

1023

1571

969

1858

3994

25412

YTM% Min

4.6328

4.6908

4.6704

4.7184

4.7868

4.8031

4.9265

5.0309

5.1632

5.1995

5.2420

YTM% Max

4.8353

4.8887

4.8516

4.9509

5.0389

5.5154

5.4045

5.5373

5.2888

5.8030

6.0995

(Amount in Rupees crore)

Week-ended

State Government securities

Treasury bills (Residual maturity in days)

RBI open market operations*

Up to 14

15-91

92-182

183-364

Sale

Purchase

1

13

14

15

16

17

18

19

2003-04

4-Apr-03

Amount

275

159

1111

131

1593

1

-

YTM% Min

6.3456

4.6165

5.1360

5.2319

5.3116

YTM% Max

7.1743

6.0829

5.8840

5.8541

5.8385

11-Apr-03

Amount

152

85

687

135

1990

-

-

YTM% Min

6.4350

4.8294

4.5820

5.0560

5.1558

YTM% Max

6.5044

5.0862

5.5850

5.3353

5.4600

18-Apr-03

Amount

59

6

744

81

612

6

-

YTM% Min

6.1681

4.7375

4.9166

4.9861

5.0661

YTM% Max

6.4848

4.7375

5.2348

5.0859

5.2855

25-Apr-03

Amount

195

99

1198

185

1744

-

-

YTM% Min

6.2196

4.3988

4.4798

4.8535

4.8866

YTM% Max

7.2960

4.9379

5.0860

4.9862

5.1857

2-May-03

Amount

162

296

468

69

1009

8

-

YTM% Min

6.3224

2.9977

4.2907

4.5873

4.5874

YTM% Max

6.5006

4.9167

4.9403

4.9579

5.0362

9-May-03

Amount

204

4

499

14

947

49

-

YTM% Min

6.2690

-

4.3881

4.6584

4.5874

YTM% Max

6.6415

-

4.9362

4.6584

4.9863

16-May-03

Amount

93

32

263

59

910

22

-

YTM% Min

6.3657

3.4411

4.3378

4.4877

4.4876

YTM% Max

6.5284

3.4411

4.5675

4.5874

4.7968

23-May-03

Amount

207

1

863

276

1661

82

-

YTM% Min

6.3722

-

4.3639

4.4877

4.5874

YTM% Max

6.4523

-

4.6871

4.6373

4.7669

30-May-03

Amount

360

7

424

46

516

5407

-

YTM% Min

6.1307

3.4951

4.2745

4.5556

4.5714

YTM% Max

6.8938

3.4951

4.7968

4.7987

4.8068

6-Jun-03

Amount

431

32

655

32

548

29

-

YTM% Min

5.8783

4.7375

4.4880

4.7369

4.6172

YTM% Max

6.4513

4.7375

4.9066

4.7868

4.9165

13-Jun-03

Amount

206

23

621

11

956

-

-

YTM% Min

5.8480

4.6853

4.6236

4.8667

4.7270

YTM% Max

6.3948

4.6853

5.0065

4.8667

4.9863

20-Jun-03

Amount

701

8

712

43

1292

16

-

YTM% Min

6.2886

-

4.6151

4.8865

4.8681

YTM% Max

6.3983

-

4.9866

4.9865

4.9713

27-Jun-03

Amount

195

101

978

19

1049

-

-

YTM% Min

6.2983

4.5876

4.7372

4.8866

4.8567

YTM% Max

6.4210

4.8881

4.9964

4.9665

5.0163

4-Jul-03

Amount

410

16

890

33

174

57

-

YTM% Min

5.8200

4.9882

4.8287

4.9762

4.9165

YTM% Max

6.3695

4.9882

5.0362

5.0263

5.0262

11-Jul-03

Amount

106

13

1748

51

1684

-

-

YTM% Min

5.7800

4.4910

4.8767

4.9214

4.9115

YTM% Max

6.7891

4.4910

5.0062

4.9962

5.0063

18-Jul-03

Amount

123

485

1185

56

1090

-

-

YTM% Min

5.7600

3.9916

4.7671

4.8366

4.8567

YTM% Max

6.5715

5.0072

4.9366

4.9066

4.9365

25-Jul-03

Amount

128

135

1099

49

1021

-

-

YTM% Min

6.1989

3.5504

4.6266

4.7111

4.7073

YTM% Max

6.4648

4.7278

4.8966

4.8567

4.8466

1-Aug-03

Amount

341

89

1331

101

477

47

-

YTM% Min

6.1497

4.1443

4.5838

4.6871

4.6871

YTM% Max

6.3481

4.7871

4.7770

4.8067

4.8068

8-Aug-03

Amount

328

18

1324

73

480

-

-

YTM% Min

6.1186

4.6853

4.6375

4.6971

4.7006

YTM% Max

6.2806

4.6853

4.9403

4.8567

4.9208

15-Aug-03

Amount

395

450

694

107

434

-

-

YTM% Min

5.9803

3.4468

4.3986

4.8667

4.8101

YTM% Max

6.4408

3.4468

4.9410

4.8667

4.9464

22-Aug-03

Amount

310

29

1393

87

1334

11479

-

YTM% Min

5.9601

3.6657

4.8270

4.8041

4.8403

YTM% Max

6.1836

4.9468

4.9839

4.9562

4.9764

29-Aug-03

Amount

732

227

2145

83

1356

20

-

YTM% Min

5.9003

4.0121

4.3117

4.5375

4.5574

YTM% Max

6.2456

4.9804

4.9952

4.5996

4.9864

5-Sep-03

Amount

500

85

1813

19

1265

55

-

YTM% Min

5.7529

3.4229

4.3562

3.3373

4.5674

YTM% Max

6.1998

4.6853

4.7468

4.6011

4.7370

12-Sep-03

Amount

302

73

1611

67

836

5007

-

YTM% Min

5.5500

3.7623

4.2942

4.5874

4.5675

YTM% Max

6.1727

4.8783

4.6473

4.6573

4.7226

19-Sep-03

Amount

402

106

2201

57

872

7

-

YTM% Min

5.2004

2.7366

4.3215

4.5127

4.5145

YTM% Max

6.1504

4.9147

4.6374

4.6174

4.7270

26-Sep-03

Amount

258

145

2214

257

1248

39

-

YTM% Min

5.3654

4.0394

4.4167

4.5674

4.5276

YTM% Max

6.1038

4.6889

4.6873

4.6374

4.7370


(Amount in Rupees crore)

Week-ended

Central Government dated securities maturing in the year

2003-04^

2004-05

2005-06

2006-07

2007-08

2008-09

2009-10

2010-11

2011-12

2012-13

2013 & above

1

2

3

4

5

6

7

8

9

10

11

12

2003-04

3-Oct-03

Amount

185

0

290

101

175

1321

1064

540

1820

3614

30632

YTM% Min

4.5762

-

4.5689

4.5901

4.6908

4.6972

4.9207

4.9344

5.0763

5.1038

5.1327

YTM% Max

4.7256

-

4.8227

4.7107

4.8308

5.0738

5.2920

5.3897

5.2118

5.2831

6.0711

10-Oct-03

Amount

80

50

225

40

306

1427

2496

892

1712

5017

41684

YTM% Min

4.5551

4.5692

4.5397

4.5656

4.6020

4.6313

4.7478

4.8134

4.9931

5.0131

5.0252

YTM% Max

4.5874

4.6450

4.6326

4.6047

4.7743

4.9936

5.3480

5.2985

5.1716

5.1786

6.0412

17-Oct-03

Amount

1107

385

157

16

346

1662

7483

1138

2660

5498

48599

YTM% Min

4.5184

4.4180

4.5099

4.5681

4.5409

4.5612

4.6539

4.7318

4.8764

4.9039

4.9442

YTM% Max

4.5509

5.3453

4.5696

4.5703

4.6933

5.4461

5.0191

5.1666

5.1280

5.0937

5.9080

24-Oct-03

Amount

129

15

8

2003

35

835

852

398

770

2434

19805

YTM% Min

4.4491

4.6983

4.6971

4.5454

4.5796

4.6362

4.6768

4.8054

4.9048

4.9283

4.9665

YTM% Max

4.6830

4.6983

4.6971

4.8277

4.8499

5.0445

5.1672

5.0520

5.1630

5.7117

5.9527

31-Oct-03

Amount

25

5

2

290

141

457

625

148

1104

1194

15654

YTM% Min

4.6570

4.6328

-

4.7244

4.7402

4.7610

4.8384

4.9534

5.0269

5.0743

5.0632

YTM% Max

4.6570

4.6328

-

4.9154

4.8796

5.0394

5.2569

5.2319

5.2143

5.2067

5.9516

7-Nov-03

Amount

86

14

20

400

150

947

1045

248

1245

2878

23164

YTM% Min

4.6138

4.5325

4.7368

4.6935

4.7000

4.7221

4.7932

4.9168

4.9971

5.0094

5.0345

YTM% Max

4.6138

4.5325

4.7368

5.0540

4.8444

5.0673

5.1780

5.1934

5.1580

5.1537

6.0356

14-Nov-03

Amount

315

120

292

35

104

453

901

152

1226

4281

16693

YTM% Min

4.4681

4.7123

4.6490

4.6997

4.7366

4.7568

4.8190

4.9201

4.9040

4.6200

5.0535

YTM% Max

4.5875

4.7203

4.6984

4.7209

4.8633

5.0112

5.1507

5.1657

5.1034

5.1347

5.9648

21-Nov-03

Amount

30

106

280

83

144

494

756

273

583

2516

13703

YTM% Min

4.4073

4.5000

4.6191

4.6718

4.7907

4.8077

4.9152

4.9493

5.0561

4.6129

5.0897

YTM% Max

4.7272

4.7014

4.7021

4.7529

4.8927

5.1983

5.2578

5.0971

5.2933

5.2078

6.0681

28-Nov-03

Amount

90

235

592

105

25

457

540

296

550

1805

8352

YTM% Min

4.2964

4.4598

4.5522

4.6545

4.7769

4.8274

4.9012

4.9636

5.0871

4.6129

5.0973

YTM% Max

4.5258

4.5183

4.5992

4.8716

4.8382

5.1231

5.2464

5.2924

5.4427

5.2011

6.0680

5-Dec-03

Amount

75

1

941

110

97

892

658

613

1208

2955

11125

YTM% Min

4.2744

-

4.5071

4.6081

4.7348

4.8182

4.9232

4.9694

5.1246

4.5714

5.0524

YTM% Max

4.3300

-

4.6068

4.6463

4.8952

5.2177

5.3395

5.4111

5.4173

5.3348

6.2508

12-Dec-03

Amount

90

1

280

81

180

715

560

628

1380

1881

10159

YTM% Min

4.2608

-

4.4728

4.5516

4.6909

4.7744

4.8734

4.9924

4.8709

4.5301

5.1671

YTM% Max

4.3662

-

4.5249

4.5925

4.9643

5.1739

5.2994

5.3998

5.2356

5.2594

6.2718

19-Dec-03

Amount

0

50

244

93

236

890

1116

861

1495

2068

13869

YTM% Min

-

4.5894

4.4266

4.6012

4.6800

4.7456

4.8498

4.9690

5.1141

5.1225

5.0920

YTM% Max

-

4.5894

4.4996

4.8023

4.7989

5.1268

5.2744

5.3891

5.4614

5.7373

6.3006

26-Dec-03

Amount

345

465

47

111

70

581

990

502

1389

1953

14553

YTM% Min

4.2355

4.4816

4.4497

4.5235

4.6349

4.7266

4.8169

4.9473

5.0800

5.0940

5.1161

YTM% Max

4.5109

4.5505

4.4529

4.5509

4.7372

5.0484

5.2119

5.3394

5.3938

5.2064

6.0951

2-Jan-04

Amount

165

58

14

61

181

817

1165

591

1497

2183

16925

YTM% Min

4.3749

4.5039

4.5611

4.5366

4.6379

4.7041

4.8012

4.9164

5.0595

4.9513

5.0941

YTM% Max

4.4890

4.5324

4.5611

4.8322

4.7061

5.0224

5.1980

5.3258

5.2936

5.2200

6.0440

9-Jan-04

Amount

240

5

101

257

77

739

769

530

1207

1854

23508

YTM% Min

4.1919

-

4.1745

4.5526

4.6204

4.7139

4.8015

4.9136

5.0514

5.0576

5.0807

YTM% Max

4.4147

-

4.5022

4.6507

4.6665

5.0340

5.1956

5.2929

5.2340

5.1510

6.1024

16-Jan-04

Amount

250

26

174

104

77

684

600

637

1353

1985

12122

YTM% Min

4.3403

4.4522

4.2097

4.5825

4.6380

4.7321

4.8265

4.9419

5.0738

5.0710

5.1089

YTM% Max

4.4481

4.5164

4.5180

4.6008

4.6989

5.0894

5.2054

5.2473

5.1306

5.1509

6.0834

23-Jan-04

Amount

105

280

276

95

58

646

515

486

937

1436

10990

YTM% Min

4.3797

4.4375

4.4729

4.5906

4.6814

4.7587

4.8668

4.9521

5.0857

5.1012

5.1248

YTM% Max

4.4422

4.5417

4.5971

4.8443

4.7386

5.1109

5.2733

5.2398

5.1377

5.1713

6.0925

30-Jan-04

Amount

389

251

148

0

86

294

306

178

703

1118

9168

YTM% Min

4.3427

4.4736

4.4953

-

4.7519

4.7873

4.8803

4.9630

4.9734

5.1086

5.1260

YTM% Max

4.4437

4.5208

4.5381

-

4.7757

6.9569

5.3551

5.3095

5.2772

5.2258

6.1415

6-Feb-04

Amount

495

136

44

11

120

375

999

421

648

1686

12206

YTM% Min

4.1403

4.4162

4.3763

4.6205

4.8678

4.8533

4.9285

5.0397

5.1274

5.1394

5.1400

YTM% Max

4.4273

4.5329

4.5115

4.6605

5.0381

5.1905

5.3183

5.3723

5.2239

5.2541

6.1770

13-Feb-04

Amount

285

590

199

100

0

418

1212

541

1157

2217

12570

YTM% Min

4.1507

4.3357

4.5089

4.7062

-

4.8975

4.9495

5.0510

5.1623

5.1709

5.1546

YTM% Max

4.2810

4.5627

4.5810

4.7371

-

5.3533

5.4104

5.4400

5.5454

5.2984

6.1418

20-Feb-04

Amount

400

381

237

25

288

220

640

499

1472

1201

9195

YTM% Min

4.0083

4.3949

4.5658

4.7377

4.9524

4.9621

5.0287

5.1293

5.2128

4.6121

5.2179

YTM% Max

4.1933

4.5543

4.6061

4.8717

5.1763

5.3346

5.4531

5.4641

5.3878

5.4340

6.2017

27-Feb-04

Amount

215

18

24

440

39

335

1385

650

1436

1926

12559

YTM% Min

3.8574

4.1399

4.5097

4.7372

4.9725

4.9187

4.9965

5.0923

5.0052

4.6191

5.0763

YTM% Max

4.1292

4.4806

4.5097

5.1344

5.0481

5.3080

5.4428

5.4494

5.3494

5.3644

6.1160

5-Mar-04

Amount

260

1

273

35

85

302

1408

471

1470

1204

10401

YTM% Min

3.9001

-

4.4365

4.7472

4.7472

4.8658

4.9575

5.0696

4.9952

5.1936

5.0763

YTM% Max

4.1109

-

4.4878

4.9454

4.9454

5.2487

5.4210

5.4376

5.3484

5.4009

6.1668

12-Mar-04

Amount

95

365

193

235

70

618

2059

685

2651

2896

19825

YTM% Min

4.1206

3.9801

4.4100

4.5484

4.7490

4.7757

4.8912

4.9893

5.0032

5.1431

5.1766

YTM% Max

4.4762

4.5139

4.4312

4.6184

4.8415

5.1999

5.3503

5.4139

5.3336

5.3166

6.1311

19-Mar-04

Amount

255

591

224

215

210

645

1495

605

1802

2700

18379

YTM% Min

4.4334

4.3015

4.4087

4.5137

4.6943

4.7331

4.8096

4.9530

5.0600

5.0974

5.1578

YTM% Max

4.7058

4.5563

4.4999

4.7596

4.8991

5.1592

5.2885

5.2888

5.3055

5.2276

6.1264

26-Mar-04

Amount

0

859

20

16

67

546

2444

752

1186

1994

17188

YTM% Min

-

3.5885

4.3920

4.4928

4.6552

4.7096

4.7724

4.9113

5.0012

5.0865

5.1398

YTM% Max

-

4.5685

4.4727

4.5972

4.7777

5.0719

5.2567

5.2747

5.1836

5.7616

6.0902


(Amount in Rupees crore)

Week-ended

State Government securities

Treasury bills (Residual maturity in days)

RBI open market operations*

Up to 14

15-91

92-182

183-364

Sale

Purchase

1

13

14

15

16

17

18

19

2003-04

3-Oct-03

Amount

115

45

956

58

1196

47

-

YTM% Min

6.0002

4.4502

4.3215

4.4199

4.4000

YTM% Max

6.1100

4.5432

4.6372

4.4699

4.6273

10-Oct-03

Amount

208

71

861

80

844

15

-

YTM% Min

5.7999

4.4303

4.3701

4.4000

4.3500

YTM% Max

5.9848

4.4985

4.5599

4.4599

4.6000

17-Oct-03

Amount

617

135

1593

50

691

11000

-

YTM% Min

5.2717

4.3000

4.2002

4.2000

4.0000

YTM% Max

6.0038

4.4789

4.6002

4.4400

4.6000

24-Oct-03

Amount

397

517

694

301

356

1923

-

YTM% Min

5.2300

4.4488

3.8502

4.4000

4.2245

YTM% Max

6.0010

4.8725

4.6701

4.6799

4.5501

31-Oct-03

Amount

236

31

1152

415

792

1000

-

YTM% Min

5.6997

4.6986

4.3600

4.5000

4.5300

YTM% Max

6.1433

4.6986

5.0000

4.8500

4.9000

7-Nov-03

Amount

96

338

718

167

1225

15

-

YTM% Min

5.7327

4.3445

4.3999

4.4201

4.4200

YTM% Max

5.9780

5.0206

4.6504

4.5500

4.9000

14-Nov-03

Amount

106

403

577

73

828

30

-

YTM% Min

5.2386

3.5043

4.2996

4.4299

4.1999

YTM% Max

6.1001

4.6367

4.5002

4.4999

4.5001

21-Nov-03

Amount

103

356

887

175

727

-

-

YTM% Min

6.0000

4.2532

4.2601

4.3400

4.1000

YTM% Max

6.1144

4.4989

4.4997

4.4001

4.5101

28-Nov-03

Amount

246

163

986

60

728

34

-

YTM% Min

6.0000

4.0042

4.1195

4.2598

4.2979

YTM% Max

6.1000

4.2491

4.3551

4.3501

4.5000

5-Dec-03

Amount

232

38

505

50

1088

110

-

YTM% Min

5.9397

4.0787

4.0494

4.1999

4.2850

YTM% Max

6.1600

4.0787

4.5504

4.3399

4.3600

12-Dec-03

Amount

305

377

908

47

640

21

-

YTM% Min

5.2362

4.0042

4.1003

4.1800

4.2700

YTM% Max

6.1741

4.2911

4.2702

4.2500

4.3525

19-Dec-03

Amount

495

251

464

23

646

-

-

YTM% Min

5.2098

4.0042

4.1501

4.1801

4.2001

YTM% Max

6.1417

4.2309

4.2804

4.2600

4.3611

26-Dec-03

Amount

187

239

703

171

563

-

-

YTM% Min

5.4495

4.1382

4.1547

4.2000

4.2199

YTM% Max

6.0020

4.1804

4.2502

4.5100

4.3450

2-Jan-04

Amount

388

407

1043

580

1136

157

-

YTM% Min

5.3300

3.9987

4.1603

4.2000

4.2500

YTM% Max

5.9544

4.6814

4.2993

4.3400

4.3300

9-Jan-04

Amount

290

102

1128

218

531

5021

-

YTM% Min

5.8100

4.1197

4.0698

4.1449

4.1701

YTM% Max

5.9800

4.1781

4.2301

4.2401

4.2979

16-Jan-04

Amount

327

54

755

33

984

-

-

YTM% Min

5.4400

4.1182

3.9532

4.2099

4.1799

YTM% Max

6.0106

4.1538

4.2598

4.2250

4.3500

23-Jan-04

Amount

177

156

678

45

591

-

-

YTM% Min

5.0500

4.1437

4.1801

4.2801

4.0500

YTM% Max

5.9924

4.2345

4.2999

4.4000

4.3962

30-Jan-04

Amount

120

29

384

117

1094

50

-

YTM% Min

5.0500

4.1437

4.1895

4.2701

4.3378

YTM% Max

5.8883

4.1437

4.3499

4.3601

4.3900

6-Feb-04

Amount

338

66

1143

101

583

17

-

YTM% Min

5.4537

4.0650

4.1503

4.3801

4.3500

YTM% Max

5.9556

4.1990

4.4001

4.3999

4.4071

13-Feb-04

Amount

434

118

1247

466

1034

-

-

YTM% Min

5.1558

4.1696

4.1696

4.3301

3.9559

YTM% Max

6.3243

4.1815

4.3998

4.4001

4.4500

20-Feb-04

Amount

228

28

903

34

686

18

-

YTM% Min

4.2798

4.0990

4.1694

4.3399

4.3300

YTM% Max

6.3042

4.0997

4.4278

4.3802

4.4727

27-Feb-04

Amount

312

102

727

70

898

-

-

YTM% Min

5.0736

4.5008

4.1494

4.2802

4.3099

YTM% Max

5.9032

4.5008

4.4202

4.3499

4.4600

5-Mar-04

Amount

129

186

902

44

1161

54

-

YTM% Min

5.2648

3.9009

3.9997

4.1200

3.8107

YTM% Max

5.8991

4.3821

4.4200

4.3101

4.4200

12-Mar-04

Amount

354

113

1023

62

1764

8

-

YTM% Min

5.2787

3.7976

4.0496

4.1200

4.0000

YTM% Max

5.9008

4.5033

4.2703

4.2599

4.3950

19-Mar-04

Amount

584

229

1549

560

1113

-

-

YTM% Min

4.7689

4.0407

4.1303

4.2198

3.7991

YTM% Max

5.9299

4.5033

4.3610

4.2700

4.3088

26-Mar-04

Amount

1321

267

1260

684

670

7

-

YTM% Min

4.7359

3.9192

4.0000

4.2201

4.0000

YTM% Max

6.0500

4.2994

4.3002

4.2650

4.3111


(Amount in Rupees crore)

Week-ended

Central Government dated securities maturing in the year

2003-04^

2004-05

2005-06

2006-07

2007-08

2008-09

2009-10

2010-11

2011-12

2012-13

2014 & above

1

2

3

4

5

6

7

8

9

10

11

12

2004-05

2-Apr-04

Amount

144

601

106

353

924

1955

1198

1128

1513

1638

21523

YTM% Min

4.3272

4.5181

4.4270

4.6218

4.6877

4.7623

4.8669

5.0011

5.0552

5.0933

5.1093

YTM% Max

4.5837

4.5602

5.1331

4.6975

5.0320

5.2348

5.2385

5.1348

5.1721

5.1927

6.0714

9-Apr-04

Amount

16

285

68

52

610

1791

480

940

2208

1553

24711

YTM% Min

4.4045

4.4809

4.5613

4.6049

4.6742

4.7561

4.8541

5.0085

5.0465

5.0929

5.1080

YTM% Max

4.4045

4.5696

5.0416

4.6049

4.9945

5.1419

5.1576

5.1770

5.1378

5.3843

5.9524

16-Apr-04

Amount

11

1629

7

156

755

1392

622

961

2515

1464

32458

YTM% Min

3.7228

4.5062

4.5490

4.5598

4.6362

4.7292

4.8229

4.9842

5.0307

5.0578

5.0721

YTM% Max

3.7228

4.5919

4.5490

4.5888

4.9430

5.1104

5.1278

5.0469

5.1059

5.3727

5.8860

23-Apr-04

Amount

0

549

206

7

377

1166

596

974

1733

1217

30298

YTM% Min

-

4.4453

4.5248

4.5409

4.6304

4.7209

4.8169

4.9760

5.0200

5.0553

5.0533

YTM% Max

-

4.5709

4.6072

4.5409

4.9407

5.0985

5.0857

5.1443

5.7477

5.1965

5.8079

30-Apr-04

Amount

0

825

87

0

150

975

506

735

1244

730

17950

YTM% Min

-

4.4494

4.5198

-

4.6355

4.7258

4.8503

4.9833

5.0327

5.0717

5.0707

YTM% Max

-

4.6693

4.8756

-

4.9875

5.1897

5.1211

5.1430

5.1482

5.1735

5.8833

7-May-04

Amount

0

150

10

90

135

660

310

411

1130

335

18615

YTM% Min

-

4.4486

4.5207

4.5684

4.6664

4.7718

4.8685

5.0050

5.0635

5.1045

4.4900

YTM% Max

-

4.4732

4.5207

4.5833

4.6894

5.1871

5.1028

5.1472

5.1125

5.1575

5.8811

14-May-04

Amount

0

152

0

27

455

650

406

811

1700

1466

21564

YTM% Min

-

4.4628

-

4.5724

4.6724

4.7987

4.8846

5.0710

5.0862

5.1209

4.4921

YTM% Max

-

4.5577

-

4.5724

5.1191

5.2169

5.1835

5.2903

5.1798

5.2386

5.9484

21-May-04

Amount

0

263

81

582

400

1240

701

769

869

877

19362

YTM% Min

-

4.4708

4.5413

3.9883

4.7829

4.8370

4.9260

4.8794

5.1161

5.1481

4.4964

YTM% Max

-

4.6188

4.8499

4.8496

4.9233

5.2788

5.2135

5.2455

5.2220

5.2621

5.9534

28-May-04

Amount

0

1070

125

145

451

765

577

547

920

740

11020

YTM% Min

-

4.4880

4.5683

4.6999

4.7728

4.8351

4.8987

5.0868

5.1159

5.1684

4.4946

YTM% Max

-

4.6086

4.8002

4.7495

5.0735

5.2074

5.2096

5.2434

5.2347

5.2520

6.0209

4-Jun-04

Amount

0

1726

1080

134

46

910

359

707

1487

580

14572

YTM% Min

-

4.5083

4.6181

4.8409

4.8704

4.9088

4.9722

5.1597

5.1841

5.2442

4.4968

YTM% Max

-

4.7700

4.7700

4.9648

4.8886

5.3132

5.3525

5.3007

5.8585

5.3413

6.2348

11-Jun-04

Amount

20

736

410

173

118

826

499

887

1228

790

18998

YTM% Min

3.7163

4.5115

4.7422

4.8748

4.8386

4.9102

5.0099

5.1578

5.1877

5.2344

4.4973

YTM% Max

3.7163

4.7408

4.9367

4.9354

5.1425

5.4026

5.3636

5.3822

5.8569

5.4990

6.2315

18-Jun-04

Amount

55

661

817

163

703

682

525

1011

905

393

14310

YTM% Min

4.6051

4.5449

4.7746

4.8964

5.0036

5.1134

5.1687

5.2640

5.2917

5.3802

4.5060

YTM% Max

4.6417

4.8500

4.9128

4.9787

5.3635

5.4782

5.4855

5.5033

5.6238

5.5774

6.3518

25-Jun-04

Amount

0

50

430

186

508

591

541

604

1272

905

14407

YTM% Min

-

4.5666

4.8872

5.0173

5.0927

5.1735

5.2459

5.4072

5.4527

5.4793

4.5114

YTM% Max

-

4.7817

5.0435

5.3127

5.5401

5.9014

5.8455

5.8327

6.0841

5.8931

6.6419


(Amount in Rupees crore)

Week-ended

State Government securities

Treasury bills (Residual maturity in days)

RBI open market operations*

Up to 14

15-91

92-182

183-364

Sale

Purchase

1

13

14

15

16

17

18

19

2004-05

2-Apr-04

Amount

516

120

1050

105

769

-

-

YTM% Min

4.7299

3.6980

4.1497

4.2000

3.8503

YTM% Max

5.9000

4.6184

4.9578

4.3384

4.3500

9-Apr-04

Amount

42

18

377

76

1396

89

-

YTM% Min

5.7864

2.6651

4.1697

4.2300

4.0000

YTM% Max

5.8159

4.1922

4.4002

4.2550

4.3601

16-Apr-04

Amount

317

17

3577

94

1057

117

-

YTM% Min

5.2500

-

4.1998

4.2302

4.0000

YTM% Max

5.8673

-

4.4538

4.3101

4.4618

23-Apr-04

Amount

369

247

2405

47

1377

34

-

YTM% Min

5.2300

4.1511

3.9999

4.3001

4.0000

YTM% Max

5.8615

4.2994

4.3979

4.3999

4.4200

30-Apr-04

Amount

473

258

1156

36

1477

-

-

YTM% Min

5.3100

4.4901

4.2302

4.3600

3.9031

YTM% Max

5.8631

4.8741

4.3800

4.3600

4.4508

7-May-04

Amount

250

10

2327

8

1033

10

-

YTM% Min

5.4005

4.2516

4.2793

-

3.0823

YTM% Max

5.7862

4.2516

4.4202

-

4.4400

14-May-04

Amount

221

46

3060

49

1749

14

-

YTM% Min

5.1324

3.9976

4.2510

4.4001

4.0600

YTM% Max

5.7989

4.7821

4.4298

4.4001

4.4508

21-May-04

Amount

235

11

2256

167

1542

5

-

YTM% Min

5.8200

4.1517

4.2596

4.3599

2.8001

YTM% Max

5.9203

4.1517

4.4199

4.4100

4.4500

28-May-04

Amount

786

279

3149

15

1788

87

-

YTM% Min

4.9741

3.5043

4.2499

4.3699

3.1700

YTM% Max

5.8717

4.5089

4.4202

4.3699

4.4399

4-Jun-04

Amount

413

509

2938

15

1219

60

-

YTM% Min

5.1000

4.1511

4.1498

4.3850

3.7600

YTM% Max

5.9763

4.5299

4.4498

4.4198

4.5000

11-Jun-04

Amount

768

544

2002

18

2288

-

-

YTM% Min

5.1992

3.7485

3.8246

4.4501

3.6954

YTM% Max

5.9100

4.5996

4.4612

4.4501

4.4946

18-Jun-04

Amount

1099

2

2489

39

888

-

-

YTM% Min

5.5013

-

4.3792

4.2652

4.0900

YTM% Max

6.3494

-

4.5022

4.5150

4.5400

25-Jun-04

Amount

650

160

1983

269

1689

-

-

YTM% Min

5.7100

3.7599

4.3211

4.4402

4.1101

YTM% Max

6.3020

4.6251

4.5102

4.5501

4.6500

#   As reported in SGL accounts at RBI, Mumbai.

^  While face value transacted for 6.00% capital indexed bond has been included in the amount for the  maturity year 2003-04, YTMs (per cent indicative) have not been included in YTM% minimum and YTM% maximum.

*   RBI's sales and purchases include transactions in other offices also.

Note :1. Minimum and maximum YTMs (% Indicative) include transactions of standard lot size (Rs.5 crore or more) only.

2. Past data since April 1997 are available in the CD version of this publication.