(Amount in Rupees crore)

Week 

Central Govt. Dated Securities Maturing in the Year

Ended

2002-03^

2003-04

2004-05

2005-06

2006-07

2007-08

1

2

3

4

5

6

7

2002-03

23/Aug/02

Amount

165

724

241

87

200

274

YTM% Min

5.8453

6.0228

6.2166

6.2604

6.3289

6.5130

YTM% Max

6.1747

6.2265

6.3263

6.4767

6.7777

6.9155

30/Aug/02

Amount

24

424

388

86

323

440

YTM% Min

6.4830

5.9401

6.0913

6.1544

6.2210

6.3955

YTM% Max

6.4830

6.1123

6.2096

6.2699

6.8539

6.8359

6/Sep/02

Amount

10

477

486

15

241

426

YTM% Min

5.7949

5.8481

6.0123

6.1009

6.1550

6.3068

YTM% Max

5.7949

6.0360

6.1357

6.1984

6.2692

6.7567

13/Sep/02

Amount

50

277

281

145

90

557

YTM% Min

7.4570

5.9041

5.9987

6.0288

6.1369

6.3004

YTM% Max

7.4570

5.9687

6.0531

6.2681

6.5460

6.5675

20/Sep/02

Amount

0

286

144

57

40

110

YTM% Min

-

5.8949

6.0009

6.0449

6.1367

6.3184

YTM% Max

-

5.9432

6.0395

6.1301

6.1523

6.6924

27/Sep/02

Amount

0

313

42

35

1

150

YTM% Min

-

5.9023

5.9609

6.0820

0.0000

6.3070

YTM% Max

-

5.9395

6.0160

6.2311

0.0000

6.5328

4/Oct/02

Amount

0

426

46

5

21

202

YTM% Min

-

5.8952

5.9609

0.0000

6.1335

6.2453

YTM% Max

-

5.9587

6.0169

0.0000

6.1335

6.3092

11/Oct/02

Amount

25

566

192

36

27

135

YTM% Min

6.1685

5.9169

5.9593

5.9887

6.0709

6.2130

YTM% Max

6.1685

5.9758

6.0236

6.2066

6.1023

6.5962

18/Oct/02

Amount

0

236

242

45

26

102

YTM% Min

-

5.9263

5.9895

5.9167

6.0687

6.1853

YTM% Max

-

5.9661

6.0319

5.9940

7.0072

6.3112

25/Oct/02

Amount

25

442

203

42

120

7

YTM% Min

6.0887

5.8163

5.9896

5.9450

6.0281

6.1961

YTM% Max

6.0887

5.9486

6.0246

6.0811

7.0077

6.1961

1/Nov/02

Amount

25

393

288

66

30

130

YTM% Min

6.1457

5.6780

5.8389

5.8800

5.9909

6.1317

YTM% Max

6.1457

5.9163

5.9960

5.9073

6.0437

6.4036

8/Nov/02

Amount

25

195

225

72

60

85

YTM% Min

6.1574

5.8018

5.8571

5.9040

5.9825

6.1049

YTM% Max

6.1574

5.8556

5.9088

5.9085

6.2856

6.2584

15/Nov/02

Amount

0

825

276

186

15

130

YTM% Min

-

5.5718

5.7854

5.8085

5.9069

6.0053

YTM% Max

-

5.8475

5.9088

6.0284

5.9711

6.1705

22/Nov/02

Amount

0

278

65

198

50

102

YTM% Min

-

5.5823

5.6873

5.7165

5.8643

5.9103

YTM% Max

-

5.7170

5.7936

5.8528

5.9299

6.1121

29/Nov/02

Amount

0

745

72

326

120

136

YTM% Min

-

5.4036

5.5490

5.5764

5.7697

5.8132

YTM% Max

-

5.6304

5.7041

5.8152

5.9350

5.9300

6/Dec/02

Amount

0

1149

5

126

20

115

YTM% Min

-

5.3863

5.6038

5.5943

5.7412

5.8581

YTM% Max

-

5.5866

5.6038

5.7226

5.7874

5.9526

13/Dec/02

Amount

0

318

25

205

80

72

YTM% Min

-

5.4990

5.6837

5.6423

5.7448

5.8748

YTM% Max

-

5.6557

5.6958

5.7908

5.8395

6.2011

20/Dec/02

Amount

0

827

93

36

40

80

YTM% Min

-

5.6009

5.6711

5.6333

5.7481

5.8471

YTM% Max

-

5.7126

5.7051

5.7145

6.2282

5.8653

27/Dec/02

Amount

2

478

63

87

130

95

YTM% Min

0.0000

5.6183

5.7625

5.6368

5.7173

5.8027

YTM% Max

0.0000

5.8495

5.7845

5.8182

6.3449

5.9241

(Amount in Rupees crore)

Week 

Central Govt. Dated Securities Maturing in the Year

St. Govt.

Ended

2008-09

2009-10

2010-11

2011-12

2012 &
above

   Securities

1

8

9

10

11

12

13

2002-03

23/Aug/02

Amount

1036

382

1423

4227

12111

194

YTM% Min

6.6903

6.8575

6.9330

7.1606

6.6324

7.5526

YTM% Max

6.9138

7.1708

7.3029

7.3656

7.9675

8.3665

30/Aug/02

Amount

424

965

1898

5109

19508

143

YTM% Min

6.6831

6.7054

6.8619

7.0982

6.5698

7.6533

YTM% Max

6.8424

7.1769

7.2780

7.2834

7.9509

7.9938

6/Sep/02

Amount

1142

1195

2675

6122

26028

211

YTM% Min

6.5230

6.6486

6.8033

7.0755

6.4909

7.6994

YTM% Max

6.7480

7.0863

7.2498

7.3950

7.9411

7.8037

13/Sep/02

Amount

765

447

1757

2839

11072

244

YTM% Min

6.5415

6.6867

6.8449

7.1092

6.5029

7.3408

YTM% Max

6.7076

6.9885

7.1966

7.2106

7.9322

8.1397

20/Sep/02

Amount

1133

282

1974

3630

10839

357

YTM% Min

6.5439

6.6873

6.8554

7.1162

6.5094

7.6004

YTM% Max

6.6932

6.9892

7.2068

7.2684

7.9494

7.9296

27/Sep/02

Amount

536

375

1300

2187

6878

232

YTM% Min

6.5412

6.6838

6.8607

7.1240

6.5161

6.946

YTM% Max

6.6805

6.9904

7.1931

7.3618

7.9581

8.0502

4/Oct/02

Amount

772

162

1410

3453

10376

130

YTM% Min

6.4660

6.6964

6.7881

7.0830

6.4616

7.7001

YTM% Max

6.6504

6.9760

7.1791

7.2574

7.9332

7.8047

11/Oct/02

Amount

973

955

1594

4944

17018

260

YTM% Min

6.4357

6.6031

6.7475

7.0355

6.4365

6.7834

YTM% Max

6.9496

6.9139

7.1554

7.2825

7.9050

7.771

18/Oct/02

Amount

3050

474

1342

3753

20122

99

YTM% Min

6.4092

6.5880

6.7210

6.9810

6.4346

7.6212

YTM% Max

7.1802

6.9081

7.1570

7.2205

7.8919

7.6514

25/Oct/02

Amount

1774

302

1218

3288

18720

151

YTM% Min

6.4238

6.5896

6.7342

6.9881

6.4345

7.1506

YTM% Max

7.1803

6.9384

7.1372

7.1601

7.8337

7.6656

1/Nov/02

Amount

998

502

2144

4828

22219

129

YTM% Min

6.2365

6.5235

6.6276

6.8832

6.3967

6.2512

YTM% Max

6.8706

6.9416

7.0380

7.3272

7.8310

7.6257

8/Nov/02

Amount

1006

639

1195

3372

20186

137

YTM% Min

6.2816

6.4747

6.5141

6.7603

6.3770

6.901

YTM% Max

7.0700

6.7407

7.0101

7.0090

7.6323

7.6913

15/Nov/02

Amount

2216

1169

1699

7577

31357

168

YTM% Min

6.0777

6.2457

6.2561

6.5203

6.3559

6.7018

YTM% Max

7.0700

6.6370

6.9681

6.9694

7.5499

7.7603

22/Nov/02

Amount

1362

684

1612

4126

37282

231

YTM% Min

6.0107

6.1869

6.1837

6.4202

6.2470

6.7287

YTM% Max

7.0700

6.2987

6.8787

6.6884

7.3637

7.7972

29/Nov/02

Amount

1245

1385

1204

5899

29276

382

YTM% Min

5.9025

5.9984

6.0815

6.3348

6.2439

6.6975

YTM% Max

7.0701

6.4784

6.8560

6.7384

7.3911

7.0241

6/Dec/02

Amount

691

510

416

9484

21170

183

YTM% Min

5.9736

6.0577

6.1350

6.3911

6.2460

6.5896

YTM% Max

6.4023

6.4771

6.6050

6.5403

7.2403

7.0092

13/Dec/02

Amount

785

256

530

3549

14365

146

YTM% Min

6.0056

6.0934

6.1489

6.3882

6.2508

6.3053

YTM% Max

6.4683

6.4994

6.6177

6.8493

7.2449

7.3284

20/Dec/02

Amount

887

859

733

4652

32858

143

YTM% Min

5.9213

6.0108

6.1164

6.3278

6.2338

6.3503

YTM% Max

6.3710

6.4256

6.5541

6.5496

7.1336

6.8196

27/Dec/02

Amount

643

478

888

3532

27906

367

YTM% Min

5.8805

6.0312

6.0281

6.2076

6.2027

6.3139

YTM% Max

6.2454

6.3255

6.4630

6.4453

7.0217

6.8994

(Amount in Rupees Crore)

Week 

Treasury Bills (Residual Maturity in Days)

RBI Open Market Operation*

Ended

Upto 14

15-91

92-182

183-364

Sales

   Purchases

1

14

15

16

17

18

19

2002-03

23-Aug-02

Amount

51

521

153

741

-

-

YTM% Min

5.4972

5.5342

5.7466

5.8938

YTM% Max

5.7848

5.8341

5.7466

5.9836

30-Aug-02

Amount

46

552

108

1303

5

-

YTM% Min

5.4848

5.5055

5.7451

5.8235

YTM% Max

5.7859

5.8342

5.824

5.9637

6-Sep-02

Amount

35

233

25

671

6

-

YTM% Min

5.7521

5.5849

5.804

5.7741

YTM% Max

5.7822

5.8043

5.8141

5.9836

13-Sep-02

Amount

7

224

27

554

-

-

YTM% Min

4.7321

5.1414

5.6693

5.748

YTM% Max

4.7321

5.7207

5.7239

5.8838

20-Sep-02

Amount

123

222

15

246

4

-

YTM% Min

5.3529

5.6104

5.6535

5.814

YTM% Max

5.787

5.7842

5.6535

5.8738

27-Sep-02

Amount

114

608

15

462

28

-

YTM% Min

5.052

5.6844

5.7842

5.804

YTM% Max

5.7756

5.7846

5.7842

5.854

4-Oct-02

Amount

-

374

61

619

43

-

YTM% Min

-

5.6545

5.7443

5.7642

YTM% Max

-

5.7643

5.784

5.8425

11-Oct-02

Amount

335

540

67

1324

-

-

YTM% Min

5.635

5.4853

5.662

5.7439

YTM% Max

5.7858

5.7642

5.7542

5.829

18-Oct-02

Amount

82

560

7

422

-

-

YTM% Min

5.5342

5.5352

5.6344

5.7294

YTM% Max

5.8259

5.7843

5.6344

5.8089

25-Oct-02

Amount

112

648

5

691

-

-

YTM% Min

5.4848

5.535

5.7441

5.7442

YTM% Max

5.8149

5.7446

5.7441

5.7941

1-Nov-02

Amount

-

775

12

320

1

-

YTM% Min

-

5.4236

5.5049

5.5348

YTM% Max

-

5.7642

5.7441

5.7741

8-Nov-02

Amount

81

417

-

809

17

-

YTM% Min

5.2431

5.0681

-

5.5367

YTM% Max

6.0484

5.6248

-

5.6346

15-Nov-02

Amount

39

812

62

758

-

-

YTM% Min

4.4778

4.8932

5.5148

5.5049

YTM% Max

6.0333

5.5644

5.5447

5.6189

22-Nov-02

Amount

3

599

108

1384

11051

-

YTM% Min

-

4.9873

5.433

5.4508

YTM% Max

-

5.5854

5.4948

5.5946

29-Nov-02

Amount

100

662

28

758

4

-

YTM% Min

5.0379

4.991

5.086

5.2685

YTM% Max

5.5942

5.5947

5.3555

5.4696

6-Dec-02

Amount

41

400

10

781

4530

-

YTM% Min

4.9882

4.9863

5.1059

5.0688

YTM% Max

5.4989

5.495

5.1059

5.5946

13-Dec-02

Amount

79

513

17

396

18

-

YTM% Min

5.2424

4.9855

5.4053

5.1558

YTM% Max

5.4845

5.5246

5.4053

5.5947

20-Dec-02

Amount

10

995

14

368

-

-

YTM% Min

5.4939

5.048

5.4651

5.4062

YTM% Max

5.4939

5.495

5.4651

5.5349

27-Dec-02

Amount

71

1164

7

709

-

-

YTM% Min

4.9943

5.1182

5.4849

5.4268

YTM% Max

5.7366

5.4751

5.4849

5.5186

# : As reported in SGL Accounts at RBI, Mumbai.
* : RBI sales and purchases include transactions in other offices also.
^ : While Face Value transacted for 6.00% Capital Indexed Bond has been included in the amount for the maturity year 2002-03, YTMs ( % Indicative ) have not been included in YTM% Minimum and YTM% Maximum.
Note :
1. Minimum and MaximumYTMs ( % Indicative ) include transactions of standard lot size ( Rs. 5 crore r more ) only.
2. Past data since April, 1997 are available in the CD version of this Publication.