(Amount in Rupees crore)

Week

Central Govt. Dated Securities Maturing in the Year

Ended

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

(Amount in Rupees crore)

Week

St. Govt.

Treasury Bills (Residual Maturity in Days)

RBI Open Market Operation*

Ended

Securities

Upto 14

15-91

92-182

183-364

Sales

Purchases

1

13

14

15

16

17

18

19

2001-02

6-Apr-01

Amount

41

460

152

51

474

60

0

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

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

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

0

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

0

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

0

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

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

0

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

0

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

0

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

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

0

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

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

0

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

0

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

0

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

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

0

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

0

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

0

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

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

0

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

0

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

0

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

#

: As reported in SGL Accounts at RBI, Mumbai.

*

: RBI’s sales and purchases include transactions in other offices also.

^

: While Face Value transacted for 6.00% Capital Indexed Bond 2002 has been included in the amount for the maturity

year 2002-03, YTMs (% Indicative) have not been included in YTM% Minimum and YTM% Maximum.

Note

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