(Amount in Rs. crore)

Central Govt. Dated Securities Maturing in the Year

Week

1997-98

1998-99

1999-00

2000-01

2001-02

2002-03^

2003-04

2004-05

2005-06

2006-07

2007 &

Ended

above

1

2

3

4

5

6

7

8

9

10

11

12

1997-98

3-Oct-97

Amount

-

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

-

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

-

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

-

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

-

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

-

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

-

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

-

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

-

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

-

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

-

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

-

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

-

124

55

-

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

-

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

-

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

-

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 Rs. 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

Purchase

1

13

14

15

16

17

18

19

1997-98

3-Oct-97

Amount

8

230

16

10

146

0.01

0

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

0

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

0

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

0

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

0

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

0

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

-

208

75

65

238

0.13

0

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

0

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

0

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

0

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

0

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

0

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

0

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

0

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

0

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

0

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

0

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

0

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

-

2

0

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

0

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

-

20

0.06

0

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

0

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

0

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

0

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

0

YTM% Min

12.0827

5.9847

7.9777

9.6734

8.7261

YTM% Max

12.1096

8.7759

10.3710

9.6734

9.5238

#

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.