(Amount in Rs. crore, YTM in per cent per annum)

Week ended

Treasury Bills (14/91/182/364 day) Residual Maturity in Days

up to 14 days

15-91 days

92-182 days

183-364 days

1

2

3

4

5

l.

Jan. 5, 2001

a.

Amount

113.38

72.65

27.07

995.81

b.

YTM *

Min.

8.2247

8.6554

8.9395

9.4372

Max.

9.4750

9.1945

9.5990

9.9825

ll.

Jan. 12, 2001

a.

Amount

125.48

109.31

42.00

1,022.22

b.

YTM *

Min.

7.6219

8.7393

9.3845

9.3742

Max.

9.8724

9.1738

9.5237

9.9751

lll.

Jan. 19, 2001

a.

Amount

27.01

109.64

66.60

519.29

b.

YTM *

Min.

8.3866

8.9092

9.1255

9.5731

Max.

8.3866

9.4755

9.6236

9.8236

lV.

Jan. 26, 2001

a.

Amount

147.36

86.45

105.67

779.17

b.

YTM *

Min.

7.8969

8.6063

9.2038

9.3367

Max.

9.8751

9.0556

9.6132

9.6838

@

:

As reported in Subsidiary General Ledger (SGL) Accounts at RBI, Mumbai which presently accounts for nearly 98 per cent of total transactions in the country.

YTM

:

Yield to Maturity.

*

:

Minimum and Maximum YTMs (% PA) indicative have been given excluding transactions of non-standard lot size (less than Rs. 5 crore).