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

Week ended

Treasury Bills Residual Maturity in Days

up to 14 days

15 - 91 days

92 - 182 days

183 - 364 days

1

2

3

4

5

I.

June 1, 2007

a.

Amount

226.03

3,596.69

1,157.02

797.76

b.

YTM *

Min.

2.0000

5.9997

7.0001

7.4700

Max.

6.9999

7.6019

7.6700

8.0000

II.

June 8, 2007

a.

Amount

3.34

2,370.78

860.30

795.60

b.

YTM *

Min.

—

3.8996

6.9498

7.2824

Max.

—

7.4000

7.4100

7.7000

III.

June 15, 2007

a.

Amount

25.75

2,651.88

598.07

61.13

b.

YTM *

Min.

1.9987

6.0994

7.0000

7.2800

Max.

1.9987

7.7685

7.7900

7.8000

IV.

June 22, 2007

a.

Amount

649.88

4,918.34

661.46

619.05

b.

YTM *

Min.

2.3000

3.0000

6.6500

7.0999

Max.

5.7524

7.7350

7.7500

7.8000

V.

June 29, 2007

a.

Amount

5.00

2,131.88

838.45

695.00

b.

YTM *

Min.

7.3015

5.2504

7.0000

7.1600

Max.

7.3015

7.3937

7.6499

7.6501

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