(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.

September 7, 2001

a.

Amount

71.80

427.12

41.50

400.67

b.

YTM*

Min.

6.0880

6.5814

6.8811

7.0029

Max.

6.8276

6.8809

7.0108

7.1404

Il.

September 14, 2001

a.

Amount

61.50

642.15

7.08

225.23

b.

YTM*

Min.

6.2825

6.5846

-

7.0564

Max.

7.0279

7.4289

-

7.2351

IIl.

September 21, 2001

a.

Amount

149.90

457.51

531.53

280.77

b.

YTM*

Min.

6.6551

6.7134

7.1169

7.1304

Max.

7.4791

8.3770

8.4767

8.7260

lV.

September 28, 2001

a.

Amount

169.70

790.58

527.41

883.85

b.

YTM*

Min.

5.8149

6.7286

6.9305

7.1304

Max.

7.2305

7.8623

7.8135

7.7288

@ :

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).