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

FWeek 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.

December 7, 2001

a.

Amount

44.00

364.59

41.40

1,228.73

b.

YTM*

Min.

6.2342

6.3964

6.3989

6.5820

Max.

6.6296

6.9311

6.6419

6.9809

Il.

December 14, 2001

a.

Amount

51.78

276.55

17.50

254.32

b.

YTM*

Min.

4.0354

6.2551

6.7376

6.6520

Max.

6.4815

7.2303

6.7614

6.9211

IIl.

December 21, 2001

a.

Amount

196.10

500.81

236.54

67.18

b.

YTM*

Min.

6.2255

6.2173

6.4239

6.6998

Max.

6.9901

6.8834

7.0306

6.8711

lV.

December 28, 2001

a.

Amount

276.12

556.25

20.43

462.91

b.

YTM*

Min.

6.5908

6.0673

7.1304

6.8121

Max.

8.0098

7.3797

7.6244

7.4794

@ : 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).