(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.

January 3, 2003

a.

Amount

50.07

1,183.37

5.40

488.79

b.

YTM *

Min.

3.6543

5.1029

5.4352

5.3391

Max.

5.4353

5.4650

—

5.5049

lI.

January 10, 2003

a.

Amount

10.43

1,289.35

—

485.97

b.

YTM *

Min.

4.9508

5.1678

—

5.3073

Max.

5.3653

5.4951

—

5.4849

lII.

January 17, 2003

a.

Amount

177.14

1,998.03

6.91

878.24

b.

YTM *

.

Min.

4.5490

5.0742

5.3248

5.2840

Max.

5.7367

5.9836

—

5.4401

lV.

January 24, 2003

a.

Amount

75.18

1,422.73

213.07

682.20

b.

YTM *

Min.

5.4845

5.3280

5.4662

5.4296

Max.

6.0808

5.6345

5.5848

5.5847

V.

January 31, 2003

a.

Amount

62.22

1,330.48

115.05

361.25

b.

YTM *

Min.

5.4815

5.3153

5.4161

5.4345

Max.

5.5345

5.7342

5.6845

5.7842

@

:

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).