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26B. Secondary Market Outright Transactions in Treasury Bills

(Amount in ` 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

I

May 6, 2011

 

 

 

 

 

a. Amount

365.00

8,042.98

200.00

815.99

 

b. YTM *

 

 

 

 

 

Min.

7.0973

7.1500

7.8499

8.0500

 

Max.

7.5038

8.0004

7.8751

8.2007

II

May 13, 2011

 

 

 

 

 

a. Amount

292.94

3,362.89

512.89

395.00

 

b. YTM *

 

 

 

 

 

Min.

7.0995

7.3500

7.9999

8.1000

 

Max.

7.5000

8.0604

8.2040

8.2000

III

May 20, 2011

 

 

 

 

 

a. Amount

670.00

2,724.38

397.70

639.61

 

b. YTM *

 

 

 

 

 

Min.

7.3992

7.5490

8.0646

8.0709

 

Max.

7.6011

8.1022

8.1800

8.2947

IV

May 27, 2011

 

 

 

 

 

a. Amount

200.00

5,614.23

828.76

1,909.76

 

b. YTM *

 

 

 

 

 

Min.

7.4840

7.4500

8.1800

8.2161

 

Max.

7.5015

8.1502

8.2692

8.3500

* Minimum and maximum YTMs (% PA) indicative have been given excluding transactions of non-standard lot size (less than ` 5 Crore).
# Includes transactions of Cash Management Bills.

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