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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

September 2, 2011

 

 

 

 

 

a. Amount

355.00

2,389.03

1,138.92

498.69

 

b. YTM *

 

 

 

 

 

Min.

7.8526

8.2098

8.2011

8.2551

 

Max.

8.1995

8.3946

8.3998

8.3399

II

September 9, 2011

 

 

 

 

 

a. Amount

2,188.04

3,749.41

190.15

1,940.25

 

b. YTM *

 

 

 

 

 

Min.

8.0000

8.0903

8.3199

8.2500

 

Max.

8.5957

8.3948

8.3899

8.4200

III

September 16, 2011

 

 

 

 

 

a. Amount

1,210.00

2,965.00

970.00

606.00

 

b. YTM *

 

 

 

 

 

Min.

7.9671

8.0500

8.3000

8.2601

 

Max.

8.4517

8.6808

8.3998

8.3636

IV

September 23, 2011

 

 

 

 

 

a. Amount

217.00

5,733.00

85.00

1,234.00

 

b. YTM *

 

 

 

 

 

Min.

8.1204

8.0992

8.3601

8.3600

 

Max.

8.4190

8.4364

8.4200

8.4595

V

September 30, 2011

 

 

 

 

 

a.Amount

291.87

5,018.87

539.91

631.85

 

b. YTM*

 

 

 

 

 

Min.

8.2017

8.1250

8.3001

8.3801

 

Max.

8.3464

8.4364

8.4651

8.4300

* 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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