26B. Secondary Market Outright Transactions in Treasury Bills - આરબીઆઈ - Reserve Bank of India
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). |