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No. 26 B : Secondary Market Outright Transactions in Treasury Bills (Face Value)

 
 
 

(Amt. 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


l.

Mar. 3, 2000

       
             
 

a.

Amount

298.50

291.99

80.50

1,376.05

             
 

b.

YTM

       
             
   

Min.

7.9765

7.9785

8.7260

9.1249

   

Max.

10.1698

9.2743

10.2220

9.5228

             

ll.

Mar. 10, 2000

       
             
 

a.

Amount

105.27

61.44

-

1,579.63

             
 

b.

YTM

       
             
   

Min.

6.7352

7.9780

-

9.2744

   

Max.

10.0669

10.1231

-

9.7896

             

lll.

Mar. 17, 2000

       
             
 

a.

Amount

133.24

289.95

65.75

506.49

             
 

b.

YTM

       
             
   

Min.

7.4770

7.9781

8.9754

9.2246

   

Max.

9.0267

9.7233

9.3742

9.7233

             

lV.

Mar. 24, 2000

       
             
 

a.

Amount

91.25

246.75

94.93

921.16

             
 

b.

YTM

       
             
   

Min.

7.2815

8.6754

8.9752

9.0751

   

Max.

10.2218

9.8234

9.5737

9.9726

             

V.

Mar. 31, 2000

       
             
 

a.

Amount

316.79

884.88

1,010.50

409.70

             
 

b.

YTM

       
             
   

Min.

7.9786

8.5599

9.0750

9.4242

 
 

Max.


11.9688


11.8682


9.7232


10.1222


YTM

:

Yield to Maturity.

@

:

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.

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