No. 27 B : Secondary Market Outright Transactions in Treasury Bills (Face Value) - આરબીઆઈ - Reserve Bank of India
No. 27 B : Secondary Market Outright Transactions in Treasury Bills (Face Value)
(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. |
June 1, 2001 |
|||||||
a. |
Amount |
212.52 |
504.48 |
196.10 |
1,360.95 |
|||
b. |
YTM* |
|||||||
Min. |
5.1914 |
6.4314 |
7.3042 |
7.7221 |
||||
Max. |
6.9901 |
7.8785 |
8.0037 |
8.4767 |
||||
Il. |
June 8, 2001 |
|||||||
a. |
Amount |
106.47 |
285.51 |
37.15 |
1,086.23 |
|||
b. |
YTM* |
|||||||
Min. |
6.9813 |
7.0305 |
7.8730 |
7.8784 |
||||
Max. |
7.2289 |
7.7286 |
8.1277 |
8.3771 |
||||
III. |
June 15, 2001 |
|||||||
a. |
Amount |
42.00 |
410.94 |
25.73 |
540.18 |
|||
b. |
YTM* |
|||||||
Min. |
5.5999 |
6.7792 |
7.5791 |
7.8784 |
||||
Max. |
7.5775 |
7.5976 |
7.9315 |
8.3462 |
||||
IV. |
June 22, 2001 |
|||||||
a. |
Amount |
88.83 |
516.99 |
113.87 |
1,050.85 |
|||
b. |
YTM* |
|||||||
Min. |
6.4287 |
7.0029 |
7.4329 |
7.6494 |
||||
Max. |
7.5805 |
7.4801 |
7.6789 |
8.8302 |
||||
V. |
June 29, 2001 |
|||||||
a. |
Amount |
181.53 |
260.08 |
31.90 |
816.83 |
|||
b. |
YTM* |
|||||||
Min. |
6.4439 |
6.7199 |
7.2301 |
7.5791 |
||||
Max. |
7.2358 |
7.3797 |
7.3857 |
7.9896 |
||||
|
@ |
: |
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). |