26B. Secondary Market Outright Transactions in Treasury Bills - ಆರ್ಬಿಐ - Reserve Bank of India
26B. Secondary Market Outright Transactions in Treasury Bills
(Amount in ` crore, YTM in per cent per annum) |
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Week ended |
Treasury Bills Residual Maturity in Days |
||||
up to 14 days |
15 - 91 days |
92 - 182 days |
183 - 364 days |
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1 |
2 |
3 |
4 |
5 |
|
I. |
October 1, 2010 |
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a. Amount |
601.60 |
2,006.69 |
399.93 |
305.17 |
|
b. YTM * |
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Min. |
5.7005 |
5.8504 |
6.1400 |
6.4800 |
|
Max. |
6.5005 |
6.2735 |
6.5655 |
6.6500 |
|
II. |
October 8, 2010 |
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a. Amount |
85.00 |
3,810.25 |
114.00 |
1,405.33 |
|
b. YTM * |
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Min. |
5.9704 |
6.0097 |
6.3400 |
6.3900 |
|
Max. |
6.0504 |
6.3977 |
6.4499 |
6.8335 |
|
III. |
October 15, 2010 |
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a. Amount |
15.00 |
2,512.07 |
86.96 |
86.29 |
|
b. YTM * |
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Min. |
6.0518 |
6.0106 |
6.7797 |
6.5200 |
|
Max. |
6.2905 |
6.5634 |
6.8011 |
6.6000 |
|
IV. |
October 22, 2010 |
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a. Amount |
125.00 |
3,026.65 |
292.76 |
1,063.16 |
|
b. YTM * |
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Min. |
5.9500 |
5.9500 |
6.5500 |
6.5200 |
|
Max. |
6.5000 |
7.0005 |
6.8000 |
7.0858 |
|
V. |
October 29, 2010 |
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a. Amount |
125.00 |
2,627.01 |
1,034.71 |
639.54 |
|
b. YTM * |
|||||
Min. |
5.3188 |
5.9507 |
6.6500 |
6.8500 |
|
Max. |
6.3012 |
6.8121 |
7.0050 |
7.0101 |
|
* Minimum and maximum YTMs (% PA) indicative have been given excluding transactions of non-standard lot size (less than ` 5 crore). |