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27B. Secondary market outright transactions in Treasury bills (face value)

(Amount in crore, YTM in per cent per annum)

Week ended

up to 14 days

Residual Maturity in days

15-91 days

92-182 days

183 - 364 days

1

2

3

4

5

I

November

2, 2007

 

 

 

 

 

a.

Amount

220.00

2,823.87

726.18

67.94

 

b.

YTM *

 

 

 

 

 

 

 

Min.

 

5.5556

6.2489

7.1499

7.3000

 

 

Max.

 

6.2998

7.3500

7.5326

7.3200

II

November

9, 2007

 

 

 

 

 

a.

Amount

51.86

812.22

1,199.68

436.70

 

b.

YTM *

 

 

 

 

 

 

 

Min.

 

6.5013

6.75

7.3049

7.5301

 

 

Max.

 

7.1015

7.4197

7.7000

7.7450

dIII

November

16, 2007

 

 

 

 

 

a.

Amount

195.5

1.264.89

1,144.00

1,313.383

 

b.

YTM *

 

 

 

 

 

 

Min.

 

7.2494

7.0998

7.3500

7.5001

 

 

Max.

 

8.005

7.7502

7.6000

7.7100

IV

November

23, 2007

 

 

 

 

 

a.

Amount

185.00

1.277.11

418.07

922.07

 

b.

YTM *

 

 

 

 

 

 

 

Min.

 

7.3500

7.1604

7.5400

6.7487

 

 

Max.

 

7.5494

7.7503

7.5700

7.7450

IV

November

30, 2007

 

 

 

 

 

a.

Amount

5.10

493.09

280.73

835.97

 

b.

YTM *

 

 

 

 

 

 

 

Min.

 

8.0000

7.3601

7.4599

7.5600

 

 

Max.

 

8.0000

7.6001

7.6500

7.6800

* Minimum and maximum YTMs (% PA) indicative have been given excluding
transactions of non-standard lot size (less than Rs.5 Crore).

 

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