No. 27 B : Secondary Market Outright Transactions in Treasury Bills (Face Value) - ಆರ್ಬಿಐ - 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. Dec. 1, 2000 |
||||
a. Amount |
156.12 |
294.52 |
61.43 |
337.90 |
b. YTM * |
||||
Min. |
5.6091 |
8.0904 |
9.6434 |
9.9183 |
Max. |
8.9751 |
9.4740 |
9.9228 |
10.2219 |
ll. Dec. 8, 2000 |
||||
a. Amount |
103.34 |
271.63 |
79.02 |
922.31 |
b. YTM * |
||||
Min. |
6.1375 |
7.2233 |
9.1869 |
9.6315 |
Max. |
8.2274 |
9.1341 |
9.8529 |
10.1422 |
lll. Dec. 15, 2000 |
||||
a. Amount |
100.80 |
349.30 |
96.52 |
857.29 |
b. YTM * |
||||
Min. |
6.0555 |
7.6685 |
9.1650 |
9.6313 |
Max. |
7.9786 |
9.1250 |
9.8230 |
10.0474 |
lV. Dec. 22, 2000 |
||||
a. Amount |
74.88 |
301.27 |
57.49 |
800.97 |
b. YTM * |
||||
Min. |
5.2381 |
8.4761 |
9.4182 |
9.6024 |
Max. |
8.8760 |
9.1248 |
9.8231 |
10.0225 |
lV. Dec. 29, 2000 |
||||
a. Amount |
146.91 |
77.50 |
42.48 |
433.50 |
b. YTM * |
||||
Min. |
7.9891 |
8.4026 |
9.4741 |
9.7731 |
Max. |
10.4680 |
9.9727 |
9.5978 |
10.0225 |
@ : |
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 YTM (% PA) indicatives have been given excluding transactions of non-standard lot size (less than Rs. 5 crore). |