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) |
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Week ended |
Treasury Bills ( 91 / 364 day) Residual Maturity in Days |
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up to 14 days |
15-91 days |
92-182 days |
183-364 days |
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1 |
2 |
3 |
4 |
5 |
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I. |
September 5, 2003 |
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a. |
Amount |
84.82 |
1,812.65 |
18.61 |
1,265.33 |
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b. |
YTM * |
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Min. |
3.4229 |
4.3562 |
3.3373 |
4.5674 |
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Max. |
4.6853 |
4.7468 |
4.6011 |
4.7370 |
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II. |
September 12, 2003 |
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a. |
Amount |
72.58 |
1,611.18 |
67.00 |
836.08 |
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b. |
YTM * |
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Min. |
3.7623 |
4.2942 |
4.5874 |
4.5675 |
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Max. |
4.8783 |
4.6473 |
4.6573 |
4.7226 |
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III. |
September 19, 2003 |
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a. |
Amount |
106.15 |
2,201.02 |
57.00 |
871.85 |
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b. |
YTM * |
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Min. |
2.7366 |
4.3215 |
4.5127 |
4.5145 |
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Max. |
4.9147 |
4.6374 |
4.6174 |
4.7270 |
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IV. |
September 26, 2003 |
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a. |
Amount |
145.48 |
2,213.72 |
257.00 |
1,248.35 |
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b. |
YTM * |
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Min. |
4.0394 |
4.4167 |
4.5674 |
4.5276 |
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Max. |
4.6889 |
4.6873 |
4.6374 |
4.7370 |
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@ : |
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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YTM : |
Yield to Maturity. |
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* : |
Minimum and Maximum YTMs (% PA) indicative have been given excluding transactions of non-standard lot size (less than Rs. 5 Crore). |