27 B. Secondary market outright transactions in Treasury bills (face value) - आरबीआय - Reserve Bank of India
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 Residual Maturity in Days |
|||||
up to 14 days |
15 - 91 days |
92 - 182 days |
183 - 364 days |
|||
1 |
2 |
3 |
4 |
5 |
||
I |
August 7, 2009 |
|
|
|
|
|
|
a. |
Amount |
912.69 |
2,830.65 |
1,144.00 |
176.58 |
|
b. |
YTM * |
|
|
|
|
|
|
Min. |
2.8000 |
2.8991 |
3.2501 |
3.7400 |
|
|
Max. |
3.2497 |
3.2754 |
3.6969 |
4.0000 |
II |
August 14, 2009 |
|
|
|
|
|
|
a. |
Amount |
1,033.33 |
3,686.07 |
240.00 |
957.50 |
|
b. |
YTM * |
|
|
|
|
|
|
Min. |
2.8488 |
2.9493 |
3.2500 |
3.5999 |
|
|
Max. |
3.4076 |
3.3570 |
3.7801 |
4.6500 |
III. |
August 21, 2009 |
|
|
|
|
|
|
a. |
Amount |
20.02 |
3,397.90 |
850.00 |
259.70 |
|
b. |
YTM * |
|
|
|
|
|
|
Min. |
2.7497 |
2.9506 |
3.4000 |
3.9500 |
|
|
Max. |
3.1675 |
3.3570 |
3.9051 |
4.1600 |
IV. |
August 28, 2009 |
|
|
|
|
|
|
a. |
Amount |
435.00 |
1,954.25 |
160.00 |
947.70 |
|
b. |
YTM * |
|
|
|
|
|
|
Min. |
2.7195 |
2.8997 |
3.2700 |
3.8208 |
|
|
Max. |
3.3586 |
3.3978 |
3.7800 |
4.2979 |
* : Minimum and maximum YTMs (% PA) indicative have been given excluding transactions of non-standard lot size (less than Rs.5 crore). |