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26B. Secondary Market Outright Transactions in Treasury Bills

(Amount in ` 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.

September 3, 2010

 

 

 

 

 

a. Amount

677.74

4,562.05

1,460.74

500.64

 

b. YTM *

 

 

 

 

 

Min.

4.3440

5.3995

6.1399

6.3200

 

Max.

5.2510

6.1907

6.3732

6.4100

II.

September 10, 2010

 

 

 

 

 

a. Amount

235.00

2,767.86

79.55

948.34

 

b. YTM *

 

 

 

 

 

Min.

4.7500

4.6991

6.1000

6.2000

 

Max.

5.0026

6.2644

6.1500

6.4389

III.

September 17, 2010

 

 

 

 

 

a. Amount

6.00

2,274.48

697.78

435.00

 

b. YTM *

 

 

 

 

 

Min.

4.6486

5.3998

6.1101

6.2000

 

Max.

4.6486

6.1495

6.4159

6.4599

IV.

September 24, 2010

 

 

 

 

 

a. Amount

580.00

5,065.85

181.51

685.00

 

b. YTM *

 

 

 

 

 

Min.

5.9003

5.8504

6.3000

6.4200

 

Max.

6.2071

6.1908

6.3700

6.6500

* Minimum and maximum YTMs (% PA) indicative have been given excluding transactions of non-standard lot size (less than ` 5 crore).
# Includes transactions of Cash Management Bills.

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