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27B. 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.

January 2, 2009

       
 

a.

Amount

512.19

1,374.87

224.50

630.42

 

b.

YTM *

       
   

Min.

4.7500

4.3500

4.8999

4.4800

   

Max.

5.0500

5.1500

5.0200

5.1000

II.

January 9, 2009

       
 

a.

Amount

912.20

1,606.70

273.10

1,264.63

 

b.

YTM *

       
   

Min.

4.1000

4.1500

4.0000

4.0000

   

Max.

5.0001

5.0000

4.5500

4.6005

III.

January 16, 2009

       
 

a.

Amount

410.00

4,423.79

116.05

1,083.92

 

b.

YTM *

       
   

Min.

4.1000

4.2000

4.4498

4.4200

   

Max.

4.9900

4.7500

4.5000

4.6001

IV.

January 23, 2009

       
 

a.

Amount

868.58

2,985.81

549.67

920.00

 

b.

YTM *

       
   

Min.

4.2494

4.1354

4.3499

4.3000

   

Max.

4.8686

4.7499

4.6199

4.5000

V.

January 30, 2009

       
 

a.

Amount

1,055.29

2,654.33

-

431.65

 

b.

YTM *

       
   

Min.

4.2963

4.3505

-

4.3500

   

Max.

4.7500

4.7895

-

4.6000

* : 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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