27B. Secondary market outright transactions in Treasury bills (face value) - ଆରବିଆଇ - Reserve Bank of India
27B. Secondary market outright transactions in Treasury bills (face value)
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(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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l. |
July 2, 2004 |
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a. |
Amount |
428.43 |
2,889.04 |
62.14 |
1,422.44 |
|
b. |
YTM * |
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Min. |
4.2993 |
4.2661 |
4.4499 |
4.4999 |
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Max. |
4.3888 |
4.5022 |
4.4999 |
4.6400 |
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II. |
July 9, 2004 |
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a. |
Amount |
328.54 |
1,936.22 |
29.57 |
1,005.70 |
|
b. |
YTM * |
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Min. |
4.2584 |
4.2492 |
4.4599 |
4.2466 |
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Max. |
4.7821 |
4.4798 |
4.4601 |
4.6152 |
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IIl. |
July 16, 2004 |
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a. |
Amount |
228.96 |
3,528.59 |
7.50 |
746.75 |
|
b. |
YTM * |
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Min. |
3.9976 |
4.2324 |
4.5301 |
4.4899 |
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Max. |
4.3507 |
4.5022 |
— |
4.6301 |
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IV. |
July 23, 2004 |
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a. |
Amount |
257.42 |
2,583.16 |
9.35 |
960.94 |
|
b. |
YTM * |
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Min. |
4.2487 |
4.2045 |
— |
4.5501 |
||
Max. |
4.8551 |
4.5991 |
— |
4.6371 |
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V. |
July 30, 2004 |
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a. |
Amount |
487.40 |
2,835.24 |
32.09 |
1,715.09 |
|
b. |
YTM * |
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Min. |
4.2516 |
4.1518 |
4.4231 |
4.5299 |
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Max. |
4.3756 |
4.5022 |
4.5701 |
4.6202 |
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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. YTM:Yield to Maturity. *:Minimum and Maximum YTMs (% PA) indicative have been given excluding transactions of non-standard lot size (less than Rs. 5 crore). |