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No. 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 (14 / 91 / 182 / 364 day) Residual Maturity in Days

       

up to 14 days

15-91 days

92-182days

183-364 days


1

     

2

3

4

5


l.

March 7, 2003

       
               
 

a.

Amount

 

153.16

1,763.90

45.78

748.32

               
 

b.

YTM *

         
               
   

Min.

 

4.2229

4.6923

5.3752

5.3154

               
   

Max.

 

5.7366

5.8343

5.5447

5.6301

               

lI.

March 14, 2003

       
               
 

a.

Amount

 

25.00

720.56

45.22

568.12

               
 

b.

YTM *

         
               
   

Min.

 

5.2355

5.3605

5.6844

5.6146

               
   

Max.

 

5.4346

6.0837

5.7455

5.7343

               

lII.

March 21, 2003

       
               
 

a.

Amount

 

146.55

771.48

30.00

705.71

               
 

b.

YTM *

         
               
   

Min.

 

5.6350

5.3141

5.6545

5.5688

               
   

Max.

 

5.9833

5.9843

5.9364

5.8340

               

lV.

March 28, 2003

       
               
 

a.

Amount

 

541.66

775.73

95.26

783.74

               
 

b.

YTM *

         
               
   

Min.

 

4.9134

5.5130

5.9636

5.5846

               
   

Max.

 

6.7303

6.1340

6.0134

5.9037


@ : 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).

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