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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 (91/364 day) Residual Maturity in Days

up to 14 days

15-91 days

92-182 days

183-364 days

1

2

3

4

5

     

I

June 3, 2005

     
 

a.

Amount

246.03

2,055.05

673.66

2,874.88

     
 

b.

YTM *

     
   

Min.

5.0389

4.9996

5.1851

5.3976

     
   

Max.

5.0808

5.2006

5.3600

5.6404

     

II

June 10, 2005

     
 

a.

Amount

297.51

1,849.27

277.52

1,856.80

     
 

b.

YTM *

     
   

Min.

5.0601

5.0402

5.2099

5.3999

     
   

Max.

5.5123

5.2401

5.3671

5.5900

     

III

June 17, 2005

     
 

a.

Amount

198.00

1,385.02

497.92

459.21

     
 

b.

YTM *

     
   

Min.

5.0229

5.1012

5.2500

5.3800

     
   

Max.

5.2014

5.3241

5.4200

5.6000

     

IV

June 24, 2005

     
 

a.

Amount

315.78

1,465.15

558.28

1,275.12

     
 

b.

YTM *

     
   

Min.

5.0595

5.0495

5.2998

5.3701

     
   

Max.

5.2014

5.3241

5.3958

5.6232

@: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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