27B. Secondary market outright transactions in Treasury bills (face value) - ربی - Reserve Bank of India
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). |