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83011813

No. 25 B : Secondary Market Outright Transactions in Treasury Bills (Face Value)

 
 
 
 

(Amt. 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


92-182 days


183-364 days


l.

Aug. 6, 1999

       
 

a.

Amount

168.50

168.03

216.06

1,226.92

 

b.

YTM

       
   

Min.

6.4850

7.8280

8.9753

9.3743

   

Max.

8.4852

9.0250

9.7234

10.2219

ll.

Aug. 13, 1999

       
 

a.

Amount

163.26

85.30

132.25

195.57

 

b.

YTM

       
   

Min.

7.9803

8.2766

8.7758

9.7731

   

Max.

13.0864

10.4724

10.1223

10.2718

lll.

Aug. 20, 1999

       
 

a.

Amount

120.41

133.11

100.45

511.94

 

b.

YTM

       
   

Min.

8.0752

8.4764

9.2247

9.7731

   

Max.

10.1698

9.4743

10.0726

10.3013

lV.

Aug. 27, 1999

       
 

a.

Amount

74.60

148.28

149.96

955.06

 

b.

YTM

       
   

Min.

4.9889

8.4686

9.4739

9.8630

 
 

Max.


12.4616


9.9229


9.9727


10.3117


YTM

:

Yield to Maturity.

@

:

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.

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