No. 27 B : Secondary Market Outright Transactions in Treasury Bills (Face Value) - ربی - Reserve Bank of India
No. 27 B : Secondary Market Outright Transactions in Treasury Bills (Face Value)
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(Amt. in Rs. crore, YTM in per cent per annum) |
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Week ended |
Treasury Bills (14/91/182/364 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 |
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2 |
3 |
4 |
5 |
l. |
Oct. 6, 2000 |
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a. |
Amount |
168.89 |
206.85 |
111.31 |
959.04 |
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b. |
YTM |
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Min. |
8.3106 |
9.0746 |
9.9827 |
10.2718 |
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Max. |
10.0714 |
10.2725 |
10.3574 |
10.6706 |
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ll. |
Oct. 13 , 2000 |
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a. |
Amount |
272.49 |
275.64 |
51.45 |
714.31 |
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b. |
YTM |
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Min. |
8.1134 |
8.8396 |
9.8013 |
10.1113 |
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Max. |
9.7213 |
10.9200 |
10.3046 |
10.7106 |
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lll. |
Oct. 20, 2000 |
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a. |
Amount |
189.15 |
294.99 |
121.55 |
777.52 |
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b. |
YTM |
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Min. |
7.1091 |
9.0433 |
9.7819 |
10.2291 |
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Max. |
9.7238 |
10.3812 |
10.3116 |
10.6705 |
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lV. |
Oct. 27, 2000 |
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a. |
Amount |
87.08 |
169.73 |
55.00 |
328.16 |
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b. |
YTM |
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Min. |
7.3131 |
9.1182 |
9.8231 |
10.1721 |
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Max. |
8.5782 |
9.8228 |
10.1221 |
10.4014 |
YTM |
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Yield to Maturity. |
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@ |
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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. |