26B. Secondary Market Outright Transactions in Treasury Bills - RBI - Reserve Bank of India
26B. Secondary Market Outright Transactions in Treasury Bills
(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. |
March 5, 2010 |
|
|
|
|
|
a. Amount |
116.00 |
4,485.50 |
232.71 |
260.00 |
|
b. YTM * |
|
|
|
|
|
Min. |
2.8501 |
3.4000 |
4.3501 |
4.9000 |
|
Max. |
3.6574 |
7.6237 |
4.7101 |
5.0000 |
II. |
March 12, 2010 |
|
|
|
|
|
a. Amount |
629.00 |
5,637.90 |
275.00 |
775.00 |
|
b. YTM * |
|
|
|
|
|
Min. |
3.0000 |
3.5000 |
4.3000 |
4.9543 |
|
Max. |
5.3557 |
4.3382 |
4.6500 |
5.1001 |
III. |
March 19, 2010 |
|
|
|
|
|
a. Amount |
440.00 |
3,192.15 |
225.00 |
1,056.00 |
|
b. YTM * |
|
|
|
|
|
Min. |
4.2491 |
3.9999 |
4.4700 |
4.7000 |
|
Max. |
5.0019 |
4.4202 |
4.5601 |
5.1000 |
IV. |
March 26, 2010 |
|
|
|
|
|
a. Amount |
672.46 |
5,840.92 |
895.00 |
514.25 |
|
b. YTM * |
|
|
|
|
|
Min. |
2.5016 |
3.6928 |
4.3500 |
4.8000 |
|
Max. |
3.9506 |
4.4202 |
4.6200 |
5.1445 |
* : Minimum and maximum YTMs (% PA) indicative have been given excluding transactions of non-standard lot size (less than Rs.5 crore). |