26B. Secondary Market Outright Transactions in Treasury Bills - RBI - Reserve Bank of India
26B. Secondary Market Outright Transactions in Treasury Bills
(Amount in ` 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 |
November 5, 2010 |
|
|
|
|
|
a. Amount |
765.00 |
2,568.78 |
241.59 |
1,237.62 |
|
b. YTM * |
|
|
|
|
|
Min. |
5.5971 |
6.3504 |
6.8201 |
6.9500 |
|
Max. |
6.6987 |
6.8501 |
6.8701 |
7.1000 |
II |
November 12, 2010 |
|
|
|
|
|
a. Amount |
411.10 |
1,701.17 |
1,329.29 |
298.43 |
|
b. YTM * |
|
|
|
|
|
Min. |
6.2500 |
6.0000 |
6.7501 |
6.9499 |
|
Max. |
8.4660 |
6.8121 |
7.1662 |
7.1999 |
III |
November 19, 2010 |
|
|
|
|
|
a. Amount |
438.00 |
2,510.84 |
215.00 |
166.32 |
|
b. YTM * |
|
|
|
|
|
Min. |
6.2458 |
6.0487 |
6.6999 |
7.0500 |
|
Max. |
6.7441 |
6.8121 |
7.1401 |
7.2009 |
IV |
November 26, 2010 |
|
|
|
|
|
a. Amount |
40.00 |
1,476.52 |
1,571.29 |
515.25 |
|
b. YTM * |
|
|
|
|
|
Min. |
6.2001 |
5.9997 |
6.7000 |
6.9499 |
|
Max. |
6.9924 |
6.8536 |
7.2000 |
7.2300 |
* Minimum and maximum YTMs (% PA) indicative have been given excluding transactions of non-standard lot size (less than ` 5 crore). |