26B. Secondary Market Outright Transactions in Treasury Bills - RBI - Reserve Bank of India
26B. Secondary Market Outright Transactions in Treasury Bills
(Amount in ` billion, YTM in per cent per annum) |
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Week ended |
Treasury Bills Residual Maturity in Days |
|||
Upto 14 Days |
15 - 91 Days |
92 - 182 Days |
183 - 364 Days |
|
1 |
2 |
3 |
4 |
|
I March 2, 2012 |
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a. Amount |
3.65 |
47.18 |
12.13 |
7.77 |
b. YTM * |
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Min. |
8.5065 |
8.2501 |
8.7200 |
8.3700 |
Max. |
9.0991 |
11.6352 |
8.9999 |
8.5500 |
II March 9, 2012 |
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a. Amount |
11.96 |
20.74 |
5.57 |
5.76 |
b. YTM * |
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Min. |
8.4011 |
8.3108 |
8.7199 |
8.3901 |
Max. |
9.4767 |
11.8238 |
8.9801 |
8.5500 |
III March 16, 2012 |
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a. Amount |
3.20 |
37.96 |
6.48 |
23.57 |
b. YTM * |
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Min. |
8.1467 |
8.1059 |
8.5499 |
8.2800 |
Max. |
8.9978 |
9.0646 |
8.7200 |
8.5000 |
IV March 23, 2012 |
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a. Amount |
1.06 |
44.49 |
1.80 |
7.10 |
b. YTM * |
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Min. |
8.3696 |
7.9803 |
8.6199 |
8.3999 |
Max. |
8.8516 |
9.2996 |
8.9700 |
8.5500 |
IV March 30, 2012 |
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a. Amount |
9.77 |
60.51 |
17.42 |
35.88 |
b. YTM * |
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Min. |
6.3692 |
8.3500 |
8.6177 |
8.2500 |
Max. |
9.8500 |
9.1000 |
8.9700 |
8.6728 |
* Minimum and Maximum YTMs (% PA) indicative have been given excluding transactions of non-standard lot size (less than ` 0.05 billion). |