27 B. Secondary market outright transactions in Treasury bills (face value) - RBI - Reserve Bank of India
27 B. Secondary market outright transactions in Treasury bills (face value)
(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. |
July 3, 2009 |
|
|
|
|
|
a. Amount |
3,975.00 |
4,640.06 |
245.00 |
962.50 |
|
b. YTM * |
|
|
|
|
|
Min. |
2.7022 |
2.7002 |
3.3500 |
3.5000 |
|
Max. |
3.4000 |
3.3746 |
3.4599 |
3.8500 |
II. |
July 10, 2009 |
|
|
|
|
|
a. Amount |
269.60 |
5,514.77 |
205.00 |
961.40 |
|
b. YTM * |
|
|
|
|
|
Min. |
2.8500 |
2.5001 |
3.1401 |
3.4389 |
|
Max. |
3.2500 |
3.3000 |
3.3500 |
3.7999 |
III. |
July 17, 2009 |
|
|
|
|
|
a. Amount |
400.65 |
7,112.60 |
410.00 |
650.53 |
|
b. YTM * |
|
|
|
|
|
Min. |
2.9500 |
2.7999 |
3.1500 |
3.3400 |
|
Max. |
3.3044 |
3.2754 |
3.3700 |
3.6700 |
IV. |
July 24, 2009 |
|
|
|
|
|
a. Amount |
848.10 |
3,573.26 |
882.38 |
127.00 |
|
b. YTM * |
|
|
|
|
|
Min. |
2.8000 |
2.8000 |
3.1675 |
3.6000 |
|
Max. |
3.2400 |
3.2754 |
3.4686 |
3.7300 |
V. |
July 31, 2009 |
|
|
|
|
|
a. Amount |
253.00 |
2,560.65 |
496.00 |
982.33 |
|
b. YTM * |
|
|
|
|
|
Min. |
2.8501 |
2.8506 |
3.2102 |
3.3501 |
|
Max. |
3.2000 |
3.2502 |
3.4000 |
3.7987 |
* : Minimum and maximum YTMs (% PA) indicative have been given excluding transactions of non-standard lot size (less than Rs.5 crore). |
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