27B. Secondary market outright transactions in Treasury bills (face value)

RbiAnnouncementWeb

Published on February 14, 2009

No. 27 B: 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
Week ended	up to 14 days	15 - 91 days	92 - 182 days	183 - 364 days
1	2	3	4	5
I. December 5, 2008
a. Amount	796.06	4,320.36	517.43	455.76
b. YTM *
Min.	5.5000	5.7489	6.0000	6.2000
Max.	6.9999	7.3858	7.0588	6.9000
II. December 12, 2008
a. Amount	874.30	2,804.89	420.24	326.10
b. YTM *
Min.	5.0000	5.1000	5.5500	5.2999
Max.	6.6089	6.6301	6.1999	6.2900
III. December 19, 2008
a. Amount	138.50	4,851.75	123.93	1,249.62
b. YTM *
Min.	5.4966	5.1498	5.1801	5.1000
Max.	6.0011	5.7500	5.4801	5.4499
IV. December 26, 2008
a. Amount	165.00	2,004.06	302.15	548.00
b. YTM *
Min.	4.9132	4.8802	5.0500	5.0100
Max.	5.2014	5.4795	5.2500	5.2500
* : Minimum and maximum YTMs (% PA) indicative have been given excluding transactions of non-standard lot size (less than Rs.5 crore).