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

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Published on March 16, 2009

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(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.	January 2, 2009
	a.	Amount	512.19	1,374.87	224.50	630.42
	b.	YTM *
		Min.	4.7500	4.3500	4.8999	4.4800
		Max.	5.0500	5.1500	5.0200	5.1000
II.	January 9, 2009
	a.	Amount	912.20	1,606.70	273.10	1,264.63
	b.	YTM *
		Min.	4.1000	4.1500	4.0000	4.0000
		Max.	5.0001	5.0000	4.5500	4.6005
III.	January 16, 2009
	a.	Amount	410.00	4,423.79	116.05	1,083.92
	b.	YTM *
		Min.	4.1000	4.2000	4.4498	4.4200
		Max.	4.9900	4.7500	4.5000	4.6001
IV.	January 23, 2009
	a.	Amount	868.58	2,985.81	549.67	920.00
	b.	YTM *
		Min.	4.2494	4.1354	4.3499	4.3000
		Max.	4.8686	4.7499	4.6199	4.5000
V.	January 30, 2009
	a.	Amount	1,055.29	2,654.33	-	431.65
	b.	YTM *
		Min.	4.2963	4.3505	-	4.3500
		Max.	4.7500	4.7895	-	4.6000
* : Minimum and maximum YTMs (% PA) indicative have been given excluding transactions of non-standard lot size (less than Rs.5 crore).