27B. Secondary Market outright transactions in Treasury bills (face value) - RBI - Reserve Bank of India
27B. 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. |
September 4, 2009 |
|
|
|
|
|
|
a. |
Amount |
383.65 |
2,662.06 |
424.67 |
607.64 |
|
b. |
YTM * |
|
|
|
|
|
|
Min. |
2.8000 |
2.6493 |
3.4499 |
3.8500 |
|
|
Max. |
3.3586 |
3.4000 |
3.8001 |
4.2129 |
II. |
September 11, 2009 |
|
|
|
|
|
|
a. |
Amount |
373.00 |
4,064.15 |
826.67 |
450.00 |
|
b. |
YTM * |
|
|
|
|
|
|
Min. |
2.6999 |
2.6493 |
3.5299 |
3.8500 |
|
|
Max. |
3.2497 |
3.4000 |
3.7800 |
4.5932 |
III. |
September 18, 2009 |
|
|
|
|
|
|
a. |
Amount |
216.43 |
6,960.57 |
526.00 |
110.00 |
|
b. |
YTM * |
|
|
|
|
|
|
Min. |
2.6478 |
2.6493 |
3.8199 |
4.2500 |
|
|
Max. |
3.3951 |
3.4000 |
4.0302 |
4.4600 |
IV. |
September 25, 2009 |
|
|
|
|
|
|
a. |
Amount |
2,635.00 |
4,282.82 |
1,650.00 |
684.13 |
|
b. |
YTM * |
|
|
|
|
|
|
Min. |
3.0000 |
2.6493 |
3.6500 |
3.9000 |
|
|
Max. |
3.5009 |
3.4000 |
3.9886 |
4.3025 |
* : 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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