No. 27 B : Secondary Market Outright Transactions in Treasury Bills (Face Value) - RBI - Reserve Bank of India
No. 27 B : Secondary Market Outright Transactions in Treasury Bills (Face Value)
(Amount in Rs. crore, YTM in per cent per annum) |
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Week ended |
Treasury Bills (14/91/182/364 day) Residual Maturity in Days |
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up to 14 days |
15-91 days |
92-182 days |
183-364 days |
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1 |
2 |
3 |
4 |
5 |
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l. |
Jan. 5, 2001 |
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a. |
Amount |
113.38 |
72.65 |
27.07 |
995.81 |
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b. |
YTM * |
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Min. |
8.2247 |
8.6554 |
8.9395 |
9.4372 |
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Max. |
9.4750 |
9.1945 |
9.5990 |
9.9825 |
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ll. |
Jan. 12, 2001 |
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a. |
Amount |
125.48 |
109.31 |
42.00 |
1,022.22 |
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b. |
YTM * |
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Min. |
7.6219 |
8.7393 |
9.3845 |
9.3742 |
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Max. |
9.8724 |
9.1738 |
9.5237 |
9.9751 |
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lll. |
Jan. 19, 2001 |
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a. |
Amount |
27.01 |
109.64 |
66.60 |
519.29 |
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b. |
YTM * |
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Min. |
8.3866 |
8.9092 |
9.1255 |
9.5731 |
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Max. |
8.3866 |
9.4755 |
9.6236 |
9.8236 |
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lV. |
Jan. 26, 2001 |
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a. |
Amount |
147.36 |
86.45 |
105.67 |
779.17 |
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b. |
YTM * |
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Min. |
7.8969 |
8.6063 |
9.2038 |
9.3367 |
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Max. |
9.8751 |
9.0556 |
9.6132 |
9.6838 |
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@ |
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As reported in Subsidiary General Ledger (SGL) Accounts at RBI, Mumbai which presently accounts for nearly 98 per cent of total transactions in the country. |
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YTM |
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Yield to Maturity. |
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* |
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Minimum and Maximum YTMs (% PA) indicative have been given excluding transactions of non-standard lot size (less than Rs. 5 crore). |