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. |
April 6, 2001 |
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a. |
Amount |
460.48 |
152.01 |
50.50 |
474.10 |
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b. |
YTM* |
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Min. |
5.7202 |
6.7820 |
8.3770 |
8.4268 |
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Max. |
8.5273 |
8.5764 |
8.7260 |
8.8258 |
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Il. |
April 13, 2001 |
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a. |
Amount |
249.55 |
517.79 |
122.89 |
956.00 |
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b. |
YTM* |
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Min. |
5.5040 |
7.3305 |
8.3335 |
8.5344 |
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Max. |
7.2800 |
8.5709 |
8.5266 |
8.9754 |
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IIl. |
April 20, 2001 |
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a. |
Amount |
190.38 |
313.89 |
207.51 |
1,026.08 |
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b. |
YTM* |
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Min. |
6.8121 |
7.5790 |
8.3695 |
8.4767 |
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Max. |
7.4635 |
8.1677 |
8.5766 |
8.8557 |
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lV. |
April 27, 2001 |
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a. |
Amount |
167.09 |
163.03 |
123.71 |
1,237.97 |
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b. |
YTM* |
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Min. |
6.2826 |
6.0767 |
7.8783 |
8.3272 |
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Max. |
7.3789 |
7.9301 |
8.3970 |
8.7617 |
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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. |
YTM |
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Yield to Maturity. |
* |
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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). |