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. |
September 7, 2001 |
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a. |
Amount |
71.80 |
427.12 |
41.50 |
400.67 |
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b. |
YTM* |
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Min. |
6.0880 |
6.5814 |
6.8811 |
7.0029 |
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Max. |
6.8276 |
6.8809 |
7.0108 |
7.1404 |
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Il. |
September 14, 2001 |
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a. |
Amount |
61.50 |
642.15 |
7.08 |
225.23 |
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b. |
YTM* |
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Min. |
6.2825 |
6.5846 |
- |
7.0564 |
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Max. |
7.0279 |
7.4289 |
- |
7.2351 |
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IIl. |
September 21, 2001 |
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a. |
Amount |
149.90 |
457.51 |
531.53 |
280.77 |
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b. |
YTM* |
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Min. |
6.6551 |
6.7134 |
7.1169 |
7.1304 |
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Max. |
7.4791 |
8.3770 |
8.4767 |
8.7260 |
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lV. |
September 28, 2001 |
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a. |
Amount |
169.70 |
790.58 |
527.41 |
883.85 |
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b. |
YTM* |
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Min. |
5.8149 |
6.7286 |
6.9305 |
7.1304 |
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Max. |
7.2305 |
7.8623 |
7.8135 |
7.7288 |
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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 : |
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). |