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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FWeek 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. |
December 7, 2001 |
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a. |
Amount |
44.00 |
364.59 |
41.40 |
1,228.73 |
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b. |
YTM* |
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Min. |
6.2342 |
6.3964 |
6.3989 |
6.5820 |
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Max. |
6.6296 |
6.9311 |
6.6419 |
6.9809 |
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Il. |
December 14, 2001 |
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a. |
Amount |
51.78 |
276.55 |
17.50 |
254.32 |
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b. |
YTM* |
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Min. |
4.0354 |
6.2551 |
6.7376 |
6.6520 |
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Max. |
6.4815 |
7.2303 |
6.7614 |
6.9211 |
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IIl. |
December 21, 2001 |
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a. |
Amount |
196.10 |
500.81 |
236.54 |
67.18 |
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b. |
YTM* |
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Min. |
6.2255 |
6.2173 |
6.4239 |
6.6998 |
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Max. |
6.9901 |
6.8834 |
7.0306 |
6.8711 |
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lV. |
December 28, 2001 |
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a. |
Amount |
276.12 |
556.25 |
20.43 |
462.91 |
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b. |
YTM* |
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Min. |
6.5908 |
6.0673 |
7.1304 |
6.8121 |
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Max. |
8.0098 |
7.3797 |
7.6244 |
7.4794 |
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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). |