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No. 27 B : Secondary Market Outright Transactions in Treasury Bills (Face Value)

     

(Amount in Rs. crore, YTM in per cent per annum)


Week ended

Treasury Bills (14 / 91 / 182 / 364 day) Residual Maturity in Days


     

up to 14 days

15-91 days

92-182 days

183-364 days


1

   

2

3

4

5


l.

December 6, 2002

       
             
 

a.

Amount

41.36

399.88

10.05

781.17

             
 

b.

YTM *

       
             
   

Min.

4.9882

4.9863

5.1059

5.0688

             
   

Max.

5.4989

5.4950

5.5946

             

lI.

December 13, 2002

       
             
 

a.

Amount

79.44

513.41

16.80

395.96

             
 

b.

YTM *

       
             
   

Min.

5.2424

4.9855

5.4053

5.1558

             
   

Max.

5.4845

5.5246

5.5947

             

lII.

December 20, 2002

       
             
 

a.

Amount

10.13

995.15

13.76

367.57

             
 

b.

YTM *

.

     
             
   

Min.

5.4939

5.0480

5.4651

5.4062

             
   

Max.

5.4950

5.5349

             

lV.

December 27, 2002

       
             
 

a.

Amount

70.85

1,163.61

6.50

708.59

             
 

b.

YTM *

       
             
   

Min.

4.9943

5.1182

5.4849

5.4268

             
   

Max.

5.7366

5.4751

5.5186


@ : 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 : Yield to Maturity.
* : 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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