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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.

May 2, 2003

       
             
 

a.

Amount

296.40

467.69

69.23

1,008.94

 

b.

YTM *

       
   

Min.

2.9977

4.2907

4.5873

4.5874

   

Max.

4.9167

4.9403

4.9579

5.0362

             

lI.

May 9, 2003

       
             
 

a.

Amount

4.15

499.17

13.50

946.83

 

b.

YTM *

       
   

Min.

4.3881

4.6584

4.5874

   

Max.

4.9362

4.9863

             

IlI.

May 16, 2003

       
             
 

a.

Amount

32.28

262.68

59.19

909.88

 

b.

YTM *

       
   

Min.

3.4411

4.3378

4.4877

4.4876

   

Max.

4.5675

4.5874

4.7968

             

lV.

May 23, 2003

       
             
 

a.

Amount

0.82

863.26

275.92

1,660.97

 

b.

YTM *

       
   

Min.

4.3639

4.4877

4.5874

   

Max.

4.6871

4.6373

4.7669

             

V.

May 30, 2003

       
             
 

a.

Amount

7.07

424.09

45.84

516.49

 

b.

YTM *

       
   

Min.

3.4951

4.2745

4.5556

4.5714

   

Max.

4.7968

4.7987

4.8068


@ : 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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