|
|
|
(Amount in Rs. crore, YTM in per cent per annum) |
|
Week ended |
Treasury Bills ( 91 / 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. |
November 7, 2003 |
|
|
|
|
| |
|
|
|
|
|
|
| |
a. |
Amount |
338.48 |
717.77 |
167.00 |
1,225.30 |
| |
|
|
|
|
|
|
| |
b. |
YTM * |
|
|
|
|
| |
|
|
|
|
|
|
| |
|
Min. |
4.3445 |
4.3999 |
4.4201 |
4.4200 |
| |
|
|
|
|
|
|
| |
|
Max. |
5.0206 |
4.6504 |
4.5500 |
4.9000 |
| |
|
|
|
|
|
|
|
Il. |
November 14, 2003 |
|
|
|
|
| |
|
|
|
|
|
|
| |
a. |
Amount |
403.12 |
577.14 |
72.97 |
828.04 |
| |
|
|
|
|
|
|
| |
b. |
YTM * |
|
|
|
|
| |
|
|
|
|
|
|
| |
|
Min. |
3.5043 |
4.2996 |
4.4299 |
4.1999 |
| |
|
|
|
|
|
|
| |
|
Max. |
4.6367 |
4.5002 |
4.4999 |
4.5001 |
| |
|
|
|
|
|
|
|
lII. |
November 21, 2003 |
|
|
|
|
| |
|
|
|
|
|
|
| |
a. |
Amount |
355.53 |
887.03 |
175.22 |
726.69 |
| |
|
|
|
|
|
|
| |
b. |
YTM * |
|
|
|
|
| |
|
|
|
|
|
|
| |
|
Min. |
4.2532 |
4.2601 |
4.3400 |
4.1000 |
| |
|
|
|
|
|
|
| |
|
Max. |
4.4989 |
4.4997 |
4.4001 |
4.5101 |
| |
|
|
|
|
|
|
|
lV. |
November 28, 2003 |
|
|
|
|
| |
|
|
|
|
|
|
| |
a. |
Amount |
162.63 |
986.46 |
59.72 |
728.34 |
| |
|
|
|
|
|
|
| |
b. |
YTM * |
|
|
|
|
| |
|
|
|
|
|
|
| |
|
Min. |
4.0042 |
4.1195 |
4.2598 |
4.2979 |
| |
|
|
|
|
|
|
| |
|
Max. |
4.2491 |
4.3551 |
4.3501 |
4.5000 |
| |
|
|
|
|
|
|
|
@ : 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). |
|