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PDF - 27B. Secondary market outright transactions in Treasury bills (face value) ()
27B. Secondary market outright transactions in Treasury bills (face value)
Date : Feb 17, 2004

(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.

December 5, 2003

       
 

a.

Amount

38.26

505.07

50.47

1,087.82

 

b.

YTM *

       
   

Min.

4.0787

4.0494

4.1999

4.2850

   

Max.

4.5504

4.3399

4.3600

II.

December 12, 2003

       
 

a.

Amount

377.13

907.84

46.59

640.17

 

b.

YTM *

       
   

Min.

4.0042

4.1003

4.1800

4.2700

   

Max.

4.2911

4.2702

4.2500

4.3525

IIl.

December 19, 2003

       
 

a.

Amount

251.40

464.26

22.73

645.90

 

b.

YTM *

       
   

Min.

4.0042

4.1501

4.1801

4.2001

   

Max.

4.2309

4.2804

4.2600

4.3611

lV.

December 26, 2003

       
 

a.

Amount

239.22

703.25

170.82

562.72

 

b.

YTM *

       
   

Min.

4.1382

4.1547

4.2000

4.2199

   

Max.

4.1804

4.2502

4.5100

4.3450


@ : 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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