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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 : Mar 11, 2004

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.

January 2, 2004

       
 

a.

Amount

407.33

1,043.02

580.14

1,135.50

 

b.

YTM *

       
   

Min.

3.9987

4.1603

4.2000

4.2500

   

Max.

4.6814

4.2993

4.3400

4.3300

Il.

January 9, 2004

       
 

a.

Amount

102.00

1,127.95

217.71

530.78

 

b.

YTM *

       
   

Min.

4.1197

4.0698

4.1449

4.1701

   

Max.

4.1781

4.2301

4.2401

4.2979

IIl.

January 16, 2004

       
 

a.

Amount

54.37

755.38

33.04

983.91

 

b.

YTM *

       
   

Min.

4.1182

3.9532

4.2099

4.1799

   

Max.

4.1538

4.2598

4.2250

4.3500

IV.

January 23, 2004

       
 

a.

Amount

156.14

677.55

44.79

590.64

 

b.

YTM *

       
   

Min.

4.1437

4.1801

4.2801

4.0500

   

Max.

4.2345

4.2999

4.4000

4.3962

V.

January 30, 2004

       
 

a.

Amount

28.74

384.13

116.61

1,094.10

 

b.

YTM *

       
   

Min.

4.1437

4.1895

4.2701

4.3378

   

Max.

4.3499

4.3601

4.3900

@: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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