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26B. Secondary Market Outright Transactions in Treasury Bills
Date of Publish : Jul 10, 2012

(Amount in ` billion, YTM in per cent per annum)

Week ended

Treasury Bills Residual Maturity in Days

Upto 14 Days

15 - 91 Days

92 - 182 Days

183 - 364 Days

1

2

3

4

I May 4, 2012

       

a. Amount

11.44

53.32

3.20

5.59

b. YTM *

       

Min.

8.1900

8.1982

8.3000

8.1500

Max.

8.7459

8.4364

8.3800

8.3500

II May 11, 2012

       

a. Amount

8.13

36.52

18.04

11.35

b. YTM *

       

Min.

8.2656

8.2505

8.3345

8.2000

Max.

8.4975

8.4364

8.4215

8.3000

III May 18, 2012

       

a. Amount

11.06

46.75

15.59

27.75

b. YTM *

       

Min.

7.9970

8.1997

8.3000

8.1700

Max.

8.4002

8.4007

8.4151

8.3500

IV May 25, 2012

       

a. Amount

4.97

37.13

14.51

17.14

b. YTM *

       

Min.

8.2108

8.2500

8.2801

8.2201

Max.

8.4983

8.4006

8.4215

8.4500

* Minimum and Maximum YTMs (% PA) indicative have been given excluding transactions of non-standard lot size (less than ` 0.05 billion).
# Includes transactions of Cash Management Bills.

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