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Document - 26B. Secondary Market Outright Transactions in Treasury Bills () or PDF - 26B. Secondary Market Outright Transactions in Treasury Bills ()
26B. Secondary Market Outright Transactions in Treasury Bills
Date : Jun 11, 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 April 6, 2012

 

 

 

 

a. Amount

4.15

23.86

9.05

26.60

b. YTM *

 

 

 

 

Min.

3.0059

8.5501

8.5000

8.2999

Max.

8.7500

9.2501

8.6800

8.5800

II April 13, 2012

 

 

 

 

a. Amount

3.66

75.47

21.17

20.66

b. YTM *

 

 

 

 

Min.

8.5430

8.5201

8.4700

8.2500

Max.

8.9008

8.8131

8.7800

8.4999

III April 20, 2012

 

 

 

 

a. Amount

4.36

95.99

20.93

4.50

b. YTM *

 

 

 

 

Min.

8.1500

8.1797

8.1776

8.0952

Max.

8.7517

8.6504

8.5050

8.2250

IV April 27, 2012

 

 

 

 

a. Amount

9.10

60.65

14.84

6.34

b. YTM *

 

 

 

 

Min.

8.1449

8.2399

8.2301

8.0445

Max.

8.5000

8.4300

8.3780

8.3500

* 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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