Table
15: Bank Rate and Weighted Average Yields on Treasury Bills |
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(Per cent per annum) |
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Auctions
held on |
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3-Aug-01 |
10-Aug-01 |
17-Aug-01 |
24-Aug-01 |
31-Aug-01 |
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1. |
Weighted Yield on: |
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91-day |
9.50 |
9.49 |
9.50 |
9.49 |
9.40 |
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182-day |
10.00 |
10.00 |
10.00 |
10.00 |
9.76 |
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364-day |
11.69 |
11.68 |
11.69 |
11.69 |
11.00 |
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728-day |
11.95 |
11.92 |
11.92 |
11.93 |
11.69 |
2. |
Overall Weighted Average Yield |
10.74 |
10.28 |
11.16 |
11.21 |
11.61 |
3. |
Bank Rate 1 |
10.45 |
10.19 |
10.90 |
10.43 |
9.78 |
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1Bank Rate is determined on the basis of overall weighted
average yield on Bills with maturities of 91,182 and 364 days only. |
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