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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1-Dec-00 |
8-Dec-00 |
15-Dec-00 |
22-Dec-00 |
29-Dec-00 |
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1. |
Weighted Yield on: |
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91-day |
10.04 |
10.32 |
10.16 |
10.26 |
10.08 |
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182-day |
10.44 |
10.51 |
10.57 |
10.57 |
10.51 |
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364-day |
12.19 |
12.20 |
12.20 |
12.23 |
12.24 |
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728-day |
12.50 |
12.50 |
12.50 |
12.50 |
12.50 |
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2. |
Overall Weighted Average Yield |
11.40 |
11.56 |
11.46 |
11.24 |
11.83 |
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3. |
Bank Rate 1 |
11.33 |
11.46 |
11.34 |
11.11 |
11.07 |
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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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As from 28 January 2000,
Bank Rate is effective on the same day. |
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As from April 2000, the
issue of 28-day Treasury Bills was discontinued . |
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