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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2-Feb-01 |
9-Feb-01 |
16-Feb-01 |
23-Feb-01 |
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1. |
Weighted Yield on: |
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91-day |
9.88 |
9.84 |
9.90 |
9.81 |
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182-day |
10.53 |
10.53 |
10.54 |
10.51 |
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364-day |
12.22 |
12.23 |
12.24 |
12.21 |
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728-day |
12.50 |
12.50 |
12.50 |
12.50 |
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2. |
Overall Weighted Average Yield |
11.84 |
11.45 |
11.31 |
11.70 |
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3. |
Bank Rate 1 |
11.58 |
11.12 |
10.85 |
11.29 |
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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. |
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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