| Table 15: Bank Rate and Weighted Average Yields on Treasury Bills | |||||||
| (Per cent per annum) | |||||||
| Auctions held on | |||||||
| 5-Jan-01 | 12-Jan-01 | 19-Jan-01 | 26-Jan-01 | ||||
| 1. | Weighted Yield on: | ||||||
| 91-day | 10.22 | 9.99 | 9.91 | 9.82 | |||
| 182-day | 10.54 | 10.52 | 10.56 | 10.54 | |||
| 364-day | 12.22 | 12.24 | 12.22 | 12.23 | |||
| 728-day | 12.50 | 12.50 | 12.50 | 12.50 | |||
| 2. | Overall Weighted Average Yield | 11.31 | 11.56 | 11.99 | 11.45 | ||
| 3. | Bank Rate 1 | 11.09 | 11.07 | 11.06 | 10.98 | ||
| 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. | |||||||
| As from April 2000, the issue of 28-day Treasury Bills was discontinued . | |||||||