Table
15: Bank Rate and Weighted Average Yields on Treasury Bills |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(per cent per annum) |
|
|
|
|
Auctions held on |
|
|
|
|
2-Jun-00 |
9-Jun-00 |
16-Jun-00 |
23-Jun-00 |
30-Jun-00 |
|
|
|
|
|
|
|
|
|
|
|
1. |
Weighted Yield on: |
|
|
|
|
|
|
|
|
91-day |
9.81 |
9.79 |
8.63 |
8.38 |
9.28 |
|
|
|
182-day |
11.00 |
10.99 |
9.94 |
9.46 |
9.47 |
|
|
|
364-day |
11.56 |
11.52 |
10.39 |
10.11 |
10.93 |
|
|
|
728-day |
11.88 |
- |
11.87 |
10.93 |
11.53 |
|
|
2. |
Overall Weighted Average Yield |
10.57 |
10.56 |
9.48 |
9.60 |
10.73 |
|
|
3. |
Bank Rate 1 |
10.55 |
10.56 |
9.41 |
9.46 |
10.65 |
|
|
|
|
|
|
|
|
|
|
|
|
Bank 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 . |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|