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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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6-Oct-00 |
13-Oct-00 |
20-Oct-00 |
27-Oct-00 |
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1. |
Weighted Yield on: |
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91-day |
9.59 |
9.42 |
9.54 |
9.61 |
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182-day |
10.00 |
10.00 |
9.97 |
10.00 |
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364-day |
11.64 |
11.71 |
11.72 |
11.74 |
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728-day |
11.98 |
12.06 |
12.11 |
12.13 |
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2. |
Overall Weighted Average Yield |
9.81 |
10.87 |
10.42 |
10.85 |
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3. |
Bank Rate 1 |
9.81 |
10.20 |
10.28 |
10.55 |
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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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