ISSUING OF TWELVE-MONTHTREASURYCERTIFICATES Tender date Issuing of twelve-monthtreasurycertificates Non competitive sub Non-competitive subscriptions ... limits, for Treasurycertificates at the average rate of the tendering session ... TRANSACTIONS ON THE SECUNDARY MARKET IN DEMATERIALISED SECURITIES (averages per period of the daily data)
ISSUING OF TWELVE-MONTHTREASURYCERTIFICATES Tender date Issuing of twelve-monthtreasurycertificates Non competitive sub Non-competitive subscriptions ... limits, for Treasurycertificates at the average rate of the tendering session ... TRANSACTIONS ON THE SECUNDARY MARKET IN DEMATERIALISED SECURITIES (averages per period of the daily data)
Graph 31: Overview of the issues of 6-monthTreasurycertificates Tranche 3 Tranche 3 Non-compétitif Non-competitive Tranche 1 Tranche 1 Tranche 2 Tranche 2 In millions of EUR Expiry dates ... in the 3-month segment a higher 'bid to cover' ratio was quoted because the Treasury ... demand for certificates, so that the Treasury could make due allowance for different
(Rs.) 30-Sep-13 31-Mar-13 Plan A $ Growth Daily Dividend Weekly Dividend Monthly Dividend Plan B $$ Growth Daily Dividend Weekly Dividend Monthly Dividend Direct Plan Growth Daily Dividend Weekly Dividend Monthly Dividend Plan C $$$ Growth Daily
and 2007 are as follows: a) Foreign exchange risk VaR 12 months to 31 December 2008 12 months to 31 December 2007 Maximum Minimum Average 31 Dec Maximum Minimum Average 31 ... Pv01 methodology to it’s trading and non trading portfolios to estimate the market ... R results for trading books. All back-testing exceptions and any exceptional revenues
and tradingvolume (averages of daily figures) Mar. 11, 1968 June 8, 1968 May 6, 1970 Dec ... 952.6r .3r 7, 384.0r Source. U.S. Department of the Treasury, Monthly Statement of the Public Debt of the United States and MonthlyTreasury Statement. ... to ‘‘State and local treasuries.’’ The data shown here have been revised accordingly. Q1
the activity in the 3-month paper is very low. Table 6.4: Secondary Market TradingVolume ... Figure 6.6: Treasury Bills Trading billion Rupees T rend line 17-Aug-01 12-Aug-02 13 ... terms, the total tradingvolume during FY02-FY03 was Rs 5, 198.4 billion (see Table 6
Graph 7. Averagedailyvolumetraded - NTN-B bond maturing in 2045 Source: BCB Prepared by: STN ... the loss of reference rates, significantly reduced dailytrading, and widened buy and sell spreads. Thus, the National Treasury must operate at times of high volatility ... 3.3 The role of the National Treasury Despite the improvements described thus
Diversification benefit Net m arket risk (9.7) (6.6) Treasury’sTraded Risk and Non-Traded Interest Rate Risk High Low Average $m Six months ended 31 March 2012 Six months ended ... Half Year 31 Mar Half Year 30 Sept Half Year 31 March Average $m Interest rate
47% (Table In contrast to dated government securities, the tradedvolume of treasury ... is reflected in 91-day treasury bills contributing to the major chunk of tradedvolume ... for borrowing through treasury bills. Amounts auctioned during the month of October surged