Yield Curve graph of a 364 Day Treasury Bill with a maturity date on March 25, 2013. Part of project work at LIBA, Chennai.

1. ISIN IN002011Z021
Nomenclature of Security 364 Day T-Bill Yield Curve
Maturity Date March 25, 2013
Trade Date Price per Rs.100 nominal Indicative YTM Yield (%)
28-02-2012 92.86 8.45 7.71
2/3/2012 92.9 8.48 7.66
6/3/2012 93.03 8.42 7.51
6/3/2012 93.05 8.39 7.49
7/3/2012 93.02 8.45 7.52
14-03-2012 93.22 8.38 7.29
16-03-2012 93.28 8.35 7.22
28-03-2012 93.47 8.42 7.01
28-03-2012 93.47 8.42 7.01
29-03-2012 93.49 8.42 6.98
Source: Reserve Bank of India
364 Day T-Bill Yield Curve (25 March 2013)
8.50
8.48
8.46
8.44
YTM (%)
8.42 364 Day T-Bill
8.40 Yield Curve
8.38
8.36
8.34
0 2 4 6 8 10 12
Trade Dates
JAYANTH KASHYAP B
LIBA
DF11008