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Document - 23. Auctions of 364-day Government of India treasury bills () or PDF - 23. Auctions of 364-day Government of India treasury bills ()
23. Auctions of 364-day Government of India treasury bills
Date : Apr 13, 2005

 

                 
                                 
                             

(Amount in Rs. crore)

         

Bids Received

 

Bids Accepted

           

Date of

Date of

Notified

           

Devolvement on

 

Total

Cut-off

Implicit

Amount

Auction

Issue

Amount

 

Total Face Value

 

Total Face Value

PDs/SDs*

RBI

Issue

Price

Yield at

Outstanding

         

Number

Com-

Non-

Number

Com-

Non-

   

(8+9

(per cent)

Cut-off

as on the

           

petitive

Com-

 

petitive

Com-

   

+10+11)

 

Price

Date of Issue

             

petitive $

   

petitive $

       

(per cent)

(Face Value)

1

 

2

 

3

4

5

6

7

8

9

10

11

12

13

14

15

2003-04

                             

Oct.

1

Oct..

3

1,000.00

46

1,615.00

40

1,000.00

1,000.00

95.70

4.4932

26,128.68

Oct.

15

Oct.

17

1,000.00

51

2,550.00

18

1,000.00

1,000.00

95.82

4.3623

26,128.68

Oct.

29

Oct.

31

1,000.00

61

2,983.00

20

1,000.00

1,000.00

95.49

4.7230

26,127.18

Nov.

12

Nov.

14

1,000.00

51

2,770.00

17

1,000.00

1,000.00

95.73

4.4605

26,127.18

Nov.

25

Nov.

28

1,000.00

46

1,860.00

0.02

27

1,000.00

0.02

1,000.02

95.80

4.3841

26,127.20

Dec.

10

Dec.

12

1,000.00

52

1,998.00

1.49

28

1,000.00

1.49

1,001.49

95.84

4.3406

26,128.68

Dec.

24

Dec.

26

1,000.00

47

1,600.00

27

1,000.00

1,000.00

95.87

4.3079

26,128.68

Jan.

7

Jan.

9

1,000.00

33

1,350.00

2.50

25

1,000.00

2.50

1,002.50

95.81

4.3732

26,131.18

Jan.

21

Jan.

23

1,000.00

44

2,618.00

1.58

22

1,000.00

1.58

1,001.58

95.80

4.3841

26,131.18

Feb.

4

Feb.

6

1,000.00

46

2,543.00

15

1,000.00

1,000.00

95.78

4.4059

26,131.18

Feb.

17

Feb.

20

1,000.00

38

1,720.00

91.10

26

1,000.00

91.10

1,091.10

95.71

4.4823

26,131.18

Mar.

3

Mar.

5

1,000.00

58

2,000.00

32

1,000.00

1,000.00

95.77

4.4168

26,131.18

Mar.

17

Mar.

19

1,000.00

55

2,555.00

4.35

18

1,000.00

4.35

1,004.35

95.87

4.3079

26,135.53

2004-05

                             

Mar.

31

Apr.

2

1,000.00

47

1,660.00

39

1,000.00

1,000.00

95.75

4.4386

26,135.53

Apr.

13

Apr.

16

2,000.00

79

4,130.00

56

2,000.00

2,000.00

95.73

4.4605

27,135.53

Apr.

28

Apr.

30

2,000.00

84

6,575.00

39

2,000.00

2,000.00

95.75

4.4386

28,135.53

May

12

May

14

2,000.00

63

4,290.00

27

2,000.00

2,000.00

95.75

4.4386

29,135.53

May

26

May

28

2,000.00

61

5,566.00

29

2,000.00

2,000.00

95.76

4.4277

30,135.53

Jun.

9

Jun.

11

2,000.00

46

3,386.00

1.30

30

2,000.00

1.30

2,001.30

95.71

4.4823

31,135.53

Jun.

23

Jun.

25

2,000.00

44

1,771.00

28

1,230.00

1,230.00

95.57

4.6353

31,365.53

Jul.

7

Jul.

9

2,000.00

64

4,485.00

28.70

29

2,000.00

28.70

2,028.70

95.60

4.6025

32,365.53

Jul.

21

Jul.

23

2,000.00

66

3,775.00

5.18

30

2,000.00

5.18

2,005.18

95.58

4.6244

33,370.71

Aug.

4

Aug.

6

2,000.00

56

3,325.00

32

2,000.00

2,000.00

95.58

4.6244

34,370.71

Aug.

18

Aug.

21

2,000.00

63

1,876.00

59

1,751.00

1,751.00

94.89

5.3852

35,121.71

Sep.

1

Sep.

3

2,000.00

91

5,420.00

4.50

44

2,000.00

4.50

2,004.50

95.20

5.0420

36,121.71

Sep.

15

Sep.

17

2,000.00

121

5,921.00

47

2,000.00

2,000.00

95.02

5.2410

37,121.71

Sep.

29

Oct.

1

2,000.00

119

6,466.00

28

2,000.00

2,000.00

94.90

5.3741

38,121.71

Oct.

12

Oct.

15

2,000.00

103

5,175.00

4.50

33

2,000.00

4.50

   

2,004.50

94.81

5.4741

39,126.21

Oct.

27

Oct.

29

2,000.00

101

6,445.00

33

2,000.00

2,000.00

94.63

5.6903

40,126.21

Nov.

10

Nov.

13

1,000.00

44

2,631.00

22

1,000.00

1,000.00

94.57

5.7576

40,126.21

Nov.

24

Nov.

27

1,000.00

48

2,661.00

0.02

24

1,000.00

0.02

1,000.02

94.64

5.6791

40,126.21

Dec.

8

Dec.

10

2,000.00

88

5,161.00

1.49

43

2,000.00

1.49

2,001.49

94.67

5.6456

41,126.21

Dec.

22

Dec.

24

1,000.00

60

3,281.00

16

1,000.00

1,000.00

94.59

5.7351

41,126.21

Jan.

5

Jan.

7

2,000.00

57

4,346.00

2.50

36

2,000.00

2.50

2,002.50

94.69

5.6232

42,126.21

Jan.

19

Jan.

22

2,000.00

88

3,920.56

1.58

48

2,000.00

1.58

2,001.58

94.56

5.7688

43,126.21

Feb.

2

Feb.

4

2,000.00

76

4,536.00

36

2,000.00

2,000.00

94.66

5.6567

44,126.21

Feb.

16

Feb.

18

2,000.00

82

6,690.00

91.10

33

2,000.00

91.10

2,091.10

94.67

5.6456

45,126.21

* : Effective from auction dated May 19, 1999, devolvement would be on RBI only.
$ : Effective from auction dated June 2, 1999, the non-competitive bidders were allowed to participate.
Notes :1. Notified amount of Rs. 2,000 crore includes Rs.1,000 crore under Market Stabilisation Scheme.
2. Outstanding amount is net of redemption during the week.
3. The presentation of implicit yield at cut-of price has been changed from actual/364-day count convention to
actual/365-day count convention from auction dated October 27, 2004.



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