Weekly Statistical Supplement


Document - Auctions of Government of India Treasury Bills () or PDF - Auctions of Government of India Treasury Bills ()
Date : Mar 30, 2007
Auctions of Government of India Treasury Bills

(Rs. crore)

Date of

Date of

Notified

Bids Received

Bids Accepted

Devol-

Total

Weigh-

Implicit

Amount

Auction

Issue

Amount

 

Total Face Value

 

Total Face Value

vement

Issue

ted

Yield at

Outstanding

 

 

 

 

Number

Com-

Non-

Number

Com-

Non-

on

(8+9+10)

Average

Cut-off

as on the

 

 

 

 

 

petitive

Com-petitive

 

petitive

Com-petitive

RBI

 

Price

Price(per cent)

Date of Issue (Face Value)

1

 

2

3

4

5

6

7

8

9

10

11

12

13

14

91-Day Treasury Bills

2006-2007

Jul.

5

Jul.

7

2,000

56

3,516

—

31

2,000

—

—

2,000

98.44

6.3977

24,180

Oct.

4

Oct.

6

2,000

44

2,886

2,100

26

2,000

2,100

—

4,100

98.39

6.6048

35,161

Jan.

3

Jan.

5

2,000

52

2,972

—

36

2,000

—

—

2,000

98.27

7.1443

28,507

Mar.

21

Mar.

23

2,000

121

5,035

1,800

21

822

1,800

—

2,622

98.10

7.9770

40,059

182-Day Treasury Bills

2006-2007

Jul.

12

Jul.

14

1,500

40

1,295

—

16

525

—

—

525

96.77

6.7368

11,607

Oct.

4

Oct.

6

1,500

33

2,447

—

18

1,500

—

—

1,500

96.74

6.8011

20,707

Jan.

10

Jan.

12

1,500

51

3,408

400

17

1,500

400

—

1,900

96.57

7.1447

21,053

Mar.

21

Mar.

23

1,500

109

4,195

325

15

530

325

—

855

96.08

8.2040

17,206

364-Day Treasury Bills

2006-2007

Jul.

5

Jul.

7

2,000

110

6,285

—

27

2,000

—

—

2,000

93.45

7.0513

43,269

Oct.

11

Oct.

13

2,000

58

4,680

17

24

2,000

17

—

2,017

93.56

6.9137

43,983

Jan.

3

Jan.

5

2,000

78

4,225

5

27

2,000

5

—

2,005

93.33

7.1893

48,349

Mar.

14

Mar.

16

2,000

96

4,970

271

31

2,000

271

—

2,271

92.80

7.8265

52,013

Notes :
1. For 91-day TBs, Uniform Price Auction was introduced from November 6, 1998. The format of auction has been changed to Multiple Price Auction from December 11, 2002.
2. For 91-day TBs, notified amount of Rs. 2,000 crore includes Rs.1,500 crore under Market Stabilisation Scheme (MSS). For 182-day TBs, notified amount of Rs. 1,500 crore includes Rs.1,000
crore under MSS. For 364-day TBs, notified amount of Rs. 2,000 crore includes Rs.1,000 crore under MSS.
3. Effective from auction dated June 2, 1999, non-competitive bids have been allowed in the case of 364-day TBs.
4. The presentation of implicit yield at cut-off 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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