Weekly Statistical Supplement


Document - Auctions of Government of India Treasury Bills () or PDF - Auctions of Government of India Treasury Bills ()
Date : Nov 11, 2005
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

Yieldat

Outstanding

           

Number

Com-

Non-

Number

Com-

Non-

on

(8+9+10)

Average

Cut-off

as on the

             

petitive

Com-

 

petitive

Com-

RBI

 

Price

Price

Date of Issue

               

petitive

   

petitive

     

(percent)

(Face Value)

1

   

2

 

3

4

5

6

7

8

9

10

11

12

13

14

               

91-Day Treasury Bills

         

2005-2006

                           

Mar.

30

Apr.

2

2,000

45

4,223

125

24

2,000

125

—

2,125

98.69

5.3241

27,917

Jun.

29

Jul.

2

2,000

48

4,030

782

16

2,000

782

—

2,782

98.69

5.3653

30,548

Oct.

5

 

Oct.

7

2,000

65

3,815

—

30

2,000

—

—

2,000

98.67

5.4065

35,616

Nov.

2

 

Nov.

4

2,000

59

2,886

352

54

2,000

352

—

2,352

98.62

5.6951

39,130

               

182-Day Treasury Bills

         

2005-2006

                           

Apr.

6

 

Apr.

8

1,500

73

6,710

—

14

1,500

—

—

1,500

97.36

5.4381

1,500

Jun.

29

Jul.

2

1,500

24

1,507

—

24

1,500

—

—

1,500

97.35

5.6711

10,670

Oct.

5

 

Oct.

7

1,500

45

2,308

—

37

1,500

—

—

1,500

97.29

5.6499

17,057

Nov.

2

 

Nov.

4

1,500

45

2,501

—

33

1,500

—

—

1,500

97.21

5.7984

17,057

                                 
               

364-Day Treasury Bills

         

2005-2006

                           

Apr.

13

Apr.

15

2,000

86

6,195

80

40

2,000

80

—

2,080

94.68

5.6456

48,212

Jul.

6

 

Jul.

8

2,000

53

4,046

—

28

2,000

—

—

2,000

94.61

5.7351

49,154

Oct.

11

Oct.

14

2,000

108

6,566

11

45

2,000

11

—

2,011

94.51

5.8473

49,691

Oct.

26

Oct.

28

2,000

80

7,205

—

6

2,000

—

—

2,000

94.50

5.8361

49,691

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) and notified
amount of Rs. 4,000 crore includes Rs.3,500 crore under 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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