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Weekly Statistical Supplement


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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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