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Weekly Statistical Supplement


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Date : Jul 09, 2005
10. 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

Number

Total Face Value

Number

Total Face Value

vement

Issue

ted

Yield at

Outstanding

           

Com-

Non-

 

Com-

Non-

on

(8+9+10)

Average

Cut-off

as on the

           

petitive

Com-

 

petitive

Com-

RBI

 

Price

Price

Date of Issue

             

petitive

   

petitive

     

(per cent)

(Face Value)

1

 

2

 

3

4

5

6

7

8

9

10

11

12

13

14

             

91-Day Treasury Bills

         

2004-2005

                           

Sep.

29

Oct.

1

2,000

65

2,391

53

2,000

2,000

98.77

5.0223

24,749

Jan.

5

Jan.

7

2,000

80

4,978

51

2,000

2,000

98.72

5.2418

22,312

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

             

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

             

364-Day Treasury Bills

         

2004-2005

                           

Sep.

29

Oct.

1

2,000

119

6,466

28

2,000

2,000

94.92

5.3741

38,122

Jan.

5

Jan.

7

2,000

57

4,346

3

36

2,000

3

2,003

94.70

5.6232

42,126

2005-2006

                           

Apr.

13

Apr.

15

2,000

86

6,195

80

40

2,000

80

2,080

94.68

5.6456

48,212

Jun.

22

Jun.

24

2,000

44

3,110

2

32

2,000

2

2,002

94.71

5.6232

49,183

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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