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Weekly Statistical Supplement


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Date : Sep 17, 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

   

Number

             
                       

on

(8+9+10)

Average

Cut-off

as on the

             

Com-

Non-

 

Com-

Non-

         
                           

Price

Price

Date of Issue

             

petitive

Com-

 

petitive

Com-

RBI

       
               

petitive

   

petitive

     

(percent)

(Face Value)

1

   

2

 

3

4

5

6

7

8

9

10

11

12

13

14

               

91-Day Treasury Bills

         

2004-2005

                           

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

Sep.

 

6

Sep.

9

4,000

65

8,697

924

22

4,000

924

4,924

98.73

5.1595

31,098

                                 
               

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

Sep.

 

6

Sep.

9

1,500

44

3,440

26

1,500

1,500

97.41

5.3535

16,529

               

364-Day Treasury Bills

         

2004-2005

                           

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

Jul.

 

6

Jul.

8

2,000

53

4,046

28

2,000

2,000

94.61

5.7351

49,154

Aug.

31

Sep.

2

2,000

66

4,141

5

21

2,000

5

2,005

94.70

5.6232

49,434

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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