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Weekly Statistical Supplement


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Date : Nov 04, 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

     

(per cent)

(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

Oct.

26

 

Oct.

28

2,000

67

3,465

44

2,000

2,000

98.64

5.5714

38,779

               

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

Oct.

19

 

Oct.

21

1,500

51

2,290

45

1,500

1,500

97.22

5.7771

18,557

                                 
               

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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