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Weekly Statistical Supplement


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Date : Feb 10, 2006
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

                           

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

Jan.

 

4

Jan.

6

500

56

1,993

19

500

500

98.54

5.9428

18,220

Feb.

 

1

Feb.

3

500

50

2,481

207

11

500

207

707

98.39

6.5634

12,245

               

182-Day Treasury Bills

         

2005-2006

                           

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

Jan.

10

Jan.

13

500

28

2,207

8

500

500

97.01

6.2239

13,137

Jan.

25

Jan.

27

500

19

628

13,137

                                 
               

364-Day Treasury Bills

         

2005-2006

                           

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

Jan.

 

4

Jan.

6

1,000

52

2,836

4

26

1,000

4

1,004

94.25

6.1288

47,861

Feb.

 

1

Feb.

3

1,000

49

2,486

250

18

1,000

250

1,250

93.72

6.7421

46,111

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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