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Auctions of Government of India Treasury Bills
82209584

Auctions of Government of India Treasury Bills

(` crore)

Date of Auction

Date of Issue

Notified Amount

Bids Received

Bids Accepted

Devol-vement on RBI

Total Issue (8+9+ 10)

Weigh­ ted Average Price

Implicit Yield at Cut-off Price (per cent)

Amount Outstanding as on the Date of Issue (Face Value)

Num ber

Total Face Value

Num ber

Total Face Value

Com­ petitive

Non-Com­ petitive

Com­ petitive

Non-Com­ petitive

1

2

3

4

5

6

7

8

9

10

11

12

13

14

91-Day Treasury Bills

2009-2010

 

 

 

 

 

 

 

 

 

 

 

 

Jan. 6

Jan. 8

7,000

95

14,967

67

7,000

7,000

99.11

3.6835

71,500

2010-2011

 

 

 

 

 

 

 

 

 

 

 

 

Apr. 7

Apr. 9

7,000

128

27,842

41

7,000

7,000

99.03

3.9697

71,503

Jul. 7

Jul. 9

2,000

81

8,361

500

24

2,000

500

2,500

98.69

5.3653

63,000

Aug. 25

Aug.27

7,000

97

18,258

1,000

38

7,000

1,000

8,000

98.48

6.1908

55,279

182-Day Treasury Bills

2009-2010

 

 

 

 

 

 

 

 

 

 

 

 

Jan. 6

Jan.8

1,500

74

5,897

9

1,500

1,500

98.02

4.0720

21,500

2010-2011

 

 

 

 

 

 

 

 

 

 

 

 

Apr. 13

Apr.16

2,000

47

3,220

35

2,000

2,000

97.77

4.7212

21,500

Jul. 7

Jul. 9

1,500

42

2,747

300

30

1,500

300

1,800

97.27

5.7771

21,800

Aug. 18

Aug.20

1,500

56

3,755

500

23

1,500

500

2,000

96.90

6.4587

22,300

364-Day Treasury Bills

2009-2010

 

 

 

 

 

 

 

 

 

 

 

 

Jan. 13

Jan.15

1,000

69

4,503

8

1,000

1,000

95.60

4.6700

41,765

2010-2011

 

 

 

 

 

 

 

 

 

 

 

 

Apr. 7

Apr. 9

2,000

67

5,410

25

34

2,000

25

2,025

95.22

5.0559

42,522

Jul. 14

Jul.16

1,000

61

5,460

14

1,000

1,000

94.66

5.6903

45,614

Aug. 25

Aug.27

1,000

45

2,445

46

23

1,000

46

1,046

93.98

6.5369

45,635

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. Effective from auction dated June 2, 1999 non-competitive bids have been allowed in the case of 364-day TBs.
3. 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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