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Auctions of Government of India Treasury Bills
82217632

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 Outstan ding 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

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

Oct. 6

Oct. 8

4,000

64

7,411

500

45

4,000

500

4,500

98.44

6.3977

59,279

Nov. 24

Nov. 26

4,000

82

9,448

1,500

46

4,000

1,500

5,500

98.33

6.8536

54,359

182-Day Treasury Bills

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

Oct. 13

Oct. 15

2,000

46

3,434

21

1,000

1,000

96.73

6.8225

20,300

Nov. 24

Nov. 26

2,000

61

4,350

36

2,000

2,000

96.54

7.2308

20,800

364-Day Treasury Bills

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

Oct. 6

Oct. 8

2,000

57

4,531

42

33

2,000

42

2,042

93.67

6.8564

42,644

Nov. 16

Nov. 19

2,000

64

5,140

19

2,000

2,000

93.32

7.2009

42,610

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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