10. Auctions of Government of India Treasury Bills (TBs) |
(Rs. 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) |
Number |
Total Face Value |
Number |
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 |
2007-2008 |
Jan. |
2 |
Jan. |
4 |
500 |
71 |
3,411 |
1,000 |
7 |
500 |
1,000 |
— |
1,500 |
98.28 |
7.0196 |
38,498 |
2008-2009 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Apr. |
2 |
Apr. |
4 |
500 |
49 |
2,633 |
4,500 |
3 |
500 |
4,500 |
— |
5,000 |
98.30 |
6.9366 |
43,457 |
Jul. |
2 |
Jul. |
4 |
500 |
68 |
2,131 |
750 |
10 |
500 |
750 |
— |
1,250 |
97.87 |
8.8131 |
56,454 |
Jul. |
23 |
Jul. |
25 |
3,000 |
115 |
6,686 |
750 |
43 |
3,000 |
750 |
— |
3,750 |
97.80 |
9.0646 |
55,632 |
182-Day Treasury Bills |
2007-2008 |
Jan. |
9 |
Jan. |
11 |
1,500 |
62 |
3,102 |
— |
29 |
1,500 |
— |
— |
1,500 |
96.55 |
7.2308 |
22,880 |
2008-2009 |
Apr. |
2 |
Apr. |
4 |
500 |
52 |
2,095 |
— |
2 |
500 |
— |
— |
500 |
96.56 |
7.1877 |
14,785 |
Jul. |
9 |
Jul. |
11 |
1,500 |
84 |
3,923 |
500 |
44 |
1,500 |
500 |
— |
2,000 |
95.58 |
9.3401 |
20,288 |
Jul. |
23 |
Jul. |
25 |
1,500 |
83 |
4,232 |
— |
23 |
1,500 |
— |
— |
1,500 |
95.58 |
9.3181 |
19,683 |
364-Day Treasury Bills |
2007-2008 |
Jan. |
2 |
Jan. |
4 |
1,000 |
98 |
6,415 |
— |
8 |
1,000 |
— |
— |
1,000 |
93.16 |
7.3855 |
58,034 |
2008-2009 |
Apr. |
9 |
Apr. |
11 |
2,000 |
95 |
4,698 |
— |
44 |
2,000 |
— |
— |
2,000 |
93.18 |
7.3739 |
57,075 |
Jul. |
2 |
Jul. |
4 |
1,000 |
107 |
3,386 |
9 |
14 |
1,000 |
9 |
— |
1,009 |
91.78 |
9.1716 |
56,220 |
Jul. |
16 |
Jul. |
18 |
2,000 |
110 |
4,704 |
250 |
49 |
2,000 |
250 |
— |
2,250 |
91.42 |
9.4470 |
55,886 |
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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