10. Auctions of Government of India Treasury Bills

RbiAnnouncementWeb

Weekly Statistical Supplement Content Banner

Asset Publisher

تاریخ: اپریل 23, 2005

																(Rs. crore)
Date of			Date of		Notified	Bids Received			Bids Accepted			Devol-	Total	Weigh-	Implicit	Amount
Auction			Issue		Amount	Number	Total Face Value		Number	Total Face Value		vement	Issue	ted	Yieldat	Outstanding
							Com-	Non-		Com-	Non-	on	(8+9+10)	Average	Cut-off	as on the
							petitive	Com-		petitive	Com-	RBI		Price	Price	Date of Issue
								petitive			petitive				(per cent)	(Face Value)
1			2		3	4	5	6	7	8	9	10	11	12	13	14
								91-Day Treasury Bills
2004-2005
Sep.	29		Oct.	1	2,000	65	2,391	—	53	2,000	—	—	2,000	98.77	5.0223	24,749
Jan.		5	Jan.	7	2,000	80	4,978	—	51	2,000	—	—	2,000	98.72	5.2418	22,312
2005-2006
Mar.	30		Apr.	2	2,000	45	4,223	125	24	2,000	125	—	2,125	98.69	5.3241	27,917
Apr.	13		Apr.	15	2,000	96	11,172	300	19	2,000	300	—	2,300	98.74	5.1595	28,617
								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
								364-Day Treasury			Bills
2004-2005
Jul.		7	Jul.	9	2,000	64	4,485	29	29	2,000	29	—	2,029	95.61	4.6025	32,366
Sep.	29		Oct.	1	2,000	119	6,466	—	28	2,000	—	—	2,000	94.92	5.3741	38,122
Jan.		5	Jan.	7	2,000	57	4,346	3	36	2,000	3	—	2,003	94.70	5.6232	42,126
2005-2006
Apr.	13		Apr.	15	2,000	86	6,195	80	40	2,000	80	—	2,080	94.68	5.6456	48,212
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.