Auctions of Government of India Treasury Bills

RbiAnnouncementWeb

Weekly Statistical Supplement Content Banner

Asset Publisher

تاریخ: دسمبر 08, 2006

(Rs. crore)
Date of		Date of		Notified	Bids Received			Bids Accepted			Devol-	Total	Weigh-	Implicit	Amount
Auction		Issue		Amount	Number	Total Face Value			Total Face Value		vement	Issue	ted	Yield at	Outstanding
						Com-	Non-	Number	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
2006-2007
Apr.	5	Apr.	7	500	42	3,448	—	3	500	—	—	500	98.58	5.7776	16,318
Jul.	5	Jul.	7	2,000	56	3,516	—	31	2,000	—	—	2,000	98.44	6.3977	24,180
Oct.	4	Oct.	6	2,000	44	2,886	2,100	26	2,000	2,100	—	4,100	98.39	6.6048	35,161
Nov.	29	Dec.	1	2,000	42	2,361	563	32	2,000	563	—	2,563	98.37	6.6877	30,976
182-Day Treasury Bills
2006-2007
Apr.	5	Apr.	7	500	37	2,833	—	6	500	—	—	500	97.04	6.1386	8,771
Jul.	12	Jul.	14	1,500	40	1,295	—	16	525	—	—	525	96.77	6.7368	11,607
Oct.	4	Oct.	6	1,500	33	2,447	—	18	1,500	—	—	1,500	96.74	6.8011	20,707
Nov.	29	Dec.	1	1,500	41	2,105	773	26	1,500	773	—	2,273	96.70	6.8869	20,268
364-Day Treasury Bills
2006-2007
Apr.	12	Apr.	15	1,000	37	2,276	—	3	1,000	—	—	1,000	94.31	6.0611	41,938
Jul.	5	Jul.	7	2,000	110	6,285	—	27	2,000	—	—	2,000	93.45	7.0513	43,269
Oct.	11	Oct.	13	2,000	58	4,680	17	24	2,000	17	—	2,017	93.56	6.9137	43,983
Nov.	22	Nov.	24	2,000	56	5,460	—	26	2,000	—	—	2,000	93.51	6.9824	45,268
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.