Auctions of Government of India Treasury Bills

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Date: June 02, 2006

															(Rs. crore)
Date of		Date of		Notified	Bids Received			Bids Accepted			Devol-	Total	Weigh-	Implicit	Amount
Auction		Issue		Amount		Total Face Value			Total Face Value		vement	Issue	ted	Yield at	Outstanding
					Number	Com-	Non-	Number	Com-	Non-	on	(8+9+10)	Average	Cut-off	as on the
						petitive	Com-		petitive	Com-			Price	Price	Date of Issue
							petitive			petitive	RBI			(per cent)	(Face Value)
1		2		3	4	5	6	7	8	9	10	11	12	13	14
							91-Day Treasury Bills
2005-2006
Oct.	5	Oct.	7	2,000	65	3,815	—	30	2,000	—	—	2,000	98.67	5.4065	35,616
Jan.	4	Jan.	6	500	56	1,993	—	19	500	—	—	500	98.54	5.9428	18,220
2006-2007
Apr.	5	Apr.	7	500	42	3,448	—	3	500	—	—	500	98.58	5.7776	16,318
May	24	May	26	2,000	38	1,281	6	14	511	6	—	517	98.60	5.6951	23,740
							182-Day Treasury Bills
2005-2006
Oct.	5	Oct.	7	1,500	45	2,308	—	37	1,500	—	—	1,500	97.29	5.6499	17,057
Jan.	10	Jan.	13	500	28	2,207	—	8	500	—	—	500	97.01	6.2239	13,137
2006-2007
Apr.	5	Apr.	7	500	37	2,833	—	6	500	—	—	500	97.04	6.1386	8,771
May	17	May	19	1,500	43	2,800	703	39	1,500	703	—	2,203	97.11	6.0960	7,374
							364-Day Treasury Bills
2005-2006
Oct.	11	Oct.	14	2,000	108	6,566	11	45	2,000	11	—	2,011	94.51	5.8473	49,691
Jan.	4	Jan.	6	1,000	52	2,836	4	26	1,000	4	—	1,004	94.25	6.1288	47,861
2006-2007
Apr.	12	Apr.	15	1,000	37	2,276	—	3	1,000	—	—	1,000	94.31	6.0611	41,938
May	24	May	26	2,000	53	4,740	650	17	2,000	650	—	2,650	93.98	6.4346	40,888
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.