Auctions of Government of India Treasury Bills

RbiAnnouncementWeb

Weekly Statistical Supplement Content Banner

Asset Publisher

Date: January 12, 2007

(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
					Number	Com- petitive	Non- Com- petitive	Number	Com- petitive	Non- Com- petitive
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
Jan.	3	Jan.	5	2,000	52	2,972	—	36	2,000	—	—	2,000	98.27	7.1443	28,507
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
Dec.	27	Dec.	29	1,500	36	2,120	—	10	510	—	—	510	96.50	7.2954	19,678
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
Jan.	3	Jan.	5	2,000	78	4,225	5	27	2,000	5	—	2,005	93.33	7.1893	48,349
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.