Auctions of Government of India Treasury Bills

RbiAnnouncementWeb

Weekly Statistical Supplement Content Banner

Asset Publisher

Date: September 24, 2010

(` 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 Outsta- nding as on the Date of Issue (Face Value)
			Num ber	Total Face Value		Num ber	Total Face Value
			Num ber	Com-petitive	Non-Com-petitive	Num ber	Com-petitive	Non- Com-petitive
1	2	3	4	5	6	7	8	9	10	11	12	13	14
91-Day Treasury Bills
2009-2010
Jan. 6	Jan. 8	7,000	95	14,967	—	67	7,000	—	—	7,000	99.11	3.6835	71,500
2010-2011
Apr. 7	Apr. 9	7,000	128	27,842	—	41	7,000	—	—	7,000	99.03	3.9697	71,503
Jul. 7	Jul. 9	2,000	81	8,361	500	24	2,000	500	—	2,500	98.69	5.3653	63,000
Sep. 15	Sep.17	2,000	72	5,501	500	43	2,000	500	—	2,500	98.50	6.1495	56,279
182-Day Treasury Bills
2009-2010
Jan. 6	Jan. 8	1,500	74	5,897	—	9	1,500	—	—	1,500	98.02	4.0720	21,500
2010-2011
Apr. 13	Apr. 16	2,000	47	3,220	—	35	2,000	—	—	2,000	97.77	4.7212	21,500
Jul. 7	Jul. 9	1,500	42	2,747	300	30	1,500	300	—	1,800	97.27	5.7771	21,800
Sep. 15	Sep.17	1,500	47	3,741	—	19	1,500	—	—	1,500	96.91	6.4373	20,800
364-Day Treasury Bills
2009-2010
Jan. 13	Jan. 15	1,000	69	4,503	—	8	1,000	—	—	1,000	95.60	4.6700	41,765
2010-2011
Apr. 7	Apr. 9	2,000	67	5,410	25	34	2,000	25	—	2,025	95.22	5.0559	42,522
Jul. 14	Jul. 16	1,000	61	5,460	—	14	1,000	—	—	1,000	94.66	5.6903	45,614
Sep. 8	Sep. 9	1,000	45	3,775	—	14	1,000	—	—	1,000	93.96	6.4800	42,635
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.