Auctions of Government of India Treasury Bills

RbiAnnouncementWeb

Weekly Statistical Supplement Content Banner

Asset Publisher

Date: June 03, 2011

(` crore)
Date of Auction	Date of Issue	Notified Amount	Bids Received			Bids Accepted			Devol-vem ent on RBI	Total Issue (8+9+ 10)	Weigh-ted Aver age Price	Imp licit 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
2010-2011
Oct. 6	Oct. 8	4,000	64	7,411	500	45	4,000	500	—	4,500	98.44	6.3977	59,279
Jan. 5	Jan. 7	4,000	85	10,008	500	40	4,000	500	—	4,500	98.27	7.1027	62,859
2011-2012
Apr. 6	Apr. 8	4,000	78	14,105	—	35	4,000	—	—	4,000	98.26	7.1443	69,845
May 25	May 27	8,000	97	15,849	7,250	58	8,000	7,250	—	15,250	98.01	8.1439	95,013
182-Day Treasury Bills
2010-2011
Oct. 13	Oct. 15	2,000	46	3,434	—	21	1,000	—	—	1,000	96.73	6.8225	20,300
Jan. 5	Jan. 7	1,500	50	5,332	—	14	1,500	—	—	1,500	96.53	7.2954	20,500
2011-2012
Apr. 13	Apr. 15	2,000	74	7,744	1,500	25	2,000	1,500	—	3,500	96.43	7.4462	24,501
May 25	May 27	3,000	73	7,323	500	34	3,000	500	—	3,500	96.05	8.2692	28,751
364-Day Treasury Bills
2010-2011
Oct. 6	Oct. 8	2,000	57	4,531	42	33	2,000	42	—	2,042	93.67	6.8564	42,644
Jan. 12	Jan. 14	1,000	48	3,969	—	8	1,000	—	—	1,000	93.08	7.5012	42,610
2011-2012
Apr. 6	Apr. 8	2,000	80	8,350	—	31	2,000	—	—	2,000	93.02	7.5476	42,456
May 18	May 20	3,000	89	9,710	—	27	3,000	—	—	3,000	92.37	8.2947	45,456
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.