Auctions of Government of India Treasury Bills

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Date: March 03, 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	Yieldat	Outstanding
						Number			Number
												on	(8+9+10)	Average	Cut-off	as on the
							Com-	Non-		Com-	Non-
														Price	Price	Date of Issue
							petitive	Com-		petitive	Com-	RBI
								petitive			petitive				(per cent)	(Face Value)
1			2		3	4	5	6	7	8	9	10	11	12	13	14
								91-Day Treasury Bills
2005-2006
Jun.	29		Jul.	2	2,000	48	4,030	782	16	2,000	782	—	2,782	98.69	5.3653	30,548
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
Feb.	22		Feb.	24	500	37	1,049	652	23	500	652	—	1,152	98.36	6.6877	13,465
								182-Day Treasury Bills
2005-2006
Jun.	29		Jul.	2	1,500	24	1,507	—	24	1,500	—	—	1,500	97.35	5.6711	10,670
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
Feb.	22		Feb.	24	500	29	1,253	—	7	500	—	—	500	96.76	6.7368	10,137

								364-Day Treasury Bills
2005-2006
Jul.		6	Jul.	8	2,000	53	4,046	—	28	2,000	—	—	2,000	94.61	5.7351	49,154
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
Feb.	15		Feb.	17	1,000	54	2,926	242	17	1,000	242	—	1,242	93.66	6.8106	45,262
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.