Table 16 : Auctions of Treasury Bills: Maturity-wise

 

 

 

 

 

 

 

 

 

 

 

 

 

Table 16 : Auctions of Treasury Bills: Maturity-wise

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Aug-98

Sep-98

Oct-98

Nov-98

Dec-98

Jan-99

Feb-99

Mar-99

Apr-99

 

 

 

(Rs Million)

 

 

 

 

 

 

 

 

 

 

 

 

 

Amount put on Tender

 

3,600

3,600

5,800

3,200

5,500

7,400

5,200

5,600

5,950

 

 

 

 

 

 

 

 

 

 

 

 

 

Total Bids Received

 

2,592

3,373

4,292

2,099

4,700

6,601

4,246

4,050

4,140

 

30-day

 

 

 

 

 

799

890

864

995

1,262

 

91-day

 

1,574

1,930

2,790

1,296

1,857

2,039

1,193

1,106

1,236

 

182-day

 

307

455

744

395

871

1,131

1,099

564

329

 

364-day

 

100

175

320

403

335

1,339

771

497

327

 

728-day

 

611

813

438

5

838

1,202

319

888

986

 

 

 

 

 

 

 

 

 

 

 

 

 

Total Bills Sold

 

2,592

3,049

4,282

2,099

4,087

5,295

3,825

3,927

3,984

 

30-day

 

 

 

 

 

605

551

565

965

1,137

 

91-day

 

1,574

1,696

2,780

1,296

1,591

1,580

1,153

1,106

1,205

 

182-day

 

307

442

744

395

747

856

1,063

498

329

 

364-day

 

100

149

320

403

323

1,126

747

485

327

 

728-day

 

611

762

438

5

821

1,182

297

873

986

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(Per Cent Per Annum)

 

 

 

 

 

Weighted Average Yield

 

 

 

 

 

 

 

 

 

 

 

30-day

 

 

 

 

 

12.51

12.61

12.55

12.41

12.32

 

91-day

 

9.73

10.17

10.41

11.60

12.16

12.76

12.59

12.61

12.69

 

182-day

 

9.72

10.14

10.91

11.84

12.89

12.78

12.71

12.77

12.75

 

364-day

 

9.75

10.11

11.06

11.74

12.88

12.94

12.95

12.98

12.98

 

728-day

 

10.62

10.86

11.14

12.00

13.05

12.99

13.08

13.10

13.10

 

Overall Weighted Yield

 

9.94

10.34

10.62

11.67

12.58

12.84

12.73

12.74

12.71

 

Bank Rate (Simple Average)

 

9.63

10.12

10.30

11.43

12.49

12.76

12.71

12.66

12.62

 

 

 

 

 

 

 

 

 

 

 

 

 

Auction of 728-day and 30-day Treasury Bills started as from July and December 1998, respectively.

 

 

 

 

 

 

 

 

 

 

 

Note: Figures may not add up to total due to rounding.

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 


Last Updated on 5/18/99
By bom