Table
16: Auctions of Treasury Bills: Maturity-wise |
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Jul-99 |
Aug-99 |
Sep-99 |
Oct-99 |
Nov-99 |
Dec-99 |
Jan-00 |
Feb-00 |
Mar-00 |
Apr-00 |
May-00 |
Jun-00 |
Jul-00 |
Aug-00 |
Dec-00 |
Jan-01 |
Feb-01 |
Mar-01 |
Apr-01 |
May-01 |
Jun-01 |
Jul-01 |
Aug-01 |
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Rs million |
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(Rs million) |
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(Rs
Million) |
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1. |
Amount of Bills put on Tender |
4,950 |
3,700 |
3,800 |
4,900 |
5,000 |
6,450 |
6,600 |
6,300 |
6,300 |
4,900 |
4,150 |
4,700 |
2,850 |
3,450 |
7,950 |
7,000 |
3,700 |
5,750 |
4,000 |
3,250 |
4,300 |
4,800 |
3,600 |
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2. |
Total Bids Received |
3,462 |
2,440 |
3,489 |
3,681 |
4,596 |
5,528 |
5,758 |
5,318
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5,559 |
4,954 |
4,658 |
2,886 |
2,285 |
2,974 |
5,696 |
6,392 |
3,279 |
5,401 |
4,478 |
2,546 |
5,081 |
4,495 |
3,844 |
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28-day 1 |
1,131 |
812 |
1,462
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1,579 |
1,507 |
2,070
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1,489 |
1,474
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1,201 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
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91-day |
1,213 |
850 |
1,370 |
1,184 |
1,645 |
1,407 |
1,801 |
2,290 |
1,745 |
1,952 |
2,161 |
1,019 |
648 |
878 |
1,337 |
1,748 |
597 |
1,664 |
1,133 |
137 |
333 |
450 |
652 |
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182-day |
224 |
438 |
256 |
348 |
564 |
897 |
1,035 |
727 |
1,032 |
1,340 |
991 |
653 |
325 |
256 |
819 |
974 |
527 |
190 |
603 |
241 |
563 |
606 |
632 |
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364-day |
486 |
284 |
306 |
415 |
554 |
864 |
899 |
659 |
672 |
1,140 |
951 |
1,068 |
920 |
1,147 |
2,190 |
1,369 |
1,068 |
1,262 |
1,591 |
799 |
2,196 |
2,256 |
1,102 |
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728-day |
408 |
56 |
95 |
155 |
326 |
290 |
534 |
168 |
910 |
522 |
554 |
147 |
392 |
693 |
1,350 |
2,301 |
1,087 |
2,286 |
1,151 |
1,370 |
1,988 |
1,184 |
1,458 |
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3. |
Total Bills Sold |
3,448 |
2,392 |
3,088 |
3,214 |
3,241 |
4,196 |
5,494 |
5,317
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4,072 |
3,050 |
4,049 |
2,672 |
2,208 |
2,816 |
5,185 |
5,543 |
3,140 |
5,004 |
3,697 |
2,546 |
3,607 |
4,137 |
3,055 |
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28-day 1 |
1,131 |
787 |
1,112 |
1,163 |
728 |
1,514 |
1,374 |
1,474 |
905 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
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91-day |
1,207 |
837 |
1,319 |
1,133 |
1,565 |
1,292 |
1,737 |
2,289 |
1,218 |
651 |
2,059 |
909 |
626 |
840 |
1,190 |
983 |
597 |
1,522 |
958 |
137 |
288 |
450 |
649 |
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182-day |
217 |
438 |
256 |
348 |
518 |
770 |
953 |
727
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585 |
861
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910 |
581 |
301 |
256 |
803 |
974 |
527 |
143 |
498 |
241 |
333 |
606 |
532 |
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364-day |
486 |
274 |
306 |
415 |
296 |
372 |
899 |
659 |
578 |
1,016 |
661 |
1,036 |
894 |
1,137 |
1,874 |
1,287 |
1,068 |
1,154 |
1,325 |
799 |
1,620 |
1,938 |
898 |
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728-day |
407 |
56 |
95 |
155 |
134 |
248 |
531 |
168 |
786 |
522 |
418
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147 |
386 |
583 |
1,318 |
2,299 |
948 |
2,185 |
916 |
1,370 |
1,366 |
1,142
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976 |
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Per cent per annum |
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(Per cent per annum) |
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Per
Cent Per Annum |
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4. |
Weighted Average Yield |
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28-day 1 |
12.56 |
12.61 |
12.60 |
12.54 |
11.99 |
11.68 |
11.23 |
11.13 |
10.87 |
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91-day |
12.72 |
12.71 |
12.72 |
12.70 |
12.67 |
12.47 |
12.26 |
12.14 |
12.08 |
10.76 |
9.96 |
8.93 |
8.58 |
9.05 |
10.19 |
10.04 |
9.86 |
9.89 |
9.82 |
9.83 |
9.44 |
9.49 |
9.49 |
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182-day |
12.78 |
12.76 |
12.79 |
12.78 |
12.73 |
12.63 |
12.47 |
12.49 |
12.34 |
11.19 |
10.96 |
10.25 |
9.36 |
9.46 |
10.49 |
10.54 |
10.52 |
10.50 |
10.42 |
10.30 |
9.99 |
10.00 |
10.00 |
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364-day |
12.99 |
13.00 |
13.00 |
12.99 |
12.99 |
12.71 |
12.60 |
12.62 |
12.24 |
11.62 |
11.50 |
10.55 |
11.19 |
11.37 |
12.21 |
12.23 |
12.22 |
12.22 |
12.20 |
12.23 |
11.65 |
11.69 |
11.69 |
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728-day |
13.10 |
13.10 |
13.10 |
13.10 |
13.10 |
12.93 |
12.94 |
12.95 |
12.79 |
11.97 |
11.93 |
11.25 |
11.94 |
11.89 |
12.50 |
12.50 |
12.50 |
12.50 |
12.49 |
12.49 |
11.94 |
11.94 |
11.90 |
5. |
Overall Weighted Yield |
12.75 |
12.73 |
12.72 |
12.71 |
12.57 |
12.26 |
12.16 |
11.99 |
12.01 |
11.38 |
10.64 |
9.97 |
10.33 |
10.61 |
11.55 |
11.66 |
11.57 |
11.59 |
11.42 |
12.06 |
11.43 |
11.27 |
10.99 |
6. |
Bank Rate (Simple Average) |
12.69 |
12.74 |
12.72 |
12.69 |
12.60 |
12.36 |
12.06 |
11.95 |
11.71 |
11.23 |
10.54 |
10.04 |
10.08 |
10.32 |
11.29 |
11.05 |
11.20 |
10.67 |
11.01 |
11.53 |
11.12 |
11.03 |
10.51 |
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Figures may
not add up to totals due to rounding. |
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