| Table 16: Auctions of Treasury Bills: Maturity-wise | |||||||||||||||||||||||
| 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 | Sep-00 | Oct-00 | Nov-00 | Dec-00 | Jan-01 | Feb-01 | ||||
| Rs million | (Rs million) | ||||||||||||||||||||||
| 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 | 4,250 | 3,300 | 4,700 | 7,950 | 7,000 | 3,700 | ||
| 2. | Total Bids Received | 3,462 | 2,440 | 3,489 | 3,681 | 4,596 | 5,528 | 5,758 | 5,318 | 5,559 | 4,954 | 4,658 | 2,886 | 2,285 | 2,974 | 3,530 | 2,669 | 2,423 | 5,696 | 6,392 | 3,279 | ||
| 28-day 1 | 1,131 | 812 | 1,462 | 1,579 | 1,507 | 2,070 | 1,489 | 1,474 | 1,201 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | |||
| 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 | 1,218 | 1,414 | 1,048 | 1,337 | 1,748 | 597 | |||
| 182-day | 224 | 438 | 256 | 348 | 564 | 897 | 1,035 | 727 | 1,032 | 1,340 | 991 | 653 | 325 | 256 | 384 | 119 | 311 | 819 | 974 | 527 | |||
| 364-day | 486 | 284 | 306 | 415 | 554 | 864 | 899 | 659 | 672 | 1,140 | 951 | 1,068 | 920 | 1,147 | 870 | 643 | 843 | 2,190 | 1,369 | 1,068 | |||
| 728-day | 408 | 56 | 95 | 155 | 326 | 290 | 534 | 168 | 910 | 522 | 554 | 147 | 392 | 693 | 1,057 | 493 | 221 | 1,350 | 2,301 | 1,087 | |||
| 3. | Total Bills Sold | 3,448 | 2,392 | 3,088 | 3,214 | 3,241 | 4,196 | 5,494 | 5,317 | 4,072 | 3,050 | 4,049 | 2,672 | 2,208 | 2,816 | 3,480 | 2,414 | 2,152 | 5,185 | 5,543 | 3,140 | ||
| 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 | |||
| 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 | 1,168 | 1,370 | 874 | 1,190 | 983 | 597 | |||
| 182-day | 217 | 438 | 256 | 348 | 518 | 770 | 953 | 727 | 585 | 861 | 910 | 581 | 301 | 256 | 384 | 88 | 311 | 803 | 974 | 527 | |||
| 364-day | 486 | 274 | 306 | 415 | 296 | 372 | 899 | 659 | 578 | 1,016 | 661 | 1,036 | 894 | 1,137 | 870 | 557 | 746 | 1,874 | 1,287 | 1,068 | |||
| 728-day | 407 | 56 | 95 | 155 | 134 | 248 | 531 | 168 | 786 | 522 | 418 | 147 | 386 | 583 | 1,057 | 399 | 221 | 1,318 | 2,299 | 948 | |||
| Per cent per annum | (Per cent per annum) | ||||||||||||||||||||||
| 4. | Weighted Average Yield | ||||||||||||||||||||||
| 28-day 1 | 12.56 | 12.61 | 12.60 | 12.54 | 11.99 | 11.68 | 11.23 | 11.13 | 10.87 | __ | __ | __ | __ | __ | __ | __ | __ | __ | __ | __ | |||
| 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 | 9.16 | 9.54 | 10.04 | 10.19 | 10.04 | 9.86 | |||
| 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 | 9.42 | 9.98 | 10.29 | 10.49 | 10.54 | 10.52 | |||
| 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 | 11.39 | 11.71 | 12.00 | 12.21 | 12.23 | 12.22 | |||
| 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 | 11.93 | 12.08 | 12.37 | 12.50 | 12.50 | 12.50 | |||
| 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 | 10.59 | 10.48 | 10.99 | 11.55 | 11.66 | 11.57 | ||
| 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 | 9.96 | 10.16 | 10.77 | 11.29 | 11.05 | 11.20 | ||
| Figures may not add up to totals due to rounding. | |||||||||||||||||||||||
| 1 As from November 1999, 30-day Treasury Bill was replaced by 28-day Treasury Bill. As from April 2000, the issue of 28-day Treasury Bills was discontinued. | |||||||||||||||||||||||