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 |
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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 |
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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 |
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28-day 1 |
1,131 |
812 |
1,462 |
1,579 |
1,507 |
2,070 |
1,489 |
1,474 |
1,201 |
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91-day |
1,213 |
850 |
1,370 |
1,184 |
1,645 |
1,407 |
1,801 |
2,290 |
1,745
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182-day |
224 |
438 |
256 |
348 |
564 |
897 |
1,035 |
727 |
1,032 |
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364-day |
486 |
284 |
306 |
415 |
554 |
864 |
899 |
659 |
672 |
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728-day |
408 |
56 |
95 |
155 |
326 |
290 |
534 |
168 |
910 |
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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 |
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28-day 1 |
1,131 |
787 |
1,112 |
1,163 |
728 |
1,514 |
1,374 |
1,474 |
905 |
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91-day |
1,207 |
837 |
1,319 |
1,133 |
1,565 |
1,292 |
1,737 |
2,289 |
1,218 |
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182-day |
217 |
438 |
256 |
348 |
518 |
770 |
953 |
727 |
585 |
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364-day |
486 |
274 |
306 |
415 |
296 |
372 |
899 |
659 |
578 |
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728-day |
407 |
56 |
95 |
155 |
134 |
248 |
531 |
168 |
786 |
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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 |
8.51 |
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91-day |
12.72 |
12.71 |
12.72 |
12.70 |
12.67 |
12.47 |
12.26 |
12.14 |
12.08 |
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182-day |
12.78 |
12.76 |
12.79 |
12.78 |
12.73 |
12.63 |
12.47 |
12.49 |
12.34 |
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364-day |
12.99 |
13.00 |
13.00 |
12.99 |
12.99 |
12.71 |
12.60 |
12.62 |
12.25 |
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728-day |
13.10 |
13.10 |
13.10 |
13.10 |
13.10 |
12.93 |
12.94 |
12.95 |
12.79 |
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5. |
Overall Weighted Yield |
12.75 |
12.73 |
12.72 |
12.71 |
12.57 |
12.26 |
12.16 |
11.99 |
11.49 |
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6. |
Bank Rate (Simple Average) |
12.69 |
12.74 |
12.72 |
12.69 |
12.60 |
12.36 |
12.06 |
11.95 |
11.59 |
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Figures may not
add up to total due to rounding. |
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1 As from November 1999, 30-day Treasury Bill was replaced by
28-day Treasury Bill. |
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