Page 54 - June 2017
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Table 42a: Auctions of Government of Mauritius Treasury Bills: June 2016 to June 2017

                                  Jun-16    Jul-16    Aug-16                                Sep-16    Oct-16   Nov-16 Dec-16               Jan-17    Feb-17 Mar-17 Apr-17 May-17 Jun-17
                                                                                                               (Rs million)

1. Amount of Bills put on Tender  7,200     4,800     4,600                                 9,500     4,000               3,800  4,700     5,600 8,000 10,000 8,700 3,200 4,400

2. Total Value of Bids Received   14,691    10,388    9,085                                 14,775    7,820    7,505             11,435    22,905    18,695    20,500    15,250    9,100    11,900
        91-day                       5,868     4,646    5,360                                  5,510    3,625    3,650              3,645     7,778     9,060     8,550     6,200    1,600     2,500
        182-day                      4,934     2,437    1,705                                  4,600    1,525    1,585              3,565     7,977     5,375     5,130     4,200    3,165     2,550
        364-day                      3,889     3,305    2,020                                  4,665    2,670    2,270              4,225     7,150     4,260     6,820     4,850    4,335     6,850

3. Total Value of Bids Accepted    7,200     3,900    4,600                                  8,100    4,000    3,500              4,700     5,600     8,000    10,000     8,700    3,200     4,400
        91-day                     2,908.3   1,622.3  2,685.3                                2,959.5  1,860.7  1,841.3            1,539.8   1,900.4   3,858.0   4,163.8   3,636.9    439.2     700.0
        182-day                    2,294.0                                                   2,607.1                              1,531.5   1,967.9   2,301.4   2,521.5   2,400.6
        364-day                    1,997.7     889.4    859.9                                2,533.4    770.7    827.9            1,628.7   1,731.7   1,840.6   3,314.7   2,662.5  1,127.7   1,000.0
                                             1,388.3  1,054.8                                         1,368.6    830.8                                                             1,633.1   2,700.0

Figures may not add up to totals due to rounding.
Source:Financial Markets Operations Division.
Note: Effective 12 May 2017 GMTB and BOM Bills are being issued through separate auctions.

Table 42b: Auctions of Government of Mauritius Treasury Bills/Bank of Mauritius Bills: June 2016 to June 2017

                                  Jun-16    Jul-16    Aug-16                                Sep-16    Oct-16   Nov-16            Dec-16    Jan-17 Feb-17 Mar-17 Apr-17 May-17 Jun-17

                                                                                                      Per cent per annum                         2.52 2.07 2.44 2.68 2.04 1.96
                                                                                                                                                 2.64 2.29 2.50 2.75 2.13 2.02
4. Weighted Average Yield         2.13 2.72 2.36 2.21 2.43 2.58 2.72                                                                             2.75 2.38 2.61 2.82 2.25 2.18
        91-day                    2.15 2.72 2.60 2.54 2.63 2.71 2.84                                                                             2.64 2.21 2.51 2.75 2.12 2.05
        182-day                   2.68 2.93 2.69 2.67 2.80 2.85 3.05
        364-day                   2.29 2.79 2.48 2.46 2.60 2.68 2.87

5. Overall Weighted Yield

Figures may not add up to totals due to rounding.
Source:Financial Markets Operations Division.
Note: Effective 12 May 2017 GMTB and BOM Bills are being issued through separate auctions.
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