Page 53 - May 2017

Table 44d: Auction of Fifteen-Year Government of Mauritius Bonds: June 2016 and September 2016

1. Amount of Bonds put on Tender (Rs mn) 10-Jun-16 16-Sep-16
2. Value of Bids Received (Rs mn) 1,500.0
3. Value of Bids Accepted (Rs mn) 1,500.0 4,189.5
4. Interest Rate (% p.a.) 3,399.0 1,500.0
5. Highest Yield Accepted (% p.a.) 1,500.0 5.85
6. Weighted Average Yield on Bids Accepted (% p.a.) 6.03
7. Weighted Price of Bids Accepted ( % ) 6.20 5.98
6.38 98.724
Source: Financial Markets Operations Division. 6.29
99.134 07-Apr-17
1,300.0
Table 44e: Auction of Fifteen-Year Inflation-Indexed Government of Mauritius Bonds: 1,965.0
600.0
March 2016 and April 2017 7.00
3.45
11-Mar-16 3.48

1. Amount of Bonds put on Tender (Rs mn) 1,500.0

2. Value of Bids Received (Rs mn) 1,950.8

3. Value of Bids Accepted (Rs mn) 1,500.0

4. Highest Bid Margin Received (% p.a.) 6.00

5. Lowest Bid Margin Received (% p.a.) 2.50

6. Weighted Bid Margin Accepted (% p.a.) 2.81

Source: Financial Markets Operations Division.

Table 44f: Auction of Twenty-Year Government of Mauritius Bonds: July 2016 and March 2017

1. Amount of Bonds put on Tender (Rs mn) 22-Jul-16 17-Mar-17
2. Value of Bids Received (Rs mn) 1,500.0 1,900.0
3. Value of Bids Accepted (Rs mn) 3,217.3 5,500.0
4. Interest Rate (% p.a.) 1,500.0 1,900.0
5. Highest Yield Accepted (% p.a.) 6.50 6.24
6. Weighted Average Yield on Bids Accepted (% p.a.) 7.04 6.59
7. Weighted Price of Bids Accepted ( % ) 6.89 6.54
95.800 96.679

Source: Financial Markets Operations Division.