| 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 | |||
| 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 | |
| 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 | |
| 28-day 1 | 1,131 | 812 | 1,462 | 1,579 | 1,507 | 2,070 | 1,489 | 1,474 | 1,201 | 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 | ||
| 182-day | 224 | 438 | 256 | 348 | 564 | 897 | 1,035 | 727 | 1,032 | 1,340 | 991 | 653 | 325 | ||
| 364-day | 486 | 284 | 306 | 415 | 554 | 864 | 899 | 659 | 672 | 1,140 | 951 | 1,068 | 920 | ||
| 728-day | 408 | 56 | 95 | 155 | 326 | 290 | 534 | 168 | 910 | 522 | 554 | 147 | 392 | ||
| 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 | |
| 28-day 1 | 1,131 | 787 | 1,112 | 1,163 | 728 | 1,514 | 1,374 | 1,474 | 905 | 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 | ||
| 182-day | 217 | 438 | 256 | 348 | 518 | 770 | 953 | 727 | 585 | 861 | 910 | 581 | 301 | ||
| 364-day | 486 | 274 | 306 | 415 | 296 | 372 | 899 | 659 | 578 | 1,016 | 661 | 1,036 | 894 | ||
| 728-day | 407 | 56 | 95 | 155 | 134 | 248 | 531 | 168 | 786 | 522 | 418 | 147 | 386 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | |
| 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 | |
| Figures may not add up to total 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. | |||||||||||||||