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Table 16 : Auctions of Treasury Bills: Maturity-wise |
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Sep-98 |
Oct-98 |
Nov-98 |
Dec-98 |
Jan-99 |
Feb-99 |
Mar-99 |
Apr-99 |
May-99 |
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(Rs Million) |
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Amount put on Tender |
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3,600 |
5,800 |
3,200 |
5,500 |
7,400 |
5,200 |
5,600 |
5,950 |
3,300 |
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Total Bids Received |
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3,373 |
4,292 |
2,099 |
4,700 |
6,601 |
4,246 |
4,050 |
4,140 |
2,451 |
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30-day |
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799 |
890 |
864 |
995 |
1,262 |
979 |
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91-day |
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1,930 |
2,790 |
1,296 |
1,857 |
2,039 |
1,193 |
1,106 |
1,236 |
640 |
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182-day |
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455 |
744 |
395 |
871 |
1,131 |
1,099 |
564 |
329 |
316 |
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364-day |
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175 |
320 |
403 |
335 |
1,339 |
771 |
497 |
327 |
266 |
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728-day |
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813 |
438 |
5 |
838 |
1,202 |
319 |
888 |
986 |
250 |
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Total Bills Sold |
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3,049 |
4,282 |
2,099 |
4,087 |
5,295 |
3,825 |
3,927 |
3,984 |
2,389 |
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30-day |
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605 |
551 |
565 |
965 |
1,137 |
922 |
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91-day |
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1,696 |
2,780 |
1,296 |
1,591 |
1,580 |
1,153 |
1,106 |
1,205 |
640 |
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182-day |
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442 |
744 |
395 |
747 |
856 |
1,063 |
498 |
329 |
316 |
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364-day |
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149 |
320 |
403 |
323 |
1,126 |
747 |
485 |
327 |
261 |
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728-day |
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762 |
438 |
5 |
821 |
1,182 |
297 |
873 |
986 |
250 |
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(Per Cent Per Annum) |
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Weighted Average Yield |
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30-day |
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12.51 |
12.61 |
12.55 |
12.41 |
12.32 |
12.41 |
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91-day |
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10.17 |
10.41 |
11.60 |
12.16 |
12.76 |
12.59 |
12.61 |
12.69 |
12.68 |
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182-day |
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10.14 |
10.91 |
11.84 |
12.89 |
12.78 |
12.71 |
12.77 |
12.75 |
12.77 |
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364-day |
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10.11 |
11.06 |
11.74 |
12.88 |
12.94 |
12.95 |
12.98 |
12.98 |
13.00 |
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728-day |
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10.86 |
11.14 |
12.00 |
13.05 |
12.99 |
13.08 |
13.10 |
13.10 |
13.10 |
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Overall Weighted Yield |
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10.34 |
10.62 |
11.67 |
12.58 |
12.84 |
12.73 |
12.74 |
12.71 |
12.67 |
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Bank Rate (Simple Average) |
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10.12 |
10.30 |
11.43 |
12.49 |
12.76 |
12.71 |
12.66 |
12.62 |
12.62 |
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Auction of 728-day and 30-day Treasury Bills started as from July and December 1998, respectively. |
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Note: Figures may not add up to total due to rounding. |
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