364-Days Treasury Bills : Auction Result

Date of Auction : December 28, 2011

I.

Notified Amount

` 4000.00 crore

II.

Underwriting notified amount

N.A.

III.

Competitive Bids received

(i)

Number

84

(ii)

Amount

` 9811.50 crore

IV.

Cut-off price

` 92.31 (YTM is 8.3535%)

V.

Competitive bids accepted

(i)

Number

44

(ii)

Amount

` 4000.00 crore

VI.

Partial Allotment Percentage of Competitive Bids

89.69 (3 Bids)

VII.

Weighted Average Price

` 92.39

VIII.

Non-competitive bids received

(i)

Number

1

(ii)

Amount

` 2.00 crore

IX.

Non-competitive bids accepted

(i)

Number

1

(ii)

Amount

` 2.00 crore

(iii)

Partial Allotment Percentage

100