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TNS LIQUIDITY GAUGE: RBI Open Market Ops - Gilt Bought Via OMO Auction

19-October-2021

15:52:5 IST

MUMBAI (Ticker Service): Summary of Reserve Bank of India's 
auction-based open market operations.
  Detailed result of RBI's auction-based open market operations. Amount is face value in rupees billion; price in rupees/Rs 150 face value of gilt.
 
  (Click the file attachment icon in the menu bar above to view the details of gilt bought via OMO auction for the financial year 2020-21.)
 
  SUMMARY of auction-based gilts purchases via OMO for FY22
  (excludes OMO auction scheduled, but yet to be held)
  * Number held                                   : 10
  * Amount RBI notified for OMO-auction buying    : 3145.2600 bln
  * Amount purchased in OMO auctions              : 2245.7600 bln
 
gilt        offers  received   offers accepted      cut-off       wgtd avg
             no.    amount      no.   amount    price    yield     yield
----        ------- --------   ----- --------   ------   -------  --------
10.Sep 30 (Oct 1 Settlement)
7.26%-2029   143    261.43      29    82.77     105.76   6.2610   6.2744
6.10%-2031   206    230.83      11    20.45      99.30   6.1949   6.1963
6.64%-2035   135    283.33      25    46.78      99.33   6.7140   6.7344
                    ------           ------
                    775.59           150.00                        
------------------------------------------------------------------------------
9.Sep 23 (Sep 24 Settlement)
7.17%-2028   113    177.10      46    77.75     105.86   6.0339   6.0620
6.10%-2031   182    243.75      19    23.32      99.75   6.1328   6.1342  
6.64%-2035   231    367.56      12    48.94      99.79   6.6621   6.6936
                    ------           ------
                    788.41           150.01                        
------------------------------------------------------------------------------
8. Aug 26 (Aug 27 Settlement)
7.59%-2026    76     87.62      20    44.96     107.24   5.6935   5.7336
8.28%-2027    52     46.86      14    21.05     111.07   6.0700   6.0888
7.59%-2029    89    127.39      39    76.22     107.40   6.3421   6.3856
7.88%-2030    82     86.14      29    43.76     109.27   6.4527   6.4629
6.64%-2035   267    380.21      50    64.01      98.40   6.8192   6.8215
                    ------           ------
                    728.22           250.00                        
------------------------------------------------------------------------------

7. Aug 12 (Aug 13 Settlement)
5.63%-2026   333    390.00      94    68.85      99.61   5.7243   5.7317
7.17%-2028   130    198.82      23    50.71     104.60   6.2846   6.3033
7.26%-2029   115    227.97      13    73.31     104.56   6.4749   6.4883
7.61%-2030   131    198.80      23    55.32     106.82   6.5695   6.5870
7.95%-2032    26      7.30       5     1.81     109.39   6.7305   6.7833
                   -------           ------
                   1022.89           250.00                        
------------------------------------------------------------------------------

6. Jul 22 (Jul 23 Settlement)
6.18%-2024    53     88.73      22    25.23     103.37   5.0493   5.0591
6.97%-2026    96    145.18      34    72.25     104.52   5.9312   5.9625
8.60%-2028    40     59.48      14    28.68     112.45   6.3315   6.3603
6.79%-2029   117    204.64      21    73.84     101.85   6.5003   6.5265
                   -------           ------
                    498.03           200.00                        
------------------------------------------------------------------------------

5. Jul 8 (Jul 9 Settlement)
8.24%-2027    72     81.15      21    42.80     109.66   6.1714   6.2058 
7.17%-2028   127    255.46      17    49.73     104.31   6.3500   6.3779
7.59%-2029    87    141.03       4    17.40     106.34   6.5266   6.5331
7.88%-2030    72     99.54      11    32.04     109.03   6.5017   6.5161
7.57%-2033    79    230.81       6    58.03     106.64   6.7503   6.7585
                   -------           ------
                    807.99           200.00
------------------------------------------------------------------------------

4. Jun 17 (Jun 18 Settlement)
6.97%-2026   105    188.39      --     --         --       --       --
6.79%-2027   101    123.67      --     --         --       --       --
7.17%-2028   136    239.92       4    19.14     104.78   6.2686   6.2722
7.59%-2029    82    150.38      --     --         --       --       --
5.85%-2030   300    298.01     274   267.79      98.99   5.9910   6.0079
6.64%-2035   225    244.89      61    58.82      99.87   6.6544   6.6621                          
                   -------           ------
                   1245.26           345.75
------------------------------------------------------------------------------

3. May 20 (May 21 Settlement)
6.18%-2024   105    214.97      31    29.80     103.65   5.0145   5.0270
7.59%-2026   104    176.21      36    65.93     107.59   5.7022   5.7331
6.79%-2027   135    199.33      18    51.43     103.85   6.0140   6.0238
7.17%-2028   133    255.26      24    66.97     105.25   6.1906   5.2033
5.85%-2030   165    124.90     122    83.45      99.26   5.9526   5.9651
7.95%-2032    35     26.04      --     --         --       --       --
6.22%-2035   124    220.25      60    52.42      96.73   6.5827   6.5929
                   -------           ------
                   1216.96           350.00
------------------------------------------------------------------------------

2. May 6 (May 7 Settlement)
6.97%-2026   113    176.88      --     --         --       --       -- 
7.17%-2028   146    282.08      --     --         --       --       --
5.85%-2030   136    171.16      63   100.00      99.10   5.9742   5.9909
                    ------           ------
                    630.12           100.00
------------------------------------------------------------------------------

1. Apr 15 (Apr 16 Settlement)
4.48%-2023    72    110.85      20    40.91      99.83   4.5506   4.5759
5.15%-2025   131    202.69      49    38.77      98.33   5.5608   5.5760
6.79%-2027   128    256.24      17    70.20     103.30   6.1303   6.1479
5.85%-2030   180    216.55      19    75.11      98.68   6.0317   6.0428
6.22%-2035   146    230.38      20    25.01      96.46   6.6122   6.6179
                   -------           ------
                   1016.71           250.00                                                         

n.a.= not applicable.   
(End)
Compiled by Ramya Panicker

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