opendoc-pakistan/pakistan_government_securities_auctions

Pakistan Government Securities Auctions

Official State Bank of Pakistan auction history for Market Treasury Bills and Pakistan Investment Bonds, including detailed auction amounts, cut-off prices, weighted-average yields, and outstanding PIB securities.

Source: OpenDoc Pakistan

Pakistan Government Securities Auctions

Summary

This dataset packages official State Bank of Pakistan (SBP) auction history for Market Treasury Bills and Pakistan Investment Bonds. It includes detailed auction amounts, T-bill cut-off prices, weighted-average yields for T-bills and PIBs, and outstanding fixed-rate PIB securities.

Dataset Details

• —Dataset ID: pakistan-government-securities-auctions
• —Version: 0.1.0
• —Category: Economy and Finance
• —Tags: finance, government-securities, treasury-bills, bonds, yields, auctions, pakistan, sbp
• —Language: English
• —Geography: Pakistan
• —Time Period: 1998 - 2026
• —File Formats: CSV
• —Records: 3,635 rows across 5 CSV resources
• —Update Frequency: Monthly or as SBP auction files are updated
• —Maintainer: OpenDoc Data Stewardship Team

Source and Provenance

• —Source Name: State Bank of Pakistan (SBP), Economic Data
• —Source URL: https://www.sbp.org.pk/economic-data
• —Source Files:
• —https://www.sbp.org.pk/assets/document/tb.xlsx
• —https://www.sbp.org.pk/assets/document/Pakinvestbonds.xlsx
• —Source Type: Official central bank publication
• —Collection Date: July 4, 2026
• —Processing Pipeline: Downloaded official SBP Excel workbooks, parsed workbook XML locally, normalized old and new workbook tabs into CSV resources, converted Excel serial dates to ISO dates, removed non-numeric rejected/no-bid yield cells.
• —Raw Data Availability: Public on SBP Economic Data pages.

License

• —Original License: SBP public website data; explicit open redistribution license not found.
• —Repository License: LicenseRef-SBP-Public-Website
• —Attribution Required: Yes, cite the State Bank of Pakistan.
• —Commercial Use: No explicit restriction found in the source page reviewed.
• —Redistribution: No explicit restriction found in the source page reviewed; use with attribution to SBP.
• —Restriction: Do not label as CC-BY or public domain unless SBP publishes explicit open-license terms.

Intended Use

Appropriate for:

• —Government securities auction analysis.
• —Yield-curve and money-market research.
• —Fixed-income ML feature engineering.
• —Backtesting macro-financial indicators at auction frequency.

Out-of-Scope Use

• —Real-time trading; this is historical official auction data.
• —Legal or investment advice.
• —Redistribution as open data without confirming SBP terms.

Data Structure

Resources:

• —tbill_auction_results.csv: detailed Market Treasury Bill auction bids and accepted amounts.
• —tbill_weighted_average_yields.csv: long-format T-bill weighted-average yields by auction and tenor.
• —pib_auction_results.csv: detailed Pakistan Investment Bond auction bids and accepted amounts.
• —pib_weighted_average_yields.csv: long-format PIB weighted-average yields by auction and tenor.
• —pib_outstanding_securities.csv: outstanding fixed-rate PIB securities and face values.

Data Dictionary

See data_dictionary.csv.

Quality Report

• —Quality Score: 95 / 100
• —Validation Status: CSV validation passed for all resources.
• —Missing Values: Yield resources have no missing values. Detailed auction resources preserve blanks where a source workbook field was not applicable, such as rejected/no-bid tenors or missing ISINs in older rows.
• —Duplicate Rows: 0 duplicate rows in generated resources.
• —Known Issues: PIB detailed auction workbook does not expose yield fields in the new-format sheet, so PIB weighted-average yields are provided from the old-format sheet.

Privacy and Sensitivity Review

• —Privacy Level: P0 (aggregate market statistics, no personal data)
• —Personal Data Present: No
• —Sensitive Data Present: No
• —Redactions Applied: None

Bias, Gaps, and Limitations

• —SBP workbook formats changed over time; old and new formats are preserved as separate normalized resources.
• —Rejected/no-bid T-bill cells are excluded from yield rows.
• —The dataset reflects official auction publications, not secondary-market prices.

Example Usage

import pandas as pd

yields = pd.read_csv("data/processed/tbill_weighted_average_yields.csv")
latest = yields.sort_values("auction_date").tail(20)
print(latest[["auction_date", "tenor", "weighted_average_yield_pct"]])

Citation

State Bank of Pakistan, "Auction Result of Market Treasury Bills" and "Pakistan Investment Bonds Auction Results", curated as "Pakistan Government Securities Auctions" by OpenDoc Pakistan (OpenDoc), v0.1.0, 2026.