Olivier Armantier and Erwann Sbai, "Estimation and Comparison of Treasury
Auction Format when Bidders are Asymmetric", Journal of Applied
Econometrics, Vol. 21, No. 6, 2006, pp. 745-779.

The file treasury-data.txt, which is zipped in treasury-data.zip, 
contains data graciously provided by the Banque de France.

The data file is in MS-DOS text format. It consists of a matrix with
2,136 rows and 30 columns. The first row consists of headers describing the
content of each column.

The first column identifies the auction number (a number between 1 and 118).

The second column identifies the type of auction (i.e. OAT or BTAN).

The third column indicates the yield of the auction (in percentage). 

The fourth column identifies the date at which the auction took place.

Columns five and six indicate, respectively, the minimum and maximum
quantity of security to be supplied to bidders as announced by the French
Treasury prior to the auction (in million Euros).

Column seven provides the maturity date.

Column eight indicates the quantity of security actually supplied by the
French Treasury (in million Euros).

Column nine identifies the Stop-Out-Price.

Column 10 reports the grids of prices for which bids have actually been
submitted.

Columns 11 to 30 represent the bids submitted by the bidders in the auction
for the different prices in column 10 (in million Euros).

Recall that we do not observe the bidders' identity. Therefore, the first
bidder in auction 1 is likely to be different from the first bidder in
auction 2. Note also that a column filled with zeros for all the prices in
column 10 indicates that this bidder did not participate in this auction.