At the same sale, the yield on the 364-day Treasury bills jumped to 11.027 percent from 10.869 percent last week, the bank added.
It received bids worth a total 17.18 billion shillings for the 12 billion shillings it had offered.
It accepted 17.06 billion shillings.
The bank will offer Treasury bills of all maturities worth a total 16 billion shillings at two separate auctions next week, it said.