I think you were wrong, and if you were in my team there would be a risk of disciplinary proceedings. We grant a lot of contracts, we have to be seen to be squeaky clean, and if any of the people who are bidding ask us anything, we have to keep our mouths zipped, even if we know which way we think it's going. Commercial decisions are commercial decisions, you don't give anything away - let alone say anything about rumours - the idea behind a rumour is that people have been leaking information. We too know some of the people involved, quite well! It's not lying - it's confidentiality, a vital aspect in business life.
In our place it would be possible to be suspended on full pay whilst the circumstances were being investigated - it sounds like your manager had said too much as well, but only on the understanding that the people he told would keep their mouths shut.
I think you've been lucky to get away with a verbal warning - is a written warning going on your file?