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Document - 26C. Month-end Yield to Maturity of SGL Transaction in Central Government Dated Securities for Various Residual Maturities () or PDF - 26C. Month-end Yield to Maturity of SGL Transaction in Central Government Dated Securities for Various Residual Maturities ()
26C. Month-end Yield to Maturity of SGL Transaction in Central Government Dated Securities for Various Residual Maturities
Date : Jun 11, 2010

(Per cent)

Term to Maturity
(in years)

2009

2010

May

Jun.

Jul.

Aug.

Sep.

Oct.

Nov.

Dec.

Jan.

Feb.

Mar.

Apr.

1

2

3

4

5

6

7

8

9

10

11

12

13

1

4.0090

4.4459

4.1763

5.0370

4.8045

4.6422

4.7407

5.1304

5.4382

4.8537

4.9270

5.0253

2

4.9398

5.3876

5.2010

5.9969

6.0172

6.1403

5.7709

6.1123

5.9962

5.9237

6.0252

5.9062

3

5.8083

5.7660

6.2130

6.4633

6.6367

6.6949

6.5567

6.6742

6.5542

6.5828

6.5467

6.3955

4

6.0580

6.1519

6.5599

6.8698

6.8584

6.9754

6.7920

7.0227

6.9340

7.1481

6.9477

6.8631

5

6.3117

6.4988

6.7343

7.1895

7.0280

7.1328

7.0092

7.3081

7.2528

7.4894

7.2541

7.2820

6

6.6305

6.5920

6.8389

7.2960

7.1484

7.4270

7.1976

7.4253

7.3929

7.6131

7.4669

7.4902

7

6.8951

6.9382

6.9924

7.3850

7.1568

7.4334

7.2891

7.4439

7.4051

7.6728

7.5149

7.6367

8

6.9630

6.9917

7.0673

7.4468

7.1533

7.5113

7.4394

7.5088

7.4355

7.7297

7.3728

7.7957

9

6.8291

6.9899

7.0873

7.4272

7.1497

7.3874

7.3112

7.6097

7.4713

7.7866

7.3075

7.9548

10

6.7528

6.9536

6.9926

7.4969

7.3377

7.5877

7.4580

7.7366

7.5814

7.8570

7.8250

7.7766

11

6.9918

7.0107

7.2360

7.8458

7.6011

7.8282

7.6542

7.8922

7.7629

8.0039

7.9590

7.8811

12

7.3127

7.2511

7.3409

7.9966

7.6414

7.9177

7.8333

8.0478

7.9443

8.1476

8.0738

7.9846

13

7.4377

7.4029

7.4557

8.0248

7.6817

8.0073

8.0330

8.2033

8.0775

8.1902

8.0575

8.0536

14

7.4915

7.4148

7.4416

8.0530

7.7219

8.0968

8.2198

7.9874

8.1231

8.2328

8.0411

8.1226

15

7.5453

7.4206

7.4426

8.0812

7.7889

8.1653

8.1889

8.0201

8.1688

8.2754

8.0959

8.1916

16

7.5991

7.5399

7.5687

8.1095

7.9280

8.1958

8.1580

8.1205

8.2145

8.3180

8.1713

8.2605

17

7.6529

7.7222

7.6947

8.1377

8.0672

8.2264

8.1271

8.2210

8.2601

8.3606

8.2467

8.3295

18

7.6946

7.7408

7.7681

8.1561

8.1285

8.2309

8.1349

8.2423

8.2638

8.3562

19

7.7067

7.7595

7.7800

8.1664

8.1425

8.2248

8.1527

8.2526

8.2655

8.3683

20

7.7188

7.7781

7.7919

8.1766

8.1565

8.2187

8.1706

8.2628

8.2672

8.3805

21

7.7309

7.7967

7.8038

8.1869

8.1705

8.2126

8.1885

8.2731

8.2689

8.3926

22

7.7430

7.8154

7.8158

8.1971

8.1845

8.2065

8.2064

8.2833

8.2706

8.4048

23

7.7551

7.8340

7.8277

8.1854

8.1985

8.2083

8.2243

8.2830

8.2725

24

7.7672

7.8526

7.8396

8.1553

8.2477

8.2421

8.2812

8.2743

25

7.7793

7.8713

7.8515

8.1252

8.2872

8.2600

8.2794

8.2606

26

7.7914

7.8899

7.8587

8.3266

8.2293

27

7.8035

7.9085

7.8658

8.3661

8.1980

28

29

30


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