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26C. Month-end Yield to Maturity of SGL Transaction in Central Government Dated Securities for Various Residual Maturities
Date : Jul 10, 2012

(Per cent)

Term to Maturity (in years)

2011

2012

Jun.

Jul.

Aug.

Sep.

Oct.

Nov.

Dec.

Jan.

Feb.

Mar.

Apr.

May

1

2

3

4

5

6

7

8

9

10

11

12

1

8.1875

8.3619

8.2283

8.2081

8.7114

8.7397

8.3720

8.6259

8.5654

8.3328

8.0040

8.0093

2

8.2298

8.3799

8.2650

8.2437

8.7469

8.7059

8.3161

8.5434

8.0814

8.0916

8.1086

8.0607

3

8.2722

8.3979

8.2696

8.2793

8.7823

8.6722

8.2603

8.4610

8.1851

8.1370

8.2132

8.1121

4

8.3146

8.4148

8.2873

8.3129

8.8178

8.6781

8.3743

8.3785

8.2888

8.4972

8.3178

8.2010

5

8.3496

8.4342

8.3329

8.3622

8.8603

8.7123

8.4656

8.2961

8.3051

8.5873

8.4434

8.2914

6

8.3580

8.4678

8.3445

8.4109

8.8810

8.7341

8.4918

8.3098

8.3096

8.5472

8.6149

8.3686

7

8.3625

8.5251

8.4124

8.3962

8.8635

8.7439

8.5120

8.3223

8.2896

8.5712

8.5664

8.3337

8

8.3532

8.6566

8.5700

8.4073

8.8650

8.7485

8.5300

8.3151

8.2641

8.7093

8.5482

8.3360

9

8.3440

8.5576

8.4262

8.3942

8.8666

8.7531

8.5479

8.2945

8.2214

8.6227

8.6047

8.4013

10

8.3518

8.4792

8.3543

8.3975

8.8849

8.7594

8.5459

8.2878

8.2000

8.5607

8.6523

8.4599

11

8.4205

8.5397

8.4259

8.4295

8.9145

8.7929

8.5142

8.3283

8.2268

8.6065

8.6739

8.4733

12

8.4566

8.5672

8.4559

8.4716

8.9260

8.8298

8.6100

8.3688

8.2536

8.6236

8.6851

8.4689

13

8.4897

8.5891

8.4839

8.5138

8.9375

8.8677

8.7018

8.4133

8.2957

8.6322

8.7123

8.4953

14

8.5227

8.6109

8.5118

8.5559

8.9490

8.9279

8.7660

8.4729

8.3752

8.6265

8.7583

8.5475

15

8.5557

8.6328

8.5398

8.5980

8.9605

8.9882

8.8302

8.5326

8.4548

8.6208

8.8042

8.5998

16

8.5887

8.6547

8.5708

8.6389

8.9708

9.0386

8.8678

8.5771

8.5092

8.6382

8.8273

8.6180

17

8.5943

8.6625

8.6379

8.6252

8.9707

9.0478

8.8353

8.5947

8.5316

8.6766

8.8356

8.6211

18

8.5972

8.6678

-

8.6114

8.9707

9.0570

8.8028

8.6122

8.5541

8.7150

8.8440

8.6242

19

8.6002

8.6731

-

8.5976

8.9707

9.0663

8.7727

8.6241

8.5717

8.7424

8.8555

8.6386

20

8.6031

8.6784

-

8.5838

8.9707

9.0755

8.7749

8.6044

8.5736

8.7462

8.8715

8.6651

21

8.6060

8.6837

-

8.5726

8.9707

9.0847

8.7770

8.5975

8.5755

8.7500

8.8876

8.6915

22

-

8.6890

-

8.5749

8.9706

9.0939

8.7791

8.5911

8.5774

8.7538

8.9036

8.7179

23

-

8.6944

-

8.5771

8.9706

9.1031

8.7813

8.5848

8.5793

8.7575

8.9197

8.7443

24

-

8.6997

-

8.5794

8.9706

9.1123

8.7834

8.5784

8.5812

8.7613

8.9357

8.7708

25

-

8.7050

-

8.5816

8.9706

9.1216

8.7856

8.5721

8.5831

8.7651

8.9307

8.7709

26

-

8.7103

-

8.5839

8.9706

9.1308

8.7877

8.5658

8.5850

8.7689

8.9232

8.7705

27

-

8.7156

-

8.5861

8.9705

9.1400

8.7898

8.5594

8.5869

8.7727

8.9156

8.7702

28

-

8.7209

-

8.5884

8.9705

9.1492

8.7920

8.5531

8.5888

8.7765

8.9081

8.7698

29

-

8.7262

-

8.5907

8.9705

9.1584

8.8036

8.5467

8.5907

8.7803

8.9006

8.7695

30

-

-

-

-

-

-

8.8249

8.5404

8.5926

8.7841

8.8931

8.7691


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