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PDF - No. 28 : Redemption Yield on Government of India Securities Based on SGL Transactions ()
No. 28 : Redemption Yield on Government of India Securities Based on SGL Transactions
Date : Sep 04, 2000
 
 
 
 
 
 

(per cent per annum)


Sr.

Nomenclature

1997-98

1998-99

1999-2000

1999


2000


No.


of the loan


 
 
 

Apr.


May


Feb.


Mar.


Apr.


May


1


2


3


4


5


6


7


8


9


10


11


A)

Terminable under

         
 

5 years

         

1

11.40% 2000

-

11.27

9.64

10.71

10.68

9.65

9.85

9.39

9.18

2

11.64% 2000 (Inst)

10.82

11.05

8.44

10.68

10.61

9.37

9.33

9.37

8.76

3

12.14% 2000

10.69

11.07

5.98

10.56

10.53

9.07

7.93

9.28

7.00

4

13.25% 2000

10.76

11.32

7.87

10.92

10.86

10.56

11.24

9.30

8.52

5

13.85% 2000

10.84

11.28

8.48

10.41

10.72

9.64

9.64

9.20

9.14

6

05.75% 2001

5.75

8.84

12.96

10.37

12.21

9.19

8.77

10.09

10.42

7

06.50% 2001

11.80

10.21

13.94

12.21

12.13

13.14

13.57

14.02

14.59

8

07.50% 2001

15.51

11.21

13.89

11.13

11.14

13.92

14.30

14.71

15.22

9

10.75% 2001

12.19

10.77

9.41

10.68

10.68

8.89

8.73

8.58

8.44

10

10.85% 2001

10.84

11.32

10.49

10.93

10.84

9.61

9.93

9.56

9.36

11

11.00% 2001

9.68

9.79

11.07

11.44

11.45

10.87

10.87

10.88

10.86

12

11.47% 2001

-

11.40

10.39

11.02

10.94

9.85

9.90

9.64

9.37

13

11.55% 2001

-

11.47

10.18

10.93

10.86

9.59

9.94

9.56

9.33

14

11.75% 2001

11.26

11.38

10.20

11.12

11.10

9.63

9.94

9.53

9.34

15

12.08% 2001

11.42

11.52

9.95

10.85

10.73

9.79

10.02

11.27

9.40

16

12.08% 2001 ( I )

16.80

15.86

10.38

11.41

11.39

10.37

10.26

10.15

8.95

17

12.70% 2001

9.83

11.12

9.68

10.93

10.83

10.13

9.94

9.71

9.30

18

13.31% 2001

12.56

11.64

10.07

11.17

11.12

10.20

10.06

9.77

9.39

19

13.55% 2001

11.36

11.79

10.20

10.99

10.95

9.81

9.55

9.56

9.36

20

13.75% 2001

11.21

11.52

9.52

10.98

10.87

9.55

9.19

9.73

9.26

21

13.85% 2001

11.22

11.67

9.19

11.69

10.79

9.72

8.84

9.51

9.25

22

05.75% 2002

7.01

9.98

13.56

12.45

12.36

13.06

13.31

12.08

9.80

23

06.00% 2002

6.76

5.59

4.36

3.95

3.97

5.24

5.22

5.19

3.79

24

06.50% 2002

7.42

10.52

9.73

12.02

12.13

9.79

9.77

9.77

9.69

25

11.00% 2002

11.38

11.50

10.56

11.07

10.98

9.76

9.95

9.66

9.42

26

11.15% 2002

11.04

11.49

10.57

11.11

11.05

9.54

10.07

9.66

9.49

27

11.55% 2002

11.40

11.52

10.51

11.14

11.07

9.80

9.90

9.72

9.47

28

11.68% 2002

-

11.62

10.48

11.14

11.04

9.82

10.06

9.67

9.45

29

12.69% 2002

11.14

11.56

10.32

11.11

11.03

9.88

9.83

9.68

9.45

30

12.75% 2002

12.00

11.51

10.37

11.25

11.17

10.07

9.78

9.68

9.42

31

13.40% 2002

11.47

10.74

10.08

10.23

10.49

10.27

9.75

9.64

9.51

32

13.80% 2002

11.40

11.57

10.27

11.34

11.18

10.75

10.59

9.91

9.45

33

13.82% 2002

11.53

12.01

10.41

11.17

11.24

10.05

10.02

10.13

9.60

34

05.75% 2003

5.75

8.12

12.83

12.69

12.08

10.69

10.81

10.78

10.40

35

06.50% 2003

6.50

8.59

12.19

12.43

12.09

12.91

11.44

10.55

10.64

36

11.00% 2003

11.70

11.06

11.08

11.07

11.08

11.08

11.08

11.09

11.10

37

11.10% 2003

-

10.92

10.65

11.22

11.11

9.90

9.90

9.84

9.57

38

11.75% 2003

-

11.72

10.66

11.32

11.18

10.01

9.88

10.21

10.18

39

11.78% 2003

-

11.85

10.73

11.26

11.18

10.35

10.65

10.48

10.45

40

11.83% 2003

11.32

11.33

10.61

11.23

11.18

9.93

10.00

9.94

9.55

41

06.50% 2004

6.50

8.62

9.91

12.45

12.52

10.17

10.23

10.29

10.37

42

09.50% 2004

11.36

11.56

11.72

11.75

11.78

11.92

11.91

10.41

10.43

43

11.30% 2004

11.42

11.93

12.09

11.99

12.00

12.07

12.09

12.10

10.64

44

11.50% 2004

-

11.21

10.84

11.40

11.31

10.02

10.22

9.86

9.74

45

11.57% 2004

-

11.82

11.26

11.85

11.61

11.20

11.20

11.19

11.18

46

11.75% 2004

-

11.83

10.84

11.40

11.30

10.12

10.22

9.92

9.80

47

11.95% 2004

-

11.92

10.81

11.42

11.30

9.91

10.20

9.90

9.74

48

11.98% 2004

-

11.93

10.83

11.43

11.32

10.01

10.20

9.88

9.73

49

12.35% 2004

11.88

11.39

11.37

11.71

11.71

10.52

10.49

10.46

9.91

50

12.50% 2004

11.75

11.85

10.77

11.39

11.32

10.01

10.23

9.87

9.73

51

12.59% 2004

11.47

11.84

10.77

11.44

11.35

10.04

10.10

9.94

9.74

B)

Between 5 and

         
 

10 years

         

52

06.50% 2005

6.14

9.76

8.95

12.53

12.58

6.50

6.50

6.50

6.50

53

08.25% 2005

13.26

12.48

11.83

12.84

12.88

10.50

10.19

10.05

10.00

54

9.90 % 2005

-

-

-

-

-

-

-

9.85

9.85

55

10.50% 2005

11.48

12.11

11.05

11.58

11.37

10.17

10.07

10.07

10.07

56

11.19% 2005

11.29

11.87

10.99

11.63

11.41

10.12

10.33

9.97

9.88

57

11.25% 2005

11.68

11.84

11.00

11.60

11.39

10.21

10.32

10.25

9.83

58

13.75% 2005

13.13

12.59

11.05

11.73

11.71

10.33

9.94

9.90

9.86

59

14.00% 2005

12.56

11.96

11.18

11.59

11.98

10.51

10.43

10.41

9.84

60

14.00% 2005(Inst)

12.14

12.02

10.85

11.64

11.54

10.27

10.17

10.48

10.05

61

06.75% 2006

7.87

7.43

12.95

12.63

12.57

12.51

12.51

10.61

10.66

62

11.25% 2006

11.34

10.50

10.37

10.45

10.44

10.39

10.37

10.36

10.36

63

11.50% 2006

11.73

11.93

11.14

11.75

11.58

10.21

10.40

10.15

9.98

64

11.68% 2006

-

-

11.04

11.62

11.49

10.18

10.44

10.04

9.99

65

11.75% 2006

-

12.03

11.07

11.68

11.51

10.20

10.47

10.09

10.00

66

13.85% 2006

12.13

12.13

11.50

11.80

11.92

10.73

10.34

10.23

9.94

67

13.85% 2006(Inst)

12.14

12.09

11.79

11.79

11.82

11.83

11.07

10.59

10.52

68

14.00% 2006

11.98

11.97

11.43

12.03

11.93

10.98

10.90

10.54

10.50

69

06.75% 2007

9.73

9.45

8.38

12.67

12.49

6.75

6.75

6.75

7.78

70

11.50% 2007

11.99

12.05

11.22

11.90

11.71

10.32

10.48

10.71

10.15

71

11.90% 2007

-

13.43

11.20

11.85

11.69

10.30

10.57

10.15

10.14

72

12.50% 2007

12.25

12.13

11.42

11.83

11.80

11.15

11.11

10.36

10.27

73

13.05% 2007

11.99

12.10

11.25

11.99

11.66

10.60

10.54

10.36

10.12

74

13.65% 2007

12.02

12.17

11.86

11.88

12.09

10.99

10.97

10.75

10.26

75

09.50% 2008

12.12

12.09

11.38

12.06

11.79

10.35

10.09

10.16

10.17

76

10.80% 2008

12.04

11.82

11.52

12.03

12.04

10.71

10.71

10.71

10.71

77

11.50% 2008

12.27

12.03

11.30

11.80

11.67

10.36

10.58

10.29

10.34

78

12.00% 2008

-

10.76

11.29

11.86

11.73

10.38

10.63

10.24

10.35

79

12.10% 2008

-

13.12

11.42

11.91

11.76

10.51

11.53

10.48

10.33

80

12.15% 2008

-

12.10

12.20

12.20

12.20

12.20

12.20

12.20

12.20

81

12.22% 2008

-

12.19

11.56

11.90

11.80

11.38

11.37

11.36

11.36

82

12.25% 2008

-

12.20

11.32

11.87

11.78

10.39

10.60

10.29

10.38

83

07.00% 2009

7.00

7.61

10.53

12.06

12.11

10.53

10.24

10.30

10.08

84

11.50% 2009

12.19

12.10

11.45

11.91

11.85

10.63

10.65

10.53

10.39

85

11.99% 2009

-

-

11.39

11.93

11.82

10.44

10.72

10.38

10.47

C)

Between 10 and

         
 

15 years

         

86

07.50% 2010

8.88

11.16

11.68

12.19

12.08

10.82

10.84

10.86

10.88

87

08.75% 2010

12.18

11.20

11.64

11.29

11.30

11.26

11.27

11.28

11.30

88

11.50% 2010

11.98

12.04

11.43

12.02

11.82

10.55

10.73

10.45

10.52

89

12.25% 2010

-

12.26

12.11

12.19

12.19

11.74

11.73

11.73

10.72

90

12.29% 2010

-

12.15

11.47

12.01

11.90

10.50

10.73

10.38

10.55

91

08.00% 2011

8.78

8.00

10.92

8.00

11.78

10.35

10.23

10.24

10.17

92

10.95% 2011

-

-

-

-

-

-

-

-

10.95

93

11.50% 2011

12.55

12.16

11.53

12.01

11.83

10.88

10.76

10.76

10.76

94

12.00% 2011

12.51

12.23

11.57

12.01

12.00

10.65

10.66

10.54

10.57

95

12.32% 2011

-

-

11.51

-

11.97

10.60

10.83

10.49

10.67

96

10.25% 2012

10.55

11.93

11.71

12.17

12.15

10.56

10.47

10.59

10.45

97

09.00% 2013

9.81

8.95

11.94

12.26

12.57

12.05

12.06

12.07

10.87

98

12.40% 2013

-

12.30

11.70

12.24

12.19

10.72

10.92

10.62

10.79

99

10.00% 2014

10.18

11.29

10.66

12.73

12.73

10.68

10.88

10.58

10.57

100

10.50% 2014

10.66

10.53

12.03

11.98

12.30

11.94

11.44

10.67

10.68

101

11.83% 2014

-

-

11.23

-

-

10.81

10.96

10.66

10.83

D)

Over 15 years

         

102

10.79% 2015

-

-

-

-

-

-

-

-

10.79

103

11.50% 2015

11.74

11.75

11.87

13.11

12.37

10.81

10.97

10.69

10.79

104

12.30% 2016

-

-

11.64

-

-

10.88

10.96

10.73

10.81

105

12.60% 2018

-

12.54

11.88

12.47

12.43

10.92

11.00

10.80

10.88

106


10.70% 2020


-


-


-


-


-


-


-


10.72


10.75


Inst

:

Installment.

*

:

Yield is based on average prices for the month and the year as the case may be.

-

:

indicates that the relevant securities were not traded.


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