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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 : Nov 12, 2001
         

(per cent per annum)


Sr.

Nomenclature

1998-99

1999-00

2000-01

2000

  

2001

  

No.

of the loan

   

Jun.

Jul.

Apr.

May

Jun.

Jul.


1

2

3

4

5

6

7

8

9

10

11


 

Terminable

         

A)

Under 5 years

         

1

10.75% 2001

10.77

9.41

10.23

..

..

..

8.53

8.30

..

2

11.00% 2001

9.79

11.07

10.10

..

..

8.73

8.54

..

..

3

11.47% 2001

11.40

10.39

9.79

..

10.73

9.16

8.68

8.06

..

4

11.75% 2001

11.38

10.20

9.87

9.72

9.84

8.90

..

8.26

7.56

5

13.31% 2001

11.64

10.07

9.73

..

..

..

8.78

8.21

7.44

6

13.55% 2001

11.79

10.20

9.49

..

9.38

8.42

..

7.77

7.49

7

5.75% 2002

9.98

13.56

11.27

..

10.87

..

..

..

..

8

6.50% 2002

10.52

9.73

10.24

..

10.57

..

..

..

..

9

7.75% 2002

..

..

11.16

..

..

8.98

..

..

..

10

11.00% 2002

11.50

10.56

10.15

9.82

9.95

8.93

..

8.05

7.37

11

11.15% 2002

11.49

10.57

9.97

9.82

9.96

9.72

8.69

8.24

7.48

12

11.55% 2002

11.52

10.51

9.85

9.67

..

8.94

8.76

8.35

7.89

13

11.68% 2002

11.62

10.48

9.71

9.82

9.69

8.96

8.76

8.26

7.45

14

12.69% 2002

11.56

10.32

9.88

9.79

9.78

8.99

8.52

8.15

7.60

15

12.75% 2002

11.51

10.37

9.38

..

..

..

..

8.89

7.94

16

13.40% 2002

10.74

10.08

10.04

..

..

..

8.89

8.26

..

17

13.80% 2002

11.57

10.27

9.82

9.94

..

8.98

..

8.10

7.43

18

13.82% 2002

12.01

10.41

9.79

9.68

..

9.03

8.86

8.33

7.53

19

5.75% 2003

8.12

12.83

11.18

..

10.64

8.48

8.54

..

8.52

20

6.50% 2003

8.59

12.19

10.58

..

10.53

..

..

10.57

..

21

11.00% 2003

11.06

11.08

..

..

..

..

..

..

8.30

22

11.10% 2003

10.92

10.65

10.05

9.91

10.09

8.97

8.77

8.36

7.62

23

11.75% 2003

11.72

10.66

10.20

10.03

10.70

8.97

8.88

..

..

24

11.78% 2003

11.85

10.73

10.44

10.14

10.03

9.00

8.91

..

8.30

25

11.83% 2003

11.33

10.61

10.04

9.99

10.19

9.07

8.73

8.38

7.53

26

6.50% 2004

8.62

9.91

10.30

..

10.42

..

..

..

..

27

9.50% 2004

11.56

11.72

10.07

10.11

10.03

..

..

..

..

28

11.30% 2004

11.93

12.09

10.08

..

..

..

..

..

..

29

11.50% 2004

11.21

10.84

10.08

9.99

10.29

9.24

9.12

8.74

7.77

30

11.57% 2004

11.82

11.26

9.47

..

..

..

..

..

..

31

11.75% 2004

11.83

10.84

10.14

10.10

10.62

9.22

8.84

8.79

7.77

32

11.95% 2004

11.92

10.81

10.23

10.14

10.49

9.30

9.09

8.69

7.87

33

11.98% 2004

11.93

10.83

10.22

10.10

10.35

9.23

9.03

8.62

7.84

34

12.35% 2004

11.39

11.37

9.77

..

..

..

..

..

..

35

12.50% 2004

11.85

10.77

10.15

10.05

10.28

9.07

8.91

8.55

7.74

36

12.59% 2004

11.84

10.77

10.11

10.10

10.14

9.35

9.14

8.79

7.83

37

6.50% 2005

9.76

8.95

11.27

..

10.44

..

..

..

..

38

8.25% 2005

12.48

11.83

10.53

..

10.39

..

9.16

..

..

39

9.90% 2005

-

-

10.21

10.08

10.38

9.31

9.05

8.65

7.96

40

10.20% 2005

-

-

10.15

..

10.37

9.32

9.07

8.66

7.92

41

10.50% 2005

12.11

11.05

10.45

..

10.23

9.52

9.66

8.86

9.43

42

11.19% 2005

11.87

10.99

10.25

10.20

10.44

9.26

9.04

8.66

7.90

43

11.25% 2005

11.84

11.00

10.34

..

10.39

9.30

9.10

8.75

7.85

44

13.75% 2005

12.59

11.05

10.95

..

..

..

..

..

..

45

14.00% 2005

11.96

11.18

10.72

10.80

10.27

..

9.46

9.29

8.60

46

14.00% 2005 (Inst)

12.02

10.85

10.47

10.30

..

9.81

9.67

9.13

8.53

B)

Between 5 and

         
 

10 years

         

47

6.75% 2006

7.43

12.95

11.58

..

..

..

..

..

9.79

48

11.00% 2006

-

-

10.55

..

11.00

9.46

9.15

8.80

8.07

49

11.25% 2006

10.50

10.37

..

..

..

..

..

..

..

50

11.50% 2006

11.93

11.14

10.27

10.59

10.46

9.82

9.06

8.92

10.15

51

11.68% 2006

-

11.04

10.42

10.43

10.60

9.47

9.18

8.82

8.07

52

11.75% 2006

12.03

11.07

10.41

10.44

10.64

9.49

9.20

8.79

8.12

53

13.85% 2006

12.13

11.50

10.90

..

11.09

9.99

..

..

..

54

13.85% 2006 (Inst)

12.09

11.79

10.56

10.36

10.77

10.51

9.94

..

8.59

55

14.00% 2006

11.97

11.43

10.72

..

..

..

..

..

8.59

56

6.75% 2007

9.45

8.38

11.41

..

11.10

..

..

..

..

57

11.50% 2007

12.05

11.22

10.42

..

11.02

..

9.68

9.33

8.77

58

11.90% 2007

13.43

11.20

10.41

10.70

10.73

9.70

9.40

9.07

8.38

59

12.50% 2007

12.13

11.42

10.84

..

..

..

..

9.56

8.92

60

13.05% 2007

12.10

11.25

10.62

10.15

..

10.16

9.73

9.49

8.83

61

13.65% 2007

12.17

11.86

10.72

..

..

..

9.77

..

..

62

9.50% 2008

12.09

11.38

10.26

10.11

10.63

9.90

9.64

9.44

8.90

63

10.80% 2008

11.82

11.52

10.71

10.77

..

..

..

9.25

8.89

64

11.40% 2008

-

- -

10.74

..

..

9.79

9.57

9.31

8.65

65

11.50% 2008

12.03

11.30

10.57

10.75

10.74

10.02

9.78

9.62

9.24

66

12.00% 2008

10.76

11.29

10.60

10.80

10.88

10.12

9.87

9.52

9.11

67

12.10% 2008

13.12

11.42

10.84

..

..

10.12

..

9.72

9.27

68

12.15% 2008

12.10

12.20

10.55

..

..

10.25

9.99

9.63

..

69

12.22% 2008

12.19

11.56

10.67

..

11.00

10.39

9.87

9.60

..

70

12.25% 2008

12.20

11.32

10.59

10.89

10.96

10.21

9.96

9.58

9.62

71

7.00% 2009

7.61

10.53

10.57

..

10.51

..

10.02

9.45

9.21

72

11.50% 2009

12.10

11.45

10.93

10.94

10.86

10.18

9.84

9.75

9.89

73

11.99% 2009

-

11.39

10.76

10.91

10.96

10.16

9.95

9.64

9.19

74

7.50% 2010

11.16

11.68

10.56

10.94

..

10.15

9.82

9.57

9.26

75

8.75% 2010

11.20

11.64

10.68

..

..

..

9.71

9.55

9.03

76

11.30% 2010

-

-

10.85

..

11.30

10.08

9.83

9.58

9.22

77

11.50% 2010

12.04

11.43

10.93

11.05

11.09

10.31

10.10

9.74

9.45

78

12.25% 2010

12.26

12.11

10.76

10.96

10.98

10.48

10.22

9.96

9.67

79

12.29% 2010

12.15

11.47

10.80

11.02

11.03

10.47

10.20

9.90

9.67

C)

Between 10 and

         
 

15 years

         

80

8.00% 2011

8.00

10.92

10.59

10.12

10.24

..

10.04

9.40

..

81

9.39% 2011

-

-

-

..

..

..

..

..

9.27

82

10.95% 2011

-

-

10.90

10.96

11.04

10.19

9.95

9.65

9.37

83

11.50% 2011

12.16

11.53

11.00

..

11.31

10.27

9.95

9.68

9.36

84

12.00% 2011

12.23

11.57

10.98

11.02

11.28

10.48

10.22

9.92

9.69

85

12.32% 2011

-

11.51

10.96

11.11

11.13

10.52

10.31

9.99

9.82

86

10.25% 2012

11.93

11.71

10.50

10.76

10.75

10.34

10.17

9.86

9.63

87

11.03% 2012

-

-

10.98

..

11.17

10.34

10.02

9.77

9.54

88

9.00% 2013

8.95

11.94

10.73

10.75

10.59

10.17

9.98

9.50

9.19

89

9.81% 2013

-

-

-

-

-

..

9.77

9.72

9.46

90

12.40% 2013

12.30

11.70

11.08

11.19

11.16

10.68

10.48

10.11

10.00

91

10.00% 2014

11.29

10.66

10.52

10.71

..

10.36

10.08

9.86

9.65

92

10.50% 2014

10.53

12.03

10.77

10.86

10.97

10.53

10.25

9.97

9.79

93

11.83% 2014

-

11.23

11.04

11.20

11.16

10.73

10.43

10.15

9.93

94

10.47% 2015

-

-

10.38

-

-

10.51

10.22

9.96

9.78

95

10.79% 2015

-

-

10.77

-

10.92

10.65

10.34

10.07

9.91

96

11.43% 2015

-

-

11.06

-

-

10.71

10.27

10.03

9.89

97

11.50% 2015

11.75

11.87

11.07

11.18

11.22

10.77

10.43

10.17

10.08

D)

Over 15 years

         

98

10.71% 2016

-

-

-

-

-

10.54

10.28

10.03

9.84

99

12.30% 2016

-

11.64

10.96

11.24

11.16

10.79

10.57

10.25

10.10

100

10.45% 2018

-

-

-

-

-

10.43

10.33

10.03

9.81

101

12.60% 2018

12.54

11.88

11.22

11.25

11.30

10.86

10.62

10.38

10.20

102

10.70% 2020

-

-

11.02

11.14

11.16

10.70

10.52

10.20

9.99

103

11.60% 2020

-

-

-

-

-

10.83

10.54

10.23

9.51

104

10.25% 2021

-

-

-

-

-

..

10.17

10.10

9.95


* :

Monthly redemption yield is computed from April 2000 as the mean of the daily weighted average yields of the transactions in each traded security. The weight is calculated as the share of the transaction in a given security in the aggregated value of transactions in the said security. Prior to April 2000, the redemption yield was not weighted and was computed as an average of daily prices of each security.

- :

indicates that the relevant security was not available for trading.

.. :

indicates that the relevant security was not traded during the month.

Inst :

Security issued on instalment basis.


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