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No. 28 : Redemption Yield on Government of India Securities Based on Sgl Transactions

Date : Mar 12, 2003


(Per cent per annum)

Sr.	Nomenclature	1999-00	2000-01	2001-02	2001-02		2002-03
No.	of the loan				Dec.	Jan.	Oct.	Nov.	Dec.	Jan.

1	2	3	4	5	6	7	8	9	10	11

	Terminable
A)	Under 5 years
1	5.75% 2003	12.83	11.18	7.59	7.25	6.59	6.49	5.75	5.36	5.69
2	6.50% 2003	12.19	10.58	8.26	8.20	7.68	6.48	7.97	6.60	6.50
3	11.00% 2003	11.08	..	8.30	..	..	..	5.74	..	..
4	11.10% 2003	10.65	10.05	7.45	6.89	6.82	5.81	5.15	5.36	5.17
5	11.75% 2003	10.66	10.20	7.97	..	6.99	..	..	..	5.61
6	11.78% 2003	10.73	10.44	7.38	6.86	6.91	..	..	5.71	5.65
7	11.83% 2003	10.61	10.04	7.66	..	6.78	5.75	5.65	5.75	5.42
8	6.50% 2004	9.91	10.30	7.72	..	6.91	6.62	5.85	5.53	6.33
9	9.50% 2004	11.72	10.07	7.18	8.16	..	..	..	..	5.53
10	11.00% 2004	..	..	..	..	..	..	..	..	..
11	11.30% 2004	12.09	10.08	7.39	7.31	7.64	..	..	..	..
12	11.50% 2004	10.84	10.08	7.99	7.20	6.96	6.11	5.67	5.50	5.32
13	11.57% 2004	11.26	9.47	7.04	..	7.04	..	..	..	..
14	11.75% 2004	10.84	10.14	8.06	..	7.05	5.98	5.87	..	..
15	11.95% 2004	10.81	10.23	8.15	7.60	7.20	5.97	5.81	5.73	5.52
16	11.98% 2004	10.83	10.22	7.88	7.34	7.11	5.99	5.87	5.68	5.53
17	12.35% 2004	11.37	9.77	6.67	..	7.08	..	5.82	5.67	..
18	12.50% 2004	10.77	10.15	7.53	7.06	6.98	5.92	5.69	5.61	5.46
19	12.59% 2004	10.77	10.11	7.71	7.34	7.10	5.97	5.85	5.76	5.52
20	6.50% 2005	8.95	11.27	6.55	6.58	6.25	6.99	..	6.13	..
21	8.25% 2005	11.83	10.53	7.37	6.93	..	6.08	..	..	5.52
22	9.90% 2005	—	10.21	7.87	7.20	7.12	6.03	5.82	5.66	..
23	10.20% 2005	—	10.15	8.03	7.36	7.12	5.81	5.85	5.66	5.55
24	10.50% 2005	11.05	10.45	8.50	8.20	..	6.59	6.19	..	6.47
25	11.19% 2005	10.99	10.25	7.82	7.17	7.09	6.50	7.17	5.64	5.53
26	11.25% 2005	11.00	10.34	7.83	7.06	6.93	..	..	..	..
27	13.75% 2005	11.05	10.95	6.79	..	..	..	5.92	..	..
28	14.00% 2005	11.18	10.72	8.38	9.24	7.41	6.11	7.04	5.69	5.68
29	14.00% 2005 (Inst)	10.85	10.47	8.59	10.72	7.56	6.07	..	5.89	5.12
30	6.75% 2006	12.95	11.58	8.86	9.51	11.20	6.75	6.14	6.00	6.15
31	7.01% 2006	—	—	6.93	6.88	6.98	..	..	..	..
32	11.00% 2006	—	10.55	7.92	7.35	7.23	6.13	7.17	5.94	5.55
33	11.25% 2006	10.37	..	..	..	..	..	..	..	..
34	11.50% 2006	11.14	10.27	8.13	9.73	7.28	6.17	5.94	5.85	5.72
35	11.68% 2006	11.04	10.42	7.86	7.36	7.15	6.01	5.89	5.74	5.54
36	11.75% 2006	11.07	10.41	8.06	7.41	7.10	..	6.11	5.96	5.55
37	13.85% 2006	11.50	10.90	8.38	7.56	..	..	6.87	6.27	5.77
38	13.85% 2006 (Inst)	11.79	10.56	8.73	..	..	..	6.18	6.10	..
39	14.00% 2006	11.43	10.72	8.71	7.72	..	..	5.93	6.38	6.52
B)	Between 5 and
	10 years
40	6.75% 2007	8.38	11.41	7.81	7.70	9.11	6.54	6.25	6.65	6.75
41	11.50% 2007	11.22	10.42	8.30	7.50	7.56	6.50	6.50	6.00	..
42	11.90% 2007	11.20	10.41	8.24	7.41	7.26	6.22	6.51	5.86	5.61
43	12.50% 2007	11.42	10.84	8.91	..	..	..	..	..	..
44	13.05% 2007	11.25	10.62	8.37	7.90	7.68	6.35	6.17	6.05	5.78
45	13.65% 2007	11.86	10.72	8.26	7.88	..	..	..	6.40	5.81
46	9.50% 2008	11.38	10.26	8.62	7.76	7.56	6.82	6.38	6.51	6.22
47	10.80% 2008	11.52	10.71	8.47	8.35	8.18	..	6.23	..	..
48	11.40% 2008	—	10.74	8.26	7.56	7.41	6.47	6.17	6.05	5.70
49	11.50% 2008	11.30	10.57	8.96	8.87	7.79	6.62	6.40	..	..
50	12.00% 2008	11.29	10.60	8.70	8.23	7.84	6.59	6.31	6.09	5.83
51	12.10% 2008	11.42	10.84	8.71	..	7.92	..	..	..	5.76
52	12.15% 2008	12.20	10.55	9.06	..	..	..	..	..	..
53	12.22% 2008	11.56	10.67	9.43	..	..	..	..	..	..
54	12.25% 2008	11.32	10.59	9.07	8.15	8.19	6.57	6.35	6.26	5.91
55	6.65% 2009	—	—	—	—	—	6.61	6.29	6.03	5.82
56	6.99% 2009	—	—	6.99	6.99	6.98	..	..	..	..
57	7.00% 2009	10.53	10.57	7.72	7.06	7.18	6.85	6.52	6.39	6.07

(Per cent per annum)

Sr.	Nomenclature		1999-00	2000-01	2001-02	2001		2002
No.	of the loan					Dec.	Jan.	Oct.	Nov.	Dec.	Jan.

1	2		3	4	5	6	7	8	9	10	11

58	11.50% 2009		11.45	10.93	8.95	8.42	7.84	6.91	6.57	6.39	6.25
59	11.99% 2009		11.39	10.76	8.77	7.72	7.68	6.62	6.50	6.12	5.84
60	5.87% 2010		—	—	—	—	—	—	—	—	5.82
61	7.50% 2010		11.68	10.56	7.86	7.28	7.33	6.94	6.62	6.36	6.12
62	7.55% 2010		—	—	—	—	—	6.76	6.36	6.13	5.85
63	8.75% 2010		11.64	10.68	7.87	7.73	7.78	6.98	6.81	6.53	6.38
64	11.30% 2010		—	10.85	8.77	7.94	7.76	6.86	6.57	6.24	5.87
65	11.50% 2010		11.43	10.93	9.25	9.20	7.92	8.14	6.60	6.42	6.07
66	12.25% 2010		12.11	10.76	9.27	8.36	8.16	6.94	6.66	6.43	5.98
67	12.29% 2010		11.47	10.80	9.30	8.17	8.13	6.94	6.59	6.41	5.96
68	8.00% 2011		10.92	10.59	7.82	7.42	7.52	7.23	6.89	6.52	6.27
69	9.39% 2011		—	—	8.44	7.99	7.79	7.03	6.64	6.38	5.98
70	10.95% 2011		—	10.90	8.90	8.24	8.00	7.10	6.76	6.40	6.02
71	11.50% 2011		11.53	11.00	8.79	7.98	7.78	6.95	6.58	6.26	5.88
72	12.00% 2011		11.57	10.98	9.81	..	..	..	..	..	..
73	12.32% 2011		11.51	10.96	9.22	8.43	8.19	7.13	6.78	6.51	6.05
C)	Between 10 and
	15 years
74	6.72% 2007/2012@		—	—	—	—	—	6.45	6.34	6.25	6.11
75	6.85% 2012		—	—	—	—	—	6.95	6.62	6.32	5.97
76	7.40% 2012		—	—	—	—	—	7.07	6.64	6.32	5.98
77	9.40% 2012		—	—	8.24	8.07	7.82	7.12	6.68	6.39	6.01
78	10.25% 2012		11.71	10.50	9.22	8.16	8.28	7.17	6.92	6.51	6.34
79	11.03% 2012		—	10.98	8.92	8.12	7.87	7.11	6.72	6.40	6.03
80	7.27% 2013		—	—	—	—	—	7.09	6.68	6.36	5.98
81	9.00% 2013		11.94	10.73	8.66	7.96	7.95	7.36	6.95	6.65	6.45
82	9.81% 2013		—	—	8.73	8.16	7.92	7.15	6.74	6.41	6.02
83	12.40% 2013		11.70	11.08	9.78	8.62	8.38	7.46	7.27	7.29	..
84	7.37% 2014		—	—	—	—	—	7.23	6.74	6.40	6.02
85	10.00% 2014		10.66	10.52	8.96	8.41	8.21	7.36	7.09	6.83	6.28
86	10.50% 2014		12.03	10.77	9.27	8.78	8.35	7.52	7.43	6.88	6.18
87	11.83% 2014		11.23	11.04	9.39	8.58	8.36	7.42	7.04	6.71	6.23
88	7.38% 2015		—	—	—	—	—	—	—	—	6.05
89	9.85% 2015		—	—	8.19	8.30	8.03	7.29	6.88	6.54	6.09
90	10.47% 2015		—	10.38	9.23	8.37	8.18	7.38	6.96	6.61	6.13
91	10.79% 2015		—	10.77	9.62	8.80	8.35	7.45	7.17	6.75	6.39
92	11.43% 2015		—	11.06	9.34	8.45	8.28	7.43	7.06	6.74	6.16
93	11.50% 2015		11.87	11.07	9.60	8.74	8.43	7.48	7.13	7.02	6.40
94	10.71% 2016		—	—	9.13	8.45	8.17	7.38	6.99	6.63	6.15
95	12.30% 2016		11.64	10.96	9.86	8.80	9.14	6.89	..	7.00	6.52
D)	Over 15 years
96	7.46% 2017		—	—	—	—	—	7.36	6.91	6.59	6.14
97	7.49% 2017		—	—	—	—	—	7.37	6.92	6.60	6.15
98	8.07% 2017		—	—	7.55	—	7.96	7.39	6.95	6.59	6.14
99	6.25% 2018		—	—	—	—	—	—	—	—	6.10
100	10.45% 2018		—	—	9.35	8.58	8.31	7.60	7.20	6.76	6.25
101	12.60% 2018		11.88	11.22	9.95	8.91	8.61	..	7.22	7.00	6.60
102	10.03% 2019		—	—	9.02	8.46	8.33	7.60	7.14	6.84	6.26
103	10.70% 2020		—	11.02	9.48	8.70	8.52	7.71	7.50	6.81	6.40
104	11.60% 2020		—	—	9.81	8.65	8.59	7.88	7.10	..	6.25
105	10.25% 2021		—	—	9.22	8.67	8.38	7.64	7.21	6.84	6.32
106	8.35% 2022		—	—	—	—	—	7.63	7.18	6.85	6.32
107	10.18% 2026		—	—	8.91	8.77	8.47	7.79	7.34	7.01	6.45
108	7.95% 2032		—	—	—	—	—	7.84	7.39	7.02	6.43

@ :		GOI Securities issued with call and put options exercisable on or after 5 years from the date of issue.
* :		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 trading in the relevant security was nil/negligible during the month.
Inst :		Security issued on instalment basis.

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