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Document - No. 27 C : Month-End Yield to Maturity of Sgl Transactions in Central Government Dated Securities For Various Residual Maturities () or PDF - No. 27 C : Month-End Yield to Maturity of Sgl Transactions in Central Government Dated Securities For Various Residual Maturities ()
No. 27 C : Month-End Yield to Maturity of Sgl Transactions in Central Government Dated Securities For Various Residual Maturities
Date : Apr 17, 2003

(Per cent)

Term to Maturity

2002

2003

(in years)

Mar.

Apr.

May

Jun.

Jul.

Aug.

Sep.

Oct.

Nov.

Dec.

Jan.

Feb.

1

2

3

4

5

6

7

8

9

10

11

12

13

1

5.7633

6.3246

6.8175

6.2956

6.2149

5.9593

5.8572

5.7670

5.5128

5.6200

5.7205

   5.8786

2

6.2423

6.3306

6.9915

6.5471

6.3449

6.0937

5.9803

5.8310

5.5888

5.6220

5.8308

5.9814

3

6.4009

6.4957

7.0328

6.6358

6.3680

6.1983

6.1035

5.9174

5.6849

5.6585

5.8751

6.0965

             

4

6.4860

6.5736

7.1345

6.8168

6.5182

6.2614

6.2266

6.0654

5.8286

5.6949

5.9809

5.9422

5

6.6247

6.7330

7.2588

7.0366

6.6733

6.4472

6.3709

6.2123

5.9744

5.7350

6.0868

5.9722

6

6.7647

6.8923

7.3831

7.3288

6.8284

6.6154

6.5656

6.4014

6.1150

5.8130

6.2307

6.2173

             

7

7.1103

7.0887

7.4907

7.2178

6.9775

6.7752

6.7810

6.5923

6.1586

5.8772

6.2958

6.1497

8

7.1640

7.3039

7.5598

7.3344

7.1355

6.9401

6.9525

6.7489

6.2701

5.9699

6.3312

6.2807

9

7.2465

7.3663

7.6458

7.6228

7.3200

7.1165

7.1423

6.9241

6.4672

6.0806

6.3341

6.2835

             

10

7.3437

7.3952

7.6529

7.5701

7.3733

7.1560

7.1976

6.9791

6.4573

6.0818

6.3390

6.2321

11

7.3950

7.4478

7.8250

7.6259

7.4316

7.2499

7.2645

7.0335

6.5705

6.1888

6.3879

6.3388

12

7.4307

7.6279

7.9195

7.8526

7.6007

7.3662

7.4753

7.0894

6.6403

6.3086

6.4341

6.4622

             

13

7.4667

7.7059

8.0139

7.9772

7.6046

7.4352

7.3963

7.1518

6.7054

6.1890

6.4697

6.5401

14

7.5998

7.7817

8.0326

7.8970

7.6173

7.4123

7.4134

7.2324

6.7424

6.2549

6.4812

6.5580

15

7.6597

7.4747

7.8488

7.7558

7.6746

7.5151

7.4627

7.2990

6.8702

6.3037

6.5284

6.6529

             

16

7.7092

7.8138

8.0361

7.8611

7.7261

7.6018

7.6586

7.3605

6.9453

6.3574

6.5723

6.6870

17

7.7586

7.9697

8.1546

7.9663

7.7776

7.6245

7.6877

7.3911

6.9731

6.4428

6.5810

6.6726

18

7.8081

7.9189

8.2732

8.0715

7.8291

7.7515

7.7168

7.4217

7.0253

6.4544

6.5512

6.6191

             

19

7.8576

7.8680

8.3917

8.1710

7.8758

7.6871

7.7458

7.4383

7.0270

6.4302

6.6441

6.7031

20

7.8807

—

8.4249

8.2017

7.8990

7.6857

7.7744

7.4533

7.0278

6.4519

6.7012

6.7689

21

7.8986

—

8.4581

8.2204

7.9222

7.7238

7.8029

7.4891

7.0710

6.4836

6.7198

6.8172

             

22

7.9165

—

8.4912

8.2390

7.9454

7.7618

7.8315

7.5249

7.1141

6.5153

6.7383

6.8654

23

7.9344

—

8.5244

8.2577

7.9686

7.7999

7.8601

7.5607

7.1573

6.5470

6.7569

6.9137

24

7.9523

—

8.5576

8.2764

7.9918

7.8379

7.8878

7.5928

7.1910

6.5699

6.7729

6.9349

             

25

7.9702

—

—

—

—

7.8515

7.8970

7.6025

7.1903

6.5727

6.7849

6.9247

26

—

—

—

—

—

7.8643

7.9062

7.6122

7.1896

6.5755

6.7970

6.9145

27

—

—

—

—

—

7.8771

7.9154

7.6219

7.1889

6.5783

6.8090

6.9043

             

28

—

—

—

—

—

7.8899

7.9246

7.6315

7.1883

6.5811

6.8210

6.8941

29

—

—

—

—

—

7.9027

7.9338

7.6412

7.1876

6.5839

6.8331

6.8839

30

—

—

—

—

—

7.9155

7.9430

7.6509

7.1869

6.5867

6.8451

6.8737

See ‘Notes on Tables’.


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