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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 : Jan 13, 2004

(Per cent)

Term to Maturity

2002

2003

(in years)

Dec.

Jan.

Feb.

Mar.

Apr.

May

Jun.

Jul.

Aug.

Sep.

Oct.

Nov.

1

2

3

4

5

6

7

8

9

10

11

12

13
                         

1

5.6200

5.7205

5.8786

5.6192

4.9818

5.1133

5.2334

4.8239

4.7669

4.6904

4.6751

4.4829
                         

2

5.6220

5.8308

5.9814

5.7348

5.1100

5.2457

5.1436

4.9737

4.7734

4.7850

4.7051

4.6022
                         

3

5.6585

5.8751

6.0965

5.9434

5.3307

5.2937

5.2050

5.0936

4.8343

4.7954

4.7347

4.7284
                         

4

5.6949

5.9809

5.9422

5.9290

5.4211

5.3348

5.2879

5.1604

4.8926

4.7823

4.7667

4.8016
                         

5

5.7350

6.0868

5.9722

5.9129

5.5364

5.3575

5.3709

5.2754

4.9498

4.8149

4.8115

4.8638
                         

6

5.8130

6.2307

6.2173

6.1641

5.7430

5.4537

5.5333

5.3478

5.0268

5.0741

5.0114

4.9486
                         

7

5.8772

6.2958

6.1497

6.1868

5.8950

5.5930

5.7942

5.4608

5.1176

5.1681

5.0838

5.0371
                         

8

5.9699

6.3312

6.2807

6.2470

5.9623

5.7130

5.7816

5.5780

5.2163

5.1674

5.0952

5.1090
                         

9

6.0806

6.3341

6.2835

6.1924

5.9884

5.7682

5.7254

5.6104

5.2306

5.2129

5.0991

5.1197
                         

10

6.0818

6.3390

6.2321

6.1936

5.9053

5.8479

5.7329

5.6206

5.2620

5.2589

5.1052

5.1433
                         

11

6.1888

6.3879

6.3388

6.2713

5.9838

5.8711

5.7780

5.8487

5.4864

5.3404

5.1974

5.2400
                         

12

6.3086

6.4341

6.4622

6.3622

6.0793

5.9148

5.8505

5.8280

5.3924

5.4111

5.2682

5.4496
                         

13

6.1890

6.4697

6.5401

6.4444

6.1483

5.9562

5.9195

5.8309

5.5153

5.5038

5.3675

5.6138
                         

14

6.2549

6.4812

6.5580

6.5133

6.1879

5.9884

5.9718

5.8968

5.5772

5.5987

5.4889

5.6451
                         

15

6.3037

6.5284

6.6529

6.5970

6.2320

6.0129

6.0209

5.9101

5.6308

5.6649

5.5587

5.7375
                         

16

6.3574

6.5723

6.6870

6.6987

6.2861

6.0454

6.0732

5.9283

5.6942

5.7182

5.6432

5.8689
                         

17

6.4428

6.5810

6.6726

6.8167

6.3401

6.0779

6.1255

6.0201

5.8191

5.8786

5.7288

5.9401
                         

18

6.4544

6.5512

6.6191

6.7796

6.3942

6.1104

6.1691

6.1024

5.9058

5.9742

5.7996

5.9975
                         

19

6.4302

6.6441

6.7031

6.6852

6.3446

6.1390

6.1017

6.0474

5.8393

5.9244

5.8268

5.9899
                         

20

6.4519

6.7012

6.7689

6.6996

6.3462

6.0917

6.0090

6.0172

5.8110

5.9250

5.8199

5.9268
                         

21

6.4836

6.7198

6.8172

6.7179

6.3503

6.1045

—

6.0278

5.8322

5.9395

5.8387

—
                         

22

6.5153

6.7383

6.8654

6.7361

6.3544

6.1172

—

6.0384

5.8535

5.9540

5.8576

—
                         

23

6.5470

6.7569

6.9137

6.7544

6.3585

6.1300

—

6.0490

5.8747

5.9684

5.8764

—
                         

24

6.5699

6.7729

6.9349

6.7695

6.3626

6.1428

—

6.0596

5.8959

5.9829

5.8953

—
                         

25

6.5727

6.7849

6.9247

6.7822

6.3667

6.1555

—

6.0732

5.9176

5.9994

5.9100

—
                         

26

6.5755

6.7970

6.9145

6.7949

6.3709

6.1683

—

6.1032

5.9397

6.0177

5.9189

—
                         

27

6.5783

6.8090

6.9043

6.8076

6.3750

6.1811

—

6.1331

5.9618

6.0360

5.9277

—
                         

28

6.5811

6.8210

6.8941

6.8202

6.3791

6.1938

—

6.1631

5.9839

6.0544

5.9366

—
                         

29

6.5839

6.8331

6.8839

6.8329

6.3832

6.2066

—

6.1931

6.0060

6.0727

5.9455

—
                         

30

6.5867

6.8451

6.8737

6.8456

6.3873

6.2193

—

6.2230

6.0281

6.0910

—

—

See ‘Notes on Tables’.

                      



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