Skip to main content

RBI Bulletin


Search Archives
Section

PDF - 27C. Month-end yield to maturity of SGL Transaction in Central Government dated securities for various residual maturities ()
27C. Month-end yield to maturity of SGL Transaction in Central Government dated securities for various residual maturities
Date : Feb 17, 2004

(Per cent)

Term to Maturity

            

2003

          

(in years)

Jan.

Feb.

Mar.

Apr.

May

Jun.

Jul.

Aug.

Sep.

Oct.

Nov.

Dec.

1

2

3

4

5

6

7

8

9

10

11

12

13
                         

1

5.7205

5.8786

5.6192

4.9818

5.1133

5.2334

4.8239

4.7669

4.6904

4.6751

4.4829

4.5529

2

5.8308

5.9814

5.7348

5.1100

5.2457

5.1436

4.9737

4.7734

4.7850

4.7051

4.6022

4.6181

3

5.8751

6.0965

5.9434

5.3307

5.2937

5.2050

5.0936

4.8343

4.7954

4.7347

4.7284

4.6833

4

5.9809

5.9422

5.9290

5.4211

5.3348

5.2879

5.1604

4.8926

4.7823

4.7667

4.8016

4.7682

5

6.0868

5.9722

5.9129

5.5364

5.3575

5.3709

5.2754

4.9498

4.8149

4.8115

4.8638

4.8242

6

6.2307

6.2173

6.1641

5.7430

5.4537

5.5333

5.3478

5.0268

5.0741

5.0114

4.9486

5.1180

7

6.2958

6.1497

6.1868

5.8950

5.5930

5.7942

5.4608

5.1176

5.1681

5.0838

5.0371

5.1454

8

6.3312

6.2807

6.2470

5.9623

5.7130

5.7816

5.5780

5.2163

5.1674

5.0952

5.1090

5.1133

9

6.3341

6.2835

6.1924

5.9884

5.7682

5.7254

5.6104

5.2306

5.2129

5.0991

5.1197

5.1120

10

6.3390

6.2321

6.1936

5.9053

5.8479

5.7329

5.6206

5.2620

5.2589

5.1052

5.1433

5.1368

11

6.3879

6.3388

6.2713

5.9838

5.8711

5.7780

5.8487

5.4864

5.3404

5.1974

5.2400

5.2039

12

6.4341

6.4622

6.3622

6.0793

5.9148

5.8505

5.8280

5.3924

5.4111

5.2682

5.4496

5.4363

13

6.4697

6.5401

6.4444

6.1483

5.9562

5.9195

5.8309

5.5153

5.5038

5.3675

5.6138

5.5022

14

6.4812

6.5580

6.5133

6.1879

5.9884

5.9718

5.8968

5.5772

5.5987

5.4889

5.6451

5.5749

15

6.5284

6.6529

6.5970

6.2320

6.0129

6.0209

5.9101

5.6308

5.6649

5.5587

5.7375

5.6195

16

6.5723

6.6870

6.6987

6.2861

6.0454

6.0732

5.9283

5.6942

5.7182

5.6432

5.8689

5.6926

17

6.5810

6.6726

6.8167

6.3401

6.0779

6.1255

6.0201

5.8191

5.8786

5.7288

5.9401

5.7887

18

6.5512

6.6191

6.7796

6.3942

6.1104

6.1691

6.1024

5.9058

5.9742

5.7996

5.9975

5.8849

19

6.6441

6.7031

6.6852

6.3446

6.1390

6.1017

6.0474

5.8393

5.9244

5.8268

5.9899

5.9304

20

6.7012

6.7689

6.6996

6.3462

6.0917

6.0090

6.0172

5.8110

5.9250

5.8199

5.9268

5.9432

21

6.7198

6.8172

6.7179

6.3503

6.1045

—

6.0278

5.8322

5.9395

5.8387

—

5.9549

22

6.7383

6.8654

6.7361

6.3544

6.1172

—

6.0384

5.8535

5.9540

5.8576

—

5.9666

23

6.7569

6.9137

6.7544

6.3585

6.1300

—

6.0490

5.8747

5.9684

5.8764

—

5.9784

24

6.7729

6.9349

6.7695

6.3626

6.1428

—

6.0596

5.8959

5.9829

5.8953

—

5.9901

25

6.7849

6.9247

6.7822

6.3667

6.1555

—

6.0732

5.9176

5.9994

5.9100

—

6.0018

26

6.7970

6.9145

6.7949

6.3709

6.1683

—

6.1032

5.9397

6.0177

5.9189

—

—

27

6.8090

6.9043

6.8076

6.3750

6.1811

—

6.1331

5.9618

6.0360

5.9277

—

—

28

6.8210

6.8941

6.8202

6.3791

6.1938

—

6.1631

5.9839

6.0544

5.9366

—

—

29

6.8331

6.8839

6.8329

6.3832

6.2066

—

6.1931

6.0060

6.0727

5.9455

—

—

30

6.8451

6.8737

6.8456

6.3873

6.2193

—

6.2230

6.0281

6.0910

—

—

—


See ‘Notes on Tables’.



Archives

Top
Back to previous page