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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 : Mar 11, 2004

(Per cent)

Term to Maturity

2003

2004

(in years)

Feb.

Mar.

Apr.

May

Jun.

Jul.

Aug.

Sep.

Oct.

Nov.

Dec.

Jan.

1

2

3

4

5

6

7

8

9

10

11

12

13

1

5.8786

5.6192

4.9818

5.1133

5.2334

4.8239

4.7669

4.6904

4.6751

4.4829

4.5529

4.4894

2

5.9814

5.7348

5.1100

5.2457

5.1436

4.9737

4.7734

4.7850

4.7051

4.6022

4.6181

4.5725

3

6.0965

5.9434

5.3307

5.2937

5.2050

5.0936

4.8343

4.7954

4.7347

4.7284

4.6833

4.7597

4

5.9422

5.9290

5.4211

5.3348

5.2879

5.1604

4.8926

4.7823

4.7667

4.8016

4.7682

4.9292

5

5.9722

5.9129

5.5364

5.3575

5.3709

5.2754

4.9498

4.8149

4.8115

4.8638

4.8242

4.9625

6

6.2173

6.1641

5.7430

5.4537

5.5333

5.3478

5.0268

5.0741

5.0114

4.9486

5.1180

5.0333

7

6.1497

6.1868

5.8950

5.5930

5.7942

5.4608

5.1176

5.1681

5.0838

5.0371

5.1454

5.1173

8

6.2807

6.2470

5.9623

5.7130

5.7816

5.5780

5.2163

5.1674

5.0952

5.1090

5.1133

5.1682

9

6.2835

6.1924

5.9884

5.7682

5.7254

5.6104

5.2306

5.2129

5.0991

5.1197

5.1120

5.1834

10

6.2321

6.1936

5.9053

5.8479

5.7329

5.6206

5.2620

5.2589

5.1052

5.1433

5.1368

5.1911

11

6.3388

6.2713

5.9838

5.8711

5.7780

5.8487

5.4864

5.3404

5.1974

5.2400

5.2039

5.2807

12

6.4622

6.3622

6.0793

5.9148

5.8505

5.8280

5.3924

5.4111

5.2682

5.4496

5.4363

5.4028

13

6.5401

6.4444

6.1483

5.9562

5.9195

5.8309

5.5153

5.5038

5.3675

5.6138

5.5022

5.5414

14

6.5580

6.5133

6.1879

5.9884

5.9718

5.8968

5.5772

5.5987

5.4889

5.6451

5.5749

5.6016

15

6.6529

6.5970

6.2320

6.0129

6.0209

5.9101

5.6308

5.6649

5.5587

5.7375

5.6195

5.7355

16

6.6870

6.6987

6.2861

6.0454

6.0732

5.9283

5.6942

5.7182

5.6432

5.8689

5.6926

6.0124

17

6.6726

6.8167

6.3401

6.0779

6.1255

6.0201

5.8191

5.8786

5.7288

5.9401

5.7887

6.0986

18

6.6191

6.7796

6.3942

6.1104

6.1691

6.1024

5.9058

5.9742

5.7996

5.9975

5.8849

6.0551

19

6.7031

6.6852

6.3446

6.1390

6.1017

6.0474

5.8393

5.9244

5.8268

5.9899

5.9304

6.0351

20

6.7689

6.6996

6.3462

6.0917

6.0090

6.0172

5.8110

5.9250

5.8199

5.9268

5.9432

6.0602

21

6.8172

6.7179

6.3503

6.1045

—

6.0278

5.8322

5.9395

5.8387

—

5.9549

6.0913

22

6.8654

6.7361

6.3544

6.1172

—

6.0384

5.8535

5.9540

5.8576

—

5.9666

6.1224

23

6.9137

6.7544

6.3585

6.1300

—

6.0490

5.8747

5.9684

5.8764

—

5.9784

6.1260

24

6.9349

6.7695

6.3626

6.1428

—

6.0596

5.8959

5.9829

5.8953

—

5.9901

6.0858

25

6.9247

6.7822

6.3667

6.1555

—

6.0732

5.9176

5.9994

5.9100

—

6.0018

6.1164

26

6.9145

6.7949

6.3709

6.1683

—

6.1032

5.9397

6.0177

5.9189

—

—

—

27

6.9043

6.8076

6.3750

6.1811

—

6.1331

5.9618

6.0360

5.9277

—

—

—

28

6.8941

6.8202

6.3791

6.1938

—

6.1631

5.9839

6.0544

5.9366

—

—

—

29

6.8839

6.8329

6.3832

6.2066

—

6.1931

6.0060

6.0727

5.9455

—

—

—

30

6.8737

6.8456

6.3873

6.2193

—

6.2230

6.0281

6.0910

—

—

—

—

See ‘Notes on Tables’.



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