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PDF - 28. Redemption yield on Government of India securities based on SGL Transactions ()
28. Redemption yield on Government of India securities based on SGL Transactions
Date : Mar 11, 2004

(Per cent per annum)

Sr. No

Nomenclature of the loan

2000-01

2001-02

2002-03

2002-2003

2003-2004

Dec.

Jan.

Oct.

Nov.

Dec.

Jan.

1

2

3

4

5

6

7

8

9

10

11

 

Terminable

 

A)

Under 5 years

 

1

6.50% 2004

10.30

7.72

6.87

5.53

6.33

..

..

..

4.46

2

9.50% 2004

10.07

7.18

6.29

..

5.53

5.38

..

..

..

3

11.00% 2004

..

..

6.16

..

..

..

..

..

..

4

11.30% 2004

10.08

7.39

6.15

..

..

..

..

4.60

..

5

11.50% 2004

10.08

7.99

5.80

5.50

5.32

5.37

4.65

..

4.49

6

11.57% 2004

9.47

7.04

..

..

..

..

..

..

..

7

11.75% 2004

10.14

8.06

6.28

..

..

..

4.66

4.57

..

8

11.95% 2004

10.23

8.15

6.05

5.73

5.52

..

4.59

5.10

4.51

9

11.98% 2004

10.22

7.88

6.32

5.68

5.53

4.53

4.48

4.51

4.39

10

12.35% 2004

9.77

6.67

6.42

5.67

..

..

..

..

..

11

12.50% 2004

10.15

7.53

6.07

5.61

5.46

4.79

4.61

4.33

4.34

12

12.59% 2004

10.11

7.71

6.32

5.76

5.52

4.64

4.67

..

4.50

13

6.50% 2005

11.27

6.55

7.44

6.13

..

..

..

5.26

4.84

14

8.25% 2005

10.53

7.37

5.96

..

5.52

4.81

..

..

..

15

9.90% 2005

10.21

7.87

6.19

5.66

..

4.63

4.70

4.45

4.41

16

10.20% 2005

10.15

8.03

6.07

5.66

5.55

4.56

4.53

4.60

4.34

17

10.50% 2005

10.45

8.50

6.35

..

6.47

..

5.07

6.00

..

18

11.19% 2005

10.25

7.82

6.56

5.64

5.53

4.56

4.61

4.48

4.49

19

11.25% 2005

10.34

7.83

6.09

..

..

..

4.74

4.53

..

20

13.75% 2005

10.95

6.79

6.81

..

..

..

..

..

..

21

14.00% 2005

10.72

8.38

6.38

5.69

5.68

5.46

4.70

4.74

4.60

22

14.00% 2005 (Inst)

10.47

8.59

6.56

5.89

5.12

..

..

3.93

4.56

23

4.83% 2006

4.78

4.70

4.56

4.59

24

6.75% 2006

11.58

8.86

6.34

6.00

6.15

4.67

..

5.97

6.27

25

7.01% 2006

6.93

..

..

..

..

..

..

..

26

11.00% 2006

10.55

7.92

6.90

5.94

5.55

4.61

4.55

4.64

4.50

27

11.25% 2006

..

..

..

..

..

..

..

..

..

28

11.50% 2006

10.27

8.13

6.61

5.85

5.72

..

..

..

4.76

29

11.68% 2006

10.42

7.86

6.34

5.74

5.54

4.68

4.71

4.58

4.60

30

11.75% 2006

10.41

8.06

6.37

5.96

5.55

4.60

..

4.57

4.62

31

13.85% 2006

10.90

8.38

6.81

6.27

5.77

4.70

4.96

4.73

4.28

32

13.85% 2006 (Inst)

10.56

8.73

6.92

6.10

..

..

..

..

..

33

14.00% 2006

10.72

8.71

6.68

6.38

6.52

..

..

..

4.13

34

6.75% 2007

11.41

7.81

6.74

6.65

6.75

..

..

6.00

5.45

35

11.50% 2007

10.42

8.30

6.65

6.00

..

..

4.85

..

..

36

11.90% 2007

10.41

8.24

6.62

5.86

5.61

4.67

4.77

4.69

4.73

37

12.50% 2007

10.84

8.91

6.96

..

..

..

..

4.82

4.85

38

13.05% 2007

10.62

8.37

6.48

6.05

5.78

4.77

4.91

4.79

4.69

39

13.65% 2007

10.72

8.26

6.26

6.40

5.81

..

..

..

..

40

6.00% 2008

..

..

..

..

41

9.50% 2008

10.26

8.62

6.75

6.51

6.22

4.81

5.02

4.79

4.75

42

10.80% 2008

10.71

8.47

6.80

..

..

..

..

..

4.70

43

11.40% 2008

10.74

8.26

6.57

6.05

5.70

4.72

4.81

4.79

4.77

44

11.50% 2008

10.57

8.96

7.03

..

..

4.80

4.92

5.07

4.73

45

12.00% 2008

10.60

8.70

6.65

6.09

5.83

4.80

4.91

4.90

4.82

46

12.10% 2008

10.84

8.71

6.49

..

5.76

..

..

..

4.78

47

12.15% 2008

10.55

9.06

6.90

..

..

..

..

5.39

..

48

12.22% 2008

10.67

9.43

6.52

..

..

..

..

4.91

5.00

49

12.25% 2008

10.59

9.07

6.74

6.26

5.91

4.79

5.25

4.94

4.73

B)

Between 5 and 10 years

50

5.48% 2009

4.72

4.91

4.85

4.80

51

6.65% 2009

6.69

6.03

5.82

4.83

4.99

4.86

4.84

52

6.99% 2009

6.99

6.97

..

..

..

..

..

..

53

7.00% 2009

10.57

7.72

6.62

6.39

6.07

5.07

5.04

5.29

5.00

54

11.50% 2009

10.93

8.95

6.95

6.39

6.25

5.03

5.06

5.09

5.05

55

11.99% 2009

10.76

8.77

6.78

6.12

5.84

4.79

4.88

4.89

4.87

56

5.87% 2010

5.90

5.82

4.88

4.97

5.02

4.98

57

6.00% 2010

..

..

..

..

58

6.20% 2010

..

..

..

..

59

7.50% 2010

10.56

7.86

6.74

6.36

6.12

5.15

5.24

5.39

5.20

60

7.55% 2010

6.70

6.13

5.85

4.88

4.97

5.00

4.96

 

 

(Per cent per annum)

Sr. No.

Nomenclature of the loan

2000-01

2001-02

2002-03

2002-2003

2003-2004

Dec.

Jan.

Oct.

Nov.

Dec.

Jan.

1

2

3

4

5

6

7

8

9

10

11

61

8.75% 2010

10.68

7.87

6.83

6.53

6.38

5.29

4.41

5.37

6.00

62

11.30% 2010

10.85

8.77

6.99

6.24

5.87

4.95

5.03

5.08

5.03

63

11.50% 2010

10.93

9.25

6.84

6.42

6.07

5.07

5.16

5.26

5.21

64

12.25% 2010

10.76

9.27

7.05

6.43

5.98

5.63

5.36

5.25

5.14

65

12.29% 2010

10.80

9.30

6.98

6.41

5.96

5.05

5.10

5.22

5.15

66

5.03% 2011

..

..

..

..

67

8.00% 2011

10.59

7.82

6.93

6.52

6.27

5.21

5.40

5.22

5.25

68

9.39% 2011

8.44

6.90

6.38

5.98

5.02

5.07

5.14

5.09

69

10.95% 2011

10.90

8.90

6.97

6.40

6.02

5.07

5.10

5.18

5.12

70

11.50% 2011

11.00

8.79

6.86

6.26

5.88

4.90

4.97

5.05

4.96

71

12.00% 2011

10.98

9.81

7.42

..

..

..

5.39

5.43

..

72

12.32% 2011

10.96

9.22

7.14

6.51

6.05

5.13

5.21

5.36

5.26

73

6.72% 2007/2012@

6.45

6.25

6.11

5.18

5.43

5.74

5.39

74

6.85% 2012

6.73

6.32

5.97

5.06

5.10

5.17

5.12

75

7.40% 2012

6.89

6.32

5.98

5.05

5.09

5.15

5.10

76

9.40% 2012

8.24

6.95

6.39

6.01

5.08

5.13

5.21

5.15

77

10.25% 2012

10.50

9.22

7.09

6.51

6.34

5.31

5.36

5.50

5.29

78

11.03% 2012

10.98

8.92

7.03

6.40

6.03

5.10

5.13

5.21

5.16

79

7.27% 2013

6.47

6.36

5.98

5.07

5.10

5.17

5.13

80

9.00% 2013

10.73

8.66

7.25

6.65

6.45

5.45

5.47

5.34

5.28

81

9.81% 2013

8.73

7.01

6.41

6.02

5.09

5.13

5.22

5.15

82

12.40% 2013

11.08

9.78

7.38

7.29

..

5.38

5.27

5.44

5.45

C)

Between 10 and

                 
 

15 years

                 

83

6.72% 2014

5.12

5.15

5.21

5.15

84

7.37% 2014

6.82

6.40

6.02

5.13

5.15

5.21

5.14

85

10.00% 2014

10.52

8.96

7.12

6.83

6.28

5.58

5.43

5.44

5.43

86

10.50% 2014

10.77

9.27

7.36

6.88

6.18

5.93

5.35

5.46

5.36

87

11.83% 2014

11.04

9.39

7.40

6.71

6.23

5.50

5.48

5.58

5.49

88

7.38% 2015

6.32

6.05

5.21

5.26

5.35

5.22

89

9.85% 2015

8.19

7.17

6.54

6.09

5.24

5.28

5.38

5.28

90

10.47% 2015

10.38

9.23

7.29

6.61

6.13

5.36

5.46

5.58

5.57

91

10.79% 2015

10.77

9.62

7.20

6.75

6.39

5.43

..

5.61

5.51

92

11.43% 2015

11.06

9.34

7.41

6.74

6.16

5.50

5.50

5.69

5.56

93

11.50% 2015

11.07

9.60

7.73

7.02

6.40

5.55

5.65

5.68

5.60

94

10.71% 2016

9.13

7.31

6.63

6.15

5.47

5.57

5.69

5.58

95

12.30% 2016

10.96

9.86

7.78

7.00

6.52

..

..

..

5.91

96

7.46% 2017

6.84

6.59

6.14

5.40

5.49

5.62

5.49

97

7.49% 2017

7.14

6.60

6.15

5.41

5.56

5.68

5.54

98

8.07% 2017

7.55

7.18

6.59

6.14

5.40

5.50

5.63

5.49

99

5.69% 2018

5.45

5.51

5.65

5.55

100

6.25% 2018

6.22

6.10

5.44

5.58

5.73

5.59

101

10.45% 2018

9.35

7.28

6.76

6.25

5.67

5.78

..

5.90

102

12.60% 2018

11.22

9.95

7.34

7.00

6.60

..

..

..

..

D)

Over 15 years

                 

103

6.05% 2019

5.49

5.66

5.79

5.70

104

10.03% 2019

9.02

7.15

6.84

6.26

5.69

5.81

5.98

5.94

105

6.35% 2020

5.54

5.75

5.91

5.80

106

10.70% 2020

11.02

9.48

7.57

6.81

6.40

5.84

5.86

6.13

6.05

107

11.60% 2020

9.81

7.54

..

6.25

5.79

5.81

6.05

6.11

108

10.25% 2021

9.22

7.45

6.84

6.32

5.82

5.94

6.07

6.05

109

5.87% 2022

5.92

110

8.35% 2022

7.41

6.85

6.32

5.73

5.94

6.02

5.96

111

6.17% 2023

5.70

5.86

5.98

5.93

112

6.30% 2023

5.72

5.87

5.96

5.97

113

10.18% 2026

8.91

7.58

7.01

6.45

5.93

6.00

6.17

6.08

114

6.01% 2028

5.80

5.92

6.10

6.02

115

6.13% 2028

5.81

5.94

6.06

6.05

116

7.95% 2032

7.23

7.02

6.43

5.89

5.99

6.19

6.09

@ :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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