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Document - 27C. Month-end yield to maturity of SGL Transaction in Central Government dated securities for various residual maturities () or 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 : Nov 22, 2004

(Per cent)

Term to Maturity

 

2003

         

2004

       

(in years)

                       
 

Oct.

Nov.

Dec.

Jan.

Feb.

Mar.

Apr.

May

Jun.

Jul.

Aug.

Sep.

1

2

3

4

5

6

7

8

9

10

11

12

13

                         

1

4.6751

4.4829

4.5529

4.4894

4.2466

4.4462

4.4282

4.6452

4.6048

4.8817

5.1662

5.4571

                         

2

4.7051

4.6022

4.6181

4.5725

4.6660

4.5688

4.5076

4.7794

4.8921

4.9979

5.5347

5.6974

                         

3

4.7347

4.7284

4.6833

4.7597

4.8485

4.6208

4.5869

4.9453

5.1794

5.2792

5.8314

5.8986

4

4.7667

4.8016

4.7682

4.9292

4.9686

4.6816

4.6663

4.9566

5.4222

5.5744

5.9129

6.0164

                         

5

4.8115

4.8638

4.8242

4.9625

5.0167

4.8947

4.8696

4.9758

5.4525

5.9691

6.0254

6.0552

6

5.0114

4.9486

5.1180

5.0333

5.1157

5.0214

5.0791

5.0486

5.6365

6.2368

6.1842

6.1023

                         

7

5.0838

5.0371

5.1454

5.1173

5.2041

5.0928

5.0914

5.2797

5.7365

6.1583

6.3031

6.2469

                         

8

5.0952

5.1090

5.1133

5.1682

5.2423

5.0997

5.0799

5.2605

5.8888

6.2371

6.2248

6.3821

9

5.0991

5.1197

5.1120

5.1834

5.2566

5.1374

5.1067

5.2891

5.8644

6.3623

6.1604

6.3706

                         

10

5.1052

5.1433

5.1368

5.1911

5.2703

5.1542

5.1461

5.3016

5.8677

6.1935

6.1545

6.2446

11

5.1974

5.2400

5.2039

5.2807

5.3655

5.2201

5.3638

5.4478

5.9796

6.2714

6.2459

6.5202

                         

12

5.2682

5.4496

5.4363

5.4028

5.4989

5.3169

5.3085

5.5801

6.0788

6.4176

6.5286

6.5481

                         

13

5.3675

5.6138

5.5022

5.5414

5.6459

5.4149

5.4088

5.6749

6.2433

6.5835

6.6599

6.4759

14

5.4889

5.6451

5.5749

5.6016

5.7319

5.4873

5.4771

5.7614

6.2826

6.6224

6.7009

6.5668

                         

15

5.5587

5.7375

5.6195

5.7355

5.8179

5.6013

5.5341

5.8635

6.2982

6.6497

6.7418

6.7054

16

5.6432

5.8689

5.6926

6.0124

5.9218

5.7437

5.6280

6.0013

6.3541

6.6770

6.7828

6.8439

                         

17

5.7288

5.9401

5.7887

6.0986

5.9646

5.8812

5.6715

6.1397

6.3835

6.7109

6.8238

6.9625

                         

18

5.7996

5.9975

5.8849

6.0551

6.0074

5.8497

5.7149

6.1174

6.4128

6.7584

6.8643

7.0408

19

5.8268

5.9899

5.9304

6.0351

6.0102

5.8387

5.7478

5.9536

6.4435

6.7320

6.8624

—

                         

20

5.8199

5.9268

5.9432

6.0602

6.0189

5.8909

5.7694

5.9456

6.5005

—

6.8951

—

21

5.8387

—

5.9549

6.0913

6.0299

5.9569

5.7895

5.9425

6.5576

—

6.9279

—

                         

22

5.8576

—

5.9666

6.1224

6.0408

6.0228

5.8097

5.9395

6.6146

—

6.9606

—

                         

23

5.8764

—

5.9784

6.1260

6.0518

6.0147

5.8298

5.9364

6.6060

—

6.9933

—

24

5.8953

—

5.9901

6.0858

6.0627

5.9512

5.8500

5.9333

6.5810

—

7.0261

—

                         

25

5.9100

—

6.0018

6.1164

6.1233

5.9768

—

—

—

—

7.0588

—

26

5.9189

—

—

—

—

5.9753

—

—

—

—

7.0916

—

                         

27

5.9277

—

—

—

—

5.9738

—

—

—

—

7.1243

—

                         

28

5.9366

—

—

—

—

5.9723

—

—

—

—

7.1570

—

29

5.9455

—

—

—

—

5.9708

—

—

—

—

7.1898

—

                         

30

—

—

—

—

—

—

—

—

—

—

7.2225

—

See ‘Notes on Tables’.

                     



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