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Document - 28. Redemption yield on Government of India securities based on SGL Transactions () or 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 : Nov 22, 2004

(Per cent per annum)

Sr.

Nomenclature

2001-02

2002-03

2003-04

2003

   

2004

   

No.

of the loan

                 
         

Aug.

Sep.

Jun.

Jul.

Aug.

Sep.

1

2

3

4

5

6

7

8

9

10

11

                     
 

Terminable

                 

A)

Under 5 years

                 

1

11.30% 2004

7.39

6.15

4.80

..

..

..

4.90

..

..

2

6.18% 2005

4.56

4.76

5.18

5.14

3

6.50% 2005

6.55

7.44

5.37

..

4.79

4.66

4.80

5.47

..

4

8.25% 2005

7.37

5.96

5.07

..

4.85

..

..

..

..

5

9.90% 2005

7.87

6.19

4.98

4.80

4.78

4.77

4.79

5.08

5.06

6

10.20% 2005

8.03

6.07

4.61

4.75

4.68

4.70

..

5.11

5.33

7

10.50% 2005

8.50

6.35

5.54

..

..

..

..

..

..

8

11.19% 2005

7.82

6.56

4.81

4.93

4.74

4.59

4.84

5.09

5.12

9

11.25% 2005

7.83

6.09

5.15

..

4.83

4.66

4.86

6.01

..

10

13.75% 2005

6.79

6.81

5.27

4.88

..

4.78

6.09

4.86

..

11

14.00% 2005

8.38

6.38

5.20

5.21

..

5.01

5.70

6.23

5.86

12

14.00% 2005 (Inst)

8.59

6.56

5.14

..

..

5.11

5.96

7.15

5.84

13

4.83% 2006

4.65

4.62

5.00

5.19

5.30

14

6.75% 2006

8.86

6.34

5.35

..

5.10

..

5.08

6.49

6.18

15

7.01% 2006

6.93

..

..

..

..

..

..

..

..

16

11.00% 2006

7.92

6.90

4.92

4.92

4.80

4.79

4.99

5.94

5.46

17

11.25% 2006

..

..

..

..

..

..

..

..

..

18

11.50% 2006

8.13

6.61

5.22

4.93

5.15

4.91

5.16

5.70

5.53

19

11.68% 2006

7.86

6.34

4.95

4.99

4.80

4.95

5.05

5.51

5.44

20

11.75% 2006

8.06

6.37

4.99

4.97

4.77

5.55

5.13

5.47

5.54

21

13.85% 2006

8.38

6.81

4.95

5.01

4.73

4.79

..

5.99

6.32

22

13.85% 2006 (Inst)

8.73

6.92

5.53

..

..

4.77

5.42

5.54

5.48

23

14.00% 2006

8.71

6.68

5.09

5.58

4.89

4.87

4.87

5.56

5.87

24

6.75% 2007

7.81

6.74

5.37

5.56

..

4.97

..

5.93

5.87

25

11.50% 2007

8.30

6.65

5.24

..

5.05

4.90

5.36

6.02

5.85

26

11.90% 2007

8.24

6.62

4.96

5.01

4.87

5.02

5.33

5.84

5.77

27

12.50% 2007

8.91

6.96

5.00

..

..

5.11

..

..

5.80

28

13.05% 2007

8.37

6.48

5.00

5.15

4.98

4.95

5.81

6.03

5.82

29

13.65% 2007

8.26

6.26

5.23

..

..

4.84

5.42

..

..

30

6.00% 2008

5.66

5.78

5.25

..

..

..

..

31

9.50% 2008

8.62

6.75

5.16

5.15

4.95

4.90

5.43

6.28

6.23

32

10.80% 2008

8.47

6.80

5.67

..

5.33

..

..

..

..

33

11.40% 2008

8.26

6.57

5.06

5.23

4.89

5.10

5.45

6.05

5.91

34

11.50% 2008

8.96

7.03

5.19

..

5.30

5.25

6.31

6.26

6.11

35

12.00% 2008

8.70

6.65

5.13

5.18

4.92

5.36

5.42

6.15

6.06

36

12.10% 2008

8.71

6.49

4.90

..

5.26

5.25

..

6.29

..

37

12.15% 2008

9.06

6.90

5.39

..

..

..

5.24

..

..

38

12.22% 2008

9.43

6.52

5.39

5.26

5.02

5.55

..

..

6.00

39

12.25% 2008

9.07

6.74

5.31

..

5.30

5.29

5.49

6.14

6.09

B)

Between 5 and

                 
 

10 years

                 

40

5.48% 2009

4.82

5.23

..

6.30

..

41

6.65% 2009

6.69

5.15

5.25

5.04

5.35

5.47

6.33

5.91

42

6.99% 2009

6.99

6.97

..

..

..

..

..

..

..

43

7.00% 2009

7.72

6.62

5.56

5.50

5.31

..

..

6.41

6.25

44

11.50% 2009

8.95

6.95

5.36

5.19

5.27

5.36

5.77

6.24

6.12

45

11.99% 2009

8.77

6.78

5.15

5.21

5.01

5.14

5.55

6.10

5.95

46

5.87% 2010

5.90

5.31

5.30

5.10

5.20

5.59

6.21

6.04

47

6.00% 2010

5.75

5.45

5.25

..

..

..

..

48

6.20% 2010

5.65

5.46

5.23

..

..

..

..

49

7.50% 2010

7.86

6.74

5.54

5.55

5.35

5.16

5.63

6.49

6.29

50

7.55% 2010

6.70

5.24

5.30

5.08

5.23

5.71

6.25

6.02

51

8.75% 2010

7.87

6.83

5.59

5.63

5.35

5.55

..

6.35

6.15

52

11.30% 2010

8.77

6.99

5.35

5.33

5.12

5.32

5.90

6.85

6.15

53

11.50% 2010

9.25

6.84

5.30

5.56

5.45

5.51

5.90

6.32

6.18

54

12.25% 2010

9.27

7.05

5.42

5.52

5.30

5.41

5.95

6.91

6.46

55

12.29% 2010

9.30

6.98

5.38

5.47

5.29

5.39

5.88

6.89

6.46

56

5.03% 2011

5.02

5.03

5.01

..

..

..

..

57

8.00% 2011

7.82

6.93

5.68

5.73

5.45

5.36

6.18

6.83

..

58

9.39% 2011

8.44

6.90

5.37

5.42

5.21

5.43

5.87

6.42

6.20

 

 

No. 28 : REDEMPTION YIELD ON GOVERNMENT OF INDIA SECURITIES
BASED ON SGL TRANSACTIONS*
(Concld.)

                     
                 

(Per cent per annum)

Sr.

Nomenclature

2001-02

2002-03

2003-04

2003

   

2004

   

No.

of the loan

                 
         

Aug.

Sep.

Jun.

Jul.

Aug.

Sep.

1

2

3

4

5

6

7

8

9

10

11

                     

59

10.95% 2011

8.90

6.97

5.44

5.44

5.24

5.47

5.92

6.74

6.51

60

11.50% 2011

8.79

6.86

5.29

5.30

5.08

5.27

6.09

6.50

6.47

61

12.00% 2011

9.81

7.42

5.69

..

..

..

..

..

6.65

62

12.32% 2011

9.22

7.14

5.49

5.58

5.38

5.51

6.02

6.97

6.61

63

6.72% 2007/2012@

6.45

5.90

5.89

5.80

5.95

..

6.28

6.32

64

6.85% 2012

6.73

5.40

5.44

5.25

5.46

5.94

6.57

6.19

65

7.40% 2012

6.89

5.38

5.43

5.24

5.43

5.88

6.43

6.15

66

9.40% 2012

8.24

6.95

5.46

5.47

5.29

5.45

6.17

6.58

6.32

67

10.25% 2012

9.22

7.09

5.68

5.53

5.38

6.57

..

6.54

..

68

11.03% 2012

8.92

7.03

5.46

5.47

5.29

5.67

6.04

6.77

6.47

69

7.27% 2013

6.47

5.40

5.49

5.29

5.46

5.99

6.50

6.26

70

9.00% 2013

8.66

7.25

5.75

5.80

5.58

5.70

..

6.68

6.58

71

9.81% 2013

8.73

7.01

5.43

5.49

5.30

5.51

6.05

6.78

6.37

72

12.40% 2013

9.78

7.38

5.90

5.77

5.60

5.79

6.20

6.74

6.79

C)

Between 10 and

                 
 

15 years

                 

73

6.72% 2014

5.36

5.52

5.36

5.59

5.97

6.41

5.98

74

7.37% 2014

6.82

5.44

5.54

5.36

5.48

5.88

6.35

6.04

75

10.00% 2014

8.96

7.12

5.87

5.70

5.66

..

..

7.08

6.81

76

10.50% 2014

9.27

7.36

5.87

5.90

5.52

5.55

..

6.85

6.85

77

11.83% 2014

9.39

7.40

5.83

5.82

5.69

5.85

6.22

7.00

6.79

78

7.38% 2015

6.32

5.53

5.62

5.44

5.65

6.02

6.44

6.12

79

9.85% 2015

8.19

7.17

5.58

5.63

5.45

5.74

6.26

6.81

6.52

80

10.47% 2015

9.23

7.29

5.83

5.78

5.61

5.86

6.35

7.11

6.75

81

10.79% 2015

9.62

7.20

5.97

5.85

5.69

..

..

7.24

6.81

82

11.43% 2015

9.34

7.41

5.91

5.84

5.67

5.88

6.25

7.25

6.86

83

11.50% 2015

9.60

7.73

5.85

5.85

5.70

5.70

6.23

6.58

6.97

84

5.59% 2016

5.68

6.15

6.53

6.34

85

10.71% 2016

9.13

7.31

5.83

5.80

5.65

6.07

6.45

6.96

6.84

86

12.30% 2016

9.86

7.78

6.07

..

..

6.06

..

7.24

6.87

87

7.46% 2017

6.84

5.73

5.78

5.64

5.91

6.29

6.91

6.46

88

7.49% 2017

7.14

5.76

5.79

5.65

5.92

6.29

6.93

6.50

89

8.07% 2017

7.55

7.18

5.71

5.75

5.62

5.85

6.18

6.80

6.38

90

5.69% 2018

5.56

5.90

6.15

6.86

6.53

91

6.25% 2018

6.22

5.76

5.78

5.69

5.94

6.17

6.81

6.38

92

10.45% 2018

9.35

7.28

6.05

6.03

5.88

6.28

6.51

..

6.97

93

12.60% 2018

9.95

7.34

6.37

6.09

6.04

..

..

..

..

D)

Over 15 years

                 

94

5.64% 2019

5.69

5.77

6.00

6.91

6.60

95

6.05% 2019

5.75

5.83

5.76

6.04

6.26

6.80

6.51

96

10.03% 2019

9.02

7.15

6.04

5.98

5.96

6.11

6.55

7.19

6.89

97

6.35% 2020

5.81

5.89

5.82

6.06

6.33

6.88

6.62

98

10.70% 2020

9.48

7.57

6.09

5.79

6.01

6.36

..

7.18

7.04

99

11.60% 2020

9.81

7.54

6.06

6.10

5.96

..

..

7.19

6.93

100

10.25% 2021

9.22

7.45

6.11

6.04

6.03

6.37

6.61

7.04

6.98

101

5.87% 2022

5.91

5.98

..

6.86

6.86

102

8.35% 2022

7.41

6.04

5.99

5.97

6.20

6.52

6.98

6.94

103

6.17% 2023

5.91

5.97

6.20

6.39

7.04

6.67

104

6.30% 2023

6.00

5.94

5.95

6.22

6.52

6.91

6.67

105

10.18% 2026

8.91

7.58

6.17

6.13

6.11

6.37

6.65

7.30

7.21

106

6.01% 2028

5.98

5.98

5.98

6.19

6.43

6.92

6.73

107

6.13% 2028

6.01

6.02

6.02

6.34

6.54

6.99

6.79

108

7.95% 2032

7.23

6.16

6.13

6.09

6.28

6.58

7.15

7.14

109

7.5% 2034

7.42

7.09

@ :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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