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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 11, 2009

(Per cent per annum)

Sr. No. 

Nomenclature of the loan

2006-07 

2007-08

2008-09

2008

2009

Aug.

Sep.

June

July

Aug.

Sep.

1

2

3

4

5

6

7

8

9

10

11

Terminable under 5 years

1

5.48% 2009

6.88

7.63

7.28

9.17

8.71

5.23

..

..

..

2

6.65% 2009

7.51

7.66

6.62

9.30

8.89

..

..

..

..

3

6.99% 2009

..

..

..

..

..

..

..

..

..

4

7.00% 2009

7.50

8.09

7.75

11.10

8.82

..

..

..

..

5

11.50% 2009

7.52

7.95

7.31

..

9.98

..

..

..

..

6

11.99% 2009

7.25

7.65

7.40

9.14

8.68

..

..

..

..

7

5.87% 2010

..

7.63

7.48

9.18

8.69

3.96

3.70

3.84

3.88

8

6.00% 2010

..

..

..

..

..

..

..

..

..

9

6.20% 2010

..

..

..

..

..

..

..

..

..

10

7.50% 2010

7.77

7.35

7.61

9.62

8.85

7.15

4.45

4.51

4.54

11

7.55% 2010

7.42

7.69

6.57

8.12

8.41

4.10

3.97

4.59

4.48

12

8.75% 2010

7.98

..

7.52

9.26

8.62

..

..

..

..

13

11.30% 2010

7.39

7.70

7.64

9.11

8.90

4.19

4.04

4.54

4.63

14

11.50% 2010

7.43

7.70

6.39

7.97

..

4.19

4.02

..

4.54

15

12.25% 2010

7.45

7.55

6.90

9.24

8.91

4.22

4.09

4.66

4.69

16

12.29% 2010

7.50

7.78

7.66

9.61

8.84

4.11

3.78

4.17

3.93

17

5.03% 2011

..

..

..

..

..

..

..

..

..

18

6.57% 2011

..

7.37

7.24

9.19

8.44

5.18

4.84

5.52

5.72

19

8.00% 2011

7.86

7.93

7.11

9.58

..

..

..

5.88

..

20

9.39% 2011

7.52

7.78

7.09

8.07

8.64

5.28

5.03

5.58

5.98

21

10.95% 2011

7.33

7.94

6.86

..

8.62

..

4.96

5.58

5.94

22

11.50% 2011

7.43

7.82

6.37

9.23

8.75

8.28

5.12

5.40

5.57

23

12.00% 2011

7.97

7.95

6.92

..

..

5.43

5.23

..

6.11

24

12.32% 2011

7.59

7.85

7.09

9.32

..

5.18

4.93

5.30

..

25

6.72% 2012

6.93

7.87

7.75

..

..

..

..

..

..

26

6.85% 2012

7.58

7.80

6.32

..

..

6.36

5.64

6.23

6.58

27

7.40% 2012

7.55

7.83

7.26

8.33

8.96

5.82

5.69

6.02

6.57

28

9.40% 2012

7.60

7.87

7.10

..

..

6.80

..

6.42

6.70

29

10.25% 2012

7.88

8.08

8.36

..

8.69

5.90

..

..

..

30

11.03% 2012

7.81

8.10

6.63

7.16

..

6.71

..

..

6.71

31

7.27% 2013

7.58

7.66

7.21

9.17

8.53

6.39

6.30

6.82

6.90

32

9.00% 2013

7.86

8.25

7.61

9.18

8.65

..

..

..

..

33

9.81% 2013

7.85

8.11

6.92

..

..

..

..

..

7.10

34

12.40% 2013

7.93

7.99

7.90

9.14

8.66

6.53

6.37

6.85

7.12

Between 5 to 10 years

35

6.07% 2014

..

..

6.52

6.65

..

6.59

6.47

6.90

7.10

36

6.72% 2014

8.05

7.89

6.63

..

..

6.71

..

..

7.16

37

7.37% 2014

7.74

7.86

7.39

9.18

8.55

6.52

6.65

6.93

..

38

7.56% 2014

..

..

6.29

..

..

6.60

6.71

6.99

7.09

39

10.00% 2014

7.71

8.09

7.96

9.82

..

7.35

..

..

..

40

10.50% 2014

7.83

7.85

7.86

9.15

8.20

6.77

..

..

7.10

41

11.83% 2014

7.84

7.94

7.85

9.22

8.45

..

..

7.07

7.25

42

6.49% 2015

..

..

6.68

7.07

..

6.61

6.60

6.96

7.19

43

7.38% 2015

7.70

7.95

7.66

9.00

8.38

6.79

6.94

7.02

7.28

44

9.85% 2015

7.76

8.01

7.69

..

9.00

..

..

..

7.23

45

10.47% 2015

7.59

8.06

7.49

9.28

8.76

..

..

6.74

..

46

10.79% 2015

7.65

8.02

8.37

9.39

8.51

..

..

..

..

47

11.43% 2015

7.92

8.06

6.96

..

..

7.35

..

7.02

..

48

11.50% 2015

7.91

8.12

7.46

9.31

8.84

6.78

6.55

..

..

49

5.59% 2016

7.66

8.18

7.13

9.40

..

..

..

7.27

7.40

50

7.02% 2016

..

..

..

..

..

..

..

7.16

7.24


No. 28: Redemption Yield on Government of India Securities Based on SGL Transactions*(Concld.)

(Per cent per annum)

Sr. No.

Nomenclature of the loan

2006-07

2007-08

2008-09

2008

2009

Aug.

Sep.

June

July

Aug.

Sep.

1

2

3

4

5

6

7

8

9

10

11

51

7.59% 2016

7.79

7.91

7.32

8.84

8.42

6.90

6.79

7.20

7.29

52

10.71% 2016

7.95

7.89

6.44

..

..

7.40

..

..

..

53

12.30% 2016

8.21

8.41

8.04

9.14

8.68

7.15

7.03

7.08

7.50

54

7.46% 2017

7.81

7.88

7.00

9.50

8.71

7.14

7.03

7.27

7.54

55

7.49% 2017

7.82

7.87

7.56

9.05

8.58

7.06

7.12

7.24

7.50

56

7.99% 2017

..

7.85

7.84

9.10

8.36

7.00

7.09

7.23

7.45

57

8.07% 2017

7.80

7.93

7.28

9.14

8.50

7.07

7.05

7.30

7.66

58

5.69% 2018

7.95

7.99

7.53

9.34

8.58

6.95

7.02

..

7.55

59

6.25% 2018

7.91

8.03

7.14

..

8.54

6.88

6.98

7.21

..

60

8.24% 2018

..

..

7.60

9.02

8.41

6.85

7.09

7.25

7.42

61

10.45% 2018

8.05

8.19

7.00

..

..

..

..

..

..

62

12.60% 2018

7.91

..

7.74

9.29

8.45

..

7.17

..

7.38

Between 10 to 15 years

63

5.64% 2019

8.12

8.07

7.63

9.44

8.76

6.74

7.17

7.75

7.26

64

6.05% 2019

7.91

8.11

7.05

9.22

8.99

6.78

6.95

7.26

7.42

65

6.90% 2019

..

..

6.98

6.98

..

..

6.87

7.15

7.25

66

10.03% 2019

7.83

8.22

6.90

10.30

..

..

..

..

..

67

6.35% 2020

7.95

8.12

7.17

..

..

6.84

7.01

7.59

7.59

68

10.70% 2020

8.00

8.48

7.54

10.70

..

7.45

..

..

..

69

11.60% 2020

7.73

8.00

7.91

..

8.66

..

..

..

..

70

7.94% 2021

8.07

8.11

7.51

9.00

8.98

7.33

7.23

7.65

7.82

71

10.25% 2021

8.07

8.11

7.81

9.35

9.36

7.77

7.44

8.00

7.84

72

5.87% 2022

8.02

6.87

7.48

..

..

..

..

..

..

73

8.08% 2022

..

7.90

..

..

..

7.46

..

..

..

74

8.13% 2022

..

7.90

..

..

..

..

..

7.50

..

75

8.20% 2022

..

7.95

7.82

7.53

8.70

7.44

7.36

7.71

7.99

76

8.35% 2022

8.02

7.99

7.90

9.36

9.10

7.55

7.26

7.50

..

77

6.17% 2023

8.01

8.18

7.44

9.76

9.03

7.09

7.40

7.78

7.63

78

6.30% 2023

8.01

8.08

6.85

..

..

7.98

7.22

7.71

7.73

79

7.35% 2024

..

..

7.39

7.42

..

7.41

7.40

7.85

7.77

Over 15 years

80

10.18% 2026

7.86

8.26

8.00

..

..

7.75

..

8.05

8.17

81

8.24% 2027

8.19

8.06

8.31

9.49

8.93

7.68

7.73

7.99

8.12

82

8.26% 2027

..

8.21

8.34

..

..

..

..

..

..

83

8.28% 2027

..

..

..

..

..

..

..

..

8.07

84

6.01% 2028

8.02

8.28

7.81

8.87

9.08

7.35

7.56

7.83

..

85

6.13% 2028

8.02

8.31

7.58

..

9.04

7.46

7.66

..

..

86

7.95% 2032

8.07

8.19

8.18

9.74

8.97

7.70

7.83

8.06

8.10

87

8.28% 2032

..

..

8.27

9.61

8.98

7.75

..

8.04

8.20

88

8.32% 2032

..

7.94

..

..

..

..

..

..

..

89

8.33% 2032

..

..

8.26

..

8.26

..

..

..

..

90

7.5% 2034

8.19

8.38

7.64

..

8.82

7.74

7.82

8.04

8.06

91

7.40% 2035

8.14

8.27

7.55

7.86

8.97

7.74

7.83

8.02

8.10

92

8.33% 2036

8.13

8.28

8.05

9.52

8.97

7.89

..

8.06

8.08

93

6.83% 2039

..

..

7.39

..

..

7.64

7.84

7.93

..

*:  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.
@ :  GOI Securities issued with call and put options exercisable on or after 5 years from the date of issue.
 ..  :  Indicates that the relevant security was not available for trading.
 ..  :  Indicates that trading in the relevant security was nil/negligible during the month.


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