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Document - Table 75 : Prices and redemption yield on Central Government securities (SGL transactions) () or PDF - Table 75 : Prices and redemption yield on Central Government securities (SGL transactions) ()
Date : Sep 15, 2009
Table 75 : Prices and redemption yield on Central Government securities (SGL transactions)

 

Nomenclature of the Loan

Annual Average Price (Rupees)

Yield (Per cent per annum)

2004-05

2005-06

2006-07

2007-08 

2008-09

2004-05

2005-06

2006-07

2007-08

2008-09 
1
2
3
4
5
6
7
8
9
10
11
A) Terminable under 5 years

5.48% 2009

100.33

95.10

96.06

96.93

98.51

5.57

6.87

6.88

7.63

7.29

6.65% 2009

103.01

100.25

98.50

98.53

98.21

6.18

6.54

7.51

7.66

6.62

6.99% 2009

-

-

-

-

-

-

-

-

-

-

7.00% 2009

103.80

100.93

99.10

98.45

99.17

6.34

6.73

7.50

8.09

7.75

11.50% 2009

121.90

115.10

109.69

105.69

101.43

5.98

6.71

7.52

7.95

7.31

11.99% 2009

123.83

116.71

110.90

105.88

90.33

5.80

6.59

7.25

7.65

7.40

5.87% 2010

99.82

97.32

-

96.69

98.14

5.61

6.57

-

7.63

7.48

6.00% 2010

-

-

-

-

-

-

-

-

-

-

6.20% 2010

-

-

-

-

-

-

-

-

-

-

7.50% 2010

106.82

101.65

99.25

99.99

99.72

6.04

6.89

7.77

7.35

7.61

7.55% 2010

107.50

103.34

100.45

99.65

100.56

6.02

6.69

7.42

7.69

6.60

8.75% 2010

115.37

107.93

102.97

-

101.85

5.92

6.95

7.98

-

7.52

11.30% 2010

125.14

118.27

112.98

108.53

106.42

5.86

6.85

7.39

7.70

7.65

11.50% 2010

125.51

118.28

113.14

108.96

107.21

6.32

6.85

7.43

7.70

6.32

12.25% 2010

129.48

121.60

115.66

110.86

106.28

5.87

6.86

7.45

7.55

6.90

12.29% 2010

127.22

120.09

113.97

109.51

105.39

6.09

6.85

7.50

7.78

7.29

5.03% 2011

-

-

-

-

-

-

-

-

-

-

6.57% 2011

-

-

-

-

98.36

-

-

-

-

7.28

8.00% 2011

109.10

103.90

100.88

100.68

102.06

6.54

7.10

7.86

7.93

7.11

9.39% 2011

117.71

111.91

107.31

105.22

100.94

6.17

6.86

7.52

7.78

7.11

10.95% 2011

125.22

118.64

114.43

109.40

108.52

6.26

6.96

7.33

7.94

6.86

11.50% 2011

129.61

121.81

116.26

112.18

110.19

5.90

6.98

7.43

7.82

6.37

12.00% 2011

129.86

124.51

116.59

114.11

112.72

6.71

7.03

7.97

7.95

6.92

12.32% 2011

131.04

124.14

117.14

111.94

110.03

6.38

6.89

7.59

7.85

7.09

6.72% 2007/2012

103.21

101.15

99.18

95.73

96.73

6.09

6.51

6.93

7.87

7.75

6.85% 2012

103.96

99.94

96.90

96.45

101.34

6.00

6.86

7.58

7.80

6.32

7.40% 2012

107.38

102.30

99.45

98.34

99.73

6.21

6.95

7.55

7.83

7.35

9.40% 2012

119.21

113.05

108.01

106.26

108.11

6.18

6.96

7.60

7.87

7.10

10.25% 2012

121.34

116.87

110.54

108.09

106.86

6.75

7.06

7.88

8.08

8.36

11.03% 2012

128.75

121.54

115.01

111.42

111.67

6.16

7.02

7.81

8.10

6.62

B) Between 5 and 10 years

7.27% 2013

107.28

101.63

98.07

97.80

98.82

6.05

6.98

7.58

7.66

7.21

9.00% 2013

117.17

111.37

105.90

102.71

105.32

6.57

7.06

7.86

8.25

7.61

9.81% 2013

123.20

116.04

110.40

107.80

109.43

6.02

7.11

7.85

8.11

6.92

12.40% 2013

139.85

131.28

123.72

120.58

118.64

6.65

7.17

7.93

7.99

7.90

6.72% 2014

105.32

97.88

92.54

94.30

100.45

5.52

7.05

8.05

7.89

6.63

7.37% 2014

108.49

102.04

98.12

97.62

98.90

6.14

7.04

7.74

7.86

7.40

7.56% 2014

-

-

-

-

104.08

-

-

-

-

6.27

10.00% 2014

124.42

117.54

112.86

109.09

107.22

6.71

7.22

7.71

8.09

7.96

10.50% 2014

129.97

121.53

115.76

113.89

114.73

6.74

7.28

7.83

7.85

7.86

11.83% 2014

139.11

130.76

124.42

120.64

119.59

6.48

7.17

7.84

7.94

7.85

7.38% 2015

108.96

102.03

98.03

97.11

98.22

6.26

7.06

7.70

7.95

7.66

9.85% 2015

126.93

118.45

112.96

110.94

110.26

6.18

7.24

7.76

8.01

7.69

10.47% 2015

129.36

121.87

118.10

113.07

113.57

6.40

7.22

7.59

8.06

7.49

10.79% 2015

128.70

125.02

119.63

115.40

116.47

6.87

7.22

7.65

8.02

8.37

11.43% 2015

137.58

129.20

122.94

119.29

122.15

6.42

7.19

7.92

8.06

6.96
(Continued)

TABLE 75 : PRICES AND REDEMPTION YIELD ON CENTRAL GOVERNMENTSECURITIES (SGL TRANSACTIONS) (Concld.)
Nomenclature of the Loan

Annual Average Price (Rupees)

Yield (Per cent per annum)

2004-05

2005-06

2006-07

2007-08 

2008-09

2004-05 

2005-06

2006-07

2007-08

2008-09
1
2
3
4
5
6
7
8
9
10
11

11.50% 2015

137.96

129.35

121.73

118.83

116.38

6.71

7.27

7.91

8.12

7.46

5.59% 2016

92.44

88.28

85.95

83.87

90.26

6.40

7.17

7.66

8.18

7.13

7.59% 2016

-

-

98.96

98.14

98.26

-

-

7.79

7.91

7.33

10.71% 2016

133.13

125.60

118.72

117.63

124.38

6.36

7.26

7.95

7.89

6.44

12.30% 2016

145.92

136.99

129.49

123.21

120.49

6.63

7.26

8.21

8.41

8.04

7.46% 2017

108.82

101.92

97.43

96.91

97.76

6.47

7.25

7.81

7.88

7.00

7.49% 2017

108.64

101.78

97.59

97.50

98.20

6.35

7.25

7.82

7.87

7.57

7.99% 2017

-

-

-

-

99.18

-

-

-

-

7.84

8.07% 2017

114.05

106.43

102.01

101.08

101.31

6.40

7.22

7.80

7.93

7.29

C) Between 10 and 15 years

5.69% 2018

93.08

87.09

82.62

83.52

76.38

6.39

7.29

7.95

7.99

7.54

6.25% 2018

98.50

92.11

87.86

87.60

91.23

6.46

7.23

7.91

8.03

7.15

8.24% 2018

-

-

-

-

102.99

-

-

-

-

7.60

10.45% 2018

134.68

125.25

117.99

115.81

123.42

6.44

7.34

8.05

8.19

7.00

12.60% 2018

-

140.47

135.08

-

130.94

-

7.61

7.91

-

7.74

5.64% 2019

92.12

86.08

81.91

82.02

85.23

6.27

7.27

8.12

8.07

7.66

6.05% 2019

95.65

89.59

84.94

84.91

88.58

6.45

7.27

7.91

8.11

7.06

10.03% 2019

131.54

122.85

117.23

113.84

119.73

6.68

7.38

7.83

8.22

6.90

6.35% 2020

97.83

91.56

87.25

86.09

80.22

6.52

7.33

7.95

8.12

7.19

10.70% 2020

137.07

128.20

121.94

118.53

118.17

6.85

7.46

8.00

8.48

7.54

11.60% 2020

147.67

137.79

131.69

128.52

130.05

6.78

7.36

7.73

8.00

7.91

7.94% 2021

-

-

99.04

99.24

99.88

-

-

8.07

8.11

7.52

10.25% 2021

134.06

125.66

119.45

117.47

117.45

6.78

7.46

8.07

8.11

7.81

5.87% 2022

95.22

85.24

82.61

91.12

86.70

5.88

7.51

8.02

6.87

7.48

08.08%2022

-

-

-

-

-

-

-

-

-

-

08.13%2022

-

-

-

-

-

-

-

-

-

-

8.20% 2022

-

-

-

-

102.82

-

-

-

-

7.84

8.35% 2022

116.88

109.27

102.31

102.26

101.47

6.70

7.41

8.02

7.99

7.90

D) Over 15 years

6.17% 2023

95.23

88.19

83.00

82.37

84.33

6.60

7.38

8.01

8.18

7.44

6.30% 2023

96.35

89.60

84.07

83.77

88.87

6.52

7.36

8.01

8.08

6.85

6.35% 2023

-

-

-

-

80.22

-

-

-

-

-

10.18% 2026

137.24

128.11

122.72

117.81

121.67

6.94

7.49

7.86

8.26

8.00

8.24% 2027

-

-

100.52

101.71

97.95

-

-

8.19

8.06

8.32

8.26% 2027

-

-

-

-

101.37

-

-

-

-

8.34

6.01% 2028

95.65

85.04

79.20

77.76

78.36

6.66

7.38

8.02

8.28

7.82

6.13% 2028

93.23

86.00

80.17

78.91

80.41

6.63

7.42

8.02

8.31

7.58

7.95% 2032

113.06

104.57

98.08

96.98

96.65

6.97

7.57

8.07

-

8.19

8.28% 2032

-

-

-

-

98.22

-

-

-

-

8.27

08.32%2032

-

-

-

-

-

-

-

-

-

-

8.33% 2032

-

-

-

-

100.01

-

-

-

-

8.26

7.5% 2034

103.06

99.39

92.76

90.87

93.08

7.25

7.54

8.19

8.38

7.64

7.40% 2035

-

98.24

91.52

90.55

92.44

-

7.55

8.14

8.27

7.53

8.33% 2036

-

-

100.19

100.64

102.10

-

-

8.13

8.28

8.05

6.83% 2039

-

-

-

-

93.13

-

-

-

-

7.39
Note : 1) Yields are based on redemption yield, which is computed from 2000-01 as the mean of the daily weighted average yield of the transactions in each traded security. The weight is calculated as the share of the transaction in a given security in the aggregate value of transactions in the said security. Prior to 2000-01, the redemption yield was not weighted and was computed as an average of daily prices of each security.
2) 6.72 % 2007/ 2012 GOI securities was issued with call and put options exercisable on or after 5 years from the date of issue.