Publications

Document - Table 189 : Yield of SGL Transactions in Treasury Bills for Residual Maturities () or PDF - Table 189 : Yield of SGL Transactions in Treasury Bills for Residual Maturities ()
Date : Sep 15, 2009
Table 189 : Yield of SGL Transactions in Treasury Bills for Residual Maturities

(Per cent per annum)

Terms To Maturity (In days)

Apr

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

Jan

Feb

Mar
1
2
3
4
5
6
7
8
9
10
11
12
13

2005-06  

 

 

 

 

 

 

 

 

 

 

 

 

Upto 14

4.9185

-

-

5.3093

-

5.3281

-

5.5488

6.3930

6.5176

-

5.2743

15-91

5.1551

5.1573

5.3604

5.3117

5.1290

5.1480

5.4832

5.6576

6.0550

6.5959

6.6533

6.1000

92-182

5.2199

5.2621

-

-

5.3232

5.3508

5.6363

5.7701

6.0795

6.6330

6.6749

6.2201

183-364

5.5573

5.5241

5.4996

5.5890

5.5689

5.5800

5.7814

5.9374

6.1248

6.6700

6.6959

6.3001

2006-07  

 

 

 

 

 

 

 

 

 

 

 

 

Upto 14

5.5681

-

5.9602

6.3006

-

6.3511

-

-

-

-

7.0509

-

15-91

5.5176

5.5442

6.2844

6.3575

6.2027

6.5900

6.5197

6.2467

7.2496

7.2936

7.1010

7.5567

92-182

5.5550

6.0201

-

6.5870

6.4515

-

6.8580

6.6501

7.1600

7.4884

7.3167

-

183-364

5.7951

6.2431

7.0166

-

6.8560

6.8030

6.9905

6.8601

7.1837

7.6000

7.4900

-

2007-08  

 

 

 

 

 

 

 

 

 

 

 

 

Upto 14

-

5.3592

-

-

6.2999

6.6804

-

-

7.1760

-

7.2475

6.8032

15-91

7.3701

6.4405

6.9877

5.0083

6.7485

6.7164

7.3027

7.4871

7.2776

6.8991

7.1670

7.0015

92-182

7.5001

7.1545

7.4284

5.7499

7.1071

7.2000

7.5000

7.7000

7.3484

7.1299

7.3524

7.1718

183-364

-

7.4879

7.5071

6.9583

7.3587

-

-

-

7.5271

7.4447

7.5015

-

2008-09  

 

 

 

 

 

 

 

 

 

 

 

 

Upto 14

5.8988

5.7524

-

8.9997

8.9379

-

-

-

4.9009

4.5000

4.1396

-

15-91

6.9923

7.4170

8.6518

9.1502

8.9913

8.7418

7.0275

7.0572

4.8555

4.7166

4.4835

4.5491

92-182

7.3218

7.4500

8.9499

9.2388

-

8.6499

7.1110

7.0271

-

4.7000

-

-

183-364

7.5319

7.5234

8.9606

9.4047

-

-

-

-

-

4.5500

-

4.7811

2009-10  

 

 

 

 

 

 

 

 

 

 

 

 

Upto 14

2.9650

2.6010

2.9008

 

 

 

 

 

 

 

 

 

15-91

3.1159

3.2250

3.2586

 

 

 

 

 

 

 

 

 

92-182

3.4601

-

3.3500

 

 

 

 

 

 

 

 

 

183-364

-

-

3.7700