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Document - Table 182 : Yield of SGL Transactions in Treasury Bills for Residual Maturities () or PDF - Table 182 : Yield of SGL Transactions in Treasury Bills for Residual Maturities ()
Date : Sep 15, 2010
Table 182 : Yield of SGL Transactions in Treasury Bills for Residual Maturities

(Percent per annum)

Term 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

3.2497

2.9116

2.9828

3.0676

3.0500

3.8377

3.2689

-

3.7573

15-91

3.1159

3.2250

3.2586

3.1907

3.3043

3.3010

3.1828

3.2424

3.5689

3.5096

3.9728

3.9332

92-182

3.4601

-

3.3500

3.3500

3.6151

3.3712

3.5434

-

3.6845

-

-

4.3500

183-364

-

-

3.7700

3.7500

4.2065

3.7593

4.2364

-

4.5000

4.6229

-

5.0000

2010-11

 

 

 

 

 

 

 

 

 

 

 

 

Upto 14

3.6609

5.4929

5.2537

5.3961

 

 

 

 

 

 

 

 

15-91

3.9533

5.0840

5.3198

5.6327

 

 

 

 

 

 

 

 

92-182

4.4078

5.1148

5.3716

5.7500

 

 

 

 

 

 

 

 

183-364

4.8938

-

5.3900

6.2207