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Document - Table 183 : Yield of SGL Transactions in Government Dated Securities for Various Maturities () or PDF - Table 183 : Yield of SGL Transactions in Government Dated Securities for Various Maturities ()
Date : Sep 15, 2010
Table 183 : Yield of SGL Transactions in Government Dated Securities for Various Maturities

(Per cent per annum)

Term to maturity (in years)

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

2007-08

 

 

 

 

 

 

 

 

 

 

 

 

1

7.9308

7.8277

7.5803

7.1362

7.6839

7.6836

7.6895

7.7597

7.6573

7.4307

7.4481

7.4252

2

8.0842

7.8559

7.6867

7.2619

7.7159

7.7759

7.7266

7.8157

7.6615

7.5106

7.5449

7.5140

3

8.1280

7.8864

7.8031

7.3610

7.7479

7.8006

7.7420

7.8257

7.6656

7.5426

7.5749

7.5433

4

8.1213

7.9610

7.8106

7.3621

7.7774

7.8014

7.7529

7.8349

7.6698

7.5281

7.5699

7.5429

5

8.1120

8.0125

7.9072

7.3980

7.7944

7.8022

7.7639

7.8441

7.6740

7.5137

7.5649

7.5424

6

8.1027

8.0619

8.0046

7.5420

7.8114

7.8100

7.7825

7.8542

7.6944

7.5061

7.6111

7.5534

7

8.0939

8.1052

8.0843

7.6543

7.8577

7.8680

7.8189

7.8672

7.7159

7.5084

7.6674

7.5640

8

8.1010

8.1059

8.0946

7.6890

7.9041

7.8750

7.8356

7.8802

7.7371

7.5180

7.5376

7.5742

9

8.1137

8.1117

8.1234

7.8113

7.9103

7.8902

7.8464

7.8937

7.7727

7.5375

7.5760

7.5816

10

8.1316

8.1225

8.1559

7.9108

7.9194

7.9155

7.8699

7.9218

7.8057

7.5737

7.6268

7.6367

11

8.1550

8.1557

8.1871

7.9338

7.9463

7.9762

7.9217

7.9727

7.8411

7.6318

7.6775

7.7147

12

8.1784

8.1889

8.2182

7.9568

7.9732

8.0369

7.9735

8.0236

7.8765

7.6900

7.7282

7.7928

13

8.2017

8.2220

8.2493

7.9798

8.0002

8.0976

8.0252

8.0745

7.9118

7.7482

7.7789

7.8708

14

8.2251

8.2552

8.2789

8.0028

8.0271

8.1583

8.0770

8.1254

7.9472

7.7492

7.8277

7.8804

15

8.2485

8.2873

8.2940

8.0265

8.0540

8.1915

8.1135

8.1523

8.0368

7.7489

7.8371

7.8321

16

8.2616

8.2993

8.3092

8.0529

8.0810

8.2079

8.1325

8.1728

8.0733

7.7585

7.8494

7.8492

17

8.2743

8.3112

8.3243

8.0793

8.1079

8.2242

8.1515

8.1934

8.0782

7.7682

7.8618

7.8664

18

8.2869

8.3231

8.3395

8.1057

8.1349

8.2406

8.1704

8.2139

8.0831

7.7779

7.8741

7.8836

19

8.2995

8.3351

8.3547

8.1321

8.1618

8.2569

8.1894

8.2345

8.0880

7.7875

7.8865

7.9008

20

8.3121

8.3470

8.3698

8.1585

8.1887

8.2733

8.2083

8.2550

8.0929

7.7972

7.8988

7.9180

21

8.3248

8.3589

8.3850

8.1849

8.2157

8.2897

8.2273

8.2756

8.0977

7.8068

7.9111

7.9352

22

8.3374

8.3708

8.4001

8.2114

8.2426

8.3060

8.2462

8.2961

8.1026

7.8165

7.9235

7.9523

23

8.3500

8.3828

8.4153

8.2378

8.2696

8.3224

8.2652

8.3167

8.1075

7.8261

7.9358

7.9695

24

8.3626

8.3947

8.4304

8.2642

8.2965

8.3387

8.2841

8.3372

8.1124

7.8358

7.9482

7.9867

25

8.3752

8.4066

8.4456

8.2906

8.3232

8.3551

8.3002

8.3516

8.1159

7.8431

7.9603

7.9988

26

8.3879

8.4185

8.4607

8.2954

8.3232

8.3714

8.3024

8.3483

8.1168

7.8473

7.9723

8.0072

27

8.4005

8.4305

8.4759

8.2983

8.3232

8.3878

8.3047

8.3449

8.1176

7.8515

7.9843

8.0155

28

8.4131

8.4424

8.4911

8.3013

8.3232

8.4041

8.3069

8.3415

8.1185

7.8557

7.9964

8.0239

29

8.4257

8.4543

8.5062

8.3043

8.3231

8.4205

8.3092

8.3381

8.1193

7.8599

8.0084

8.0323

30

8.4384

8.4662

 

 

 

 

 

 

 

 

 

 

2008-09

 

 

 

 

 

 

 

 

 

 

 

 

1

7.7279

7.8502

9.1340

9.4748

9.0966

8.7855

7.3525

6.6751

5.0196

4.7313

4.8830

5.1071

2

7.8050

7.9675

9.3297

9.3916

9.0076

8.7130

7.3839

6.8129

5.0690

4.9309

5.0359

5.5078

3

7.8901

7.9923

9.2864

9.3656

8.9396

8.6613

7.4717

6.8821

5.1735

5.4289

5.5459

6.0823

4

7.9165

8.0172

9.2257

9.4132

8.8716

8.6096

7.4991

6.9298

5.2876

5.7794

5.7366

6.4506

5

7.9151

8.0421

9.1651

9.4609

8.8036

8.5783

7.5285

6.9775

5.3499

5.9753

5.8351

6.6508

6

7.9217

8.0743

9.1045

9.5085

8.8432

8.6979

7.5343

7.0371

5.3238

6.0544

6.0582

6.7343

7

7.9326

8.1091

9.0439

9.5562

8.8840

8.6850

7.5962

7.2363

5.4210

6.3367

6.5500

6.9420

8

7.9595

8.1430

8.9727

9.5819

8.9212

8.6722

7.6254

7.3178

5.5435

6.3718

6.6358

7.1882

9

7.9691

8.1348

8.8334

9.3691

8.8074

8.6593

7.5558

7.2131

5.3842

6.2495

6.4542

7.1149

10

8.0181

8.1069

8.6518

9.3500

8.7121

8.7184

7.4808

7.1197

5.3028

6.0041

6.5711

7.0414

11

8.0914

8.2966

8.7884

9.3822

8.8126

8.8703

7.5441

7.1987

5.3868

6.2591

6.7800

7.2481

12

8.1647

8.3057

8.9250

9.4143

8.9132

9.0223

7.6074

7.2777

5.4708

6.5171

6.9889

7.4548

13

8.2380

8.3148

9.0559

9.4465

9.0137

9.1253

7.7548

7.5245

5.7983

6.7750

7.1978

7.6518

14

8.2975

8.3240

9.1168

9.4787

9.1142

9.1360

7.8462

7.6298

6.0418

6.7933

7.2728

7.6873

15

8.3047

8.3331

9.1776

9.5109

9.2147

9.1466

7.8706

7.6530

6.1420

6.8161

7.3114

7.7006

16

8.3119

8.3422

9.2384

9.5430

9.3153

9.1573

7.8950

7.6761

6.2423

6.8631

7.3500

7.7138

17

8.3191

8.3514

9.2992

9.5752

9.4158

9.1680

7.9194

7.6993

6.3426

6.9102

7.3886

7.7270

18

8.3263

8.3605

9.3601

9.6074

9.5163

9.1787

7.9438

7.7225

6.4428

6.9572

7.4272

7.7403

19

8.3334

8.3696

9.4027

9.6395

9.5659

9.1894

7.9571

7.7214

6.4318

7.0042

7.4658

7.7535

20

8.3406

8.3788

9.4140

9.6717

9.5720

9.2001

7.9659

7.7136

6.4053

7.0512

7.5044

7.7667

21

8.3478

8.3879

9.4252

9.7039

9.5780

9.2108

7.9747

7.7059

6.3788

7.0982

7.5430

7.7800

22

8.3550

8.3970

9.4365

9.7361

9.5841

9.2215

7.9834

7.6982

6.3522

7.1453

7.5815

7.7932

23

8.3622

8.4062

9.4477

9.7682

9.5901

9.2322

7.9922

7.6904

6.3257

7.1923

7.6201

7.8065

24

8.3694

8.4153

9.4590

9.8004

9.5961

9.2429

8.0002

7.6896

6.3287

7.2270

7.6459

7.8008

25

8.3766

8.4244

9.4702

 

 

 

8.0048

7.7097

6.3887

7.2448

7.6588

7.7822

26

8.3838

8.4336

 

 

 

 

8.0094

7.7296

6.4570

7.2546

7.6651

7.7780

27

8.3910

8.4427

 

 

 

 

8.0139

7.7624

6.4797

7.2554

7.6661

7.7840

28

8.3982

8.4518

 

 

 

 

8.0185

7.8415

6.3722

7.2208

7.6444

7.7915

29

8.4053

8.4610

 

 

 

 

 

 

 

7.1673

7.6140

7.7990

30

 

 

 

 

 

 

 

 

 

7.1138

7.5836

7.8065
(Continued)

TABLE 183 : YIELD OF SGL TRANSACTIONS IN GOVERNMENT DATED SECURITIES FOR VARIOUS MATURITIES (Concld.)

(Percent per annum)

Term to maturity
(in years)

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

2009-10

 

 

 

 

 

 

 

 

 

 

 

 

1

4.0065

4.0090

4.4459

4.1763

5.0370

4.8045

4.6422

4.7407

5.1304

5.4382

4.8537

4.9270

2

4.8017

4.9398

5.3876

5.2010

5.9969

6.0172

6.1403

5.7709

6.1123

5.9962

5.9237

6.0252

3

5.4287

5.8083

5.7660

6.2130

6.4633

6.6367

6.6949

6.5567

6.6742

6.5542

6.5828

6.5467

4

5.8113

6.0580

6.1519

6.5599

6.8698

6.8584

6.9754

6.7920

7.0227

6.9340

7.1481

6.9477

5

6.0037

6.3117

6.4988

6.7343

7.1895

7.0280

7.1328

7.0092

7.3081

7.2528

7.4894

7.2541

6

6.2194

6.6305

6.5920

6.8389

7.2960

7.1484

7.4270

7.1976

7.4253

7.3929

7.6131

7.4669

7

6.5487

6.8951

6.9382

6.9924

7.3850

7.1568

7.4334

7.2891

7.4439

7.4051

7.6728

7.5149

8

6.5640

6.9630

6.9917

7.0673

7.4468

7.1533

7.5113

7.4394

7.5088

7.4355

7.7297

7.3728

9

6.3958

6.8291

6.9899

7.0873

7.4272

7.1497

7.3874

7.3112

7.6097

7.4713

7.7866

7.3075

10

6.2923

6.7528

6.9536

6.9926

7.4969

7.3377

7.5877

7.4580

7.7366

7.5814

7.8570

7.8250

11

6.5485

6.9918

7.0107

7.2360

7.8458

7.6011

7.8282

7.6542

7.8922

7.7629

8.0039

7.9590

12

6.8046

7.3127

7.2511

7.3409

7.9966

7.6414

7.9177

7.8333

8.0478

7.9443

8.1476

8.0738

13

7.0182

7.4377

7.4029

7.4557

8.0248

7.6817

8.0073

8.0330

8.2033

8.0775

8.1902

8.0575

14

7.0669

7.4915

7.4148

7.4416

8.0530

7.7219

8.0968

8.2198

7.9874

8.1231

8.2328

8.0411

15

7.1156

7.5453

7.4206

7.4426

8.0812

7.7889

8.1653

8.1889

8.0201

8.1688

8.2754

8.0959

16

7.1644

7.5991

7.5399

7.5687

8.1095

7.9280

8.1958

8.1580

8.1205

8.2145

8.3180

8.1713

17

7.2131

7.6529

7.7222

7.6947

8.1377

8.0672

8.2264

8.1271

8.2210

8.2601

8.3606

8.2467

18

7.2548

7.6946

7.7408

7.7681

8.1561

8.1285

8.2309

8.1349

8.2423

8.2638

 

 

19

7.2692

7.7067

7.7595

7.7800

8.1664

8.1425

8.2248

8.1527

8.2526

8.2655

 

 

20

7.2836

7.7188

7.7781

7.7919

8.1766

8.1565

8.2187

8.1706

8.2628

8.2672

 

 

21

7.2980

7.7309

7.7967

7.8038

8.1869

8.1705

8.2126

8.1885

8.2731

8.2689

 

 

22

7.3125

7.7430

7.8154

7.8158

8.1971

8.1845

8.2065

8.2064

8.2833

8.2706

 

 

23

7.3231

7.7551

7.8340

7.8277

8.1854

8.1985

8.2083

8.2243

8.2830

8.2725

 

 

24

7.3016

7.7672

7.8526

7.8396

8.1553

 

8.2477

8.2421

8.2812

8.2743

 

 

25

7.2713

7.7793

7.8713

7.8515

8.1252

 

8.2872

8.2600

8.2794

8.2606

 

 

26

7.2603

7.7914

7.8899

7.8587

 

 

8.3266

 

 

8.2293

 

 

27

7.2569

7.8035

7.9085

7.8658

 

 

8.3661

 

 

8.1980

 

 

28

7.2534

 

 

 

 

 

 

 

 

 

 

 

29

7.2500

 

 

 

 

 

 

 

 

 

 

 

30

7.2465

 

 

 

 

 

 

 

 

 

 

 

2010-11

 

 

 

 

 

 

 

 

 

 

 

 

1

5.0253

5.2199

5.4713

6.3008

 

 

 

 

 

 

 

 

2

5.9062

5.7731

6.2598

6.8782

 

 

 

 

 

 

 

 

3

6.3955

6.4002

6.6774

7.0627

 

 

 

 

 

 

 

 

4

6.8631

6.8003

6.9854

7.3425

 

 

 

 

 

 

 

 

5

7.2820

7.2405

7.2768

7.5427

 

 

 

 

 

 

 

 

6

7.4902

7.5074

7.5758

7.7089

 

 

 

 

 

 

 

 

7

7.6367

7.6095

7.5953

7.7858

 

 

 

 

 

 

 

 

8

7.7957

7.5834

7.5770

7.7908

 

 

 

 

 

 

 

 

9

7.9548

7.5447

7.5588

7.7903

 

 

 

 

 

 

 

 

10

7.7766

7.5206

7.5758

7.8286

 

 

 

 

 

 

 

 

11

7.8811

7.6701

7.7798

7.9884

 

 

 

 

 

 

 

 

12

7.9846

7.8272

7.9334

8.0996

 

 

 

 

 

 

 

 

13

8.0536

8.0028

8.0031

8.1532

 

 

 

 

 

 

 

 

14

8.1226

8.0855

8.0727

8.2069

 

 

 

 

 

 

 

 

15

8.1916

8.0946

8.1423

8.2605

 

 

 

 

 

 

 

 

16

8.2605

8.1038

8.1919

8.3142

 

 

 

 

 

 

 

 

17

8.3295

8.1129

8.1822

8.3075

 

 

 

 

 

 

 

 

18

8.3562

8.1285

8.1968

8.3113

 

 

 

 

 

 

 

 

19

8.3683

8.1453

8.2137

8.3155

 

 

 

 

 

 

 

 

20

8.3805

8.1621

8.2307

8.3197

 

 

 

 

 

 

 

 

21

8.3926

8.1186

8.2476

8.3239

 

 

 

 

 

 

 

 

22

8.4048

8.2209

8.2309

8.3398

 

 

 

 

 

 

 

 

23

 

8.2089

8.1581

8.2960

 

 

 

 

 

 

 

 

24

 

8.1736

8.0854

8.2517

 

 

 

 

 

 

 

 

25

 

8.1384

8.0126

8.2634

 

 

 

 

 

 

 

 

26

 

8.1031

 

8.2768

 

 

 

 

 

 

 

 

27

 

8.0678

 

8.2901

 

 

 

 

 

 

 

 

28

 

 

 

8.3034

 

 

 

 

 

 

 

 

29

 

 

 

8.3167

 

 

 

 

 

 

 

 

30

 

 

 

8.3300