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Date : Sep 16, 2016
Table 187 : Month-End 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
2013-14                        
1 7.5004 7.1731 7.4594 9.0363 9.9884 9.0504 8.3443 8.6342 8.6588 8.9497 8.6780 8.6019
2 7.4794 7.2975 7.5644 8.9691 9.2407 8.4881 8.3624 8.4033 8.4736 8.7416 8.6900 8.5891
3 7.4684 7.3241 7.5561 8.9019 9.2722 8.6696 8.3806 8.4342 8.5292 8.6218 8.7902 8.6133
4 7.5412 7.3467 7.5965 8.8692 9.4065 8.7279 8.4499 8.5870 8.7080 8.6868 8.8905 8.7611
5 7.5743 7.2958 7.6416 9.0583 9.3503 8.8592 8.5790 8.7422 8.8802 8.8720 8.9834 8.8570
6 7.5935 7.2374 7.6218 8.8086 9.2964 8.9590 8.6560 8.8987 8.9713 9.0008 9.1129 8.9756
7 7.5832 7.3122 7.6832 8.7267 9.2496 8.9934 8.7122 8.8665 9.0473 9.0930 9.2235 9.1153
8 7.6419 7.4231 7.6572 8.7102 9.0908 9.1713 8.7796 9.0512 9.1660 9.1389 9.2177 9.0825
9 7.7491 7.4615 7.6249 8.6570 8.8888 8.9682 8.6640 9.0180 9.1302 9.1849 9.0491 8.9334
10 7.7879 7.4803 7.4604 8.2727 8.7830 8.7629 8.7086 8.7178 8.7689 8.8698 8.9384 8.8776
11 7.8422 7.5013 7.5464 8.4514 8.9275 8.9952 8.9677 8.9575 9.0657 9.0952 9.1812 9.0545
12 7.8230 7.4553 7.4513 8.6300 9.0719 9.2234 8.9815 9.1468 9.2308 9.1785 9.3162 9.1448
13 7.7912 7.4349 7.6548 8.6677 9.1029 9.1874 8.9454 9.1233 9.2216 9.2425 9.3070 9.1530
14 7.8257 7.4484 7.7669 8.6805 9.1259 9.0803 8.8450 9.0754 9.2158 9.2216 9.2960 9.1516
15 7.8642 7.4614 7.7896 8.6934 9.1488 9.0901 8.9124 9.0802 9.2129 9.2217 9.2829 9.1359
16 7.9027 7.4744 7.8027 8.7062 9.1718 9.0999 8.9799 9.0851 9.2100 9.2218 9.2697 9.1202
17 7.9413 7.4874 7.8157 8.7191 9.1948 9.1097 9.0473 9.1246 9.2121 9.2260 9.2616 9.1150
18 7.9535 7.4955 7.8220 8.6616 9.2639 9.2021 9.0453 9.1455 9.2295 9.2384 9.2607 9.1198
19 7.9268 7.4985 7.8231 8.6140 9.2929 9.2811 9.0429 9.1585 9.2400 9.2509 9.2602 9.1163
20 7.9243 7.4807 7.8143 8.6225 9.2740 9.2901 9.0433 9.1621 9.2407 9.2633 9.2600 9.1110
21 7.9299 7.4586 7.8045 8.6309 9.2551 9.2991 9.0437 9.1657 9.2415 9.2757 9.2598 9.1056
22 7.8772 7.4364 7.7947 8.6394 9.2362 9.3081 9.0441 9.1693 9.2422 9.2882 9.2579 9.1003
23 7.8634 7.4879 7.7973 8.6479 9.2517 9.3171 9.0445 9.1729 9.2429 9.3006 9.2542 9.0950
24 7.8838 7.4708 7.8030 8.6563 9.2681 9.3261 9.0449 9.1766 9.2436 9.3130 9.2504 9.0897
25 7.9043 7.4518 7.8086 8.6648 9.2845 9.3350 9.0453 9.1802 9.2444 9.3255 9.2467 9.0844
26 7.9247 7.4615 7.8143 8.6733 9.3009 9.3440 9.0457 9.1838 9.2451 9.3379 9.2429 9.0791
27 7.9452 7.5213 7.8199 8.6817 9.3173 9.3530 9.0461 9.1874 9.2458 9.3503 9.2391 9.0738
28 7.9657 7.5270 7.8509 8.6902 9.3337 9.3620 9.0465 9.1910 9.2466 9.3553 9.2444 9.0734
29 7.9572 7.5133 7.8822 8.7144 - 9.2977 - 9.1622 9.2415 - - 9.0860
30 7.9021 7.4835 7.9135 8.7476 - - - - 9.2256 - - -
2014-15                        
1 8.5665 8.2629 8.0877 8.2451 8.5693 8.6071 8.2876 8.1822 8.1249 7.8217 7.7603 7.8355
2 8.6573 8.3348 8.2205 8.3028 8.5817 8.4989 8.2419 8.0907 7.9576 7.7512 7.7594 7.8223
3 8.7299 8.4068 8.3533 8.3605 8.5941 8.3932 8.2214 8.1440 7.9596 7.6307 7.7615 7.6950
4 8.7583 8.4787 8.4861 8.4114 8.6064 8.4813 8.2532 8.1313 7.9615 7.5894 7.7556 7.7491
5 8.7866 8.5506 8.6067 8.4496 8.6188 8.5590 8.2850 8.1542 7.9817 7.6891 7.7970 7.7535
6 8.8687 8.6418 8.5944 8.5256 8.6607 8.6278 8.3338 8.2194 8.0073 7.6817 7.8258 7.8834
7 8.9206 8.6812 8.7361 8.6534 8.7270 8.6623 8.3703 8.2252 8.0202 7.7061 7.7999 7.8380
8 8.9166 8.6685 8.7682 8.7268 8.7581 8.6995 8.3928 8.2225 8.0025 7.7210 7.7927 7.7895
9 8.8584 8.7763 8.7932 8.7399 8.7265 8.6649 8.3507 8.1619 7.9707 7.6850 7.7041 7.7650
10 8.8902 8.6867 8.7536 8.4928 8.6252 8.5270 8.2997 8.1234 7.9171 7.6873 7.7655 7.7991
11 9.0438 8.7739 8.7959 8.7220 8.8348 8.7486 8.4058 8.2086 7.9821 7.6901 7.7363 7.7940
12 9.1088 8.7960 8.8007 8.7647 8.8389 8.7306 8.3928 8.0999 7.8757 7.6179 7.7903 7.7466
13 9.1113 8.7921 8.7877 8.7206 8.7866 8.7493 8.3947 8.1355 7.9662 7.7024 7.7133 7.7731
14 9.1021 8.6237 8.6309 8.6367 8.7202 8.6385 8.3631 8.1621 7.9397 7.7041 7.8032 7.7944
15 9.0937 8.6755 8.6934 8.6808 8.7510 8.6687 8.3668 8.1830 7.9803 7.7160 7.8243 7.8393
16 9.0853 8.7290 8.7374 8.7248 8.7818 8.6989 8.3704 8.2044 8.0042 7.7171 7.7476 7.8127
17 9.0729 8.7808 8.7458 8.7270 8.7699 8.6829 8.3853 8.1950 7.9784 7.6976 7.7297 7.8279
18 9.0575 8.7996 8.7424 8.7208 8.7550 8.6695 8.3710 8.1811 7.9532 7.6780 7.7721 7.7620
19 9.0557 8.7953 8.7385 8.7205 8.7563 8.6695 8.3479 8.1589 7.9353 7.7053 7.7760 7.8457
20 9.0604 8.8025 8.7346 8.7202 8.7576 8.6695 8.3587 8.1946 7.9583 7.6676 7.7799 7.8544
21 9.0651 8.8098 8.7307 8.7199 8.7589 8.6694 8.3609 8.2192 7.9776 7.6696 7.7838 7.9219
22 9.0698 8.8170 8.7330 8.7196 8.7602 8.6694 8.4044 8.2140 7.9794 7.6646 7.7400 7.9328
23 9.0745 8.8242 8.7367 8.7193 8.7614 8.6694 8.3926 8.2088 7.9742 7.6571 7.7390 7.8804
24 9.0792 8.8315 8.7404 8.7190 8.7627 8.6694 8.3808 8.2036 7.9689 7.6568 7.7379 7.8891
25 9.0839 8.8387 8.7441 8.7188 8.7640 8.6694 8.3690 8.1984 7.9637 7.7092 7.7405 7.8978
26 9.0887 8.8459 8.7478 8.7185 8.7653 8.6694 8.3608 8.1973 7.9710 7.7490 7.7482 7.9061
27 9.0934 8.8532 8.7515 8.7182 8.7666 8.6693 8.3602 8.2024 7.9911 7.7336 7.7420 7.8385
28 9.0963 8.8347 8.7529 8.7179 8.7679 8.6693 8.3596 8.1798 7.9518 7.6757 7.7373 7.8817
29 9.0965 8.8042 8.7567 8.7176 8.7745 8.6802 8.3592 8.2010 8.0077 7.7237 7.7480 7.7641
30 - - - - - - - 8.1595 - - - -
(Continued)

TABLE 187 : MONTH-END YIELD OF SGL TRANSACTIONS IN GOVERNMENT DATED SECURITIES FOR VARIOUS MATURITIES (Concld.)
(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
2015-16                        
1 7.7254 7.6353 7.8766 7.5655 7.4290 7.5059 7.5024 7.5119 7.3575 7.1885 7.2498 7.1362
2 7.8430 7.8023 7.9257 7.8866 7.8305 7.5389 7.5471 7.5554 7.5433 7.3754 7.6080 7.3301
3 7.6957 7.7799 7.9749 7.8297 7.7964 7.5561 7.6224 7.7714 7.7033 7.5275 7.6988 7.3979
4 7.7893 7.8439 8.0691 7.9516 7.9220 7.6571 7.7215 7.9006 7.7172 7.6636 7.7817 7.4116
5 7.9082 7.9619 8.0941 8.0098 8.0307 7.7472 7.7455 7.8970 7.8737 7.7585 7.8748 7.6049
6 7.7611 8.0466 8.1560 8.0858 8.0084 7.8087 7.8757 7.9966 7.9550 7.8925 8.0763 7.7766
7 7.9189 7.9620 8.1436 8.0553 8.0034 7.7778 7.8328 7.7274 7.9694 7.6938 7.9215 7.6153
8 7.8914 7.8322 8.0520 7.8607 7.9085 7.7353 7.5513 7.6264 7.7474 7.7989 8.0228 7.7252
9 7.8755 7.8537 8.0154 7.9597 7.7613 7.5057 7.6160 7.7605 7.7771 7.7819 7.8634 7.6849
10 7.8904 7.6433 7.8697 7.8050 8.0541 7.5300 7.9202 8.0698 8.0940 7.5187 7.6385 7.4025
11 7.9030 7.7537 8.0479 8.0310 8.2104 7.7590 7.8545 7.9955 7.9969 7.8109 7.7957 7.8201
12 7.9167 8.0268 8.1505 8.0454 8.0270 7.8242 7.9011 8.0211 8.0510 8.0058 8.0790 7.8728
13 7.8892 7.7966 8.0823 7.9647 7.9000 7.6780 7.8525 7.8473 7.8892 7.7907 7.9174 7.7061
14 7.9010 7.7689 8.0478 7.9208 7.8402 7.6136 7.8881 8.0307 8.0380 8.0474 8.0967 7.9684
15 7.9483 7.8395 8.0968 7.9968 7.9627 7.7288 7.8720 8.0470 8.1758 8.1821 8.2981 7.9198
16 7.8576 7.9574 8.1437 8.0300 7.9992 7.8112 7.8980 8.0162 8.0483 8.2457 8.3662 7.9467
17 7.8982 7.9342 8.1213 7.9966 7.9802 7.8060 7.8576 8.0158 8.1137 8.2593 8.3099 7.9686
18 7.8679 7.9532 8.1919 8.0692 7.9613 7.7822 7.8588 7.9235 7.9873 8.1194 8.2073 7.8216
19 7.8849 7.9903 8.2177 8.0601 8.0487 7.8042 7.8743 7.8442 7.8848 8.0513 8.3729 7.8930
20 7.8871 7.9944 8.2297 8.0596 8.0523 7.8441 7.9684 8.0383 8.1928 8.2666 8.3258 7.8086
21 7.8894 7.9985 8.1731 8.0592 8.0559 7.8685 7.8903 8.0554 8.1265 8.2931 8.3228 7.8283
22 7.9250 8.0026 8.1642 8.0588 8.0595 7.8747 7.8917 8.0724 8.1293 8.3196 8.3199 7.8181
23 7.9333 8.0067 8.1553 8.0584 8.0631 7.8809 7.8931 8.0894 8.1320 8.3461 8.3169 7.8165
24 7.9416 8.0108 8.1463 8.0579 8.0667 7.8871 7.8945 8.1064 8.1347 8.3726 8.3140 7.8776
25 7.9498 8.0149 8.1374 8.0575 8.0703 7.8812 7.8959 8.0211 8.1240 8.3990 8.3258 8.0073
26 8.0108 8.0320 8.2715 8.0571 8.0739 7.8899 7.8973 8.0207 8.1237 8.4255 8.3503 8.0171
27 7.8583 7.9628 8.1426 8.0567 8.0685 7.8222 7.8987 8.0204 8.1234 8.2668 8.3322 7.9963
28 7.8102 8.0460 8.2268 8.1093 8.0768 7.9042 7.9824 8.0776 8.1934 8.2445 8.2962 7.9131
29 7.8854 7.9508 8.1278 7.9872 7.9531 7.7723 7.7986 7.9357 8.0210 8.2239 8.2911 7.9058
30 - - 8.0998 - - - - - - 8.2155 8.2769 -
2016-17                        
1 7.0513 7.3289 7.2242 6.8692 - - - - - - - -
2 7.3000 7.2344 7.1540 6.9096 - - - - - - - -
3 7.3749 7.3414 7.2762 7.0078 - - - - - - - -
4 7.4923 7.5717 7.3905 7.0625 - - - - - - - -
5 7.4920 7.7368 7.5638 7.2023 - - - - - - - -
6 7.7466 7.6088 7.5638 7.1610 - - - - - - - -
7 7.5845 7.5849 7.5190 7.1672 - - - - - - - -
8 7.7859 7.7723 7.6110 7.2514 - - - - - - - -
9 7.2997 7.6276 7.4183 7.1604 - - - - - - - -
10 7.8721 7.4650 7.7834 7.4091 - - - - - - - -
11 7.7931 7.8043 7.7313 7.4327 - - - - - - - -
12 7.5792 7.6400 7.5797 7.2453 - - - - - - - -
13 7.7618 7.7715 7.6393 7.2735 - - - - - - - -
14 7.9241 7.9384 7.8256 7.2978 - - - - - - - -
15 7.8570 7.8653 7.7651 7.4115 - - - - - - - -
16 7.8470 7.9065 7.6916 7.3790 - - - - - - - -
17 7.8370 7.8631 7.6730 7.4164 - - - - - - - -
18 7.7558 7.8541 7.6558 7.3100 - - - - - - - -
19 7.7255 7.7409 7.6909 7.2642 - - - - - - - -
20 7.9393 7.7653 7.7877 7.4462 - - - - - - - -
21 7.9003 7.8764 7.8052 7.4932 - - - - - - - -
22 7.9071 7.8768 7.8227 7.4623 - - - - - - - -
23 7.9138 7.8772 7.8402 7.4850 - - - - - - - -
24 7.9205 7.8776 7.8577 7.5450 - - - - - - - -
25 7.9273 7.8780 7.8038 7.4122 - - - - - - - -
26 7.9340 7.8784 7.8125 7.4262 - - - - - - - -
27 7.8703 7.8788 7.7604 7.4558 - - - - - - - -
28 7.8596 7.8792 7.7332 7.3724 - - - - - - - -
29 7.8334 7.8214 7.6942 7.3563 - - - - - - - -
30 7.8161 7.8187 7.7266 7.3523 - - - - - - - -

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