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Document - Table 178 : Yield of SGL Transactions in Treasury Bills for Residual Maturities () or PDF - Table 178 : Yield of SGL Transactions in Treasury Bills for Residual Maturities ()
Date : Aug 31, 2004
Table 178 : Yield of SGL Transactions in Treasury Bills for Residual Maturities
               (Per cent 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
1996-97                        
Upto 14 10.0335 7.9391 8.5176 6.3089 5.8973 8.3454 7.4501 5.2655 8.2368 7.4967 4.6690 5.4308
15 - 91 13.7002 11.7592 11.8561 8.6692 8.8210 10.0016 9.1712 7.8191 7.6383 7.8424 7.5194 7.4239
92 - 182 12.4015 12.2126 - - 10.0058 11.4073 11.4126 10.0599 9.8816 9.1107 8.7422 9.5481
183 - 364 12.4736 - 12.8240 12.3726 12.4815 12.7728 12.2044 9.9855 10.0269 9.9695 9.6385 10.1011
1997-98                        
Upto 14 5.2317 - 5.1723 4.7355 5.9631 4.9463 - 4.7652 5.7473 6.9826 8.3283 8.3907
15 - 91 3.6892 7.0824 5.2348 6.3909 5.3347 6.7813 6.5818 6.2327 7.7715 13.7015 11.0945 9.4993
92 - 182 - 8.3271 - - - - 7.5054 7.3664 8.5764 14.7097 - -
183 - 364 8.7482 9.4175 8.7581 7.9335 8.5087 8.5177 7.8484 7.5745 8.6402 13.9616 11.4685 10.1513
1998-99                        
Upto 14 7.6297 7.0865 6.7429 5.7540 10.2378 7.7295 8.1455 8.3137 8.9605 8.3864 8.1071 7.8932
15 - 91 7.5294 9.3244 7.6037 6.9320 10.0539 9.1650 9.6950 9.4780 9.3558 8.8562 9.3993 8.7013
92 - 182 8.4268 9.5237 - 8.4766 - - - - - 9.4739 9.8231 -
183 - 364 8.2274 - 9.4740 - 9.7732 9.9727 10.4307 10.4494 10.4014 10.1411 10.5297 10.0689
1999-00                        
Upto 14 7.8348 8.2266 7.6903 7.8753 8.4774 8.5995 8.4832 8.0416 8.0833 8.2274 8.8080 10.4713
15 - 91 8.6063 8.5911 8.7260 8.7464 9.1679 9.1254 9.7032 8.5906 8.2332 8.6254 8.7364 10.0878
92 - 182 8.4766 - 9.6954 9.6535 9.8215 10.1720 10.1471 - 9.1565 9.4384 9.0751 9.4111
183 - 364 9.8985 10.1845 10.2978 10.1128 10.3117 10.3714 10.3181 10.0684 10.1129 9.8165 9.3584 9.7560
2000-01                        
Upto 14 6.8554 7.0838 - 7.9121 12.6263 10.1359 - - 9.8940 7.8532 7.5740 7.5234
15 - 91 8.0696 8.6201 9.7122 8.5493 11.0161 10.0974 9.4619 9.3421 9.2538 9.0769 8.2790 8.4930
92 - 182 - 8.7549 - 9.3742 10.2711 10.3496 9.8975 9.8730 8.9395 9.2744 8.3270 8.5539
183 - 364 9.0542 9.2329 9.6169 10.2031 10.8715 10.5445 10.2204 10.0786 9.9309 9.5238 8.7412 8.7745
2001-02                        
Upto 14 6.5163 6.3472 6.9805 - 6.7352 6.9074 - - - 5.7741 5.7188 -
15 - 91 7.6029 7.4140 7.0545 7.0345 - 6.9294 6.6710 6.4669 6.9184 6.4843 6.2329 5.9177
92 - 182 - 7.7413 7.3333 7.1704 6.9616 7.1502 - 6.5227 7.0452 6.4920 6.3926 6.0689
183 - 364 8.5085 8.0736 7.7149 7.3242 7.0261 7.2121 6.8441 6.6406 7.1141 6.6279 6.2242 6.1218
2002-03                        
Upto 14 - - 5.7348 5.7463 - - - 5.3432 5.2293 - 5.8014 5.6484
15 - 91 6.0097 6.4259 6.1419 5.8280 5.7530 5.7139 5.5160 5.1018 5.4337 5.5742 5.5290 5.6552
92 - 182 - - 6.2627 - 5.7451 5.7840 - - 5.4352 5.6845 - -
183 - 364 6.1161 6.7236 6.3988 5.9884 5.9234 5.8092 5.5774 5.3216 5.4455 5.7842 5.8539 5.5677
2003-04                        
Upto 14 4.4965 - 4.8405 4.6914 3.8456 4.5417 - - 4.1474 - 4.1029 3.8492
15 - 91 4.5977 4.6704 4.9326 4.6897 4.6448 4.5441 4.7328 4.2324 4.2052 4.3092 4.3320 4.3277
92 - 182 - - 4.9497 4.6983 - - 4.5605 - 4.2400 - - 4.2200
183 - 364 4.8155 4.7405 4.9556 4.7530 4.6257 4.5338 4.6036 4.3473 4.2912 4.3806 4.3725 4.2369
2004-05                        
Upto 14 - - 4.3463                  
15 - 91 4.3609 4.3831 4.3738                  
92 - 182 4.3600 - 4.4570                  
183 - 364 4.4206 4.2557 4.5659