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27C. Month-end yield to maturity of SGL Transaction in Central Government dated securities for various residual maturities
Date : Feb 14, 2009

No. 27 C: Month-end Yield to Maturity of SGL Transactions in Central Government
Dated Securities for Various Residual Maturities

(Per cent)

Term to Maturity (in years)

2008

Jan.

Feb.

Mar.

Apr.

May

Jun.

Jul.

Aug.

Sep.

Oct.

Nov.

Dec.

1

2

3

4

5

6

7

8

9

10

11

12

13

1

7.4307

7.4481

7.4252

7.7279

7.8502

9.1340

9.4748

9.0966

8.7855

7.3525

6.6751

5.0196

2

7.5106

7.5449

7.5140

7.8050

7.9675

9.3297

9.3916

9.0076

8.7130

7.3839

6.8129

5.0690

3

7.5426

7.5749

7.5433

7.8901

7.9923

9.2864

9.3656

8.9396

8.6613

7.4717

6.8821

5.1735

4

7.5281

7.5699

7.5429

7.9165

8.0172

9.2257

9.4132

8.8716

8.6096

7.4991

6.9298

5.2876

5

7.5137

7.5649

7.5424

7.9151

8.0421

9.1651

9.4609

8.8036

8.5783

7.5285

6.9775

5.3499

6

7.5061

7.6111

7.5534

7.9217

8.0743

9.1045

9.5085

8.8432

8.6979

7.5343

7.0371

5.3238

7

7.5084

7.6674

7.5640

7.9326

8.1091

9.0439

9.5562

8.8840

8.6850

7.5962

7.2363

5.4210

8

7.5180

7.5376

7.5742

7.9595

8.1430

8.9727

9.5819

8.9212

8.6722

7.6254

7.3178

5.5435

9

7.5375

7.5760

7.5816

7.9691

8.1348

8.8334

9.3691

8.8074

8.6593

7.5558

7.2131

5.3842

10

7.5737

7.6268

7.6367

8.0181

8.1069

8.6518

9.3500

8.7121

8.7184

7.4808

7.1197

5.3028

11

7.6318

7.6775

7.7147

8.0914

8.2966

8.7884

9.3822

8.8126

8.8703

7.5441

7.1987

5.3868

12

7.6900

7.7282

7.7928

8.1647

8.3057

8.9250

9.4143

8.9132

9.0223

7.6074

7.2777

5.4708

13

7.7482

7.7789

7.8708

8.2380

8.3148

9.0559

9.4465

9.0137

9.1253

7.7548

7.5245

5.7983

14

7.7492

7.8277

7.8804

8.2975

8.3240

9.1168

9.4787

9.1142

9.1360

7.8462

7.6298

6.0418

15

7.7489

7.8371

7.8321

8.3047

8.3331

9.1776

9.5109

9.2147

9.1466

7.8706

7.6530

6.1420

16

7.7585

7.8494

7.8492

8.3119

8.3422

9.2384

9.5430

9.3153

9.1573

7.8950

7.6761

6.2423

17

7.7682

7.8618

7.8664

8.3191

8.3514

9.2992

9.5752

9.4158

9.1680

7.9194

7.6993

6.3426

18

7.7779

7.8741

7.8836

8.3263

8.3605

9.3601

9.6074

9.5163

9.1787

7.9438

7.7225

6.4428

19

7.7875

7.8865

7.9008

8.3334

8.3696

9.4027

9.6395

9.5659

9.1894

7.9571

7.7214

6.4318

20

7.7972

7.8988

7.9180

8.3406

8.3788

9.4140

9.6717

9.5720

9.2001

7.9659

7.7136

6.4053

21

7.8068

7.9111

7.9352

8.3478

8.3879

9.4252

9.7039

9.5780

9.2108

7.9747

7.7059

6.3788

22

7.8165

7.9235

7.9523

8.3550

8.3970

9.4365

9.7361

9.5841

9.2215

7.9834

7.6982

6.3522

23

7.8261

7.9358

7.9695

8.3622

8.4062

9.4477

9.7682

9.5901

9.2322

7.9922

7.6904

6.3257

24

7.8358

7.9482

7.9867

8.3694

8.4153

9.4590

9.8004

9.5961

9.2429

8.0002

7.6896

6.3287

25

7.8431

7.9603

7.9988

8.3766

8.4244

9.4702

8.0048

7.7097

6.3887

26

7.8473

7.9723

8.0072

8.3838

8.4336

8.0094

7.7296

6.4570

27

7.8515

7.9843

8.0155

8.3910

8.4427

8.0139

7.7624

6.4797

28

7.8557

7.9964

8.0239

8.3982

8.4518

8.0185

7.8415

6.3722

29

7.8599

8.0084

8.0323

8.4053

8.4610

30


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