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Date : Sep 16, 2013
Table 182 : 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

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

4.7993

-

6.1141

-

6.4912

3.2689

6.7488

7.1499

15-91

3.9533

5.0840

5.3198

5.6327

6.0066

6.0439

6.7058

6.8073

6.8806

3.5096

7.0710

7.1447

92-182

4.4078

5.1148

5.3716

5.7500

6.3000

6.2776

6.8534

7.2000

7.1700

-

-

7.4268

183-364

4.8938

-

5.3900

6.2207

-

6.5655

7.0406

-

7.4000

4.6229

7.6132

-

2011-12

                       

Upto 14

-

7.4700

7.6989

8.2367

7.9903

8.3360

8.5297

8.8335

8.5239

8.8304

-

9.0195

15-91

7.5332

8.0727

8.0475

8.3567

8.3113

8.3530

8.6005

8.8162

8.4414

8.5598

9.0152

8.9359

92-182

-

-

-

-

8.3000

8.4398

8.6083

8.8240

8.3108

-

8.7750

8.6593

183-364

-

8.2300

8.2264

8.4568

8.3000

7.9996

-

8.6206

8.3063

8.4604

8.4688

8.6223

2012-13

                       

Upto 14

8.3029

8.3746

8.2294

8.1200

8.0168

8.0490

8.1151

8.1702

8.2869

7.9327

7.9590

7.9981

15-91

8.3544

8.3848

8.2851

8.0975

8.1752

8.1253

8.1054

8.1613

8.1896

7.9254

8.0779

8.0775

92-182

8.3506

8.3803

8.3022

-

8.2196

8.1191

8.1000

8.1633

8.1570

7.9329

8.0386

8.0122

183-364

8.1600

8.2400

8.0982

7.9497

8.0769

8.0394

7.9564

8.0639

8.0699

7.8266

7.8811

7.8488

2013-14

                       

Upto 14

7.5702

7.2609

7.5032

10.1429

 

 

 

 

 

 

 

 

15-91

7.5461

7.2984

7.5274

10.4120

 

 

 

 

 

 

 

 

92-182

7.5439

7.2669

7.5340

10.2405

 

 

 

 

 

 

 

 

183-364

7.5013

7.2583

7.5335

9.6938

 

 

 

 

 

 

 

 


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