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Date : Sep 16, 2013
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

2010-11

                       

1

5.0253

5.2199

5.4713

6.3008

6.4900

6.6385

6.7671

7.2301

7.3877

7.5435

7.4488

7.4927

2

5.9062

5.7731

6.2598

6.8782

6.8853

7.0402

7.2745

7.4181

7.5645

7.8908

7.6298

7.5488

3

6.3955

6.4002

6.6774

7.0627

7.1341

7.2261

7.3436

7.6060

7.7414

8.0996

7.8139

7.6787

4

6.8631

6.8003

6.9854

7.3425

7.4327

7.4889

7.6892

7.7940

7.8852

8.1104

7.9980

7.8747

5

7.2820

7.2405

7.2768

7.5427

7.7054

7.7148

7.8347

7.9149

7.8519

8.1212

8.0602

7.9287

6

7.4902

7.5074

7.5758

7.7089

7.8787

7.8157

7.8741

7.9574

7.8502

8.1320

8.0694

7.9465

7

7.6367

7.6095

7.5953

7.7858

7.9584

7.7901

7.9908

7.9542

7.8644

8.1679

8.0929

7.9574

8

7.7957

7.5834

7.5771

7.7908

7.9547

7.8083

8.0429

7.9848

7.8852

8.1670

8.1187

7.9681

9

7.9548

7.5447

7.5588

7.7903

7.9509

7.8265

8.0949

8.0256

7.9060

8.1496

8.1095

7.9787

10

7.7766

7.5206

7.5758

7.8286

7.9863

7.8963

8.1179

8.0498

7.9534

8.1505

8.0983

8.0223

11

7.8811

7.6701

7.7798

7.9884

8.1020

7.9875

8.1105

8.0615

8.0147

8.1577

8.1338

8.0692

12

7.9846

7.8272

7.9335

8.0996

8.0404

7.9813

8.1105

8.0845

8.0744

8.1756

8.1897

8.1168

13

8.0536

8.0028

8.0031

8.1532

8.0915

8.1548

8.1731

8.1550

8.1318

8.2127

8.2613

8.1649

14

8.1226

8.0855

8.0727

8.2069

8.1579

8.3208

8.2356

8.2255

8.1892

8.2498

8.3329

8.2130

15

8.1916

8.0946

8.1423

8.2605

8.2244

8.3011

8.2982

8.2960

8.2466

8.2869

8.4045

8.2610

16

8.2605

8.1038

8.1919

8.3142

8.2909

8.2813

8.3607

8.3665

8.3040

8.3240

8.4761

8.3091

17

8.3295

8.1129

8.1822

8.3075

8.3523

8.2665

8.4094

8.4117

8.3424

8.3612

8.5095

8.3266

18

8.3562

8.1285

8.1968

8.3113

8.3557

8.2777

8.4146

8.4052

8.3537

8.3983

8.5134

8.3285

19

8.3683

8.1453

8.2137

8.3155

8.3591

8.2889

8.4198

8.3986

8.3651

8.4354

8.5173

8.3305

20

8.3805

8.1621

8.2307

8.3197

8.3625

8.3002

8.4250

8.3920

8.3764

8.4725

8.5212

8.3324

21

8.3926

8.1186

8.2476

8.3239

8.3659

8.3114

8.4302

8.3855

8.3877

8.5096

8.5251

8.3343

22

8.4048

8.2209

8.2309

8.3398

8.3694

8.3219

8.4349

8.3845

8.3981

8.5164

8.5284

8.3363

23

-

8.2089

8.1581

8.2960

8.3728

8.3284

8.4383

8.3950

8.4066

8.5220

8.5318

8.3382

24

-

8.1736

8.0854

8.2517

8.3760

8.3349

8.4417

8.4054

8.4152

8.5276

8.5351

8.3402

25

-

8.1384

8.0126

8.2634

8.3765

8.3413

8.4450

8.4159

8.4237

8.5333

8.5384

8.3421

26

-

8.1031

-

8.2768

8.3769

8.3439

8.4484

8.4263

8.4322

8.5389

8.5418

8.3456

27

-

8.0678

-

8.2901

8.3773

8.3376

8.4518

8.4368

8.4408

8.5445

8.5451

8.3493

28

-

-

-

8.3034

8.3777

8.3313

8.4551

8.4472

8.4493

8.5501

8.5485

8.3531

29

-

-

-

8.3167

8.3782

8.3250

8.4585

8.4577

8.4579

8.5557

8.5518

8.3568

30

-

-

-

8.3300

8.3786

8.3187

8.4619

8.4681

8.4664

8.5613

8.5551

8.3606

2011-12

                       

1

6.3112

8.3124

8.1875

8.3619

8.2283

8.2081

8.7114

8.7397

8.3720

8.6259

8.5654

8.3328

2

6.9231

8.3554

8.2298

8.3799

8.2650

8.2437

8.7469

8.7059

8.3161

8.5434

8.0814

8.0916

3

7.5350

8.3985

8.2722

8.3979

8.2696

8.2793

8.7823

8.6722

8.2603

8.4610

8.1851

8.1370

4

8.1469

8.4415

8.3146

8.4148

8.2873

8.3129

8.8178

8.6781

8.3743

8.3785

8.2888

8.4972

5

8.2318

8.4771

8.3496

8.4342

8.3329

8.3622

8.8603

8.7123

8.4656

8.2961

8.3051

8.5873

6

8.2385

8.4780

8.3580

8.4678

8.3445

8.4109

8.8810

8.7341

8.4918

8.3098

8.3096

8.5472

7

8.1690

8.4780

8.3625

8.5251

8.4124

8.3962

8.8635

8.7439

8.5120

8.3223

8.2896

8.5712

8

8.1525

8.4513

8.3532

8.6566

8.5700

8.4073

8.8650

8.7485

8.5300

8.3151

8.2641

8.7093

9

8.1359

8.4246

8.3440

8.5576

8.4262

8.3942

8.8666

8.7531

8.5479

8.2945

8.2214

8.6227

10

8.1267

8.4123

8.3518

8.4792

8.3543

8.3975

8.8849

8.7594

8.5459

8.2878

8.2000

8.5607

11

8.2552

8.4895

8.4205

8.5397

8.4259

8.4295

8.9145

8.7929

8.5142

8.3283

8.2268

8.6065

12

8.3151

8.5213

8.4566

8.5672

8.4559

8.4716

8.9260

8.8298

8.6100

8.3688

8.2536

8.6236

13

8.3510

8.5439

8.4897

8.5891

8.4839

8.5138

8.9375

8.8677

8.7018

8.4133

8.2957

8.6322

14

8.3870

8.5665

8.5227

8.6109

8.5118

8.5559

8.9490

8.9279

8.7660

8.4729

8.3752

8.6265

15

8.4230

8.5890

8.5557

8.6328

8.5398

8.5980

8.9605

8.9882

8.8302

8.5326

8.4548

8.6208

16

8.4590

8.6116

8.5887

8.6547

8.5708

8.6389

8.9708

9.0386

8.8678

8.5771

8.5092

8.6382

17

8.4950

8.6182

8.5943

8.6625

8.6379

8.6252

8.9707

9.0478

8.8353

8.5947

8.5316

8.6766

18

-

8.6215

8.5972

8.6678

-

8.6114

8.9707

9.0570

8.8028

8.6122

8.5541

8.7150

19

-

8.6248

8.6002

8.6731

-

8.5976

8.9707

9.0663

8.7727

8.6241

8.5717

8.7424

20

-

8.6282

8.6031

8.6784

-

8.5838

8.9707

9.0755

8.7749

8.6044

8.5736

8.7462

21

-

8.6315

8.6060

8.6837

-

8.5726

8.9707

9.0847

8.7770

8.5975

8.5755

8.7500

22

-

8.6348

-

8.6890

-

8.5749

8.9706

9.0939

8.7791

8.5911

8.5774

8.7538

23

-

8.6382

-

8.6944

-

8.5771

8.9706

9.1031

8.7813

8.5848

8.5793

8.7575

24

-

8.6415

-

8.6997

-

8.5794

8.9706

9.1123

8.7834

8.5784

8.5812

8.7613

25

-

8.6448

-

8.7050

-

8.5816

8.9706

9.1216

8.7856

8.5721

8.5831

8.7651

26

-

8.6481

-

8.7103

-

8.5839

8.9706

9.1308

8.7877

8.5658

8.5850

8.7689

27

-

8.6515

-

8.7156

-

8.5861

8.9705

9.1400

8.7898

8.5594

8.5869

8.7727

28

-

8.6548

-

8.7209

-

8.5884

8.9705

9.1492

8.7920

8.5531

8.5888

8.7765

29

-

8.6581

-

8.7262

-

8.5907

8.9705

9.1584

8.8036

8.5467

8.5907

8.7803

30

-

8.6614

-

-

-

-

-

-

8.8249

8.5404

8.5926

8.7841

(Continued)


TABLE 183 : 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

2012-13

 

 

 

 

 

 

 

 

 

 

 

 

1

8.0040

8.0093

7.9044

7.9421

7.8684

7.9050

8.0658

8.0168

7.9792

8.0085

7.8543

7.8813

2

8.1086

8.0607

7.9657

7.9937

7.9380

7.9761

8.0172

7.9655

8.0112

7.7691

7.7324

7.7638

3

8.2132

8.1121

8.0269

8.0453

8.0152

8.0472

8.0152

7.9798

8.0149

7.7858

7.8095

7.7909

4

8.3178

8.2010

8.0881

8.0969

8.1207

8.1183

8.0897

8.0859

8.0186

7.8475

7.8472

7.8566

5

8.4434

8.2914

8.0767

8.1518

8.2160

8.1926

8.1880

8.1290

8.0803

7.9233

7.8760

7.9476

6

8.6149

8.3686

8.2090

8.2291

8.2584

8.2358

8.2490

8.1326

8.1136

7.9561

7.9100

7.9453

7

8.5664

8.3337

8.2225

8.2553

8.3049

8.2315

8.2261

8.1782

8.1124

7.9679

7.9260

7.9167

8

8.5482

8.3360

8.2012

8.2879

8.3476

8.2733

8.2236

8.2445

8.1442

7.8922

7.8724

7.8577

9

8.6047

8.4013

8.1839

8.2858

8.3228

8.2382

8.2056

8.2146

8.1452

7.9731

7.9241

7.9373

10

8.6523

8.4599

8.2269

8.2631

8.3135

8.1388

8.2010

8.1981

8.2003

7.9417

7.9241

8.0102

11

8.6739

8.4733

8.3740

8.3457

8.3687

8.1512

8.2179

8.2609

8.2623

8.0175

7.9984

8.0814

12

8.6851

8.4689

8.4157

8.3705

8.4016

8.1635

8.2347

8.3194

8.2386

8.0564

8.0086

8.0990

13

8.7123

8.4953

8.4380

8.3581

8.3970

8.1765

8.2535

8.2880

8.1604

7.9956

7.9415

8.0663

14

8.7583

8.5475

8.4487

8.3377

8.3907

8.2622

8.3012

8.2953

8.1937

8.0139

7.9759

8.1298

15

8.8042

8.5998

8.4595

8.4327

8.4334

8.3722

8.3680

8.3353

8.2353

8.0375

8.0145

8.1751

16

8.8273

8.6180

8.4905

8.4718

8.4762

8.3906

8.3729

8.3523

8.2421

8.0582

8.0403

8.1990

17

8.8356

8.6211

8.5235

8.5018

8.5189

8.4090

8.3779

8.3694

8.2465

8.0788

8.0660

8.2228

18

8.8440

8.6242

8.5565

8.5317

8.5617

8.4274

8.3828

8.3865

8.2499

8.0932

8.0839

8.2352

19

8.8555

8.6386

8.5749

8.5508

8.5752

8.4597

8.3751

8.3665

8.2404

8.0727

8.0752

8.2225

20

8.8715

8.6651

8.5819

8.5641

8.5791

8.4742

8.3733

8.3709

8.2452

8.0756

8.0666

8.2097

21

8.8876

8.6915

8.5889

8.5774

8.5836

8.4758

8.3745

8.3817

8.2520

8.0795

8.0579

8.1970

22

8.9036

8.7179

8.5960

8.5908

8.5881

8.4775

8.3757

8.3926

8.2588

8.0833

8.0492

8.1842

23

8.9197

8.7443

8.6030

8.6041

8.5926

8.4792

8.3768

8.4034

8.2656

7.9907

8.0406

8.1715

24

8.9357

8.7708

8.6103

8.6159

8.5971

8.4813

8.3793

8.4143

8.2725

8.0911

8.0455

8.1772

25

8.9307

8.7709

8.6210

8.6187

8.6016

8.4845

8.3838

8.4252

8.2796

8.0949

8.0556

8.1872

26

8.9232

8.7705

8.6317

8.6216

8.6061

8.4878

8.3882

8.4360

8.2867

8.0984

8.0656

8.1973

27

8.9156

8.7702

8.6423

8.6245

8.6106

8.4910

8.3927

8.4469

8.2938

8.0870

8.0757

8.2073

28

8.9081

8.7698

8.6530

8.6274

8.6151

8.4942

8.3971

8.4546

8.3009

8.0911

8.0858

8.2179

29

8.9006

8.7695

8.6579

8.6302

8.6196

8.4975

8.4016

8.4577

8.3056

8.1066

8.0878

8.2126

30

8.8931

8.7691

8.6628

8.6331

8.6242

8.5007

8.4060

8.4609

8.2647

8.1220

8.0598

8.1687

2013-14

 

 

 

 

 

 

 

 

 

 

 

 

1

7.5004

7.1731

7.4594

-

-

-

-

-

-

-

-

-

2

7.4794

7.2975

7.5644

-

-

-

-

-

-

-

-

-

3

7.4684

7.3241

7.5561

-

-

-

-

-

-

-

-

-

4

7.5412

7.3467

7.5965

-

-

-

-

-

-

-

-

-

5

7.5743

7.2958

7.6416

-

-

-

-

-

-

-

-

-

6

7.5935

7.2374

7.6218

-

-

-

-

-

-

-

-

-

7

7.5832

7.3122

7.6832

-

-

-

-

-

-

-

-

-

8

7.6419

7.4231

7.6572

-

-

-

-

-

-

-

-

-

9

7.7491

7.4615

7.6249

-

-

-

-

-

-

-

-

-

10

7.7879

7.4803

7.4604

-

-

-

-

-

-

-

-

-

11

7.8422

7.5013

7.5464

-

-

-

-

-

-

-

-

-

12

7.8230

7.4553

7.4513

-

-

-

-

-

-

-

-

-

13

7.7912

7.4349

7.6548

-

-

-

-

-

-

-

-

-

14

7.8257

7.4484

7.7669

-

-

-

-

-

-

-

-

-

15

7.8642

7.4614

7.7896

-

-

-

-

-

-

-

-

-

16

7.9027

7.4744

7.8027

-

-

-

-

-

-

-

-

-

17

7.9413

7.4874

7.8157

-

-

-

-

-

-

-

-

-

18

7.9535

7.4955

7.8220

-

-

-

-

-

-

-

-

-

19

7.9268

7.4985

7.8231

-

-

-

-

-

-

-

-

-

20

7.9243

7.4807

7.8143

-

-

-

-

-

-

-

-

-

21

7.9299

7.4586

7.8045

-

-

-

-

-

-

-

-

-

22

7.8772

7.4364

7.7947

-

-

-

-

-

-

-

-

-

23

7.8634

7.4879

7.7973

-

-

-

-

-

-

-

-

-

24

7.8838

7.4708

7.8030

-

-

-

-

-

-

-

-

-

25

7.9043

7.4518

7.8086

-

-

-

-

-

-

-

-

-

26

7.9247

7.4615

7.8143

-

-

-

-

-

-

-

-

-

27

7.9452

7.5213

7.8199

-

-

-

-

-

-

-

-

-

28

7.9657

7.5270

7.8509

-

-

-

-

-

-

-

-

-

29

7.9572

7.5133

7.8822

-

-

-

-

-

-

-

-

-

30

7.9021

7.4835

7.9135

-

-

-

-

-

-

-

-

-


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