Click here to Visit the RBI’s new website

publications

PDF document (39 kb)
Date : Sep 15, 2014
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

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

8.0442

8.2389

8.4987

8.7439

8.7959

8.5264

8.5955

6.8413

15-91

7.5332

8.0727

8.0475

8.3567

8.3468

8.3849

8.6274

8.7007

8.6846

8.6786

8.9552

8.8675

92-182

-

-

-

-

8.3763

8.3199

8.6451

8.7505

8.5500

8.4500

-

8.5877

183-364

-

8.2300

8.2264

8.4568

8.3261

8.3900

8.6611

8.4931

8.3510

-

-

8.4406

2012-13

 

 

 

 

 

 

 

 

 

 

 

 

Upto 14

8.6127

8.1738

8.2064

8.1424

8.0000

7.9973

8.1321

8.1100

8.2503

-

-

7.4764

15-91

8.3528

8.3260

8.2858

8.1588

8.1924

8.0675

8.1062

8.1434

8.1483

7.9318

8.1415

7.8678

92-182

-

8.3000

8.2417

8.2000

8.1971

8.1002

8.1409

8.1644

8.1445

7.9453

8.0312

7.8905

183-364

-

8.2506

8.0919

8.1355

8.1245

8.0364

8.0000

-

8.0978

7.8366

8.0026

7.7533

2013-14

 

 

 

 

 

 

 

 

 

 

 

 

Upto 14

 

7.2910

7.3773

 

10.4904

9.6386

8.6032

8.4064

 

8.3000

8.3683

8.3824

15-91

7.5511

7.3595

7.4905

10.9381

11.1407

9.6097

8.6742

8.8665

8.6271

8.4792

9.0552

8.5005

92-182

7.5464

7.3192

7.4913

10.6242

11.0507

9.5722

 

8.8760

8.7935

8.9471

9.0278

8.6493

183-364

7.4911

7.3148

7.4816

9.8406

9.8016

9.1121

8.5363

8.7895

8.8013

8.9494

8.9663

8.7086

2014-15

 

 

 

 

 

 

 

 

 

 

 

 

Upto 14

8.6948

8.0306

8.4895

8.3267

8.1167

-

-

-

-

-

-

-

15-91

8.8245

8.4215

8.4706

8.5737

8.5322

-

-

-

-

-

-

-

92-182

8.8532

8.6139

8.6114

8.6592

8.6061

-

-

-

-

-

-

-

183-364

8.9027

8.6308

8.6600

8.6483

8.6500

-

-

-

-

-

-

-


Top