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Date : Sep 15, 2014
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

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

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

(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

2013-14

 

 

 

 

 

 

 

 

 

 

 

 

1

7.5004

7.1731

7.4594

9.0363

9.9884

9.0504

8.3443

8.6342

8.6588

8.9497

8.6780

8.6019

2

7.4794

7.2975

7.5644

8.9691

9.2407

8.4881

8.3624

8.4033

8.4736

8.7416

8.6900

8.5891

3

7.4684

7.3241

7.5561

8.9019

9.2722

8.6696

8.3806

8.4342

8.5292

8.6218

8.7902

8.6133

4

7.5412

7.3467

7.5965

8.8692

9.4065

8.7279

8.4499

8.5870

8.7080

8.6868

8.8905

8.7611

5

7.5743

7.2958

7.6416

9.0583

9.3503

8.8592

8.5790

8.7422

8.8802

8.8720

8.9834

8.8570

6

7.5935

7.2374

7.6218

8.8086

9.2964

8.9590

8.6560

8.8987

8.9713

9.0008

9.1129

8.9756

7

7.5832

7.3122

7.6832

8.7267

9.2496

8.9934

8.7122

8.8665

9.0473

9.0930

9.2235

9.1153

8

7.6419

7.4231

7.6572

8.7102

9.0908

9.1713

8.7796

9.0512

9.1660

9.1389

9.2177

9.0825

9

7.7491

7.4615

7.6249

8.6570

8.8888

8.9682

8.6640

9.0180

9.1302

9.1849

9.0491

8.9334

10

7.7879

7.4803

7.4604

8.2727

8.7830

8.7629

8.7086

8.7178

8.7689

8.8698

8.9384

8.8776

11

7.8422

7.5013

7.5464

8.4514

8.9275

8.9952

8.9677

8.9575

9.0657

9.0952

9.1812

9.0545

12

7.8230

7.4553

7.4513

8.6300

9.0719

9.2234

8.9815

9.1468

9.2308

9.1785

9.3162

9.1448

13

7.7912

7.4349

7.6548

8.6677

9.1029

9.1874

8.9454

9.1233

9.2216

9.2425

9.3070

9.1530

14

7.8257

7.4484

7.7669

8.6805

9.1259

9.0803

8.8450

9.0754

9.2158

9.2216

9.2960

9.1516

15

7.8642

7.4614

7.7896

8.6934

9.1488

9.0901

8.9124

9.0802

9.2129

9.2217

9.2829

9.1359

16

7.9027

7.4744

7.8027

8.7062

9.1718

9.0999

8.9799

9.0851

9.2100

9.2218

9.2697

9.1202

17

7.9413

7.4874

7.8157

8.7191

9.1948

9.1097

9.0473

9.1246

9.2121

9.2260

9.2616

9.1150

18

7.9535

7.4955

7.8220

8.6616

9.2639

9.2021

9.0453

9.1455

9.2295

9.2384

9.2607

9.1198

19

7.9268

7.4985

7.8231

8.6140

9.2929

9.2811

9.0429

9.1585

9.2400

9.2509

9.2602

9.1163

20

7.9243

7.4807

7.8143

8.6225

9.2740

9.2901

9.0433

9.1621

9.2407

9.2633

9.2600

9.1110

21

7.9299

7.4586

7.8045

8.6309

9.2551

9.2991

9.0437

9.1657

9.2415

9.2757

9.2598

9.1056

22

7.8772

7.4364

7.7947

8.6394

9.2362

9.3081

9.0441

9.1693

9.2422

9.2882

9.2579

9.1003

23

7.8634

7.4879

7.7973

8.6479

9.2517

9.3171

9.0445

9.1729

9.2429

9.3006

9.2542

9.0950

24

7.8838

7.4708

7.8030

8.6563

9.2681

9.3261

9.0449

9.1766

9.2436

9.3130

9.2504

9.0897

25

7.9043

7.4518

7.8086

8.6648

9.2845

9.3350

9.0453

9.1802

9.2444

9.3255

9.2467

9.0844

26

7.9247

7.4615

7.8143

8.6733

9.3009

9.3440

9.0457

9.1838

9.2451

9.3379

9.2429

9.0791

27

7.9452

7.5213

7.8199

8.6817

9.3173

9.3530

9.0461

9.1874

9.2458

9.3503

9.2391

9.0738

28

7.9657

7.5270

7.8509

8.6902

9.3337

9.3620

9.0465

9.1910

9.2466

9.3553

9.2444

9.0734

29

7.9572

7.5133

7.8822

8.7144

-

9.2977

-

9.1622

9.2415

-

-

9.0860

30

7.9021

7.4835

7.9135

8.7476

-

-

-

-

9.2256

-

-

-

2014-15

 

 

 

 

 

 

 

 

 

 

 

 

1

8.5665

8.2629

8.0877

-

-

-

-

-

-

-

-

-

2

8.6573

8.3348

8.2205

-

-

-

-

-

-

-

-

-

3

8.7299

8.4068

8.3533

-

-

-

-

-

-

-

-

-

4

8.7583

8.4787

8.4861

-

-

-

-

-

-

-

-

-

5

8.7866

8.5506

8.6067

-

-

-

-

-

-

-

-

-

6

8.8687

8.6418

8.5944

-

-

-

-

-

-

-

-

-

7

8.9206

8.6812

8.7361

-

-

-

-

-

-

-

-

-

8

8.9166

8.6685

8.7682

-

-

-

-

-

-

-

-

-

9

8.8584

8.7763

8.7932

-

-

-

-

-

-

-

-

-

10

8.8902

8.6867

8.7536

-

-

-

-

-

-

-

-

-

11

9.0438

8.7739

8.7959

-

-

-

-

-

-

-

-

-

12

9.1088

8.7960

8.8007

-

-

-

-

-

-

-

-

-

13

9.1113

8.7921

8.7877

-

-

-

-

-

-

-

-

-

14

9.1021

8.6237

8.6309

-

-

-

-

-

-

-

-

-

15

9.0937

8.6755

8.6934

-

-

-

-

-

-

-

-

-

16

9.0853

8.7290

8.7374

-

-

-

-

-

-

-

-

-

17

9.0729

8.7808

8.7458

-

-

-

-

-

-

-

-

-

18

9.0575

8.7996

8.7424

-

-

-

-

-

-

-

-

-

19

9.0557

8.7953

8.7385

-

-

-

-

-

-

-

-

-

20

9.0604

8.8025

8.7346

-

-

-

-

-

-

-

-

-

21

9.0651

8.8098

8.7307

-

-

-

-

-

-

-

-

-

22

9.0698

8.8170

8.7330

-

-

-

-

-

-

-

-

-

23

9.0745

8.8242

8.7367

-

-

-

-

-

-

-

-

-

24

9.0792

8.8315

8.7404

-

-

-

-

-

-

-

-

-

25

9.0839

8.8387

8.7441

-

-

-

-

-

-

-

-

-

26

9.0887

8.8459

8.7478

-

-

-

-

-

-

-

-

-

27

9.0934

8.8532

8.7515

-

-

-

-

-

-

-

-

-

28

9.0963

8.8347

8.7529

-

-

-

-

-

-

-

-

-

29

9.0965

8.8042

8.7567

-

-

-

-

-

-

-

-

-

30

-

-

-

-

-

-

-

-

-

-

-

-


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