Skip to main content
Click here to Visit the RBI’s new website

BBBPLogo

publications

download file (11 kb) or PDF document (42 kb)
Date : Sep 16, 2016
Table 186 : 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
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 8.2898 7.7505 8.0728 8.3497 7.9962 7.9054 -
15-91 8.8245 8.4215 8.4706 8.5737 8.5322 8.4113 8.3555 8.2058 8.3028 8.0298 8.2608 7.7815
92-182 8.8532 8.6139 8.6114 8.6592 8.6061 8.5380 8.3800 8.3057 8.3014 8.1785 8.2712 7.8006
183-364 8.9027 8.6308 8.6600 8.6483 8.6500 8.6266 8.3599 8.2558 8.1186 8.0684 8.0950 7.7974
2015-16                        
Upto 14 7.7500 7.6781 7.3064 - 7.1900 6.8476 6.7458 6.8708 6.9544 7.1500 6.7929 6.7006
15-91 7.8718 7.7875 7.5970 7.3153 7.3504 7.0266 7.0382 7.1068 7.1060 7.0224 7.2043 6.8655
92-182 7.8908 7.7977 7.6735 7.4966 7.4158 7.0498 7.0976 7.1387 7.2062 7.2085 7.2597 6.8167
183-364 7.8992 7.7571 7.7200 7.5666 7.5062 7.1133 7.0700 7.1708 7.1850 - - 6.8800
2016-17                        
Upto 14 - 6.5552 6.5858 6.3000 - - - - - - - -
15-91 6.7844 6.7276 6.5842 6.4618 - - - - - - - -
92-182 - 6.8753 6.8011 6.6566 - - - - - - - -
183-364 6.8767 6.9214 6.8300 6.7100 - - - - - - - -

Top