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Date : Sep 16, 2016

Table 187 : Month-End 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
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	8.2451	8.5693	8.6071	8.2876	8.1822	8.1249	7.8217	7.7603	7.8355
2	8.6573	8.3348	8.2205	8.3028	8.5817	8.4989	8.2419	8.0907	7.9576	7.7512	7.7594	7.8223
3	8.7299	8.4068	8.3533	8.3605	8.5941	8.3932	8.2214	8.1440	7.9596	7.6307	7.7615	7.6950
4	8.7583	8.4787	8.4861	8.4114	8.6064	8.4813	8.2532	8.1313	7.9615	7.5894	7.7556	7.7491
5	8.7866	8.5506	8.6067	8.4496	8.6188	8.5590	8.2850	8.1542	7.9817	7.6891	7.7970	7.7535
6	8.8687	8.6418	8.5944	8.5256	8.6607	8.6278	8.3338	8.2194	8.0073	7.6817	7.8258	7.8834
7	8.9206	8.6812	8.7361	8.6534	8.7270	8.6623	8.3703	8.2252	8.0202	7.7061	7.7999	7.8380
8	8.9166	8.6685	8.7682	8.7268	8.7581	8.6995	8.3928	8.2225	8.0025	7.7210	7.7927	7.7895
9	8.8584	8.7763	8.7932	8.7399	8.7265	8.6649	8.3507	8.1619	7.9707	7.6850	7.7041	7.7650
10	8.8902	8.6867	8.7536	8.4928	8.6252	8.5270	8.2997	8.1234	7.9171	7.6873	7.7655	7.7991
11	9.0438	8.7739	8.7959	8.7220	8.8348	8.7486	8.4058	8.2086	7.9821	7.6901	7.7363	7.7940
12	9.1088	8.7960	8.8007	8.7647	8.8389	8.7306	8.3928	8.0999	7.8757	7.6179	7.7903	7.7466
13	9.1113	8.7921	8.7877	8.7206	8.7866	8.7493	8.3947	8.1355	7.9662	7.7024	7.7133	7.7731
14	9.1021	8.6237	8.6309	8.6367	8.7202	8.6385	8.3631	8.1621	7.9397	7.7041	7.8032	7.7944
15	9.0937	8.6755	8.6934	8.6808	8.7510	8.6687	8.3668	8.1830	7.9803	7.7160	7.8243	7.8393
16	9.0853	8.7290	8.7374	8.7248	8.7818	8.6989	8.3704	8.2044	8.0042	7.7171	7.7476	7.8127
17	9.0729	8.7808	8.7458	8.7270	8.7699	8.6829	8.3853	8.1950	7.9784	7.6976	7.7297	7.8279
18	9.0575	8.7996	8.7424	8.7208	8.7550	8.6695	8.3710	8.1811	7.9532	7.6780	7.7721	7.7620
19	9.0557	8.7953	8.7385	8.7205	8.7563	8.6695	8.3479	8.1589	7.9353	7.7053	7.7760	7.8457
20	9.0604	8.8025	8.7346	8.7202	8.7576	8.6695	8.3587	8.1946	7.9583	7.6676	7.7799	7.8544
21	9.0651	8.8098	8.7307	8.7199	8.7589	8.6694	8.3609	8.2192	7.9776	7.6696	7.7838	7.9219
22	9.0698	8.8170	8.7330	8.7196	8.7602	8.6694	8.4044	8.2140	7.9794	7.6646	7.7400	7.9328
23	9.0745	8.8242	8.7367	8.7193	8.7614	8.6694	8.3926	8.2088	7.9742	7.6571	7.7390	7.8804
24	9.0792	8.8315	8.7404	8.7190	8.7627	8.6694	8.3808	8.2036	7.9689	7.6568	7.7379	7.8891
25	9.0839	8.8387	8.7441	8.7188	8.7640	8.6694	8.3690	8.1984	7.9637	7.7092	7.7405	7.8978
26	9.0887	8.8459	8.7478	8.7185	8.7653	8.6694	8.3608	8.1973	7.9710	7.7490	7.7482	7.9061
27	9.0934	8.8532	8.7515	8.7182	8.7666	8.6693	8.3602	8.2024	7.9911	7.7336	7.7420	7.8385
28	9.0963	8.8347	8.7529	8.7179	8.7679	8.6693	8.3596	8.1798	7.9518	7.6757	7.7373	7.8817
29	9.0965	8.8042	8.7567	8.7176	8.7745	8.6802	8.3592	8.2010	8.0077	7.7237	7.7480	7.7641
30	-	-	-	-	-	-	-	8.1595	-	-	-	-
(Continued)

TABLE 187 : 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
2015-16
1	7.7254	7.6353	7.8766	7.5655	7.4290	7.5059	7.5024	7.5119	7.3575	7.1885	7.2498	7.1362
2	7.8430	7.8023	7.9257	7.8866	7.8305	7.5389	7.5471	7.5554	7.5433	7.3754	7.6080	7.3301
3	7.6957	7.7799	7.9749	7.8297	7.7964	7.5561	7.6224	7.7714	7.7033	7.5275	7.6988	7.3979
4	7.7893	7.8439	8.0691	7.9516	7.9220	7.6571	7.7215	7.9006	7.7172	7.6636	7.7817	7.4116
5	7.9082	7.9619	8.0941	8.0098	8.0307	7.7472	7.7455	7.8970	7.8737	7.7585	7.8748	7.6049
6	7.7611	8.0466	8.1560	8.0858	8.0084	7.8087	7.8757	7.9966	7.9550	7.8925	8.0763	7.7766
7	7.9189	7.9620	8.1436	8.0553	8.0034	7.7778	7.8328	7.7274	7.9694	7.6938	7.9215	7.6153
8	7.8914	7.8322	8.0520	7.8607	7.9085	7.7353	7.5513	7.6264	7.7474	7.7989	8.0228	7.7252
9	7.8755	7.8537	8.0154	7.9597	7.7613	7.5057	7.6160	7.7605	7.7771	7.7819	7.8634	7.6849
10	7.8904	7.6433	7.8697	7.8050	8.0541	7.5300	7.9202	8.0698	8.0940	7.5187	7.6385	7.4025
11	7.9030	7.7537	8.0479	8.0310	8.2104	7.7590	7.8545	7.9955	7.9969	7.8109	7.7957	7.8201
12	7.9167	8.0268	8.1505	8.0454	8.0270	7.8242	7.9011	8.0211	8.0510	8.0058	8.0790	7.8728
13	7.8892	7.7966	8.0823	7.9647	7.9000	7.6780	7.8525	7.8473	7.8892	7.7907	7.9174	7.7061
14	7.9010	7.7689	8.0478	7.9208	7.8402	7.6136	7.8881	8.0307	8.0380	8.0474	8.0967	7.9684
15	7.9483	7.8395	8.0968	7.9968	7.9627	7.7288	7.8720	8.0470	8.1758	8.1821	8.2981	7.9198
16	7.8576	7.9574	8.1437	8.0300	7.9992	7.8112	7.8980	8.0162	8.0483	8.2457	8.3662	7.9467
17	7.8982	7.9342	8.1213	7.9966	7.9802	7.8060	7.8576	8.0158	8.1137	8.2593	8.3099	7.9686
18	7.8679	7.9532	8.1919	8.0692	7.9613	7.7822	7.8588	7.9235	7.9873	8.1194	8.2073	7.8216
19	7.8849	7.9903	8.2177	8.0601	8.0487	7.8042	7.8743	7.8442	7.8848	8.0513	8.3729	7.8930
20	7.8871	7.9944	8.2297	8.0596	8.0523	7.8441	7.9684	8.0383	8.1928	8.2666	8.3258	7.8086
21	7.8894	7.9985	8.1731	8.0592	8.0559	7.8685	7.8903	8.0554	8.1265	8.2931	8.3228	7.8283
22	7.9250	8.0026	8.1642	8.0588	8.0595	7.8747	7.8917	8.0724	8.1293	8.3196	8.3199	7.8181
23	7.9333	8.0067	8.1553	8.0584	8.0631	7.8809	7.8931	8.0894	8.1320	8.3461	8.3169	7.8165
24	7.9416	8.0108	8.1463	8.0579	8.0667	7.8871	7.8945	8.1064	8.1347	8.3726	8.3140	7.8776
25	7.9498	8.0149	8.1374	8.0575	8.0703	7.8812	7.8959	8.0211	8.1240	8.3990	8.3258	8.0073
26	8.0108	8.0320	8.2715	8.0571	8.0739	7.8899	7.8973	8.0207	8.1237	8.4255	8.3503	8.0171
27	7.8583	7.9628	8.1426	8.0567	8.0685	7.8222	7.8987	8.0204	8.1234	8.2668	8.3322	7.9963
28	7.8102	8.0460	8.2268	8.1093	8.0768	7.9042	7.9824	8.0776	8.1934	8.2445	8.2962	7.9131
29	7.8854	7.9508	8.1278	7.9872	7.9531	7.7723	7.7986	7.9357	8.0210	8.2239	8.2911	7.9058
30	-	-	8.0998	-	-	-	-	-	-	8.2155	8.2769	-
2016-17
1	7.0513	7.3289	7.2242	6.8692	-	-	-	-	-	-	-	-
2	7.3000	7.2344	7.1540	6.9096	-	-	-	-	-	-	-	-
3	7.3749	7.3414	7.2762	7.0078	-	-	-	-	-	-	-	-
4	7.4923	7.5717	7.3905	7.0625	-	-	-	-	-	-	-	-
5	7.4920	7.7368	7.5638	7.2023	-	-	-	-	-	-	-	-
6	7.7466	7.6088	7.5638	7.1610	-	-	-	-	-	-	-	-
7	7.5845	7.5849	7.5190	7.1672	-	-	-	-	-	-	-	-
8	7.7859	7.7723	7.6110	7.2514	-	-	-	-	-	-	-	-
9	7.2997	7.6276	7.4183	7.1604	-	-	-	-	-	-	-	-
10	7.8721	7.4650	7.7834	7.4091	-	-	-	-	-	-	-	-
11	7.7931	7.8043	7.7313	7.4327	-	-	-	-	-	-	-	-
12	7.5792	7.6400	7.5797	7.2453	-	-	-	-	-	-	-	-
13	7.7618	7.7715	7.6393	7.2735	-	-	-	-	-	-	-	-
14	7.9241	7.9384	7.8256	7.2978	-	-	-	-	-	-	-	-
15	7.8570	7.8653	7.7651	7.4115	-	-	-	-	-	-	-	-
16	7.8470	7.9065	7.6916	7.3790	-	-	-	-	-	-	-	-
17	7.8370	7.8631	7.6730	7.4164	-	-	-	-	-	-	-	-
18	7.7558	7.8541	7.6558	7.3100	-	-	-	-	-	-	-	-
19	7.7255	7.7409	7.6909	7.2642	-	-	-	-	-	-	-	-
20	7.9393	7.7653	7.7877	7.4462	-	-	-	-	-	-	-	-
21	7.9003	7.8764	7.8052	7.4932	-	-	-	-	-	-	-	-
22	7.9071	7.8768	7.8227	7.4623	-	-	-	-	-	-	-	-
23	7.9138	7.8772	7.8402	7.4850	-	-	-	-	-	-	-	-
24	7.9205	7.8776	7.8577	7.5450	-	-	-	-	-	-	-	-
25	7.9273	7.8780	7.8038	7.4122	-	-	-	-	-	-	-	-
26	7.9340	7.8784	7.8125	7.4262	-	-	-	-	-	-	-	-
27	7.8703	7.8788	7.7604	7.4558	-	-	-	-	-	-	-	-
28	7.8596	7.8792	7.7332	7.3724	-	-	-	-	-	-	-	-
29	7.8334	7.8214	7.6942	7.3563	-	-	-	-	-	-	-	-
30	7.8161	7.8187	7.7266	7.3523	-	-	-	-	-	-	-	-