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Date : Sep 15, 2019
Table 179 : 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
2016-17                        
1 7.0513 7.3289 7.2242 6.8692 6.8345 6.6719 6.6342 6.0495 6.2402 6.3029 6.4314 6.4527
2 7.3000 7.2344 7.1540 6.9096 6.9408 6.7425 6.6669 6.0422 6.3908 6.3807 6.5471 6.6378
3 7.3749 7.3414 7.2762 7.0078 6.9435 6.8132 6.6997 6.1710 6.4840 6.3365 6.6813 6.6484
4 7.4923 7.5717 7.3905 7.0625 7.0539 6.9004 6.7324 6.2299 6.6948 6.5721 6.9786 6.9235
5 7.4920 7.7368 7.5638 7.2023 7.1028 6.8255 6.9283 6.4242 6.7386 6.4905 6.9219 6.6651
6 7.7466 7.6088 7.5638 7.1610 7.1010 6.7125 6.7326 6.2872 6.2774 6.5785 7.0776 6.9138
7 7.5845 7.5849 7.5190 7.1672 7.0778 6.9396 6.8013 6.2528 6.7704 6.6802 7.1453 7.0605
8 7.7859 7.7723 7.6110 7.2514 7.1503 7.0565 6.9618 6.5033 6.8500 6.4941 7.0138 6.8000
9 7.2997 7.6276 7.4183 7.1604 7.0891 6.9383 6.8531 6.3317 6.3863 6.3916 6.8592 6.6444
10 7.8721 7.4650 7.7834 7.4091 7.1140 6.8096 6.8216 6.3049 7.1725 7.1485 7.0912 7.0563
11 7.7931 7.8043 7.7313 7.4327 7.2263 7.1787 7.1462 6.6178 7.1159 7.4972 7.4841 7.4025
12 7.5792 7.6400 7.5797 7.2453 7.0753 6.9716 7.0568 6.5025 6.8371 6.4394 7.0335 7.1345
13 7.7618 7.7715 7.6393 7.2735 7.0445 6.9577 7.0273 6.4570 6.8581 6.7492 7.3516 7.2747
14 7.9241 7.9384 7.8256 7.2978 7.1331 7.1036 7.1705 6.5698 7.2164 6.7661 7.5678 7.2698
15 7.8570 7.8653 7.7651 7.4115 7.2580 7.1552 7.1986 6.6752 7.2971 6.7767 7.2055 7.1546
16 7.8470 7.9065 7.6916 7.3790 7.2594 7.1009 7.2266 6.6642 7.3778 6.7873 7.5067 7.3956
17 7.8370 7.8631 7.6730 7.4164 7.2609 7.0681 7.2547 6.6856 7.0966 7.1066 7.5353 7.4249
18 7.7558 7.8541 7.6558 7.3100 7.2202 7.1352 7.1960 6.6879 7.1647 7.0487 7.6212 7.3564
19 7.7255 7.7409 7.6909 7.2642 7.2141 7.2186 7.1456 6.6524 6.8349 7.2080 7.6374 7.4853
20 7.9393 7.7653 7.7877 7.4462 7.2634 7.2303 7.0568 6.5768 6.7762 7.2426 7.6536 7.5629
21 7.9003 7.8764 7.8052 7.4932 7.2876 7.0690 6.9985 6.6032 6.7176 7.2549 7.6698 7.5824
22 7.9071 7.8768 7.8227 7.4623 7.2467 6.9852 7.1025 6.6425 6.6589 7.2672 7.2422 7.6019
23 7.9138 7.8772 7.8402 7.4850 7.3287 7.0985 7.2478 6.6724 7.3358 7.2795 7.7022 7.6213
24 7.9205 7.8776 7.8577 7.5450 7.2994 7.2775 7.2536 6.6521 7.4258 7.2918 7.6823 7.6408
25 7.9273 7.8780 7.8038 7.4122 7.2949 7.2893 7.2593 6.6529 7.5157 7.3042 7.6007 7.4952
26 7.9340 7.8784 7.8125 7.4262 7.2511 7.2096 7.2202 6.6741 7.6057 7.1894 7.5813 7.5715
27 7.8703 7.8788 7.7604 7.4558 7.2773 7.2270 7.2203 6.6698 7.1601 7.1668 7.5620 7.4822
28 7.8596 7.8792 7.7332 7.3724 7.2681 7.1465 7.2210 6.6456 7.1341 7.1719 7.5914 7.4481
29 7.8334 7.8214 7.6942 7.3563 7.2552 7.1499 7.2109 6.6333 7.0620 6.9371 7.2216 7.4758
30 7.8161 7.8187 7.7266 7.3523 - 7.1479 7.2101 6.6354 6.8640 7.0250 7.1691 7.4766
2017-18                        
1 6.7619 6.5517 6.5393 6.4633 6.2671 6.3207 6.3573 6.3744 6.4822 6.7115 6.8803 6.5524
2 6.7720 6.5684 6.5993 6.5323 6.4633 6.5900 6.5513 6.8109 6.7541 7.0887 7.0067 6.8035
3 6.9147 6.7720 6.5753 6.5098 6.4642 6.6432 6.6918 6.6052 6.9543 7.2739 7.3909 7.0897
4 7.0615 6.8441 6.7466 6.6990 6.5998 6.8063 6.6426 6.8054 7.0325 7.4831 7.5699 7.2776
5 6.8882 6.9098 6.5747 6.7000 6.6829 6.7515 6.7409 7.0036 7.1024 7.4329 7.5777 7.4103
6 7.1106 7.1275 6.8302 6.7703 6.6143 6.9795 7.0123 7.0152 7.2541 7.5401 7.6745 7.5261
7 7.1564 7.0629 6.9316 6.9313 6.8700 6.9712 7.0190 7.2027 7.3107 7.6118 7.6714 7.5255
8 6.9298 6.9372 6.8464 7.0226 6.9662 6.8721 7.2133 7.1455 7.3365 7.5978 7.9125 7.6835
9 6.9088 6.6957 6.7256 6.7126 6.6826 6.8017 6.9875 7.0232 7.2598 7.5059 7.8111 7.5682
10 7.2155 6.5111 6.5899 6.5521 6.5426 6.8192 7.0257 7.2457 7.5236 7.3682 7.7024 7.4205
11 7.4933 7.2536 7.0005 7.0059 7.0232 7.0467 7.2035 7.2932 7.2214 7.3297 7.7404 7.6660
12 7.0821 6.8402 6.6994 6.6443 6.7640 6.8068 7.0569 7.4460 7.2265 7.7682 7.8964 7.8080
13 7.4011 7.1025 7.0257 7.1356 7.3547 7.0958 7.1697 7.3896 7.5807 7.6265 7.9060 7.6354
14 7.6015 7.3618 7.1570 7.3260 7.1360 6.9215 7.1684 7.1024 7.5593 7.8134 8.0362 7.5984
15 7.5893 7.1548 7.0237 7.0646 6.8847 7.1550 7.2286 7.1532 7.6018 8.0415 8.0015 7.7141
16 7.3825 7.0560 6.9113 6.8900 6.9099 7.2540 7.2888 7.1860 7.6548 7.8897 8.0228 7.6968
17 7.4921 7.4800 7.1215 6.9922 7.0237 7.3121 7.5180 7.4563 7.7520 7.7839 7.9852 7.6570
18 7.6087 7.3051 7.0322 7.1865 7.0559 7.2805 7.4272 7.5278 7.8015 7.7742 7.9848 7.6494
19 7.6282 7.5270 7.0304 6.9922 7.0440 7.3186 7.4341 7.5602 7.8249 7.8074 7.9954 7.6418
20 7.6476 7.4056 7.0286 6.9351 7.0320 7.3300 7.4410 7.5707 7.8482 7.8121 7.9945 7.6341
21 7.6671 7.4538 7.0269 7.0437 7.0200 7.2016 7.4480 7.5812 7.8716 7.8168 7.9859 7.6265
22 7.6865 7.5047 7.2689 7.2484 7.1570 7.1570 7.4549 7.5916 7.7985 7.8216 7.9955 7.6189
23 7.7060 7.5642 7.3225 7.2057 7.2569 7.1370 7.4619 7.6397 7.7665 7.8025 7.9860 7.7032
24 7.7254 7.6237 7.3762 7.2149 7.3026 7.2016 7.4688 7.6853 7.7642 7.7987 8.0152 7.6776
25 7.7448 7.6832 7.2570 7.2241 7.2338 7.3472 7.4757 7.5999 7.7620 7.7973 8.0701 7.6903
26 7.6073 7.5134 7.2013 7.1572 7.2973 7.3082 7.4827 7.6289 7.7597 7.7959 7.9870 7.6737
27 7.5714 7.4332 7.1833 7.1882 7.2204 7.2987 7.4570 7.5814 7.7288 7.7937 7.9805 7.6342
28 7.5592 7.4293 7.1437 7.0223 7.1008 7.2522 7.3880 7.4075 7.5983 7.7271 7.9298 7.6602
29 7.3812 7.2869 7.0677 6.9585 7.0453 7.2287 7.3355 7.4642 7.6103 7.7174 7.9008 7.6616
30 7.4716 7.3913 7.1122 7.0800 7.1588 7.2856 - 7.4622 7.6053 7.7078 7.8717 7.6631
(Continued)

TABLE 179 : 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
2018-19                        
1 7.1106 7.0570 7.2012 7.2655 7.4005 7.6722 7.4733 7.1888 6.7631 6.7788 6.5456 6.3670
2 7.4387 7.4687 7.6360 7.5699 7.7289 7.9050 7.6455 7.2999 6.9663 6.9083 6.7250 6.5339
3 7.6059 7.8441 7.7860 7.7014 7.8913 8.0066 7.6610 7.3835 7.1294 7.0439 6.8675 6.6634
4 7.7892 7.8770 7.9517 7.7963 7.9701 8.0246 7.7445 7.4688 7.1765 7.1750 7.0340 6.7093
5 7.7409 8.0141 8.0124 8.0071 8.0272 8.1519 7.8443 7.4882 7.2406 7.2563 7.1937 6.9650
6 7.9217 8.0499 8.0630 7.9652 8.0576 8.1576 7.8582 7.5564 7.3223 7.3533 7.3358 7.1793
7 7.8992 8.0466 8.1861 8.0326 8.0830 8.1383 7.8879 7.5786 7.3800 7.4467 7.4718 7.3364
8 7.9161 8.0911 8.1157 8.0802 8.1101 8.1513 7.9146 7.6457 7.4374 7.4784 7.5616 7.4746
9 7.8795 7.8795 7.9985 7.8466 7.9980 8.0652 7.8805 7.6152 7.3574 7.4954 7.6110 7.4346
10 7.8013 7.9322 7.9955 7.7412 8.0122 8.0126 7.8403 7.6881 7.4371 7.2860 7.4549 7.3701
11 7.9985 8.1237 8.1870 7.8854 8.1159 8.0265 7.8257 7.7349 7.5210 7.5037 7.6215 7.5622
12 8.0502 8.0524 8.1257 7.9441 8.1580 8.0565 7.8410 7.7269 7.5399 7.6635 7.7234 7.5850
13 8.0136 8.0012 7.9549 7.9855 8.1240 8.1039 7.9198 7.7186 7.5304 7.6359 7.8006 7.5996
14 7.9516 8.0348 8.1731 7.9875 8.1896 8.1892 8.0809 7.7611 7.5436 7.6576 7.8254 7.6114
15 7.9498 8.0400 8.1386 8.0248 8.2601 8.2698 8.1187 7.7881 7.5632 7.6682 7.8233 7.6245
16 7.9480 8.0452 8.1349 8.0870 8.2725 8.2994 8.1787 7.7820 7.5777 7.6761 7.8310 7.6343
17 7.9462 8.0890 8.1101 8.0864 8.2639 8.3169 8.1922 7.7860 7.5809 7.6561 7.8543 7.6378
18 7.9444 8.1024 8.1475 8.1482 8.2638 8.3243 8.1981 7.8109 7.5858 7.6531 7.8486 7.6364
19 7.9426 8.1058 8.1508 8.1491 8.2640 8.3213 8.2041 7.8207 7.5879 7.6647 7.8429 7.6349
20 7.9408 8.1092 8.1542 8.1499 8.2641 8.3183 8.2100 7.8304 7.5900 7.6764 7.8372 7.6335
21 7.9390 8.1126 8.1575 8.1507 8.2642 8.3154 8.2159 7.8402 7.5921 7.6880 7.8314 7.6321
22 7.9372 8.1160 8.1609 8.1515 8.2644 8.3124 8.2218 7.8499 7.5941 7.6985 7.8229 7.6306
23 7.9354 8.1193 8.1642 8.1523 8.2645 8.3095 8.2277 7.8597 7.5962 7.7064 7.8129 7.6292
24 7.9336 8.1227 8.1675 8.1194 8.2693 8.3065 8.2198 7.8517 7.5986 7.7029 7.8029 7.6277
25 7.9318 8.1261 8.0851 8.1783 8.2760 8.3035 8.2102 7.8469 7.6010 7.6994 7.7929 7.6263
26 7.9300 8.1295 8.0604 8.1075 8.2557 8.3006 8.2005 7.8425 7.6035 7.6963 7.7862 7.6256
27 7.9282 8.1329 8.1384 8.0865 8.2434 8.2780 8.1949 7.8457 7.6090 7.6921 7.7839 7.6101
28 7.9264 8.1362 8.0062 8.0984 8.2382 8.2502 8.1896 7.8567 7.6138 7.6859 7.7789 7.5996
29 7.9246 8.1396 8.0583 8.0654 8.2373 8.2564 8.1844 7.8556 7.6066 7.6796 7.7740 7.6005
30 7.9228 8.1430 8.0586 8.0457 8.2369 8.2627 8.1792 7.8545 7.5993 7.6734 7.7690 7.6013
2019-20                        
1 6.6429 6.3412 6.1985 - - - - - - - - -
2 6.8062 6.4759 6.3736 - - - - - - - - -
3 6.9988 6.6544 6.5425 - - - - - - - - -
4 7.1845 6.7584 6.6832 - - - - - - - - -
5 7.3654 6.9332 6.8755 - - - - - - - - -
6 7.4632 6.9775 6.9059 - - - - - - - - -
7 7.5300 7.0423 6.9542 - - - - - - - - -
8 7.5665 7.2179 7.0194 - - - - - - - - -
9 7.4808 7.1405 6.9508 - - - - - - - - -
10 7.4637 7.1255 6.9339 - - - - - - - - -
11 7.6488 7.2861 7.0504 - - - - - - - - -
12 7.6807 7.2846 7.0513 - - - - - - - - -
13 7.7046 7.2877 7.0340 - - - - - - - - -
14 7.7132 7.2563 7.0262 - - - - - - - - -
15 7.7166 7.3019 7.0693 - - - - - - - - -
16 7.7233 7.3145 7.0761 - - - - - - - - -
17 7.7186 7.3440 7.0581 - - - - - - - - -
18 7.6902 7.3360 7.0418 - - - - - - - - -
19 7.6599 7.3270 7.0256 - - - - - - - - -
20 7.6422 7.3192 7.0320 - - - - - - - - -
21 7.6569 7.3538 7.0885 - - - - - - - - -
22 7.6715 7.3643 7.0973 - - - - - - - - -
23 7.6862 7.3709 7.1061 - - - - - - - - -
24 7.7008 7.3855 7.1155 - - - - - - - - -
25 7.7155 7.3815 7.1122 - - - - - - - - -
26 7.7213 7.3640 7.1018 - - - - - - - - -
27 7.7127 7.3417 7.0950 - - - - - - - - -
28 7.7038 7.3252 7.0883 - - - - - - - - -
29 7.6950 7.3131 7.0815 - - - - - - - - -
30 7.6861 7.3010 7.0747 - - - - - - - - -
Source : Reserve Bank of India.

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