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83332097

28. Redemption yield on Government of India securities based on SGL Transactions

(Per cent per annum)

Sr. No.

Nomenclature of the loan

2003-04

2004-05

2005-06

2005

2006

         

Aug.

Sep.

Jun.

Jul.

Aug.

Sep.

1

2

3

4

5

6

7

8

9

10

11

A)

Terminable Under 5 years

                 

1

7.01% 2006

..

..

..

..

..

..

..

..

..

2

6.75% 2007

5.37

6.05

6.49

..

..

..

..

..

..

3

11.50% 2007

5.24

6.05

6.45

6.05

6.09

..

7.02

6.93

6.97

4

11.90% 2007

4.96

5.66

6.20

6.00

6.06

6.96

6.97

6.88

6.85

5

12.50% 2007

5.00

5.36

6.56

5.94

..

6.93

..

6.97

..

6

13.05% 2007

5.00

5.59

6.37

6.71

6.07

6.97

7.00

6.99

7.58

7

13.65% 2007

5.23

5.70

6.24

..

..

9.69

..

..

..

8

6.00% 2008

5.66

..

..

..

..

..

..

..

..

9

9.50% 2008

5.16

6.19

6.59

6.11

..

7.24

7.50

7.36

..

10

10.80% 2008

5.67

5.79

6.56

..

..

6.97

..

..

..

11

11.40% 2008

5.06

5.73

6.40

6.45

6.32

6.92

..

7.89

7.11

12

11.50% 2008

5.19

5.89

6.38

6.27

6.35

6.84

..

7.15

7.04

13

12.00% 2008

5.13

6.03

6.41

6.26

6.29

7.09

7.16

7.13

7.02

14

12.10% 2008

4.90

5.87

6.62

..

6.36

6.92

..

..

..

15

12.15% 2008

5.39

5.10

6.32

..

6.32

..

..

..

..

16

12.22% 2008

5.39

5.99

6.35

..

..

6.99

..

..

..

17

12.25% 2008

5.31

5.89

6.55

6.51

6.33

7.77

7.05

7.18

..

18

5.48% 2009

4.82

5.57

6.87

..

..

..

7.30

..

..

19

6.65% 2009

5.15

6.18

6.54

6.47

6.40

..

7.40

7.36

7.33

20

6.99% 2009

..

..

..

..

..

..

..

..

..

21

7.00% 2009

5.56

6.34

6.73

6.50

..

..

7.32

7.88

6.99

22

11.50% 2009

5.36

5.98

6.71

6.59

6.60

7.08

7.60

..

..

23

11.99% 2009

5.15

5.80

6.59

6.47

6.42

7.17

7.41

7.40

7.29

24

5.87% 2010

5.31

5.61

6.57

6.64

..

..

..

..

..

25

6.00% 2010

5.75

..

..

..

..

..

..

..

..

26

6.20% 2010

5.65

..

..

..

..

..

..

..

..

27

7.50% 2010

5.54

6.04

6.89

7.16

6.61

7.27

7.80

..

..

28

7.55% 2010

5.24

6.02

6.69

6.61

6.59

7.37

7.66

7.57

7.38

29

8.75% 2010

5.59

5.92

6.95

6.73

..

..

..

..

..

30

11.30% 2010

5.35

5.86

6.85

6.76

..

7.66

7.63

7.81

..

31

11.50% 2010

5.30

6.32

6.85

6.74

..

7.41

..

7.80

7.36

32

12.25% 2010

5.42

5.87

6.86

6.72

6.72

7.44

7.94

7.76

7.49

33

12.29% 2010

5.38

6.09

6.85

6.70

6.67

7.34

..

7.83

7.48

B)

Between 5 and 10 years

                 

34

5.03% 2011

5.02

..

..

..

..

..

..

..

..

35

8.00% 2011

5.68

6.54

7.10

6.86

..

..

8.00

7.58

..

36

9.39% 2011

5.37

6.17

6.86

6.79

6.77

7.48

7.79

7.77

7.47

37

10.95% 2011

5.44

6.26

6.96

6.88

6.78

7.24

..

..

7.54

38

11.50% 2011

5.29

5.90

6.98

6.90

6.96

7.71

..

7.81

..

39

12.00% 2011

5.69

6.71

7.03

6.79

6.84

..

..

8.00

7.98

40

12.32% 2011

5.49

6.38

6.89

6.86

6.81

7.61

7.14

7.99

7.53

41

6.72% 2007/2012@

5.90

6.09

6.51

6.50

6.52

6.80

6.77

6.74

..

42

6.85% 2012

5.40

6.00

6.86

6.78

6.79

7.43

8.03

7.79

7.59

43

7.40% 2012

5.38

6.21

6.95

6.90

6.83

7.55

7.90

7.79

7.58

44

9.40% 2012

5.46

6.18

6.96

6.90

6.77

..

8.09

..

..

45

10.25% 2012

5.68

6.75

7.06

7.04

6.93

7.82

..

..

..

46

11.03% 2012

5.46

6.16

7.02

6.95

6.91

7.67

7.78

7.80

7.79

47

7.27% 2013

5.40

6.05

6.98

6.91

6.90

7.95

8.12

7.99

7.60

48

9.00% 2013

5.75

6.57

7.06

6.96

6.99

7.59

8.07

7.97

7.67

49

9.81% 2013

5.43

6.02

7.11

..

6.84

7.46

8.29

7.96

7.75

50

12.40% 2013

5.90

6.65

7.17

7.07

7.03

8.23

8.25

8.21

7.72


(Per cent per annum)

Sr. No.

Nomenclature of the loan

2003-04

2004-05

2005-06

2005

   

2006

   
         

Aug.

Sep.

Jun.

Jul.

Aug.

Sep.

1

2

3

4

5

6

7

8

9

10

11

                     

51

6.72% 2014

5.36

5.52

7.05

7.02

7.02

..

..

8.05

..

52

7.37% 2014

5.44

6.14

7.04

6.99

6.98

7.85

8.15

7.97

7.63

53

10.00% 2014

5.87

6.71

7.22

7.05

7.11

..

8.10

..

7.71

54

10.50% 2014

5.87

6.74

7.28

7.13

..

7.93

..

8.18

7.81

55

11.83% 2014

5.83

6.48

7.17

7.14

7.13

..

..

8.00

7.50

56

7.38% 2015

5.53

6.26

7.06

7.04

7.01

..

8.05

8.07

7.74

57

9.85% 2015

5.58

6.18

7.24

..

..

8.03

8.27

..

..

58

10.47% 2015

5.83

6.40

7.22

7.16

7.14

..

..

8.00

..

59

10.79% 2015

5.97

6.87

7.22

7.18

..

..

..

..

7.78

60

11.43% 2015

5.91

6.42

7.19

7.14

7.14

..

8.36

8.59

7.84

61

11.50% 2015

5.85

6.71

7.27

6.99

..

7.87

8.21

7.95

7.77

C)

Between 10 and 15 years

                 

62

5.59% 2016

6.40

7.17

..

7.06

..

..

..

7.85

63

7.59% 2016

7.87

8.26

8.08

7.72

64

10.71% 2016

5.83

6.36

7.26

7.21

7.13

7.86

8.44

8.28

7.92

65

12.30% 2016

6.07

6.63

7.26

..

7.20

..

8.52

8.27

..

66

7.46% 2017

5.73

6.47

7.25

7.16

7.17

8.03

8.23

8.22

7.84

67

7.49% 2017

5.76

6.35

7.25

7.14

7.17

8.18

8.35

8.19

7.82

68

8.07% 2017

5.71

6.40

7.22

7.14

7.15

7.96

8.32

8.14

7.77

69

5.69% 2018

5.56

6.39

7.29

7.12

7.22

7.98

8.56

8.44

..

70

6.25% 2018

5.76

6.46

7.23

7.11

7.10

8.00

8.43

8.33

7.87

71

10.45% 2018

6.05

6.44

7.34

..

..

8.06

8.42

8.20

8.10

72

12.60% 2018

6.37

..

7.61

..

..

..

..

..

..

73

5.64% 2019

5.69

6.27

7.27

7.10

..

8.62

8.67

8.38

8.11

74

6.05% 2019

5.75

6.45

7.27

7.17

7.16

8.40

8.59

8.12

8.06

75

10.03% 2019

6.04

6.68

7.38

..

..

..

..

8.40

8.16

76

6.35% 2020

5.81

6.52

7.33

7.11

7.21

8.11

8.30

8.37

8.04

77

10.70% 2020

6.09

6.85

7.46

7.42

7.44

..

8.59

8.44

8.17

78

11.60% 2020

6.06

6.78

7.36

..

..

..

..

..

..

D)

Over 15 years

                 

79

7.94% 2021

8.25

8.57

8.38

8.04

80

10.25% 2021

6.11

6.78

7.46

7.47

7.40

8.02

8.65

8.42

8.12

81

5.87% 2022

5.91

5.88

7.51

..

..

8.37

..

..

..

82

8.35% 2022

6.04

6.70

7.41

7.30

..

..

8.76

8.41

8.08

83

6.17% 2023

5.91

6.60

7.38

7.36

7.26

8.19

8.65

8.45

8.16

84

6.30% 2023

6.00

6.52

7.36

7.40

7.31

..

..

8.62

8.18

85

10.18% 2026

6.17

6.94

7.49

7.52

7.44

7.76

..

..

8.31

86

6.01% 2028

5.98

6.66

7.38

7.32

7.30

8.32

8.35

8.48

8.23

87

6.13% 2028

6.01

6.63

7.42

7.32

7.34

8.20

8.68

8.55

8.38

88

7.95% 2032

6.16

6.97

7.57

7.49

7.46

8.19

8.84

8.83

..

89

7.5% 2034

7.25

7.54

7.48

7.45

8.31

8.82

8.68

8.38

90

7.40% 2035

7.55

7.41

8.42

8.90

8.69

8.42

91

8.33% 2036

8.37

10.00

8.62

8.39

@ : GOI Securities issued with call and put options exercisable on or after 5 years from the date of issue.
* : Monthly redemption yield is computed from April 2000 as the mean of the daily weighted average yields of the transactions in each traded security. The weight is calculated as the share of the transaction in a given security in the aggregated value of transactions in the said security. Prior to April 2000, the redemption yield was not weighted and was computed as an average of daily prices of each security.
— : ndicates that the relevant security was not available for trading.
.. : ndicates that trading in the relevant security was nil/negligible during the month.

 

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