27C. Month-end yield to maturity of SGL Transaction in Central Government dated securities for various residual maturities - આરબીઆઈ - Reserve Bank of India
27C. Month-end yield to maturity of SGL Transaction in Central Government dated securities for various residual maturities
(Per cent) |
||||||||||||
Term to Maturity |
2003 |
2004 |
||||||||||
(in years) |
||||||||||||
Aug. |
Sep. |
Oct. |
Nov. |
Dec. |
Jan. |
Feb. |
Mar. |
Apr. |
May |
Jun. |
Jul. |
|
1 |
2 |
3 |
4 |
5 |
6 |
7 |
8 |
9 |
10 |
11 |
12 |
13 |
1 |
4.7669 |
4.6904 |
4.6751 |
4.4829 |
4.5529 |
4.4894 |
4.2466 |
4.4462 |
4.4282 |
4.6452 |
4.6048 |
4.8817 |
2 |
4.7734 |
4.7850 |
4.7051 |
4.6022 |
4.6181 |
4.5725 |
4.6660 |
4.5688 |
4.5076 |
4.7794 |
4.8921 |
4.9979 |
3 |
4.8343 |
4.7954 |
4.7347 |
4.7284 |
4.6833 |
4.7597 |
4.8485 |
4.6208 |
4.5869 |
4.9453 |
5.1794 |
5.2792 |
4 |
4.8926 |
4.7823 |
4.7667 |
4.8016 |
4.7682 |
4.9292 |
4.9686 |
4.6816 |
4.6663 |
4.9566 |
5.4222 |
5.5744 |
5 |
4.9498 |
4.8149 |
4.8115 |
4.8638 |
4.8242 |
4.9625 |
5.0167 |
4.8947 |
4.8696 |
4.9758 |
5.4525 |
5.9691 |
6 |
5.0268 |
5.0741 |
5.0114 |
4.9486 |
5.1180 |
5.0333 |
5.1157 |
5.0214 |
5.0791 |
5.0486 |
5.6365 |
6.2368 |
7 |
5.1176 |
5.1681 |
5.0838 |
5.0371 |
5.1454 |
5.1173 |
5.2041 |
5.0928 |
5.0914 |
5.2797 |
5.7365 |
6.1583 |
8 |
5.2163 |
5.1674 |
5.0952 |
5.1090 |
5.1133 |
5.1682 |
5.2423 |
5.0997 |
5.0799 |
5.2605 |
5.8888 |
6.2371 |
9 |
5.2306 |
5.2129 |
5.0991 |
5.1197 |
5.1120 |
5.1834 |
5.2566 |
5.1374 |
5.1067 |
5.2891 |
5.8644 |
6.3623 |
10 |
5.2620 |
5.2589 |
5.1052 |
5.1433 |
5.1368 |
5.1911 |
5.2703 |
5.1542 |
5.1461 |
5.3016 |
5.8677 |
6.1935 |
11 |
5.4864 |
5.3404 |
5.1974 |
5.2400 |
5.2039 |
5.2807 |
5.3655 |
5.2201 |
5.3638 |
5.4478 |
5.9796 |
6.2714 |
12 |
5.3924 |
5.4111 |
5.2682 |
5.4496 |
5.4363 |
5.4028 |
5.4989 |
5.3169 |
5.3085 |
5.5801 |
6.0788 |
6.4176 |
13 |
5.5153 |
5.5038 |
5.3675 |
5.6138 |
5.5022 |
5.5414 |
5.6459 |
5.4149 |
5.4088 |
5.6749 |
6.2433 |
6.5835 |
14 |
5.5772 |
5.5987 |
5.4889 |
5.6451 |
5.5749 |
5.6016 |
5.7319 |
5.4873 |
5.4771 |
5.7614 |
6.2826 |
6.6224 |
15 |
5.6308 |
5.6649 |
5.5587 |
5.7375 |
5.6195 |
5.7355 |
5.8179 |
5.6013 |
5.5341 |
5.8635 |
6.2982 |
6.6497 |
16 |
5.6942 |
5.7182 |
5.6432 |
5.8689 |
5.6926 |
6.0124 |
5.9218 |
5.7437 |
5.6280 |
6.0013 |
6.3541 |
6.6770 |
17 |
5.8191 |
5.8786 |
5.7288 |
5.9401 |
5.7887 |
6.0986 |
5.9646 |
5.8812 |
5.6715 |
6.1397 |
6.3835 |
6.7109 |
18 |
5.9058 |
5.9742 |
5.7996 |
5.9975 |
5.8849 |
6.0551 |
6.0074 |
5.8497 |
5.7149 |
6.1174 |
6.4128 |
6.7584 |
19 |
5.8393 |
5.9244 |
5.8268 |
5.9899 |
5.9304 |
6.0351 |
6.0102 |
5.8387 |
5.7478 |
5.9536 |
6.4435 |
6.7320 |
20 |
5.8110 |
5.9250 |
5.8199 |
5.9268 |
5.9432 |
6.0602 |
6.0189 |
5.8909 |
5.7694 |
5.9456 |
6.5005 |
— |
21 |
5.8322 |
5.9395 |
5.8387 |
— |
5.9549 |
6.0913 |
6.0299 |
5.9569 |
5.7895 |
5.9425 |
6.5576 |
— |
22 |
5.8535 |
5.9540 |
5.8576 |
— |
5.9666 |
6.1224 |
6.0408 |
6.0228 |
5.8097 |
5.9395 |
6.6146 |
— |
23 |
5.8747 |
5.9684 |
5.8764 |
— |
5.9784 |
6.1260 |
6.0518 |
6.0147 |
5.8298 |
5.9364 |
6.6060 |
— |
24 |
5.8959 |
5.9829 |
5.8953 |
— |
5.9901 |
6.0858 |
6.0627 |
5.9512 |
5.8500 |
5.9333 |
6.5810 |
— |
25 |
5.9176 |
5.9994 |
5.9100 |
— |
6.0018 |
6.1164 |
6.1233 |
5.9768 |
— |
— |
— |
— |
26 |
5.9397 |
6.0177 |
5.9189 |
— |
— |
— |
— |
5.9753 |
— |
— |
— |
— |
27 |
5.9618 |
6.0360 |
5.9277 |
— |
— |
— |
— |
5.9738 |
— |
— |
— |
— |
28 |
5.9839 |
6.0544 |
5.9366 |
— |
— |
— |
— |
5.9723 |
— |
— |
— |
— |
29 |
6.0060 |
6.0727 |
5.9455 |
— |
— |
— |
— |
5.9708 |
— |
— |
— |
— |
30 |
6.0281 |
6.0910 |
— |
— |
— |
— |
— |
— |
— |
— |
— |
— |
See ‘Notes on Tables’. |