27. Redemption Yield on Government of India Securities Based on SGL Transactions

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ಪ್ರಕಟಿಸಲಾದ ದಿನಾಂಕ ಜೂನ್ 11, 2010

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27. Redemption Yield on Government of India Securities Based on SGL Transactions

(Per cent)
Coupon	Date of Maturity	Yield (Semi-annual) as on
Coupon	Date of Maturity	Mar. 31, 2009(Year-end)	Mar. 31, 2010 (Year-end)	Jan. 31, 2010	Feb. 28, 2010	Mar. 31, 2010	Apr. 30, 2010
1	2	3	4	5	6	7	8
7.50	May 12, 2010	5.18	3.96	4.10	4.06	3.96	3.57
7.55	May 14, 2010	5.06	4.10	4.00	4.04	4.10	3.78
11.50	Jun. 11, 2010	5.23	4.30	4.38	4.39	4.30	4.23
12.25	Jul. 2, 2010	5.14	4.61	4.40	4.40	4.61	4.10
6.72 *	Jul. 18, 2012	4.76	4.36	4.47	4.45	4.36	4.43
11.30	Jul. 28, 2010	5.14	4.64	4.50	4.84	4.64	4.39
8.75	Dec. 13, 2010	5.42	4.48	4.53	4.57	4.48	4.53
12.32	Jan. 29, 2011	5.48	4.87	4.61	4.83	4.87	4.54
6.57	Feb, 24, 2011	5.54	5.06	4.75	5.06	5.06	4.89
8.00	Apr. 27, 2011	5.60	5.30	5.12	5.21	5.30	4.92
10.95	May 30, 2011	5.67	5.36	5.22	5.32	5.36	5.20
9.39	Jul. 2, 2011	5.74	5.18	5.08	5.35	5.18	5.20
11.50	Aug. 5, 2011	5.80	5.27	5.37	5.32	5.27	5.03
FRB	Aug. 8, 2011	8.40	4.22	3.84	4.31	4.22	4.02
12.00	Oct. 21, 2011	5.96	5.47	5.40	5.49	5.47	5.28
11.50	Nov. 24, 2011	6.03	5.68	5.56	5.71	5.68	5.63
6.85	Apr. 5, 2012	6.32	6.19	6.20	6.16	6.19	5.87
7.40	May 3, 2012	6.14	6.17	6.17	6.14	6.17	5.88
10.25	Jun. 1, 2012	6.34	6.34	6.28	6.34	6.34	6.03
11.03	Jul. 18, 2012	6.37	6.30	6.30	6.28	6.30	6.12
9.40	Sept. 11, 2012	6.42	6.49	6.36	6.48	6.49	6.21
FRB	Nov. 10, 2012	6.34	4.79	4.33	4.77	4.79	4.61
9.00	May 24, 2013	6.59	6.51	6.44	6.60	6.51	6.36
9.81	May 30, 2013	6.59	6.71	6.71	6.90	6.71	6.57
12.40	Aug. 20, 2013	7.29	6.79	6.64	6.87	6.79	6.57
7.27	Sept. 3, 2013	6.59	6.74	6.70	6.91	6.74	6.55
FRB	Sept. 10, 2013	8.63	4.54	4.17	4.64	4.54	4.40
5.32	Feb. 16, 2014	6.74	7.04	6.94	7.12	7.04	6.85
6.72	Feb. 24, 2014	6.73	7.23	6.97	7.32	7.23	7.05
7.37	Apr. 16, 2014	6.74	7.14	7.14	7.32	7.14	7.03
6.07	May 15, 2014	–	7.22	7.18	7.27	7.22	7.11
FRB	May 20, 2014	7.36	4.01	3.69	4.14	4.01	3.69
10.00	May 30, 2014	6.75	7.33	7.30	7.43	7.33	7.14
7.32	Oct. 20, 2014	–	7.25	7.15	7.31	7.25	7.08
10.50	Oct. 29, 2014	6.82	7.39	7.35	7.50	7.39	7.21
7.56	Nov. 3, 2014	6.72	7.17	7.30	7.52	7.17	7.12
11.83	Nov. 12, 2014	6.81	7.50	7.39	7.52	7.50	7.18
10.47	Feb. 12, 2015	6.87	7.82	7.67	7.82	7.82	7.60
10.79	May 19, 2015	6.92	7.67	7.35	7.57	7.67	7.50
11.50	May 21, 2015	6.91	7.67	7.44	7.66	7.67	7.50
6.49	Jun. 8, 2015	–	7.51	7.42	7.56	7.51	7.40
FRB	Jul. 2, 2015	7.56	4.08	3.50	4.22	4.08	3.87
11.43	Aug. 7, 2015	6.95	7.60	7.35	7.61	7.60	7.47
FRB	Aug. 10, 2015	8.80	3.98	3.38	4.12	3.98	3.79
7.38	Sept. 3, 2015	6.83	7.49	7.39	7.57	7.49	7.38
9.85	Oct. 16, 2015	7.00	7.65	7.34	7.64	7.65	7.51
7.59	Apr. 12, 2016	7.12	7.43	7.44	7.60	7.43	7.59
10.71	Apr. 19, 2016	7.08	7.63	7.42	7.65	7.63	7.59
FRB	May 7, 2016	6.74	3.97	3.42	4.14	3.97	3.69
5.59	Jun. 4, 2016	7.17	7.72	7.51	7.74	7.72	7.64

Table No.27: Month-end Secondary Market Yield on Government of India Securities (Concld.)
(Per cent)
Coupon	Date of Maturity	Yield (Semi-annual) as on
Coupon	Date of Maturity	Mar. 31, 2009 (Year-end)	Mar. 31, 2010 (Year-end)	Jan. 31, 2010	Feb. 28, 2010	Mar. 31, 2010	Apr. 30, 2010
1	2	3	4	5	6	7	8
12.30	Jul. 2, 2016	7.08	7.73	7.60	7.81	7.73	7.64
7.02	Aug. 17, 2016	–	7.60	7.40	7.66	7.60	7.55
8.07	Jan. 15, 2017	7.10	7.57	7.53	7.79	7.57	7.55
7.49	Apr. 16, 2017	7.19	7.43	7.57	7.81	7.43	7.51
FRB	Jul. 2, 2017	6.22	4.65	4.07	4.86	4.65	4.47
7.99	Jul. 9, 2017	7.21	7.72	7.68	7.82	7.72	7.70
7.46	Aug. 28, 2017	7.19	7.49	7.62	7.68	7.49	7.70
6.25	Jan. 2, 2018	7.05	7.82	7.68	7.88	7.82	7.81
8.24	Apr. 22, 2018	6.99	7.60	7.60	7.85	7.60	7.79
10.45	Apr. 30, 2018	6.97	7.75	7.63	7.86	7.75	7.81
5.69	Sept. 25, 2018	7.01	7.83	7.73	7.94	7.83	7.87
12.60	Nov. 23, 2018	6.98	7.78	7.70	7.89	7.78	7.85
5.64	Jan. 2, 2019	7.07	7.88	7.81	8.02	7.88	7.93
6.05	Feb. 2, 2019	7.01	7.29	7.66	7.86	7.29	7.89
6.05	Jun. 12, 2019	7.05	7.90	7.77	7.99	7.90	7.94
6.90	Jul. 13, 2019	–	7.82	7.73	7.98	7.82	7.95
10.03	Aug. 9, 2019	7.05	7.90	7.88	7.99	7.90	7.96
6.35	Jan. 2, 2020	7.15	7.85	7.58	7.86	7.85	8.04
10.70	Apr. 22, 2020	7.16	7.92	7.76	7.97	7.92	8.03
7.80	May 3, 2020	–	–	–	–	–	7.76
FRB	Dec. 21, 2020	–	4.62	4.61	4.66	4.62	4.71
11.60	Dec. 27, 2020	7.26	7.94	7.78	7.99	7.94	8.05
7.94	May 24, 2021	7.49	7.94	7.72	8.16	7.94	8.08
10.25	May 30, 2021	7.35	8.17	7.86	8.08	8.17	8.11
8.20	Feb. 15, 2022	7.63	8.10	7.94	8.15	8.10	7.99
8.35	May 14, 2022	7.69	8.18	7.97	8.16	8.18	8.04
8.08	Aug. 2, 2022	7.60	8.19	8.01	8.17	8.19	8.06
5.87	Aug. 28, 2022	7.69	8.14	8.08	8.23	8.14	8.08
8.13	Sept. 21, 2022	7.63	8.05	8.06	8.15	8.05	8.14
6.30	Apr. 9, 2023	7.70	8.16	8.14	8.29	8.16	8.19
6.17	Jun. 12, 2023	7.71	8.17	8.17	8.32	8.17	8.18
7.35	Jun. 22, 2024	–	8.03	8.06	8.16	8.03	8.18
5.97	Sept. 25, 2025	7.73	8.34	8.29	8.40	8.34	8.25
10.18	Sept. 11, 2026	7.74	8.37	8.32	8.42	8.37	8.25
8.24	Feb. 15, 2027	7.75	8.25	8.27	8.38	8.25	8.31
8.26	Aug. 2, 2027	7.88	8.27	8.35	8.45	8.27	8.34
8.28	Sept. 21, 2027	7.88	8.40	8.36	8.46	8.40	8.36
6.01	Mar. 25, 2028	7.93	8.47	8.39	8.48	8.47	8.38
6.13	Jun. 4, 2028	7.92	8.46	8.40	8.47	8.46	8.39
8.28	Feb. 15, 2032	7.81	8.30	8.30	8.41	8.30	8.39
8.32	Aug. 2, 2032	7.83	8.41	8.42	8.50	8.41	8.46
7.95	Aug. 28, 2032	7.81	8.32	8.32	8.42	8.32	8.46
8.33	Sept. 21, 2032	7.82	8.41	8.43	8.50	8.41	8.48
7.50	Aug. 10, 2034	7.78	8.27	8.33	8.46	8.27	8.48
7.40	Sept. 9, 2035	7.78	8.24	8.27	8.41	8.24	8.52
8.33	Jun. 7, 2036	7.85	8.30	8.22	8.36	8.30	8.53
6.83	Jan. 19, 2039	7.77	8.28	8.46	8.56	8.28	8.56
FRB:Floting Rate Bond. *:6.72% GS 2012 with call/ put option on coupon dates. Source : Fixed Income Money Market and Derivatives Association of India (FIMMDA).