28. Redemption yield on Government of India securities based on SGL Transactions - ആർബിഐ - Reserve Bank of India
28. Redemption yield on Government of India securities based on SGL Transactions
(Per cent per annum) |
||||||||||
Sr. |
Nomenclature of the loan |
2002-03 |
2003-04 |
2004-05 |
2004 |
2005 |
||||
No. |
May |
Jun. |
Mar. |
Apr. |
May |
Jun. |
||||
1 |
2 |
3 |
4 |
5 |
6 |
7 |
8 |
9 |
10 |
11 |
Terminable |
||||||||||
A) |
Under 5 years |
|||||||||
1 |
6.18% 2005 |
- |
- |
5.17 |
4.48 |
4.56 |
5.48 |
5.39 |
5.33 |
5.31 |
2 |
6.50% 2005 |
7.44 |
5.37 |
5.62 |
4.94 |
4.66 |
5.97 |
.. |
.. |
6.42 |
3 |
8.25% 2005 |
5.96 |
5.07 |
5.55 |
.. |
.. |
5.64 |
.. |
.. |
.. |
4 |
10.20% 2005 |
6.07 |
4.61 |
5.16 |
4.57 |
4.70 |
5.38 |
6.07 |
.. |
5.46 |
5 |
11.19% 2005 |
6.56 |
4.81 |
5.26 |
4.53 |
4.59 |
5.53 |
5.86 |
.. |
5.38 |
6 |
14.00% 2005 (Inst) |
6.56 |
5.14 |
5.56 |
4.65 |
5.11 |
5.48 |
5.45 |
.. |
.. |
7 |
4.83% 2006 |
- |
4.65 |
5.08 |
4.58 |
4.62 |
.. |
.. |
5.73 |
5.74 |
8 |
6.75% 2006 |
6.34 |
5.35 |
6.04 |
.. |
.. |
5.93 |
.. |
.. |
.. |
9 |
7.01% 2006 |
.. |
.. |
.. |
.. |
.. |
.. |
.. |
.. |
.. |
10 |
11.00% 2006 |
6.90 |
4.92 |
5.21 |
4.43 |
4.79 |
7.27 |
5.82 |
.. |
5.76 |
11 |
11.25% 2006 |
.. |
.. |
6.04 |
.. |
.. |
.. |
.. |
.. |
.. |
12 |
11.50% 2006 |
6.61 |
5.22 |
5.57 |
.. |
4.91 |
5.72 |
5.81 |
.. |
5.73 |
13 |
11.68% 2006 |
6.34 |
4.95 |
5.51 |
4.62 |
4.95 |
5.68 |
5.71 |
5.71 |
5.72 |
14 |
11.75% 2006 |
6.37 |
4.99 |
5.50 |
4.58 |
5.55 |
5.77 |
5.71 |
5.70 |
5.85 |
15 |
13.85% 2006 |
6.81 |
4.95 |
5.86 |
5.07 |
4.79 |
6.22 |
6.01 |
6.29 |
6.01 |
16 |
13.85% 2006 (Inst) |
6.92 |
5.53 |
5.45 |
4.83 |
4.77 |
5.82 |
.. |
5.79 |
5.72 |
17 |
14.00% 2006 |
6.68 |
5.09 |
5.47 |
.. |
4.87 |
6.48 |
6.25 |
5.77 |
.. |
18 |
6.75% 2007 |
6.74 |
5.37 |
6.05 |
.. |
4.97 |
.. |
.. |
.. |
6.64 |
19 |
11.50% 2007 |
6.65 |
5.24 |
6.05 |
.. |
4.90 |
6.01 |
5.99 |
6.10 |
6.12 |
20 |
11.90% 2007 |
6.62 |
4.96 |
5.66 |
4.69 |
5.02 |
5.85 |
6.04 |
6.16 |
6.02 |
21 |
12.50% 2007 |
6.96 |
5.00 |
5.36 |
5.04 |
5.11 |
5.93 |
.. |
.. |
6.12 |
22 |
13.05% 2007 |
6.48 |
5.00 |
5.59 |
4.61 |
4.95 |
5.97 |
6.05 |
6.07 |
6.08 |
23 |
13.65% 2007 |
6.26 |
5.23 |
5.70 |
4.83 |
4.84 |
5.88 |
.. |
.. |
6.14 |
24 |
6.00% 2008 |
- |
5.66 |
.. |
.. |
.. |
.. |
.. |
.. |
.. |
25 |
9.50% 2008 |
6.75 |
5.16 |
6.19 |
4.96 |
4.90 |
6.13 |
.. |
6.63 |
6.29 |
26 |
10.80% 2008 |
6.80 |
5.67 |
5.79 |
4.92 |
.. |
6.63 |
6.94 |
6.27 |
6.32 |
27 |
11.40% 2008 |
6.57 |
5.06 |
5.73 |
4.77 |
5.10 |
6.17 |
6.25 |
6.36 |
6.27 |
28 |
11.50% 2008 |
7.03 |
5.19 |
5.89 |
4.84 |
5.25 |
6.17 |
6.34 |
.. |
6.29 |
29 |
12.00% 2008 |
6.65 |
5.13 |
6.03 |
4.86 |
5.36 |
6.17 |
6.31 |
6.37 |
6.26 |
30 |
12.10% 2008 |
6.49 |
4.90 |
5.87 |
4.94 |
5.25 |
6.14 |
.. |
6.27 |
6.40 |
31 |
12.15% 2008 |
6.90 |
5.39 |
5.10 |
4.96 |
.. |
.. |
.. |
.. |
.. |
32 |
12.22% 2008 |
6.52 |
5.39 |
5.99 |
4.94 |
5.55 |
6.47 |
6.40 |
6.25 |
6.25 |
33 |
12.25% 2008 |
6.74 |
5.31 |
5.89 |
4.97 |
5.29 |
6.23 |
6.75 |
6.42 |
6.29 |
34 |
5.48% 2009 |
- |
4.82 |
5.57 |
.. |
5.23 |
.. |
6.98 |
6.75 |
.. |
35 |
6.65% 2009 |
6.69 |
5.15 |
6.18 |
4.88 |
5.35 |
6.31 |
6.48 |
6.59 |
6.47 |
36 |
6.99% 2009 |
6.97 |
.. |
.. |
.. |
.. |
.. |
.. |
.. |
.. |
37 |
7.00% 2009 |
6.62 |
5.56 |
6.34 |
4.78 |
.. |
6.34 |
.. |
7.22 |
6.71 |
38 |
11.50% 2009 |
6.95 |
5.36 |
5.98 |
4.91 |
5.36 |
6.49 |
6.52 |
7.32 |
6.66 |
39 |
11.99% 2009 |
6.78 |
5.15 |
5.80 |
4.86 |
5.14 |
6.43 |
6.57 |
6.67 |
6.48 |
B) |
Between 5 and 10 years |
|||||||||
40 |
5.87% 2010 |
5.90 |
5.31 |
5.61 |
4.95 |
5.20 |
6.36 |
6.58 |
6.44 |
6.57 |
41 |
6.00% 2010 |
- |
5.75 |
.. |
.. |
.. |
.. |
.. |
.. |
.. |
42 |
6.20% 2010 |
- |
5.65 |
.. |
.. |
.. |
.. |
.. |
.. |
.. |
43 |
7.50% 2010 |
6.74 |
5.54 |
6.04 |
5.06 |
5.16 |
6.56 |
7.75 |
8.57 |
.. |
44 |
7.55% 2010 |
6.70 |
5.24 |
6.02 |
4.94 |
5.23 |
6.39 |
6.64 |
6.82 |
6.63 |
45 |
8.75% 2010 |
6.83 |
5.59 |
5.92 |
5.30 |
5.55 |
.. |
.. |
.. |
.. |
46 |
11.30% 2010 |
6.99 |
5.35 |
5.86 |
5.01 |
5.32 |
6.67 |
.. |
6.91 |
6.86 |
47 |
11.50% 2010 |
6.84 |
5.30 |
6.32 |
5.02 |
5.51 |
6.63 |
6.87 |
.. |
6.81 |
48 |
12.25% 2010 |
7.05 |
5.42 |
5.87 |
5.12 |
5.41 |
6.61 |
6.78 |
7.08 |
6.79 |
49 |
12.29% 2010 |
6.98 |
5.38 |
6.09 |
5.13 |
5.39 |
6.64 |
6.85 |
6.98 |
6.82 |
50 |
5.03% 2011 |
- |
5.02 |
.. |
.. |
.. |
.. |
.. |
.. |
.. |
51 |
8.00% 2011 |
6.93 |
5.68 |
6.54 |
5.39 |
5.36 |
6.70 |
.. |
7.08 |
7.92 |
52 |
9.39% 2011 |
6.90 |
5.37 |
6.17 |
5.10 |
5.43 |
6.57 |
6.82 |
7.00 |
6.77 |
53 |
10.95% 2011 |
6.97 |
5.44 |
6.26 |
5.16 |
5.47 |
6.72 |
6.99 |
7.17 |
6.88 |
54 |
11.50% 2011 |
6.86 |
5.29 |
5.90 |
4.98 |
5.27 |
6.69 |
7.02 |
7.16 |
6.86 |
55 |
12.00% 2011 |
7.42 |
5.69 |
6.71 |
5.51 |
.. |
6.77 |
.. |
7.09 |
6.98 |
(Per cent per annum) |
||||||||||
Sr. |
Nomenclature |
2002-03 |
2003-04 |
2004-05 |
2004 |
2005 |
||||
No. |
of the loan |
May |
Jun. |
Mar. |
Apr. |
May |
Jun. |
|||
1 |
2 |
3 |
4 |
5 |
6 |
7 |
8 |
9 |
10 |
11 |
56 |
12.32% 2011 |
7.14 |
5.49 |
6.38 |
5.16 |
5.51 |
6.71 |
6.96 |
7.06 |
6.89 |
57 |
6.72% 2007/2012@ |
6.45 |
5.90 |
6.09 |
.. |
5.95 |
6.45 |
.. |
6.50 |
6.49 |
58 |
6.85% 2012 |
6.73 |
5.40 |
6.00 |
5.15 |
5.46 |
6.58 |
6.90 |
6.96 |
6.77 |
59 |
7.40% 2012 |
6.89 |
5.38 |
6.21 |
5.14 |
5.43 |
6.60 |
6.83 |
7.01 |
6.81 |
60 |
9.40% 2012 |
6.95 |
5.46 |
6.18 |
5.17 |
5.45 |
6.67 |
.. |
7.07 |
6.87 |
61 |
10.25% 2012 |
7.09 |
5.68 |
6.75 |
.. |
6.57 |
6.79 |
7.02 |
7.24 |
7.02 |
62 |
11.03% 2012 |
7.03 |
5.46 |
6.16 |
5.18 |
5.67 |
6.66 |
7.12 |
7.16 |
6.98 |
63 |
7.27% 2013 |
6.47 |
5.40 |
6.05 |
5.18 |
5.46 |
6.66 |
6.99 |
7.13 |
6.89 |
64 |
9.00% 2013 |
7.25 |
5.75 |
6.57 |
5.48 |
5.70 |
6.73 |
7.06 |
7.35 |
7.06 |
65 |
9.81% 2013 |
7.01 |
5.43 |
6.02 |
5.18 |
5.51 |
6.76 |
7.22 |
7.21 |
6.93 |
66 |
12.40% 2013 |
7.38 |
5.90 |
6.65 |
5.35 |
5.79 |
6.83 |
6.87 |
7.30 |
7.15 |
67 |
6.72% 2014 |
— |
5.36 |
5.52 |
5.21 |
5.59 |
.. |
.. |
7.16 |
.. |
68 |
7.37% 2014 |
6.82 |
5.44 |
6.14 |
5.19 |
5.48 |
6.70 |
7.01 |
7.09 |
6.85 |
69 |
10.00% 2014 |
7.12 |
5.87 |
6.71 |
5.40 |
.. |
6.77 |
7.10 |
7.77 |
7.14 |
70 |
10.50% 2014 |
7.36 |
5.87 |
6.74 |
5.59 |
5.55 |
6.90 |
7.21 |
7.50 |
7.09 |
71 |
11.83% 2014 |
7.40 |
5.83 |
6.48 |
5.52 |
5.85 |
6.83 |
7.06 |
7.31 |
7.12 |
C) |
Between 10 and15 years |
|||||||||
72 |
7.38% 2015 |
6.32 |
5.53 |
6.26 |
5.27 |
5.65 |
6.63 |
7.00 |
7.11 |
6.88 |
73 |
9.85% 2015 |
7.17 |
5.58 |
6.18 |
5.32 |
5.74 |
6.81 |
7.17 |
7.24 |
7.13 |
74 |
10.47% 2015 |
7.29 |
5.83 |
6.40 |
5.52 |
5.86 |
6.86 |
7.18 |
7.24 |
7.14 |
75 |
10.79% 2015 |
7.20 |
5.97 |
6.87 |
.. |
.. |
6.80 |
6.69 |
7.31 |
7.14 |
76 |
11.43% 2015 |
7.41 |
5.91 |
6.42 |
5.53 |
5.88 |
6.79 |
7.15 |
7.41 |
7.09 |
77 |
11.50% 2015 |
7.73 |
5.85 |
6.71 |
5.55 |
5.70 |
6.87 |
7.18 |
7.30 |
7.13 |
78 |
5.59% 2016 |
- |
- |
6.40 |
— |
5.68 |
6.85 |
.. |
7.23 |
7.03 |
79 |
10.71% 2016 |
7.31 |
5.83 |
6.36 |
5.64 |
6.07 |
6.91 |
7.12 |
7.34 |
7.09 |
80 |
12.30% 2016 |
7.78 |
6.07 |
6.63 |
5.61 |
6.06 |
6.93 |
7.24 |
7.37 |
7.13 |
81 |
7.46% 2017 |
6.84 |
5.73 |
6.47 |
5.50 |
5.91 |
6.85 |
7.09 |
7.36 |
7.02 |
82 |
7.49% 2017 |
7.14 |
5.76 |
6.35 |
5.52 |
5.92 |
6.86 |
7.48 |
7.46 |
6.98 |
83 |
8.07% 2017 |
7.18 |
5.71 |
6.40 |
5.48 |
5.85 |
6.84 |
7.28 |
7.31 |
6.97 |
84 |
5.69% 2018 |
- |
5.56 |
6.39 |
5.56 |
5.90 |
6.86 |
7.15 |
7.21 |
7.00 |
85 |
6.25% 2018 |
6.22 |
5.76 |
6.46 |
5.57 |
5.94 |
6.77 |
7.13 |
7.36 |
7.00 |
86 |
10.45% 2018 |
7.28 |
6.05 |
6.44 |
5.77 |
6.28 |
6.86 |
7.08 |
7.39 |
7.20 |
87 |
12.60% 2018 |
7.34 |
6.37 |
.. |
.. |
.. |
.. |
.. |
.. |
.. |
88 |
5.64% 2019 |
— |
5.69 |
6.27 |
5.58 |
5.77 |
6.97 |
7.10 |
7.45 |
7.19 |
89 |
6.05% 2019 |
— |
5.75 |
6.45 |
5.65 |
6.04 |
6.93 |
7.24 |
7.41 |
7.10 |
90 |
10.03% 2019 |
7.15 |
6.04 |
6.68 |
5.80 |
6.11 |
6.93 |
7.18 |
7.43 |
7.25 |
D) |
Over 15 years |
|||||||||
91 |
6.35% 2020 |
— |
5.81 |
6.52 |
5.75 |
6.06 |
6.93 |
7.09 |
7.52 |
7.17 |
92 |
10.70% 2020 |
7.57 |
6.09 |
6.85 |
5.81 |
6.36 |
7.09 |
7.47 |
7.50 |
7.45 |
93 |
11.60% 2020 |
7.54 |
6.06 |
6.78 |
5.76 |
.. |
6.96 |
7.34 |
7.40 |
7.22 |
94 |
10.25% 2021 |
7.45 |
6.11 |
6.78 |
5.95 |
6.37 |
7.04 |
7.34 |
7.57 |
7.33 |
95 |
5.87% 2022 |
— |
5.91 |
5.88 |
5.74 |
5.98 |
6.94 |
7.08 |
7.72 |
.. |
96 |
8.35% 2022 |
7.41 |
6.04 |
6.70 |
5.86 |
6.20 |
7.04 |
7.27 |
7.47 |
7.21 |
97 |
6.17% 2023 |
— |
5.91 |
6.60 |
5.83 |
6.20 |
6.91 |
7.21 |
7.53 |
7.24 |
98 |
6.30% 2023 |
— |
6.00 |
6.52 |
5.83 |
6.22 |
6.96 |
7.34 |
7.55 |
7.24 |
99 |
10.18% 2026 |
7.58 |
6.17 |
6.94 |
5.98 |
6.37 |
7.15 |
.. |
.. |
7.43 |
100 |
6.01% 2028 |
— |
5.98 |
6.66 |
5.86 |
6.19 |
7.07 |
7.27 |
7.47 |
7.35 |
101 |
6.13% 2028 |
— |
6.01 |
6.63 |
5.89 |
6.34 |
7.01 |
7.53 |
7.55 |
7.34 |
102 |
7.95% 2032 |
7.23 |
6.16 |
6.97 |
5.94 |
6.28 |
7.13 |
7.65 |
7.69 |
7.52 |
103 |
7.5% 2034 |
— |
— |
7.25 |
— |
— |
7.17 |
7.60 |
7.77 |
7.51 |
@ :GOI Securities issued with call and put options exercisable on or after 5 years from the date of issue. |