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Table 183 : 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

2008-09

 

 

 

 

 

 

 

 

 

 

 

 

1

7.7279

7.8502

9.1340

9.4748

9.0966

8.7855

7.3525

6.6751

5.0196

4.7313

4.8830

5.1071

2

7.8050

7.9675

9.3297

9.3916

9.0076

8.7130

7.3839

6.8129

5.0690

4.9309

5.0359

5.5078

3

7.8901

7.9923

9.2864

9.3656

8.9396

8.6613

7.4717

6.8821

5.1735

5.4289

5.5459

6.0823

4

7.9165

8.0172

9.2257

9.4132

8.8716

8.6096

7.4991

6.9298

5.2876

5.7794

5.7366

6.4506

5

7.9151

8.0421

9.1651

9.4609

8.8036

8.5783

7.5285

6.9775

5.3499

5.9753

5.8351

6.6508

6

7.9217

8.0743

9.1045

9.5085

8.8432

8.6979

7.5343

7.0371

5.3238

6.0544

6.0582

6.7343

7

7.9326

8.1091

9.0439

9.5562

8.8840

8.6850

7.5962

7.2363

5.4210

6.3367

6.5500

6.9420

8

7.9595

8.1430

8.9727

9.5819

8.9212

8.6722

7.6254

7.3178

5.5435

6.3718

6.6358

7.1882

9

7.9691

8.1348

8.8334

9.3691

8.8074

8.6593

7.5558

7.2131

5.3842

6.2495

6.4542

7.1149

10

8.0181

8.1069

8.6518

9.3500

8.7121

8.7184

7.4808

7.1197

5.3028

6.0041

6.5711

7.0414

11

8.0914

8.2966

8.7884

9.3822

8.8126

8.8703

7.5441

7.1987

5.3868

6.2591

6.7800

7.2481

12

8.1647

8.3057

8.9250

9.4143

8.9132

9.0223

7.6074

7.2777

5.4708

6.5171

6.9889

7.4548

13

8.2380

8.3148

9.0559

9.4465

9.0137

9.1253

7.7548

7.5245

5.7983

6.7750

7.1978

7.6518

14

8.2975

8.3240

9.1168

9.4787

9.1142

9.1360

7.8462

7.6298

6.0418

6.7933

7.2728

7.6873

15

8.3047

8.3331

9.1776

9.5109

9.2147

9.1466

7.8706

7.6530

6.1420

6.8161

7.3114

7.7006

16

8.3119

8.3422

9.2384

9.5430

9.3153

9.1573

7.8950

7.6761

6.2423

6.8631

7.3500

7.7138

17

8.3191

8.3514

9.2992

9.5752

9.4158

9.1680

7.9194

7.6993

6.3426

6.9102

7.3886

7.7270

18

8.3263

8.3605

9.3601

9.6074

9.5163

9.1787

7.9438

7.7225

6.4428

6.9572

7.4272

7.7403

19

8.3334

8.3696

9.4027

9.6395

9.5659

9.1894

7.9571

7.7214

6.4318

7.0042

7.4658

7.7535

20

8.3406

8.3788

9.4140

9.6717

9.5720

9.2001

7.9659

7.7136

6.4053

7.0512

7.5044

7.7667

21

8.3478

8.3879

9.4252

9.7039

9.5780

9.2108

7.9747

7.7059

6.3788

7.0982

7.5430

7.7800

22

8.3550

8.3970

9.4365

9.7361

9.5841

9.2215

7.9834

7.6982

6.3522

7.1453

7.5815

7.7932

23

8.3622

8.4062

9.4477

9.7682

9.5901

9.2322

7.9922

7.6904

6.3257

7.1923

7.6201

7.8065

24

8.3694

8.4153

9.4590

9.8004

9.5961

9.2429

8.0002

7.6896

6.3287

7.2270

7.6459

7.8008

25

8.3766

8.4244

9.4702

 

 

 

8.0048

7.7097

6.3887

7.2448

7.6588

7.7822

26

8.3838

8.4336

 

 

 

 

8.0094

7.7296

6.4570

7.2546

7.6651

7.7780

27

8.3910

8.4427

 

 

 

 

8.0139

7.7624

6.4797

7.2554

7.6661

7.7840

28

8.3982

8.4518

 

 

 

 

8.0185

7.8415

6.3722

7.2208

7.6444

7.7915

29

8.4053

8.4610

 

 

 

 

 

 

 

7.1673

7.6140

7.7990

30

 

 

 

 

 

 

 

 

 

7.1138

7.5836

7.8065

2009-10

 

 

 

 

 

 

 

 

 

 

 

 

1

4.0065

4.0090

4.4459

4.1763

5.0370

4.8045

4.6422

4.7407

5.1304

5.4382

4.8537

4.9270

2

4.8017

4.9398

5.3876

5.2010

5.9969

6.0172

6.1403

5.7709

6.1123

5.9962

5.9237

6.0252

3

5.4287

5.8083

5.7660

6.2130

6.4633

6.6367

6.6949

6.5567

6.6742

6.5542

6.5828

6.5467

4

5.8113

6.0580

6.1519

6.5599

6.8698

6.8584

6.9754

6.7920

7.0227

6.9340

7.1481

6.9477

5

6.0037

6.3117

6.4988

6.7343

7.1895

7.0280

7.1328

7.0092

7.3081

7.2528

7.4894

7.2541

6

6.2194

6.6305

6.5920

6.8389

7.2960

7.1484

7.4270

7.1976

7.4253

7.3929

7.6131

7.4669

7

6.5487

6.8951

6.9382

6.9924

7.3850

7.1568

7.4334

7.2891

7.4439

7.4051

7.6728

7.5149

8

6.5640

6.9630

6.9917

7.0673

7.4468

7.1533

7.5113

7.4394

7.5088

7.4355

7.7297

7.3728

9

6.3958

6.8291

6.9899

7.0873

7.4272

7.1497

7.3874

7.3112

7.6097

7.4713

7.7866

7.3075

10

6.2923

6.7528

6.9536

6.9926

7.4969

7.3377

7.5877

7.4580

7.7366

7.5814

7.8570

7.8250

11

6.5485

6.9918

7.0107

7.2360

7.8458

7.6011

7.8282

7.6542

7.8922

7.7629

8.0039

7.9590

12

6.8046

7.3127

7.2511

7.3409

7.9966

7.6414

7.9177

7.8333

8.0478

7.9443

8.1476

8.0738

13

7.0182

7.4377

7.4029

7.4557

8.0248

7.6817

8.0073

8.0330

8.2033

8.0775

8.1902

8.0575

14

7.0669

7.4915

7.4148

7.4416

8.0530

7.7219

8.0968

8.2198

7.9874

8.1231

8.2328

8.0411

15

7.1156

7.5453

7.4206

7.4426

8.0812

7.7889

8.1653

8.1889

8.0201

8.1688

8.2754

8.0959

16

7.1644

7.5991

7.5399

7.5687

8.1095

7.9280

8.1958

8.1580

8.1205

8.2145

8.3180

8.1713

17

7.2131

7.6529

7.7222

7.6947

8.1377

8.0672

8.2264

8.1271

8.2210

8.2601

8.3606

8.2467

18

7.2548

7.6946

7.7408

7.7681

8.1561

8.1285

8.2309

8.1349

8.2423

8.2638

 

 

19

7.2692

7.7067

7.7595

7.7800

8.1664

8.1425

8.2248

8.1527

8.2526

8.2655

 

 

20

7.2836

7.7188

7.7781

7.7919

8.1766

8.1565

8.2187

8.1706

8.2628

8.2672

 

 

21

7.2980

7.7309

7.7967

7.8038

8.1869

8.1705

8.2126

8.1885

8.2731

8.2689

 

 

22

7.3125

7.7430

7.8154

7.8158

8.1971

8.1845

8.2065

8.2064

8.2833

8.2706

 

 

23

7.3231

7.7551

7.8340

7.8277

8.1854

8.1985

8.2083

8.2243

8.2830

8.2725

 

 

24

7.3016

7.7672

7.8526

7.8396

8.1553

 

8.2477

8.2421

8.2812

8.2743

 

 

25

7.2713

7.7793

7.8713

7.8515

8.1252

 

8.2872

8.2600

8.2794

8.2606

 

 

26

7.2603

7.7914

7.8899

7.8587

 

 

8.3266

 

 

8.2293

 

 

27

7.2569

7.8035

7.9085

7.8658

 

 

8.3661

 

 

8.1980

 

 

28

7.2534

 

 

 

 

 

 

 

 

 

 

 

29

7.2500

 

 

 

 

 

 

 

 

 

 

 

30

7.2465

 

 

 

 

 

 

 

 

 

 

 


TABLE 183 : MONTH-END YIELD OF SGL TRANSACTIONS IN GOVERNMENT DATED SECURITIES FOR VARIOUS MATURITIES (Concld.)

(Percent 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

2010-11

 

 

 

 

 

 

 

 

 

 

 

 

1

5.0253

5.2199

5.4713

6.3008

6.4900

6.6385

6.7671

7.2301

7.3877

7.5435

7.4488

7.4927

2

5.9062

5.7731

6.2598

6.8782

6.8853

7.0402

7.2745

7.4181

7.5645

7.8908

7.6298

7.5488

3

6.3955

6.4002

6.6774

7.0627

7.1341

7.2261

7.3436

7.6060

7.7414

8.0996

7.8139

7.6787

4

6.8631

6.8003

6.9854

7.3425

7.4327

7.4889

7.6892

7.7940

7.8852

8.1104

7.9980

7.8747

5

7.2820

7.2405

7.2768

7.5427

7.7054

7.7148

7.8347

7.9149

7.8519

8.1212

8.0602

7.9287

6

7.4902

7.5074

7.5758

7.7089

7.8787

7.8157

7.8741

7.9574

7.8502

8.1320

8.0694

7.9465

7

7.6367

7.6095

7.5953

7.7858

7.9584

7.7901

7.9908

7.9542

7.8644

8.1679

8.0929

7.9574

8

7.7957

7.5834

7.5771

7.7908

7.9547

7.8083

8.0429

7.9848

7.8852

8.1670

8.1187

7.9681

9

7.9548

7.5447

7.5588

7.7903

7.9509

7.8265

8.0949

8.0256

7.9060

8.1496

8.1095

7.9787

10

7.7766

7.5206

7.5758

7.8286

7.9863

7.8963

8.1179

8.0498

7.9534

8.1505

8.0983

8.0223

11

7.8811

7.6701

7.7798

7.9884

8.1020

7.9875

8.1105

8.0615

8.0147

8.1577

8.1338

8.0692

12

7.9846

7.8272

7.9335

8.0996

8.0404

7.9813

8.1105

8.0845

8.0744

8.1756

8.1897

8.1168

13

8.0536

8.0028

8.0031

8.1532

8.0915

8.1548

8.1731

8.1550

8.1318

8.2127

8.2613

8.1649

14

8.1226

8.0855

8.0727

8.2069

8.1579

8.3208

8.2356

8.2255

8.1892

8.2498

8.3329

8.2130

15

8.1916

8.0946

8.1423

8.2605

8.2244

8.3011

8.2982

8.2960

8.2466

8.2869

8.4045

8.2610

16

8.2605

8.1038

8.1919

8.3142

8.2909

8.2813

8.3607

8.3665

8.3040

8.3240

8.4761

8.3091

17

8.3295

8.1129

8.1822

8.3075

8.3523

8.2665

8.4094

8.4117

8.3424

8.3612

8.5095

8.3266

18

8.3562

8.1285

8.1968

8.3113

8.3557

8.2777

8.4146

8.4052

8.3537

8.3983

8.5134

8.3285

19

8.3683

8.1453

8.2137

8.3155

8.3591

8.2889

8.4198

8.3986

8.3651

8.4354

8.5173

8.3305

20

8.3805

8.1621

8.2307

8.3197

8.3625

8.3002

8.4250

8.3920

8.3764

8.4725

8.5212

8.3324

21

8.3926

8.1186

8.2476

8.3239

8.3659

8.3114

8.4302

8.3855

8.3877

8.5096

8.5251

8.3343

22

8.4048

8.2209

8.2309

8.3398

8.3694

8.3219

8.4349

8.3845

8.3981

8.5164

8.5284

8.3363

23

 

8.2089

8.1581

8.2960

8.3728

8.3284

8.4383

8.3950

8.4066

8.5220

8.5318

8.3382

24

 

8.1736

8.0854

8.2517

8.3760

8.3349

8.4417

8.4054

8.4152

8.5276

8.5351

8.3402

25

 

8.1384

8.0126

8.2634

8.3765

8.3413

8.4450

8.4159

8.4237

8.5333

8.5384

8.3421

26

 

8.1031

 

8.2768

8.3769

8.3439

8.4484

8.4263

8.4322

8.5389

8.5418

8.3456

27

 

8.0678

 

8.2901

8.3773

8.3376

8.4518

8.4368

8.4408

8.5445

8.5451

8.3493

28

 

 

 

8.3034

8.3777

8.3313

8.4551

8.4472

8.4493

8.5501

8.5485

8.3531

29

 

 

 

8.3167

8.3782

8.3250

8.4585

8.4577

8.4579

8.5557

8.5518

8.3568

30

 

 

 

8.3300

8.3786

8.3187

8.4619

8.4681

8.4664

8.5613

8.5551

8.3606

2011-12

 

 

 

 

 

 

 

 

 

 

 

 

1

6.3112

8.3124

8.1875

 

 

 

 

 

 

 

 

 

2

6.9231

8.3554

8.2298

 

 

 

 

 

 

 

 

 

3

7.5350

8.3985

8.2722

 

 

 

 

 

 

 

 

 

4

8.1469

8.4415

8.3146

 

 

 

 

 

 

 

 

 

5

8.2318

8.4771

8.3496

 

 

 

 

 

 

 

 

 

6

8.2385

8.4780

8.3580

 

 

 

 

 

 

 

 

 

7

8.1690

8.4780

8.3625

 

 

 

 

 

 

 

 

 

8

8.1525

8.4513

8.3532

 

 

 

 

 

 

 

 

 

9

8.1359

8.4246

8.3440

 

 

 

 

 

 

 

 

 

10

8.1267

8.4123

8.3518

 

 

 

 

 

 

 

 

 

11

8.2552

8.4895

8.4205

 

 

 

 

 

 

 

 

 

12

8.3151

8.5213

8.4566

 

 

 

 

 

 

 

 

 

13

8.3510

8.5439

8.4897

 

 

 

 

 

 

 

 

 

14

8.3870

8.5665

8.5227

 

 

 

 

 

 

 

 

 

15

8.4230

8.5890

8.5557

 

 

 

 

 

 

 

 

 

16

8.4590

8.6116

8.5887

 

 

 

 

 

 

 

 

 

17

8.4950

8.6182

8.5943

 

 

 

 

 

 

 

 

 

18

 

8.6215

8.5972

 

 

 

 

 

 

 

 

 

19

 

8.6248

8.6002

 

 

 

 

 

 

 

 

 

20

 

8.6282

8.6031

 

 

 

 

 

 

 

 

 

21

 

8.6315

8.6060

 

 

 

 

 

 

 

 

 

22

 

8.6348

 

 

 

 

 

 

 

 

 

 

23

 

8.6382

 

 

 

 

 

 

 

 

 

 

24

 

8.6415

 

 

 

 

 

 

 

 

 

 

25

 

8.6448

 

 

 

 

 

 

 

 

 

 

26

 

8.6481

 

 

 

 

 

 

 

 

 

 

27

 

8.6515

 

 

 

 

 

 

 

 

 

 

28

 

8.6548

 

 

 

 

 

 

 

 

 

 

29

 

8.6581

 

 

 

 

 

 

 

 

 

 

30

 

8.6614

 

 

 

 

 

 

 

 

 

 

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