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83309834

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

( per cent per annum)

Sr. No

Nomenclature of the loan

2004-05

2005-06

2006-07

2006

2007

October

November

August

September

October

November

1

2

3

4

5

6

7

8

9

10

11

A)

Terminable Under 5 years

 

 

 

 

 

 

 

 

 

1

06.00% 2008

..

..

..

..

..

..

..

..

..

2

09.50% 2008

6.19

6.59

7.14

7.40

7.14

..

..

..

..

3

10.80% 2008

5.79

6.56

6.65

..

..

..

..

7.49

..

4

11.40% 2008

5.73

6.40

7.22

7.16

..

..

7.38

..

7.29

5

11.50% 2008

5.89

6.38

7.08

7.37

7.16

..

7.32

7.37

8.22

6

12.00% 2008

6.03

6.41

7.04

7.08

7.12

7.47

7.44

6.35

7.47

7

12.10% 2008

5.87

6.62

7.54

..

..

..

..

..

..

8

12.15% 2008

5.10

6.32

7.75

..

..

..

..

..

..

9

12.22% 2008

5.99

6.35

6.86

..

..

..

..

..

..

10

12.25% 2008

5.89

6.55

7.07

7.17

7.05

7.88

..

9.35

7.70

11

05.48% 2009

5.57

6.87

6.88

..

..

7.72

7.62

7.71

7.76

12

06.65% 2009

6.18

6.54

7.51

7.23

7.11

7.71

7.59

7.73

7.76

13

06.99% 2009

..

..

..

..

..

..

..

..

..

14

07.00% 2009

6.34

6.73

7.50

7.19

..

6.41

..

9.18

..

15

11.50% 2009

5.98

6.71

7.52

..

7.63

7.56

7.64

..

..

16

11.99% 2009

5.80

6.59

7.25

7.68

7.34

7.83

7.65

..

..

17

05.87% 2010

5.61

6.57

..

..

..

..

7.83

7.75

7.76

18

06.00% 2010

..

..

..

..

..

..

..

..

..

19

06.20% 2010

..

..

..

..

..

..

..

..

..

20

07.50% 2010

6.04

6.89

7.77

7.96

7.82

6.67

..

..

..

21

07.55% 2010

6.02

6.69

7.42

7.39

7.26

7.54

7.66

7.72

7.71

22

08.75% 2010

5.92

6.95

7.98

7.58

..

..

..

..

..

23

11.30% 2010

5.86

6.85

7.39

..

7.34

7.98

7.62

7.75

7.72

24

11.50% 2010

6.32

6.85

7.43

7.36

7.38

7.88

7.78

..

..

25

12.25% 2010

5.87

6.86

7.45

7.56

7.33

7.98

..

..

..

26

12.29% 2010

6.09

6.85

7.50

..

7.34

7.69

7.65

7.72

7.84

27

05.03% 2011

..

..

..

..

..

..

..

..

..

28

08.00% 2011

6.54

7.10

7.86

7.68

..

7.57

..

..

8.07

29

09.39% 2011

6.17

6.86

7.52

7.43

7.37

7.65

7.59

7.73

7.75

30

10.95% 2011

6.26

6.96

7.33

7.47

..

..

..

..

..

31

11.50% 2011

5.90

6.98

7.43

7.49

..

..

..

7.68

..

32

12.00% 2011

6.71

7.03

7.97

7.49

..

..

..

..

..

33

12.32% 2011

6.38

6.89

7.59

7.66

7.41

8.06

7.69

7.67

..

B)

Between 5 and 10 years

 

 

 

 

 

 

 

 

 

34

06.72% 2007/2012@

6.09

6.51

6.93

..

6.77

7.21

..

..

 

35

06.85% 2012

6.00

6.86

7.58

7.52

7.42

7.91

8.04

7.88

7.72

36

07.40% 2012

6.21

6.95

7.55

7.41

7.32

7.83

7.70

7.92

8.20

37

09.40% 2012

6.18

6.96

7.60

7.40

7.50

7.60

..

7.92

..

38

10.25% 2012

6.75

7.06

7.88

7.53

..

..

7.75

8.46

8.05

39

11.03% 2012

6.16

7.02

7.81

7.47

7.55

7.92

..

..

..

40

07.27% 2013

6.05

6.98

7.58

7.49

7.44

7.78

7.71

7.75

7.83

41

09.00% 2013

6.57

7.06

7.86

7.71

7.51

8.11

7.93

8.12

..

42

09.81% 2013

6.02

7.11

7.85

7.68

7.40

..

..

..

..

43

12.40% 2013

6.65

7.17

7.93

7.67

..

8.02

7.85

..

..

44

06.72% 2014

5.52

7.05

8.05

..

..

..

..

..

7.89

45

07.37% 2014

6.14

7.04

7.74

7.55

7.43

7.84

7.81

7.84

7.86

46

10.00% 2014

6.71

7.22

7.71

7.88

7.54

8.15

..

8.01

..

47

10.50% 2014

6.74

7.28

7.83

8.01

7.69

8.18

7.81

..

..

 

No. 28: Redemption Yield on Government Of India Securities Based On sgl Transactions* (concld.)

(per cent per annum)

Sr. No

Nomenclature of the loan

2004-05

2005-06

2006-07

2006

2007

October

November

August

September

October

November

1

2

3

4

5

6

7

8

9

10

11

48

11.83% 2014

6.48

7.17

7.84

..

7.56

8.10

8.05

7.91

8.00

49

07.38% 2015

6.26

7.06

7.70

7.67

7.46

7.92

7.85

7.93

7.87

50

09.85% 2015

6.18

7.24

7.76

..

7.56

7.95

7.97

..

..

51

10.47% 2015

6.40

7.22

7.59

..

..

..

..

..

..

52

10.79% 2015

6.87

7.22

7.65

..

7.53

8.15

..

7.95

..

53

11.43% 2015

6.42

7.19

7.92

7.66

7.59

8.10

..

7.92

7.88

54

11.50% 2015

6.71

7.27

7.91

8.36

..

8.14

..

..

..

55

05.59% 2016

6.40

7.17

7.66

..

7.75

..

..

..

..

56

07.59% 2016

-

-

7.79

7.63

7.52

7.95

7.90

7.88

7.91

57

10.71% 2016

6.36

7.26

7.95

7.73

7.64

8.10

8.08

7.90

7.86

58

12.30% 2016

6.63

7.26

8.21

..

..

8.12

8.05

..

..

C)

Between 10 and 15 years

 

 

 

 

 

 

 

 

 

59

07.46% 2017

6.47

7.25

7.81

7.79

7.57

7.67

8.04

7.90

8.01

60

07.49% 2017

6.35

7.25

7.82

7.75

7.60

7.93

7.89

7.90

7.90

61

07.99% 2017

-

-

-

-

-

8.53

7.87

7.88

7.89

62

08.07% 2017

6.40

7.22

7.80

7.67

7.51

7.94

7.95

7.94

7.94

63

05.69% 2018

6.39

7.29

7.95

7.81

7.60

7.68

8.11

8.00

8.05

64

06.25% 2018

6.46

7.23

7.91

7.80

7.68

8.19

8.09

8.12

8.03

65

10.45% 2018

6.44

7.34

8.05

..

7.66

8.09

8.02

..

8.00

66

12.60% 2018

..

7.61

7.91

..

..

..

..

..

..

67

05.64% 2019

6.27

7.27

8.12

7.79

7.73

8.16

..

8.14

8.10

68

06.05% 2019

6.45

7.27

7.91

7.87

7.64

8.11

8.03

8.13

8.17

69

10.03% 2019

6.68

7.38

7.83

7.80

7.65

8.17

..

8.15

..

70

06.35% 2020

6.52

7.33

7.95

7.89

7.68

8.31

8.14

8.00

8.25

71

10.70% 2020

6.85

7.46

8.00

7.89

7.73

8.22

..

..

..

72

11.60% 2020

6.78

7.36

7.73

..

7.65

..

..

..

..

73

07.94% 2021

-

-

8.07

7.85

7.63

8.14

7.99

8.11

8.13

74

10.25% 2021

6.78

7.46

8.07

7.90

7.58

8.20

8.11

8.08

8.16

D)

Over 15 years

 

 

 

 

 

 

 

 

 

75

05.87% 2022

5.88

7.51

8.02

..

7.51

..

..

..

..

76

08.20% 2022

-

-

-

-

-

-

8.12

8.16

8.17

77

08.35% 2022

6.70

7.41

8.02

7.87

..

8.12

8.10

8.17

8.15

78

06.17% 2023

6.60

7.38

8.01

8.05

7.71

8.30

8.12

8.29

8.20

79

06.30% 2023

6.52

7.36

8.01

7.99

7.72

8.24

..

..

8.23

80

10.18% 2026

6.94

7.49

7.86

..

7.74

8.34

..

..

..

81

08.24% 2027

-

-

8.19

-

-

..

..

..

..

82

06.01% 2028

6.66

7.38

8.02

8.09

7.79

8.36

8.32

8.36

8.40

83

06.13% 2028

6.63

7.42

8.02

8.10

7.84

8.48

8.34

8.42

8.26

84

07.95% 2032

6.97

7.57

8.07

..

7.73

8.37

8.36

8.38

8.34

85

07.5% 2034

7.25

7.54

8.19

8.13

7.78

8.33

..

8.54

8.35

86

07.40% 2035

-

7.55

8.14

8.16

7.78

8.32

8.49

8.49

8.44

87

08.33% 2036

-

-

8.13

8.14

7.80

8.36

8.37

8.38

8.34

* : 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.
@ : GOI Securities issued with call and put options exercisable on or after 5 years from the date of issue.
- : Indicates that the relevant security was not available for trading.
.. : Indicates that trading in the relevant security was nil/negligible during the month.

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