Table 183 : Yield of SGL Transactions in Government Dated Securities for Various Maturities
(Per cent per annum) |
||||||||||||
Term to maturity |
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 |
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 |
|
|
|
|
|
|
|
|
|
|