26C. Month-end Yield to Maturity of SGL Transaction in Central Government Dated Securities for Various Residual Maturities - ربی - Reserve Bank of India
26C. Month-end Yield to Maturity of SGL Transaction in Central Government Dated Securities for Various Residual Maturities
(Per cent) |
||||||||||||
Term to Matu rity (in years) |
2009 |
2010 |
||||||||||
Dec. |
Jan. |
Feb. |
Mar. |
Apr. |
May |
Jun. |
Jul. |
Aug. |
Sep. |
Oct. |
Nov. |
|
1 |
2 |
3 |
4 |
5 |
6 |
7 |
8 |
9 |
10 |
11 |
12 |
13 |
1 |
5.1304 |
5.4382 |
4.8537 |
4.9270 |
5.0253 |
5.2199 |
5.4713 |
6.3008 |
6.4900 |
6.6385 |
6.7671 |
7.2301 |
2 |
6.1123 |
5.9962 |
5.9237 |
6.0252 |
5.9062 |
5.7731 |
6.2598 |
6.8782 |
6.8853 |
7.0402 |
7.2745 |
7.4181 |
3 |
6.6742 |
6.5542 |
6.5828 |
6.5467 |
6.3955 |
6.4002 |
6.6774 |
7.0627 |
7.1341 |
7.2261 |
7.3436 |
7.6060 |
4 |
7.0227 |
6.9340 |
7.1481 |
6.9477 |
6.8631 |
6.8003 |
6.9854 |
7.3425 |
7.4327 |
7.4889 |
7.6892 |
7.7940 |
5 |
7.3081 |
7.2528 |
7.4894 |
7.2541 |
7.2820 |
7.2405 |
7.2768 |
7.5427 |
7.7054 |
7.7148 |
7.8347 |
7.9149 |
6 |
7.4253 |
7.3929 |
7.6131 |
7.4669 |
7.4902 |
7.5074 |
7.5758 |
7.7089 |
7.8787 |
7.8157 |
7.8741 |
7.9574 |
7 |
7.4439 |
7.4051 |
7.6728 |
7.5149 |
7.6367 |
7.6095 |
7.5953 |
7.7858 |
7.9584 |
7.7901 |
7.9908 |
7.9542 |
8 |
7.5088 |
7.4355 |
7.7297 |
7.3728 |
7.7957 |
7.5834 |
7.5770 |
7.7908 |
7.9547 |
7.8083 |
8.0429 |
7.9848 |
9 |
7.6097 |
7.4713 |
7.7866 |
7.3075 |
7.9548 |
7.5447 |
7.5588 |
7.7903 |
7.9509 |
7.8265 |
8.0949 |
8.0256 |
10 |
7.7366 |
7.5814 |
7.8570 |
7.8250 |
7.7766 |
7.5206 |
7.5758 |
7.8286 |
7.9863 |
7.8963 |
8.1179 |
8.0498 |
11 |
7.8922 |
7.7629 |
8.0039 |
7.9590 |
7.8811 |
7.6701 |
7.7798 |
7.9884 |
8.1020 |
7.9875 |
8.1105 |
8.0615 |
12 |
8.0478 |
7.9443 |
8.1476 |
8.0738 |
7.9846 |
7.8272 |
7.9335 |
8.0996 |
8.0404 |
7.9813 |
8.1105 |
8.0845 |
13 |
8.2033 |
8.0775 |
8.1902 |
8.0575 |
8.0536 |
8.0028 |
8.0031 |
8.1532 |
8.0915 |
8.1548 |
8.1731 |
8.1550 |
14 |
7.9874 |
8.1231 |
8.2328 |
8.0411 |
8.1226 |
8.0855 |
8.0727 |
8.2069 |
8.1579 |
8.3208 |
8.2356 |
8.2255 |
15 |
8.0201 |
8.1688 |
8.2754 |
8.0959 |
8.1916 |
8.0946 |
8.1423 |
8.2605 |
8.2244 |
8.3011 |
8.2982 |
8.2960 |
16 |
8.1205 |
8.2145 |
8.3180 |
8.1713 |
8.2605 |
8.1038 |
8.1919 |
8.3142 |
8.2909 |
8.2813 |
8.3607 |
8.3665 |
17 |
8.2210 |
8.2601 |
8.3606 |
8.2467 |
8.3295 |
8.1129 |
8.1822 |
8.3075 |
8.3523 |
8.2665 |
8.4094 |
8.4117 |
18 |
8.2423 |
8.2638 |
– |
– |
8.3562 |
8.1285 |
8.1968 |
8.3113 |
8.3557 |
8.2777 |
8.4146 |
8.4052 |
19 |
8.2526 |
8.2655 |
– |
– |
8.3683 |
8.1453 |
8.2137 |
8.3155 |
8.3591 |
8.2889 |
8.4198 |
8.3986 |
20 |
8.2628 |
8.2672 |
– |
– |
8.3805 |
8.1621 |
8.2307 |
8.3197 |
8.3625 |
8.3002 |
8.4250 |
8.3920 |
21 |
8.2731 |
8.2689 |
– |
– |
8.3926 |
8.1186 |
8.2476 |
8.3239 |
8.3659 |
8.3114 |
8.4302 |
8.3855 |
22 |
8.2833 |
8.2706 |
– |
– |
8.4048 |
8.2209 |
8.2309 |
8.3398 |
8.3694 |
8.3219 |
8.4349 |
8.3845 |
23 |
8.2830 |
8.2725 |
– |
– |
– |
8.2089 |
8.1581 |
8.2960 |
8.3728 |
8.3284 |
8.4383 |
8.3950 |
24 |
8.2812 |
8.2743 |
– |
– |
– |
8.1736 |
8.0854 |
8.2517 |
8.3760 |
8.3349 |
8.4417 |
8.4054 |
25 |
8.2794 |
8.2606 |
– |
– |
– |
8.1384 |
8.0126 |
8.2634 |
8.3765 |
8.3413 |
8.4450 |
8.4159 |
26 |
– |
8.2293 |
– |
– |
– |
8.1031 |
– |
8.2768 |
8.3769 |
8.3439 |
8.4484 |
8.4263 |
27 |
– |
8.1980 |
– |
– |
– |
8.0678 |
– |
8.2901 |
8.3773 |
8.3376 |
8.4518 |
8.4368 |
28 |
– |
– |
– |
– |
– |
– |
– |
8.3034 |
8.3777 |
8.3313 |
8.4551 |
8.4472 |
29 |
– |
– |
– |
– |
– |
– |
– |
8.3167 |
8.3782 |
8.3250 |
8.4585 |
8.4577 |
30 |
– |
– |
– |
– |
– |
– |
– |
8.3300 |
8.3786 |
8.3187 |
8.4619 |
8.4681 |