27C. Month-end yield to maturity of SGL Transaction in Central Government dated securities for various residual maturities - ربی - Reserve Bank of India
27C. Month-end yield to maturity of SGL Transaction in Central Government dated securities for various residual maturities
(Per cent) |
||||||||||||
Term to Maturity |
2004 |
2005 |
||||||||||
(in years) |
Jul. |
Aug. |
Sep. |
Oct. |
Nov. |
Dec. |
Jan. |
Feb. |
Mar. |
Apr. |
May |
Jun. |
1 |
2 |
3 |
4 |
5 |
6 |
7 |
8 |
9 |
10 |
11 |
12 |
13 |
1 |
4.8817 |
5.1662 |
5.4571 |
5.7363 |
5.7806 |
5.7912 |
5.6824 |
5.7395 |
5.5157 |
5.6816 |
5.7742 |
5.7629 |
2 |
4.9979 |
5.5347 |
5.6974 |
5.9454 |
6.0993 |
5.9174 |
5.9762 |
5.8776 |
5.9637 |
6.0012 |
6.0579 |
6.0084 |
3 |
5.2792 |
5.8314 |
5.8986 |
6.1546 |
6.3954 |
6.0917 |
6.2861 |
6.0854 |
6.1115 |
6.3209 |
6.3367 |
6.2751 |
4 |
5.5744 |
5.9129 |
6.0164 |
6.3323 |
6.7068 |
6.3071 |
6.4237 |
6.2399 |
6.2828 |
6.5045 |
6.5601 |
6.5040 |
5 |
5.9691 |
6.0254 |
6.0552 |
6.4622 |
6.8329 |
6.3572 |
6.4351 |
6.3115 |
6.3654 |
6.6866 |
6.7760 |
6.6067 |
6 |
6.2368 |
6.1842 |
6.1023 |
6.6812 |
7.0020 |
6.4319 |
6.5979 |
6.4627 |
6.5181 |
6.8184 |
6.8423 |
6.6820 |
7 |
6.1583 |
6.3031 |
6.2469 |
6.8134 |
7.1576 |
6.5152 |
6.7139 |
6.5183 |
6.5343 |
6.9817 |
6.9366 |
6.7541 |
8 |
6.2371 |
6.2248 |
6.3821 |
6.8061 |
7.1811 |
6.6269 |
6.7189 |
6.5083 |
6.5887 |
7.1528 |
7.1793 |
6.8159 |
9 |
6.3623 |
6.1604 |
6.3706 |
6.8414 |
7.1970 |
6.6372 |
6.7140 |
6.4975 |
6.7148 |
7.1842 |
7.2226 |
6.8682 |
10 |
6.1935 |
6.1545 |
6.2446 |
6.8652 |
7.2053 |
6.5910 |
6.7091 |
6.4867 |
6.6853 |
7.1866 |
7.0602 |
6.8835 |
11 |
6.2714 |
6.2459 |
6.5202 |
6.8948 |
7.2203 |
6.5973 |
6.7176 |
6.5616 |
6.8003 |
7.3127 |
7.0391 |
6.9020 |
12 |
6.4176 |
6.5286 |
6.5481 |
7.0089 |
7.2565 |
6.6897 |
6.7454 |
6.7161 |
6.9838 |
7.4948 |
7.0949 |
6.9550 |
13 |
6.5835 |
6.6599 |
6.4759 |
7.1010 |
7.2926 |
6.7662 |
6.7733 |
6.7837 |
7.0045 |
7.5087 |
7.1650 |
7.0480 |
14 |
6.6224 |
6.7009 |
6.5668 |
7.0854 |
7.3359 |
6.8117 |
6.8011 |
6.8127 |
7.0253 |
7.5226 |
7.3204 |
7.1409 |
15 |
6.6497 |
6.7418 |
6.7054 |
7.0545 |
7.4114 |
6.8572 |
6.8289 |
6.8497 |
7.0661 |
7.5365 |
7.3811 |
7.2339 |
16 |
6.6770 |
6.7828 |
6.8439 |
7.0978 |
7.4870 |
6.9028 |
6.8567 |
6.9298 |
7.1119 |
7.5503 |
7.4122 |
7.3198 |
17 |
6.7109 |
6.8238 |
6.9625 |
7.1621 |
7.5217 |
6.9279 |
6.8845 |
7.0099 |
7.1240 |
7.5642 |
7.4332 |
7.3278 |
18 |
6.7584 |
6.8643 |
7.0408 |
7.2264 |
7.5531 |
6.9387 |
6.9123 |
7.0356 |
7.1294 |
7.5781 |
7.4542 |
7.3358 |
19 |
6.7320 |
6.8624 |
— |
— |
7.5845 |
6.9494 |
6.9401 |
7.0466 |
7.1349 |
7.5920 |
7.4753 |
7.3438 |
20 |
— |
6.8951 |
— |
— |
7.6159 |
6.9602 |
6.9679 |
7.0577 |
7.1404 |
7.6059 |
7.4963 |
7.3517 |
21 |
— |
6.9279 |
— |
— |
7.6473 |
6.9709 |
6.9957 |
7.0688 |
7.1459 |
7.6198 |
7.5173 |
7.3597 |
22 |
— |
6.9606 |
— |
— |
7.6786 |
6.9817 |
7.0236 |
7.0799 |
7.1504 |
7.6337 |
7.5383 |
7.3677 |
23 |
— |
6.9933 |
— |
— |
7.7100 |
— |
7.0514 |
7.0910 |
7.1542 |
7.6476 |
7.5593 |
7.3757 |
24 |
— |
7.0261 |
— |
— |
7.7414 |
— |
7.0792 |
7.1021 |
7.1580 |
7.6615 |
7.5804 |
7.3837 |
25 |
— |
7.0588 |
— |
— |
7.7728 |
— |
7.1070 |
7.1132 |
7.1617 |
7.6754 |
7.6014 |
7.3917 |
26 |
— |
7.0916 |
— |
— |
7.8042 |
— |
7.1348 |
7.1243 |
7.1655 |
7.6893 |
7.6224 |
7.3997 |
27 |
— |
7.1243 |
— |
— |
7.8355 |
— |
7.1626 |
7.1354 |
7.1693 |
7.7032 |
7.6434 |
7.4077 |
28 |
— |
7.1570 |
— |
— |
7.8669 |
— |
7.1904 |
7.1465 |
7.1731 |
7.7171 |
7.6644 |
7.4157 |
29 |
— |
7.1898 |
— |
— |
— |
— |
— |
7.1576 |
7.1768 |
7.7310 |
7.6855 |
7.4237 |
30 |
— |
7.2225 |
— |
— |
— |
— |
— |
7.1687 |
7.1806 |
7.7449 |
7.7065 |
7.4317 |
See ‘Notes on Tables’. |