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 |
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 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
- |
- |
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 |
(Continued) |
TABLE 183 : MONTH-END YIELD OF SGL TRANSACTIONS IN GOVERNMENT DATED SECURITIES FOR |
||||||||||||
(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 |
2011-12 |
||||||||||||
1 |
6.3112 |
8.3124 |
8.1875 |
8.3619 |
8.2283 |
8.2081 |
8.7114 |
8.7397 |
8.3720 |
8.6259 |
8.5654 |
8.3328 |
2 |
6.9231 |
8.3554 |
8.2298 |
8.3799 |
8.2650 |
8.2437 |
8.7469 |
8.7059 |
8.3161 |
8.5434 |
8.0814 |
8.0916 |
3 |
7.5350 |
8.3985 |
8.2722 |
8.3979 |
8.2696 |
8.2793 |
8.7823 |
8.6722 |
8.2603 |
8.4610 |
8.1851 |
8.1370 |
4 |
8.1469 |
8.4415 |
8.3146 |
8.4148 |
8.2873 |
8.3129 |
8.8178 |
8.6781 |
8.3743 |
8.3785 |
8.2888 |
8.4972 |
5 |
8.2318 |
8.4771 |
8.3496 |
8.4342 |
8.3329 |
8.3622 |
8.8603 |
8.7123 |
8.4656 |
8.2961 |
8.3051 |
8.5873 |
6 |
8.2385 |
8.4780 |
8.3580 |
8.4678 |
8.3445 |
8.4109 |
8.8810 |
8.7341 |
8.4918 |
8.3098 |
8.3096 |
8.5472 |
7 |
8.1690 |
8.4780 |
8.3625 |
8.5251 |
8.4124 |
8.3962 |
8.8635 |
8.7439 |
8.5120 |
8.3223 |
8.2896 |
8.5712 |
8 |
8.1525 |
8.4513 |
8.3532 |
8.6566 |
8.5700 |
8.4073 |
8.8650 |
8.7485 |
8.5300 |
8.3151 |
8.2641 |
8.7093 |
9 |
8.1359 |
8.4246 |
8.3440 |
8.5576 |
8.4262 |
8.3942 |
8.8666 |
8.7531 |
8.5479 |
8.2945 |
8.2214 |
8.6227 |
10 |
8.1267 |
8.4123 |
8.3518 |
8.4792 |
8.3543 |
8.3975 |
8.8849 |
8.7594 |
8.5459 |
8.2878 |
8.2000 |
8.5607 |
11 |
8.2552 |
8.4895 |
8.4205 |
8.5397 |
8.4259 |
8.4295 |
8.9145 |
8.7929 |
8.5142 |
8.3283 |
8.2268 |
8.6065 |
12 |
8.3151 |
8.5213 |
8.4566 |
8.5672 |
8.4559 |
8.4716 |
8.9260 |
8.8298 |
8.6100 |
8.3688 |
8.2536 |
8.6236 |
13 |
8.3510 |
8.5439 |
8.4897 |
8.5891 |
8.4839 |
8.5138 |
8.9375 |
8.8677 |
8.7018 |
8.4133 |
8.2957 |
8.6322 |
14 |
8.3870 |
8.5665 |
8.5227 |
8.6109 |
8.5118 |
8.5559 |
8.9490 |
8.9279 |
8.7660 |
8.4729 |
8.3752 |
8.6265 |
15 |
8.4230 |
8.5890 |
8.5557 |
8.6328 |
8.5398 |
8.5980 |
8.9605 |
8.9882 |
8.8302 |
8.5326 |
8.4548 |
8.6208 |
16 |
8.4590 |
8.6116 |
8.5887 |
8.6547 |
8.5708 |
8.6389 |
8.9708 |
9.0386 |
8.8678 |
8.5771 |
8.5092 |
8.6382 |
17 |
8.4950 |
8.6182 |
8.5943 |
8.6625 |
8.6379 |
8.6252 |
8.9707 |
9.0478 |
8.8353 |
8.5947 |
8.5316 |
8.6766 |
18 |
- |
8.6215 |
8.5972 |
8.6678 |
- |
8.6114 |
8.9707 |
9.0570 |
8.8028 |
8.6122 |
8.5541 |
8.7150 |
19 |
- |
8.6248 |
8.6002 |
8.6731 |
- |
8.5976 |
8.9707 |
9.0663 |
8.7727 |
8.6241 |
8.5717 |
8.7424 |
20 |
- |
8.6282 |
8.6031 |
8.6784 |
- |
8.5838 |
8.9707 |
9.0755 |
8.7749 |
8.6044 |
8.5736 |
8.7462 |
21 |
- |
8.6315 |
8.6060 |
8.6837 |
- |
8.5726 |
8.9707 |
9.0847 |
8.7770 |
8.5975 |
8.5755 |
8.7500 |
22 |
- |
8.6348 |
- |
8.6890 |
- |
8.5749 |
8.9706 |
9.0939 |
8.7791 |
8.5911 |
8.5774 |
8.7538 |
23 |
- |
8.6382 |
- |
8.6944 |
- |
8.5771 |
8.9706 |
9.1031 |
8.7813 |
8.5848 |
8.5793 |
8.7575 |
24 |
- |
8.6415 |
- |
8.6997 |
- |
8.5794 |
8.9706 |
9.1123 |
8.7834 |
8.5784 |
8.5812 |
8.7613 |
25 |
- |
8.6448 |
- |
8.7050 |
- |
8.5816 |
8.9706 |
9.1216 |
8.7856 |
8.5721 |
8.5831 |
8.7651 |
26 |
- |
8.6481 |
- |
8.7103 |
- |
8.5839 |
8.9706 |
9.1308 |
8.7877 |
8.5658 |
8.5850 |
8.7689 |
27 |
- |
8.6515 |
- |
8.7156 |
- |
8.5861 |
8.9705 |
9.1400 |
8.7898 |
8.5594 |
8.5869 |
8.7727 |
28 |
- |
8.6548 |
- |
8.7209 |
- |
8.5884 |
8.9705 |
9.1492 |
8.7920 |
8.5531 |
8.5888 |
8.7765 |
29 |
- |
8.6581 |
- |
8.7262 |
- |
8.5907 |
8.9705 |
9.1584 |
8.8036 |
8.5467 |
8.5907 |
8.7803 |
30 |
- |
8.6614 |
- |
- |
- |
- |
- |
- |
8.8249 |
8.5404 |
8.5926 |
8.7841 |
2012-13 |
||||||||||||
1 |
8.0040 |
8.0093 |
7.9044 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2 |
8.1086 |
8.0607 |
7.9657 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3 |
8.2132 |
8.1121 |
8.0269 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4 |
8.3178 |
8.2010 |
8.0881 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5 |
8.4434 |
8.2914 |
8.0767 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6 |
8.6149 |
8.3686 |
8.2090 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7 |
8.5664 |
8.3337 |
8.2225 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8 |
8.5482 |
8.3360 |
8.2012 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
9 |
8.6047 |
8.4013 |
8.1839 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
10 |
8.6523 |
8.4599 |
8.2269 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
11 |
8.6739 |
8.4733 |
8.3740 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
12 |
8.6851 |
8.4689 |
8.4157 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
13 |
8.7123 |
8.4953 |
8.4380 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
14 |
8.7583 |
8.5475 |
8.4487 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
15 |
8.8042 |
8.5998 |
8.4595 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
16 |
8.8273 |
8.6180 |
8.4905 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
17 |
8.8356 |
8.6211 |
8.5235 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
18 |
8.8440 |
8.6242 |
8.5565 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
19 |
8.8555 |
8.6386 |
8.5749 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
20 |
8.8715 |
8.6651 |
8.5819 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
21 |
8.8876 |
8.6915 |
8.5889 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
22 |
8.9036 |
8.7179 |
8.5960 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
23 |
8.9197 |
8.7443 |
8.6030 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
24 |
8.9357 |
8.7708 |
8.6103 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
25 |
8.9307 |
8.7709 |
8.6210 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
26 |
8.9232 |
8.7705 |
8.6317 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
27 |
8.9156 |
8.7702 |
8.6423 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
28 |
8.9081 |
8.7698 |
8.6530 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
29 |
8.9006 |
8.7695 |
8.6579 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
30 |
8.8931 |
8.7691 |
8.6628 |
- |
- |
- |
- |
- |
- |
- |
- |
- |