26C. Month-end Yield to Maturity of SGL Transaction in Central Government Dated Securities for Various Residual Maturities - RBI - Reserve Bank of India
26C. Month-end Yield to Maturity of SGL Transaction in Central Government Dated Securities for Various Residual Maturities
(Percent) |
||||||||||||
Term to |
2011 |
2012 |
||||||||||
Mar. |
Apr. |
May |
Jun. |
Jul. |
Aug. |
Sep. |
Oct. |
Nov. |
Dec. |
Jan. |
Feb. |
|
1 |
2 |
3 |
4 |
5 |
6 |
7 |
8 |
9 |
10 |
11 |
12 |
|
1 |
7.4927 |
6.3112 |
8.3124 |
8.1875 |
8.3619 |
8.2283 |
8.2081 |
8.7114 |
8.7397 |
8.3720 |
8.6259 |
8.5654 |
2 |
7.5488 |
6.9231 |
8.3554 |
8.2298 |
8.3799 |
8.2650 |
8.2437 |
8.7469 |
8.7059 |
8.3161 |
8.5434 |
8.0814 |
3 |
7.6787 |
7.5350 |
8.3985 |
8.2722 |
8.3979 |
8.2696 |
8.2793 |
8.7823 |
8.6722 |
8.2603 |
8.4610 |
8.1851 |
4 |
7.8747 |
8.1469 |
8.4415 |
8.3146 |
8.4148 |
8.2873 |
8.3129 |
8.8178 |
8.6781 |
8.3743 |
8.3785 |
8.2888 |
5 |
7.9287 |
8.2318 |
8.4771 |
8.3496 |
8.4342 |
8.3329 |
8.3622 |
8.8603 |
8.7123 |
8.4656 |
8.2961 |
8.3051 |
6 |
7.9465 |
8.2385 |
8.4780 |
8.3580 |
8.4678 |
8.3445 |
8.4109 |
8.8810 |
8.7341 |
8.4918 |
8.3098 |
8.3096 |
7 |
7.9574 |
8.1690 |
8.4780 |
8.3625 |
8.5251 |
8.4124 |
8.3962 |
8.8635 |
8.7439 |
8.5120 |
8.3223 |
8.2896 |
8 |
7.9681 |
8.1525 |
8.4513 |
8.3532 |
8.6566 |
8.5700 |
8.4073 |
8.8650 |
8.7485 |
8.5300 |
8.3151 |
8.2641 |
9 |
7.9787 |
8.1359 |
8.4246 |
8.3440 |
8.5576 |
8.4262 |
8.3942 |
8.8666 |
8.7531 |
8.5479 |
8.2945 |
8.2214 |
10 |
8.0223 |
8.1267 |
8.4123 |
8.3518 |
8.4792 |
8.3543 |
8.3975 |
8.8849 |
8.7594 |
8.5459 |
8.2878 |
8.2000 |
11 |
8.0692 |
8.2552 |
8.4895 |
8.4205 |
8.5397 |
8.4259 |
8.4295 |
8.9145 |
8.7929 |
8.5142 |
8.3283 |
8.2268 |
12 |
8.1168 |
8.3151 |
8.5213 |
8.4566 |
8.5672 |
8.4559 |
8.4716 |
8.9260 |
8.8298 |
8.6100 |
8.3688 |
8.2536 |
13 |
8.1649 |
8.3510 |
8.5439 |
8.4897 |
8.5891 |
8.4839 |
8.5138 |
8.9375 |
8.8677 |
8.7018 |
8.4133 |
8.2957 |
14 |
8.2130 |
8.3870 |
8.5665 |
8.5227 |
8.6109 |
8.5118 |
8.5559 |
8.9490 |
8.9279 |
8.7660 |
8.4729 |
8.3752 |
15 |
8.2610 |
8.4230 |
8.5890 |
8.5557 |
8.6328 |
8.5398 |
8.5980 |
8.9605 |
8.9882 |
8.8302 |
8.5326 |
8.4548 |
16 |
8.3091 |
8.4590 |
8.6116 |
8.5887 |
8.6547 |
8.5708 |
8.6389 |
8.9708 |
9.0386 |
8.8678 |
8.5771 |
8.5092 |
17 |
8.3266 |
8.4950 |
8.6182 |
8.5943 |
8.6625 |
8.6379 |
8.6252 |
8.9707 |
9.0478 |
8.8353 |
8.5947 |
8.5316 |
18 |
8.3285 |
– |
8.6215 |
8.5972 |
8.6678 |
– |
8.6114 |
8.9707 |
9.0570 |
8.8028 |
8.6122 |
8.5541 |
19 |
8.3305 |
– |
8.6248 |
8.6002 |
8.6731 |
– |
8.5976 |
8.9707 |
9.0663 |
8.7727 |
8.6241 |
8.5717 |
20 |
8.3324 |
– |
8.6282 |
8.6031 |
8.6784 |
– |
8.5838 |
8.9707 |
9.0755 |
8.7749 |
8.6044 |
8.5736 |
21 |
8.3343 |
– |
8.6315 |
8.6060 |
8.6837 |
– |
8.5726 |
8.9707 |
9.0847 |
8.7770 |
8.5975 |
8.5755 |
22 |
8.3363 |
– |
8.6348 |
– |
8.6890 |
– |
8.5749 |
8.9706 |
9.0939 |
8.7791 |
8.5911 |
8.5774 |
23 |
8.3382 |
– |
8.6382 |
– |
8.6944 |
– |
8.5771 |
8.9706 |
9.1031 |
8.7813 |
8.5848 |
8.5793 |
24 |
8.3402 |
– |
8.6415 |
– |
8.6997 |
– |
8.5794 |
8.9706 |
9.1123 |
8.7834 |
8.5784 |
8.5812 |
25 |
8.3421 |
– |
8.6448 |
– |
8.7050 |
– |
8.5816 |
8.9706 |
9.1216 |
8.7856 |
8.5721 |
8.5831 |
26 |
8.3456 |
– |
8.6481 |
– |
8.7103 |
– |
8.5839 |
8.9706 |
9.1308 |
8.7877 |
8.5658 |
8.5850 |
27 |
8.3493 |
– |
8.6515 |
– |
8.7156 |
– |
8.5861 |
8.9705 |
9.1400 |
8.7898 |
8.5594 |
8.5869 |
28 |
8.3531 |
– |
8.6548 |
– |
8.7209 |
– |
8.5884 |
8.9705 |
9.1492 |
8.7920 |
8.5531 |
8.5888 |
29 |
8.3568 |
– |
8.6581 |
– |
8.7262 |
– |
8.5907 |
8.9705 |
9.1584 |
8.8036 |
8.5467 |
8.5907 |
30 |
8.3606 |
– |
8.6614 |
– |
– |
– |
– |
– |
– |
8.8249 |
8.5404 |
8.5926 |