(Per cent)

Coupon

Date of Maturity

Yield (Semi–annual) as on

Mar 31, 2010
(Year-end)

Mar 31, 2011
(Year-end)

Dec. 31, 2011

Jan. 31, 2012

Feb. 29, 2012

Mar. 31, 2012

1

2

3

4

5

6

7

6.72 *

Jul.

18,

2012

4.36

7.31

8.57

8.62

8.88

8.90

6.85

Apr.

5,

2012

6.19

7.50

8.53

8.63

9.01

8.96

7.40

May

3,

2012

6.17

7.44

8.49

8.56

8.94

8.88

10.25

Jun.

1,

2012

6.34

7.49

8.54

8.64

8.93

8.94

11.03

Jul.

18,

2012

6.30

7.51

8.57

8.62

8.88

8.90

9.40

Sep.

11,

2012

6.49

7.53

8.56

8.57

8.81

8.86

FRB

Nov.

10,

2012

4.79

7.26

8.51

8.50

8.65

8.61

9.00

May

24,

2013

6.51

7.54

8.30

8.16

8.23

8.17

9.81

May

30,

2013

6.71

7.54

8.29

8.16

8.22

8.17

12.40

Aug.

20,

2013

6.79

7.56

8.21

8.11

8.14

8.09

7.27

Sep.

3,

2013

6.74

7.57

8.18

8.09

8.11

8.06

FRB

Sep.

10,

2013

4.54

6.74

8.54

8.53

8.68

8.64

5.32

Feb.

16,

2014

7.04

7.74

8.14

8.05

8.04

7.97

6.72

Feb.

24,

2014

7.23

7.74

8.14

8.05

8.04

7.97

7.37

Apr.

16,

2014

7.14

7.77

8.13

8.05

8.04

7.96

6.07

May

15,

2014

7.22

7.79

8.12

8.05

8.04

7.96

FRB

May

20,

2014

4.01

5.12

8.63

8.62

8.77

8.73

10.00

May

30,

2014

7.33

7.79

8.13

8.06

8.05

7.97

7.32

Oct.

20,

2014

7.25

7.87

8.14

8.09

8.09

7.99

10.50

Oct.

29,

2014

7.39

7.87

8.15

8.09

8.10

8.00

7.56

Nov.

3,

2014

7.17

7.88

8.15

8.09

8.09

8.00

11.83

Nov.

12,

2014

7.50

7.87

8.16

8.10

8.10

8.01

10.47

Feb.

12,

2015

7.82

7.84

8.13

8.12

8.15

8.06

10.79

May

19,

2015

7.67

7.89

8.21

8.17

8.19

8.13

11.50

May

21,

2015

7.67

7.88

8.21

8.17

8.19

8.13

6.49

Jun.

8,

2015

7.51

7.91

8.22

8.18

8.21

8.15

7.17

Jun.

14,

2015

7.90

8.22

8.18

8.19

8.14

FRB

Jul.

2,

2015

4.08

5.71

8.60

8.59

8.74

8.70

11.43

Aug.

7,

2015

7.60

7.91

8.28

8.20

8.23

8.20

FRB

Aug.

10,

2015

3.98

6.26

8.61

8.60

8.75

8.71

7.38

Sep.

3,

2015

7.49

7.94

8.31

8.22

8.24

8.23

9.85

Oct.

16,

2015

7.65

7.94

8.35

8.24

8.26

8.26

7.59

Apr.

12,

2016

7.43

7.99

8.52

8.31

8.30

8.42

10.71

Apr.

19,

2016

7.63

7.98

8.51

8.31

8.31

8.42

FRB

May

7,

2016

3.97

5.15

8.68

8.67

8.82

8.78

5.59

Jun.

4,

2016

7.72

8.01

8.56

8.33

8.33

8.48

12.30

Jul.

2,

2016

7.73

7.98

8.53

8.32

8.32

8.46

7.02

Aug.

17,

2016

7.60

8.00

8.57

8.33

8.33

8.52

8.07

Jan.

15,

2017

7.57

7.97

8.58

8.32

8.33

8.57

7.49

Apr.

16,

2017

7.43

7.96

8.56

8.32

8.33

8.59

FRB

Jul.

2,

2017

4.65

7.42

8.84

8.72

8.67

8.71

7.99

Jul.

9,

2017

7.72

7.95

8.54

8.30

8.33

8.59

7.46

Aug.

28,

2017

7.49

7.97

8.55

8.33

8.33

8.59

6.25

Jan.

2,

2018

7.82

7.95

8.55

8.33

8.33

8.58

7.83

Apr.

11,

2018

8.54

8.33

8.32

8.56

8.24

Apr.

22,

2018

7.60

7.94

8.54

8.33

8.33

8.56

No. 27: Month-end Secondary Market Yield on Government of India Securities (Concld.)

(Per cent)

Coupon

Date of Maturity

Yield (Semi–annual) as on

Mar 31, 2010
(Year-end)

Mar 31, 2011
(Year-end)

Dec. 31, 2011

Jan. 31, 2012

Feb. 29, 2012

Mar. 31, 2012

1

2

3

4

5

6

7

10.45

Apr.

30,

2018

7.75

7.94

8.54

8.33

8.32

8.56

5.69

Sep.

25,

2018

7.83

7.95

8.56

8.34

8.33

8.60

12.60

Nov.

23,

2018

7.78

7.93

8.55

8.33

8.32

8.57

5.64

Jan.

2,

2019

7.88

8.02

8.57

8.39

8.34

8.62

6.05

Feb.

2,

2019

7.29

8.02

8.58

8.39

8.33

8.62

6.05

Jun.

12,

2019

7.90

8.02

8.60

8.38

8.32

8.64

6.90

Jul.

13,

2019

7.82

8.02

8.60

8.38

8.32

8.64

10.03

Aug.

9,

2019

7.90

8.02

8.59

8.38

8.31

8.63

6.35

Jan.

2,

2020

7.85

7.99

8.66

8.37

8.28

8.66

8.19

Jan.

16,

2020

8.31

8.28

8.63

10.70

Apr.

22,

2020

7.92

7.98

8.66

8.37

8.28

8.65

7.80

May

3,

2020

7.98

8.67

8.36

8.26

8.62

FRB

Dec.

21,

2020

4.62

8.04

9.64

9.76

9.61

9.72

11.60

Dec.

27,

2020

7.94

8.01

8.66

8.36

8.25

8.63

7.80

Apr.

11,

2021

8.56

8.38

8.27

8.66

7.94

May

24,

2021

7.94

8.06

8.62

8.33

8.20

8.55

10.25

May

30,

2021

8.17

8.05

8.61

8.32

8.20

8.55

8.79

Nov.

8,

2021

8.56

8.27

8.20

8.57

8.20

Feb.

15,

2022

8.10

8.10

8.54

8.28

8.22

8.57

8.35

May

14,

2022

8.18

8.09

8.51

8.27

8.27

8.61

8.08

Aug.

2,

2022

8.19

8.08

8.48

8.24

8.35

8.66

5.87

Aug.

28,

2022

8.14

8.12

8.48

8.25

8.35

8.70

8.13

Sep.

21,

2022

8.05

8.09

8.46

8.25

8.35

8.70

6.30

Apr.

9,

2023

8.16

8.16

8.49

8.25

8.36

8.72

6.17

Jun.

12,

2023

8.17

8.17

8.51

8.27

8.40

8.78

7.35

Jun.

22,

2024

8.03

8.21

8.65

8.27

8.39

8.77

9.15

Nov.

14,

2024

8.70

8.39

8.29

8.68

5.97

Sep.

25,

2025

8.34

8.29

8.82

8.40

8.32

8.65

10.18

Sep.

11,

2026

8.37

8.28

8.80

8.49

8.34

8.60

8.24

Feb.

15,

2027

8.25

8.33

8.84

8.52

8.41

8.60

8.26

Aug.

2,

2027

8.27

8.33

8.83

8.56

8.45

8.60

8.28

Sep.

21,

2027

8.40

8.35

8.83

8.56

8.51

8.61

6.01

Mar.

25,

2028

8.47

8.40

8.86

8.57

8.51

8.64

6.13

Jun.

4,

2028

8.46

8.40

8.86

8.62

8.57

8.69

8.97

Dec.

5,

2030

8.77

8.62

8.58

8.82

8.28

Feb.

15,

2032

8.30

8.39

8.75

8.62

8.52

8.71

8.32

Aug.

2,

2032

8.41

8.40

8.75

8.65

8.53

8.73

7.95

Aug.

28,

2032

8.32

8.41

8.75

8.66

8.52

8.69

8.33

Sep.

21,

2032

8.41

8.40

8.75

8.66

8.52

8.69

7.50

Aug.

10,

2034

8.27

8.41

8.74

8.66

8.52

8.68

7.40

Sep.

9,

2035

8.24

8.41

8.75

8.67

8.51

8.62

8.33

Jun.

7,

2036

8.30

8.39

8.75

8.67

8.51

8.64

6.83

Jan.

19,

2039

8.28

8.38

8.79

8.65

8.52

8.65

8.30

Jul.

2,

2040

8.36

8.78

8.60

8.58

8.74

8.83

Dec.

12,

2041

8.82

8.54

8.59

8.74

FRB: Floating Rate Bond.
* 6.72% GS 2012 with call/ put option on coupon dates.
Source: Fixed Income Money Market and Derivatives Association of India (FIMMDA).