(Per cent)

Coupon

Date of Maturity

Yield (Semi-annual) as on

Mar. 31, 2009(Year-end)

Mar. 31, 2010 (Year-end)

Aug. 31, 2010

Sep. 30, 2010

Oct. 31, 2010

Nov. 30, 2010

1

2

3

4

5

6

7

8

6.72 *

Jul 18, 2012

4.76

4.36

5.96

6.08

6.23

6.37

8.75

Dec 13, 2010

5.42

4.48

6.38

6.49

6.60

6.74

12.32

Jan 29, 2011

5.48

4.87

6.43

6.54

6.64

6.78

6.57

Feb 24, 2011

5.54

5.06

6.56

6.67

6.66

6.80

8.00

Apr 27, 2011

5.60

5.30

6.34

6.43

6.60

6.74

10.95

May 30, 2011

5.67

5.36

6.39

6.49

6.66

6.80

9.39

Jul 2, 2011

5.74

5.18

6.60

6.47

6.63

6.77

11.50

Aug 5, 2011

5.80

5.27

6.61

6.64

6.71

6.85

FRB

Aug 8, 2011

8.40

4.22

6.25

6.28

6.37

7.09

12.00

Oct 21, 2011

5.96

5.47

6.77

6.80

6.93

7.10

11.50

Nov 24, 2011

6.03

5.68

6.80

6.92

7.04

7.21

6.85

Apr 5, 2012

6.32

6.19

6.80

6.94

7.11

7.30

7.40

May 3, 2012

6.14

6.17

6.78

6.91

7.28

7.32

10.25

Jun 1, 2012

6.34

6.34

7.04

7.08

7.16

7.36

11.03

Jul 18, 2012

6.37

6.30

7.09

7.14

7.19

7.38

9.40

Sep 11, 2012

6.42

6.49

7.00

7.11

7.20

7.40

FRB

Nov 10, 2012

6.34

4.79

4.71

4.55

4.38

7.19

9.00

May 24, 2013

6.59

6.51

7.25

7.24

7.30

7.47

9.81

May 30, 2013

6.59

6.71

7.28

7.26

7.31

7.48

12.40

Aug 20, 2013

7.29

6.79

7.30

7.28

7.33

7.51

7.27

Sep 3, 2013

6.59

6.74

7.18

7.21

7.28

7.44

FRB

Sep 10, 2013

8.63

4.54

4.37

6.41

6.49

6.84

5.32

Feb 16, 2014

6.74

7.04

7.39

7.37

7.35

7.51

6.72

Feb 24, 2014

6.73

7.23

7.38

7.39

7.44

7.60

7.37

Apr 16, 2014

6.74

7.14

7.42

7.43

7.51

7.67

6.07

May 15, 2014

–

7.22

7.81

7.51

7.51

7.67

FRB

May 20, 2014

7.36

4.01

5.30

5.14

5.11

5.49

10.00

May 30, 2014

6.75

7.33

7.51

7.58

7.62

7.76

7.32

Oct 20, 2014

–

7.25

7.50

7.55

7.55

7.64

10.50

Oct 29, 2014

6.82

7.39

7.52

7.58

7.60

7.72

7.56

Nov 3, 2014

6.72

7.17

7.54

7.60

7.62

7.75

11.83

Nov 12, 2014

6.81

7.50

7.58

7.61

7.63

7.78

10.47

Feb 12, 2015

6.87

7.82

7.63

7.63

7.66

7.79

10.79

May 19, 2015

6.92

7.67

7.67

7.67

7.72

7.85

11.50

May 21, 2015

6.91

7.67

7.70

7.73

7.81

7.94

6.49

Jun 8, 2015

–

7.51

7.72

7.77

7.85

7.96

7.17

Jun 14, 2015

–

–

7.65

7.69

7.81

7.91

FRB

Jul 2, 2015

7.56

4.08

5.68

5.68

5.59

6.05

11.43

Aug 7, 2015

6.95

7.60

7.76

7.79

7.86

8.02

FRB

Aug 10, 2015

8.80

3.98

5.99

6.02

5.98

6.44

7.38

Sep 3, 2015

6.83

7.49

7.73

7.80

7.87

7.99

9.85

Oct 16, 2015

7.00

7.65

7.79

7.85

7.88

8.00

7.59

Apr 12, 2016

7.12

7.43

7.81

7.86

7.89

7.99

10.71

Apr 19, 2016

7.08

7.63

7.81

7.84

7.90

8.00

FRB

May 7, 2016

6.74

3.97

5.20

5.13

5.03

5.60

5.59

Jun 4, 2016

7.17

7.72

7.94

7.88

7.94

8.05

12.30

Jul 2, 2016

7.08

7.73

7.95

7.89

7.96

8.07

7.02

Aug 17, 2016

–

7.60

7.88

7.82

7.73

8.07

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, 2009 (Year-end)

Mar. 31, 2010 (Year-end)

Aug. 31, 2010

Sep. 30, 2010

Oct. 31, 2010

Nov. 30, 2010

1

2

3

4

5

6

7

8

8.07

Jan 15, 2017

7.10

7.57

7.94

7.89

7.95

8.05

7.49

Apr 16, 2017

7.19

7.43

7.95

7.90

7.97

8.07

FRB

Jul 2, 2017

6.22

4.65

5.27

5.30

5.22

5.72

7.99

Jul 9, 2017

7.21

7.72

8.00

7.80

7.96

8.01

7.46

Aug 28, 2017

7.19

7.49

7.95

7.87

7.98

7.96

6.25

Jan 2, 2018

7.05

7.82

8.06

8.02

8.09

8.13

8.24

Apr 22, 2018

6.99

7.60

8.06

8.03

8.09

8.13

10.45

Apr 30, 2018

6.97

7.75

8.08

8.09

8.12

8.16

5.69

Sep 25, 2018

7.01

7.83

8.06

8.09

8.14

8.18

12.60

Nov 23, 2018

6.98

7.78

8.07

8.10

8.16

8.20

5.64

Jan 2, 2019

7.07

7.88

8.11

8.08

8.17

8.20

6.05

Feb 2, 2019

7.01

7.29

8.13

8.09

8.19

8.22

6.05

Jun 12, 2019

7.05

7.90

8.15

8.10

8.20

8.23

6.90

Jul 13, 2019

–

7.82

7.98

7.91

8.16

8.22

10.03

Aug 9, 2019

7.05

7.90

8.17

8.08

8.18

8.23

6.35

Jan 2, 2020

7.15

7.85

8.06

8.00

8.14

8.20

10.70

Apr 22, 2020

7.16

7.92

8.10

8.00

8.16

8.21

7.80

May 3, 2020

–

–

7.93

7.85

8.11

8.07

FRB

Dec 21, 2020

–

4.62

5.94

5.96

5.99

6.00

11.60

Dec 27, 2020

7.26

7.94

8.09

8.02

8.15

8.18

7.94

May 24, 2021

7.49

7.94

8.10

8.03

8.16

8.20

10.25

May 30, 2021

7.35

8.17

8.19

8.08

8.18

8.23

8.20

Feb 15, 2022

7.63

8.10

8.15

8.05

8.19

8.15

8.35

May 14, 2022

7.69

8.18

8.23

8.09

8.20

8.25

8.08

Aug 2, 2022

7.60

8.19

8.22

7.99

8.11

8.10

5.87

Aug 28, 2022

7.69

8.14

8.25

8.11

8.22

8.27

8.13

Sep 21, 2022

7.63

8.05

8.02

7.99

8.09

8.08

6.30

Apr 9, 2023

7.70

8.16

8.27

8.16

8.22

8.29

6.17

Jun 12, 2023

7.71

8.17

8.28

8.20

8.26

8.31

7.35

Jun 22, 2024

–

8.03

8.28

8.21

8.27

8.33

5.97

Sep 25, 2025

7.73

8.34

8.49

8.39

8.42

8.50

10.18

Sep 11, 2026

7.74

8.37

8.48

8.40

8.43

8.50

8.24

Feb 15, 2027

7.75

8.25

8.39

8.34

8.47

8.52

8.26

Aug 2, 2027

7.88

8.27

8.35

8.28

8.41

8.42

8.28

Sep 21, 2027

7.88

8.40

8.52

8.39

8.47

8.53

6.01

Mar 25, 2028

7.93

8.47

8.57

8.45

8.50

8.54

6.13

Jun 4, 2028

7.92

8.46

8.58

8.46

8.53

8.57

8.28

Feb 15, 2032

7.81

8.30

8.30

8.33

8.45

8.51

8.32

Aug 2, 2032

7.83

8.41

8.35

8.32

8.46

8.51

7.95

Aug 28, 2032

7.81

8.32

8.16

8.21

8.36

8.41

8.33

Sep 21, 2032

7.82

8.41

8.49

8.41

8.48

8.53

7.50

Aug 10, 2034

7.78

8.27

8.38

8.30

8.48

8.52

7.40

Sep 9, 2035

7.78

8.24

8.42

8.35

8.49

8.53

8.33

Jun 7, 2036

7.85

8.30

8.39

8.36

8.50

8.54

6.83

Jan 19, 2039

7.77

8.28

8.42

8.37

8.51

8.54

8.30

Jul 2, 2040

–

–

8.38

8.31

8.46

8.47

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).