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27C. Month-End Yield to Maturity of SGL Transaction in Central Government Dated Securities for Various Residual Maturities

(Per cent)

Term to
Maturity(in years)

2007

2008

Mar.

Apr.

May

Jun.

Jul.

Aug.

Sep.

Oct.

Nov.

Dec.

Jan.

Feb.

1

2

3

4

5

6

7

8

9

10

11

12

13

1

7.8941

7.9308

7.8277

7.5803

7.1362

7.6839

7.6836

7.6895

7.7597

7.6573

7.4307

7.4481

2

7.9851

8.0842

7.8559

7.6867

7.2619

7.7159

7.7759

7.7266

7.8157

7.6615

7.5106

7.5449

3

7.9755

8.1280

7.8864

7.8031

7.3610

7.7479

7.8006

7.7420

7.8257

7.6656

7.5426

7.5749

4

7.9645

8.1213

7.9610

7.8106

7.3621

7.7774

7.8014

7.7529

7.8349

7.6698

7.5281

7.5699

5

7.9700

8.1120

8.0125

7.9072

7.3980

7.7944

7.8022

7.7639

7.8441

7.6740

7.5137

7.5649

6

7.9812

8.1027

8.0619

8.0046

7.5420

7.8114

7.8100

7.7825

7.8542

7.6944

7.5061

7.6111

7

7.9923

8.0939

8.1052

8.0843

7.6543

7.8577

7.8680

7.8189

7.8672

7.7159

7.5084

7.6674

8

7.9698

8.1010

8.1059

8.0946

7.6890

7.9041

7.8750

7.8356

7.8802

7.7371

7.5180

7.5376

9

7.9457

8.1137

8.1117

8.1234

7.8113

7.9103

7.8902

7.8464

7.8937

7.7727

7.5375

7.5760

10

7.9360

8.1316

8.1225

8.1559

7.9108

7.9194

7.9155

7.8699

7.9218

7.8057

7.5737

7.6268

11

7.9809

8.1550

8.1557

8.1871

7.9338

7.9463

7.9762

7.9217

7.9727

7.8411

7.6318

7.6775

12

8.0259

8.1784

8.1889

8.2182

7.9568

7.9732

8.0369

7.9735

8.0236

7.8765

7.6900

7.7282

13

8.0709

8.2017

8.2220

8.2493

7.9798

8.0002

8.0976

8.0252

8.0745

7.9118

7.7482

7.7789

14

8.1159

8.2251

8.2552

8.2789

8.0028

8.0271

8.1583

8.0770

8.1254

7.9472

7.7492

7.8277

15

8.1340

8.2485

8.2873

8.2940

8.0265

8.0540

8.1915

8.1135

8.1523

8.0368

7.7489

7.8371

16

8.1474

8.2616

8.2993

8.3092

8.0529

8.0810

8.2079

8.1325

8.1728

8.0733

7.7585

7.8494

17

8.1608

8.2743

8.3112

8.3243

8.0793

8.1079

8.2242

8.1515

8.1934

8.0782

7.7682

7.8618

18

8.1743

8.2869

8.3231

8.3395

8.1057

8.1349

8.2406

8.1704

8.2139

8.0831

7.7779

7.8741

19

8.1877

8.2995

8.3351

8.3547

8.1321

8.1618

8.2569

8.1894

8.2345

8.0880

7.7875

7.8865

20

8.2011

8.3121

8.3470

8.3698

8.1585

8.1887

8.2733

8.2083

8.2550

8.0929

7.7972

7.8988

21

8.2145

8.3248

8.3589

8.3850

8.1849

8.2157

8.2897

8.2273

8.2756

8.0977

7.8068

7.9111

22

8.2280

8.3374

8.3708

8.4001

8.2114

8.2426

8.3060

8.2462

8.2961

8.1026

7.8165

7.9235

23

8.2414

8.3500

8.3828

8.4153

8.2378

8.2696

8.3224

8.2652

8.3167

8.1075

7.8261

7.9358

24

8.2548

8.3626

8.3947

8.4304

8.2642

8.2965

8.3387

8.2841

8.3372

8.1124

7.8358

7.9482

25

8.2682

8.3752

8.4066

8.4456

8.2906

8.3232

8.3551

8.3002

8.3516

8.1159

7.8431

7.9603

26

8.2816

8.3879

8.4185

8.4607

8.2954

8.3232

8.3714

8.3024

8.3483

8.1168

7.8473

7.9723

27

8.2951

8.4005

8.4305

8.4759

8.2983

8.3232

8.3878

8.3047

8.3449

8.1176

7.8515

7.9843

28

8.3085

8.4131

8.4424

8.4911

8.3013

8.3232

8.4041

8.3069

8.3415

8.1185

7.8557

7.9964

29

8.3219

8.4257

8.4543

8.5062

8.3043

8.3231

8.4205

8.3092

8.3381

8.1193

7.8599

8.0084

30

8.3353

8.4384

8.4662

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