28. Redemption yield on Government of India securities based on SGL Transactions

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Published on August 19, 2005

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28. Redemption yield on Government of India securities based on SGL Transactions

									(Per cent per annum)
Sr.	Nomenclature of the loan	2002-03	2003-04	2004-05	2004		2005
No.	Nomenclature of the loan				May	Jun.	Mar.	Apr.	May	Jun.
1	2	3	4	5	6	7	8	9	10	11
	Terminable
A)	Under 5 years
1	6.18% 2005	-	-	5.17	4.48	4.56	5.48	5.39	5.33	5.31
2	6.50% 2005	7.44	5.37	5.62	4.94	4.66	5.97	..	..	6.42
3	8.25% 2005	5.96	5.07	5.55	..	..	5.64	..	..	..
4	10.20% 2005	6.07	4.61	5.16	4.57	4.70	5.38	6.07	..	5.46
5	11.19% 2005	6.56	4.81	5.26	4.53	4.59	5.53	5.86	..	5.38
6	14.00% 2005 (Inst)	6.56	5.14	5.56	4.65	5.11	5.48	5.45	..	..
7	4.83% 2006	-	4.65	5.08	4.58	4.62	..	..	5.73	5.74
8	6.75% 2006	6.34	5.35	6.04	..	..	5.93	..	..	..
9	7.01% 2006	..	..	..	..	..	..	..	..	..
10	11.00% 2006	6.90	4.92	5.21	4.43	4.79	7.27	5.82	..	5.76
11	11.25% 2006	..	..	6.04	..	..	..	..	..	..
12	11.50% 2006	6.61	5.22	5.57	..	4.91	5.72	5.81	..	5.73
13	11.68% 2006	6.34	4.95	5.51	4.62	4.95	5.68	5.71	5.71	5.72
14	11.75% 2006	6.37	4.99	5.50	4.58	5.55	5.77	5.71	5.70	5.85
15	13.85% 2006	6.81	4.95	5.86	5.07	4.79	6.22	6.01	6.29	6.01
16	13.85% 2006 (Inst)	6.92	5.53	5.45	4.83	4.77	5.82	..	5.79	5.72
17	14.00% 2006	6.68	5.09	5.47	..	4.87	6.48	6.25	5.77	..
18	6.75% 2007	6.74	5.37	6.05	..	4.97	..	..	..	6.64
19	11.50% 2007	6.65	5.24	6.05	..	4.90	6.01	5.99	6.10	6.12
20	11.90% 2007	6.62	4.96	5.66	4.69	5.02	5.85	6.04	6.16	6.02
21	12.50% 2007	6.96	5.00	5.36	5.04	5.11	5.93	..	..	6.12
22	13.05% 2007	6.48	5.00	5.59	4.61	4.95	5.97	6.05	6.07	6.08
23	13.65% 2007	6.26	5.23	5.70	4.83	4.84	5.88	..	..	6.14
24	6.00% 2008	-	5.66	..	..	..	..	..	..	..
25	9.50% 2008	6.75	5.16	6.19	4.96	4.90	6.13	..	6.63	6.29
26	10.80% 2008	6.80	5.67	5.79	4.92	..	6.63	6.94	6.27	6.32
27	11.40% 2008	6.57	5.06	5.73	4.77	5.10	6.17	6.25	6.36	6.27
28	11.50% 2008	7.03	5.19	5.89	4.84	5.25	6.17	6.34	..	6.29
29	12.00% 2008	6.65	5.13	6.03	4.86	5.36	6.17	6.31	6.37	6.26
30	12.10% 2008	6.49	4.90	5.87	4.94	5.25	6.14	..	6.27	6.40
31	12.15% 2008	6.90	5.39	5.10	4.96	..	..	..	..	..
32	12.22% 2008	6.52	5.39	5.99	4.94	5.55	6.47	6.40	6.25	6.25
33	12.25% 2008	6.74	5.31	5.89	4.97	5.29	6.23	6.75	6.42	6.29
34	5.48% 2009	-	4.82	5.57	..	5.23	..	6.98	6.75	..
35	6.65% 2009	6.69	5.15	6.18	4.88	5.35	6.31	6.48	6.59	6.47
36	6.99% 2009	6.97	..	..	..	..	..	..	..	..
37	7.00% 2009	6.62	5.56	6.34	4.78	..	6.34	..	7.22	6.71
38	11.50% 2009	6.95	5.36	5.98	4.91	5.36	6.49	6.52	7.32	6.66
39	11.99% 2009	6.78	5.15	5.80	4.86	5.14	6.43	6.57	6.67	6.48
B)	Between 5 and 10 years

40	5.87% 2010	5.90	5.31	5.61	4.95	5.20	6.36	6.58	6.44	6.57
41	6.00% 2010	-	5.75	..	..	..	..	..	..	..
42	6.20% 2010	-	5.65	..	..	..	..	..	..	..
43	7.50% 2010	6.74	5.54	6.04	5.06	5.16	6.56	7.75	8.57	..
44	7.55% 2010	6.70	5.24	6.02	4.94	5.23	6.39	6.64	6.82	6.63
45	8.75% 2010	6.83	5.59	5.92	5.30	5.55	..	..	..	..
46	11.30% 2010	6.99	5.35	5.86	5.01	5.32	6.67	..	6.91	6.86
47	11.50% 2010	6.84	5.30	6.32	5.02	5.51	6.63	6.87	..	6.81
48	12.25% 2010	7.05	5.42	5.87	5.12	5.41	6.61	6.78	7.08	6.79
49	12.29% 2010	6.98	5.38	6.09	5.13	5.39	6.64	6.85	6.98	6.82
50	5.03% 2011	-	5.02	..	..	..	..	..	..	..
51	8.00% 2011	6.93	5.68	6.54	5.39	5.36	6.70	..	7.08	7.92
52	9.39% 2011	6.90	5.37	6.17	5.10	5.43	6.57	6.82	7.00	6.77
53	10.95% 2011	6.97	5.44	6.26	5.16	5.47	6.72	6.99	7.17	6.88
54	11.50% 2011	6.86	5.29	5.90	4.98	5.27	6.69	7.02	7.16	6.86
55	12.00% 2011	7.42	5.69	6.71	5.51	..	6.77	..	7.09	6.98

								(Per cent per annum)
Sr.	Nomenclature	2002-03	2003-04	2004-05	2004		2005
No.	of the loan				May	Jun.	Mar.	Apr.	May	Jun.
1	2	3	4	5	6	7	8	9	10	11

56	12.32% 2011	7.14	5.49	6.38	5.16	5.51	6.71	6.96	7.06	6.89
57	6.72% 2007/2012@	6.45	5.90	6.09	..	5.95	6.45	..	6.50	6.49
58	6.85% 2012	6.73	5.40	6.00	5.15	5.46	6.58	6.90	6.96	6.77
59	7.40% 2012	6.89	5.38	6.21	5.14	5.43	6.60	6.83	7.01	6.81
60	9.40% 2012	6.95	5.46	6.18	5.17	5.45	6.67	..	7.07	6.87
61	10.25% 2012	7.09	5.68	6.75	..	6.57	6.79	7.02	7.24	7.02
62	11.03% 2012	7.03	5.46	6.16	5.18	5.67	6.66	7.12	7.16	6.98
63	7.27% 2013	6.47	5.40	6.05	5.18	5.46	6.66	6.99	7.13	6.89
64	9.00% 2013	7.25	5.75	6.57	5.48	5.70	6.73	7.06	7.35	7.06
65	9.81% 2013	7.01	5.43	6.02	5.18	5.51	6.76	7.22	7.21	6.93
66	12.40% 2013	7.38	5.90	6.65	5.35	5.79	6.83	6.87	7.30	7.15
67	6.72% 2014	—	5.36	5.52	5.21	5.59	..	..	7.16	..
68	7.37% 2014	6.82	5.44	6.14	5.19	5.48	6.70	7.01	7.09	6.85
69	10.00% 2014	7.12	5.87	6.71	5.40	..	6.77	7.10	7.77	7.14
70	10.50% 2014	7.36	5.87	6.74	5.59	5.55	6.90	7.21	7.50	7.09
71	11.83% 2014	7.40	5.83	6.48	5.52	5.85	6.83	7.06	7.31	7.12
C)	Between 10 and15 years
72	7.38% 2015	6.32	5.53	6.26	5.27	5.65	6.63	7.00	7.11	6.88
73	9.85% 2015	7.17	5.58	6.18	5.32	5.74	6.81	7.17	7.24	7.13
74	10.47% 2015	7.29	5.83	6.40	5.52	5.86	6.86	7.18	7.24	7.14
75	10.79% 2015	7.20	5.97	6.87	..	..	6.80	6.69	7.31	7.14
76	11.43% 2015	7.41	5.91	6.42	5.53	5.88	6.79	7.15	7.41	7.09
77	11.50% 2015	7.73	5.85	6.71	5.55	5.70	6.87	7.18	7.30	7.13
78	5.59% 2016	-	-	6.40	—	5.68	6.85	..	7.23	7.03
79	10.71% 2016	7.31	5.83	6.36	5.64	6.07	6.91	7.12	7.34	7.09
80	12.30% 2016	7.78	6.07	6.63	5.61	6.06	6.93	7.24	7.37	7.13
81	7.46% 2017	6.84	5.73	6.47	5.50	5.91	6.85	7.09	7.36	7.02
82	7.49% 2017	7.14	5.76	6.35	5.52	5.92	6.86	7.48	7.46	6.98
83	8.07% 2017	7.18	5.71	6.40	5.48	5.85	6.84	7.28	7.31	6.97
84	5.69% 2018	-	5.56	6.39	5.56	5.90	6.86	7.15	7.21	7.00
85	6.25% 2018	6.22	5.76	6.46	5.57	5.94	6.77	7.13	7.36	7.00
86	10.45% 2018	7.28	6.05	6.44	5.77	6.28	6.86	7.08	7.39	7.20
87	12.60% 2018	7.34	6.37	..	..	..	..	..	..	..
88	5.64% 2019	—	5.69	6.27	5.58	5.77	6.97	7.10	7.45	7.19
89	6.05% 2019	—	5.75	6.45	5.65	6.04	6.93	7.24	7.41	7.10
90	10.03% 2019	7.15	6.04	6.68	5.80	6.11	6.93	7.18	7.43	7.25
D)	Over 15 years
91	6.35% 2020	—	5.81	6.52	5.75	6.06	6.93	7.09	7.52	7.17
92	10.70% 2020	7.57	6.09	6.85	5.81	6.36	7.09	7.47	7.50	7.45
93	11.60% 2020	7.54	6.06	6.78	5.76	..	6.96	7.34	7.40	7.22
94	10.25% 2021	7.45	6.11	6.78	5.95	6.37	7.04	7.34	7.57	7.33
95	5.87% 2022	—	5.91	5.88	5.74	5.98	6.94	7.08	7.72	..
96	8.35% 2022	7.41	6.04	6.70	5.86	6.20	7.04	7.27	7.47	7.21
97	6.17% 2023	—	5.91	6.60	5.83	6.20	6.91	7.21	7.53	7.24
98	6.30% 2023	—	6.00	6.52	5.83	6.22	6.96	7.34	7.55	7.24
99	10.18% 2026	7.58	6.17	6.94	5.98	6.37	7.15	..	..	7.43
100	6.01% 2028	—	5.98	6.66	5.86	6.19	7.07	7.27	7.47	7.35
101	6.13% 2028	—	6.01	6.63	5.89	6.34	7.01	7.53	7.55	7.34
102	7.95% 2032	7.23	6.16	6.97	5.94	6.28	7.13	7.65	7.69	7.52
103	7.5% 2034	—	—	7.25	—	—	7.17	7.60	7.77	7.51
@ :GOI Securities issued with call and put options exercisable on or after 5 years from the date of issue. * :Monthly redemption yield is computed from April 2000 as the mean of the daily weighted average yields of the transactions in each traded security. The weight is calculated as the share of the transaction in a given security in the aggregated value of transactions in the said security. Prior to April 2000, the redemption yield was not weighted and was computed as an average of daily prices of each security. — :Indicates that the relevant security was not available for trading. .. :Indicates that trading in the relevant security was nil/negligible during the month. Inst :Security issued on instalment basis.