No. 27 C : Month-End Yield to Maturity of SGL Transactions in Central Government Dated Securities for Various Residual Maturities - RBI - Reserve Bank of India
No. 27 C : Month-End Yield to Maturity of SGL Transactions in Central Government Dated Securities for Various Residual Maturities
(Per cent) |
||||||||||||
|
||||||||||||
Term to Maturity |
Jun. |
Jul. |
Aug. |
Sep. |
Oct. |
Nov. |
Dec. |
Jan. |
Feb. |
Mar. |
Apr. |
May |
(in years) |
||||||||||||
|
||||||||||||
1 |
2 |
3 |
4 |
5 |
6 |
7 |
8 |
9 |
10 |
11 |
12 |
13 |
|
||||||||||||
2001-02 |
||||||||||||
1 |
7.8907 |
7.3215 |
7.0940 |
7.3057 |
6.8697 |
6.7481 |
7.3521 |
6.6351 |
6.6096 |
5.7633 |
6.3246 |
6.8175 |
2 |
8.0379 |
7.4830 |
7.1768 |
7.3575 |
6.9638 |
6.8106 |
7.4711 |
6.7232 |
6.5847 |
6.2423 |
6.3306 |
6.9915 |
3 |
8.1680 |
7.6466 |
7.2996 |
7.4362 |
7.0358 |
6.8626 |
7.5493 |
6.7862 |
6.6453 |
6.4009 |
6.4957 |
7.0328 |
4 |
8.2306 |
7.8085 |
7.4389 |
7.5441 |
7.1400 |
6.9097 |
7.5909 |
6.8769 |
6.8535 |
6.4860 |
6.5736 |
7.1345 |
5 |
8.4722 |
8.0661 |
7.6313 |
7.8139 |
7.3681 |
6.9641 |
7.6485 |
6.9389 |
7.0034 |
6.6247 |
6.7330 |
7.2588 |
6 |
8.7424 |
8.3187 |
8.1450 |
8.1767 |
7.6428 |
7.2569 |
7.7638 |
7.0731 |
7.0460 |
6.7647 |
6.8923 |
7.3831 |
7 |
8.9387 |
8.5559 |
8.2842 |
8.4738 |
8.0441 |
7.4631 |
7.9131 |
7.3184 |
7.1323 |
7.1103 |
7.0887 |
7.4907 |
8 |
9.1248 |
8.8641 |
8.6253 |
9.0494 |
8.5680 |
7.6847 |
8.0566 |
7.4513 |
7.2638 |
7.1640 |
7.3039 |
7.5598 |
9 |
9.3088 |
9.1765 |
8.9530 |
9.1051 |
8.6882 |
7.7743 |
8.1771 |
7.5503 |
7.3953 |
7.2465 |
7.3663 |
7.6458 |
10 |
9.4551 |
9.2609 |
9.1394 |
9.1468 |
8.7893 |
7.9239 |
8.2666 |
7.6474 |
7.4725 |
7.3437 |
7.3952 |
7.6529 |
11 |
9.5826 |
9.5452 |
9.2887 |
9.2861 |
8.9107 |
7.9911 |
8.3805 |
7.6847 |
7.4556 |
7.3950 |
7.4478 |
7.8250 |
12 |
9.6365 |
9.6495 |
9.4320 |
9.4921 |
9.1599 |
8.0309 |
8.5622 |
7.9188 |
7.5238 |
7.4307 |
7.6279 |
7.9195 |
13 |
9.6870 |
9.7600 |
9.5685 |
9.7135 |
9.3678 |
8.1134 |
8.5914 |
8.0972 |
7.6017 |
7.4667 |
7.7059 |
8.0139 |
14 |
9.8164 |
9.9472 |
9.7025 |
9.8304 |
9.2045 |
8.2063 |
8.5951 |
7.8355 |
7.4868 |
7.5998 |
7.7817 |
8.0326 |
15 |
9.8182 |
9.9845 |
9.7786 |
9.9047 |
9.4664 |
8.3040 |
8.8207 |
7.8273 |
7.3232 |
7.6597 |
7.4747 |
7.8488 |
16 |
9.7908 |
10.0177 |
9.8156 |
9.9822 |
9.5556 |
8.3542 |
8.9414 |
8.0537 |
7.4563 |
7.7092 |
7.8138 |
8.0361 |
17 |
9.7863 |
10.0509 |
9.8349 |
10.0596 |
9.5928 |
8.3380 |
9.0604 |
8.1075 |
7.5894 |
7.7586 |
7.9697 |
8.1548 |
18 |
9.8959 |
10.0841 |
9.8268 |
10.0442 |
9.6085 |
8.3165 |
9.1631 |
8.1786 |
7.7225 |
7.8081 |
7.9189 |
8.2732 |
19 |
10.0056 |
10.1173 |
9.9334 |
10.0120 |
9.6618 |
8.3943 |
9.0817 |
8.1859 |
7.8887 |
7.8576 |
7.8680 |
8.3917 |
20 |
10.1153 |
9.9449 |
9.9425 |
9.9206 |
9.6637 |
8.4404 |
9.0161 |
8.1873 |
7.9643 |
7.8807 |
— |
8.4249 |
21 |
— |
— |
— |
— |
9.6748 |
8.4540 |
9.0244 |
8.2066 |
7.9529 |
7.8986 |
— |
8.4581 |
22 |
— |
— |
— |
— |
9.6859 |
8.4676 |
9.0328 |
8.2259 |
7.9415 |
7.9165 |
— |
8.4912 |
23 |
— |
— |
— |
— |
9.6970 |
8.4811 |
9.0411 |
8.2451 |
7.9301 |
7.9344 |
— |
8.5244 |
24 |
— |
— |
— |
— |
9.7081 |
8.4947 |
9.0494 |
8.2644 |
7.9187 |
7.9523 |
— |
8.5576 |
25 |
— |
— |
— |
— |
9.7192 |
8.5083 |
9.0578 |
8.2837 |
7.9073 |
7.9702 |
— |
— |
|
||||||||||||
See ‘Notes on Tables’. |