No. 28 : Redemption Yield on Government of India Securities Based on SGL Transactions - RBI - Reserve Bank of India
No. 28 : Redemption Yield on Government of India Securities Based on SGL Transactions
(Per cent per annum) |
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Sr. |
Nomenclature |
1998-99 |
1999-00 |
2000-01 |
2000-01 |
2001-02 |
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No. |
of the loan |
Dec. |
Jan. |
Oct. |
Nov. |
Dec. |
Jan. |
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|
|
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1 |
2 |
3 |
4 |
5 |
6 |
7 |
8 |
9 |
10 |
11 |
|
|
||||||||||
A) |
Terminable |
|||||||||
Under 5 years |
||||||||||
1 |
5.75% 2002 |
9.98 |
13.56 |
11.27 |
11.54 |
11.70 |
9.80 |
.. |
8.10 |
10.03 |
2 |
6.50% 2002 |
10.52 |
9.73 |
10.24 |
10.15 |
9.83 |
.. |
.. |
.. |
7.29 |
3 |
7.75% 2002 |
.. |
.. |
11.16 |
.. |
.. |
.. |
.. |
8.00 |
.. |
4 |
11.00% 2002 |
11.50 |
10.56 |
10.15 |
10.17 |
9.76 |
8.32 |
6.83 |
7.08 |
6.51 |
5 |
11.15% 2002 |
11.49 |
10.57 |
9.97 |
10.15 |
9.80 |
7.08 |
6.85 |
6.93 |
6.90 |
6 |
11.55% 2002 |
11.52 |
10.51 |
9.85 |
10.21 |
9.63 |
7.48 |
6.78 |
6.85 |
6.52 |
7 |
11.68% 2002 |
11.62 |
10.48 |
9.71 |
10.10 |
9.87 |
7.24 |
6.70 |
6.69 |
6.85 |
8 |
12.69% 2002 |
11.56 |
10.32 |
9.88 |
10.35 |
9.94 |
.. |
6.87 |
6.73 |
6.57 |
9 |
12.75% 2002 |
11.51 |
10.37 |
9.38 |
.. |
.. |
7.35 |
6.93 |
6.75 |
6.66 |
10 |
13.40% 2002 |
10.74 |
10.08 |
10.04 |
10.36 |
9.87 |
.. |
7.00 |
6.45 |
.. |
11 |
13.80% 2002 |
11.57 |
10.27 |
9.82 |
.. |
9.66 |
5.51 |
5.53 |
6.38 |
6.61 |
12 |
13.82% 2002 |
12.01 |
10.41 |
9.79 |
10.21 |
9.90 |
7.37 |
6.81 |
6.85 |
7.04 |
13 |
5.75% 2003 |
8.12 |
12.83 |
11.18 |
11.81 |
.. |
.. |
.. |
7.25 |
6.59 |
14 |
6.50% 2003 |
8.59 |
12.19 |
10.58 |
11.06 |
.. |
.. |
.. |
8.20 |
7.68 |
15 |
11.00% 2003 |
11.06 |
11.08 |
.. |
.. |
.. |
.. |
.. |
.. |
.. |
16 |
11.10% 2003 |
10.92 |
10.65 |
10.05 |
10.23 |
9.89 |
7.52 |
6.89 |
6.89 |
6.82 |
17 |
11.75% 2003 |
11.72 |
10.66 |
10.20 |
10.26 |
9.68 |
.. |
.. |
.. |
6.99 |
18 |
11.78% 2003 |
11.85 |
10.73 |
10.44 |
10.21 |
.. |
.. |
.. |
6.86 |
6.91 |
19 |
11.83% 2003 |
11.33 |
10.61 |
10.04 |
10.27 |
9.81 |
7.17 |
6.94 |
.. |
6.78 |
20 |
6.50% 2004 |
8.62 |
9.91 |
10.30 |
12.03 |
9.53 |
.. |
.. |
.. |
6.91 |
21 |
9.50% 2004 |
11.56 |
11.72 |
10.07 |
.. |
.. |
.. |
.. |
8.16 |
.. |
22 |
11.30% 2004 |
11.93 |
12.09 |
10.08 |
10.43 |
.. |
7.63 |
7.29 |
7.31 |
7.64 |
23 |
11.50% 2004 |
11.21 |
10.84 |
10.08 |
10.34 |
9.99 |
7.35 |
7.17 |
7.20 |
6.96 |
24 |
11.57% 2004 |
11.82 |
11.26 |
9.47 |
.. |
.. |
.. |
.. |
.. |
7.04 |
25 |
11.75% 2004 |
11.83 |
10.84 |
10.14 |
10.41 |
9.99 |
7.31 |
7.17 |
.. |
7.05 |
26 |
11.95% 2004 |
11.92 |
10.81 |
10.23 |
10.42 |
10.06 |
7.46 |
.. |
7.60 |
7.20 |
27 |
11.98% 2004 |
11.93 |
10.83 |
10.22 |
10.37 |
9.99 |
7.36 |
7.08 |
7.34 |
7.11 |
28 |
12.35% 2004 |
11.39 |
11.37 |
9.77 |
.. |
.. |
.. |
.. |
.. |
7.08 |
29 |
12.50% 2004 |
11.85 |
10.77 |
10.15 |
10.30 |
9.91 |
7.18 |
6.92 |
7.06 |
6.98 |
30 |
12.59% 2004 |
11.84 |
10.77 |
10.11 |
10.40 |
10.08 |
7.29 |
7.25 |
7.34 |
7.10 |
31 |
6.50% 2005 |
9.76 |
8.95 |
11.27 |
11.41 |
.. |
.. |
.. |
6.58 |
6.25 |
32 |
8.25% 2005 |
12.48 |
11.83 |
10.53 |
.. |
10.18 |
8.24 |
7.16 |
6.93 |
.. |
33 |
9.90% 2005 |
— |
— |
10.21 |
10.48 |
10.06 |
7.40 |
7.12 |
7.20 |
7.12 |
34 |
10.20% 2005 |
— |
— |
10.15 |
10.41 |
10.07 |
7.39 |
7.21 |
7.36 |
7.12 |
35 |
10.50% 2005 |
12.11 |
11.05 |
10.45 |
.. |
11.02 |
7.76 |
7.14 |
8.20 |
.. |
36 |
11.19% 2005 |
11.87 |
10.99 |
10.25 |
10.46 |
10.05 |
7.32 |
7.07 |
7.17 |
7.09 |
37 |
11.25% 2005 |
11.84 |
11.00 |
10.34 |
10.59 |
10.24 |
7.60 |
.. |
7.06 |
6.93 |
38 |
13.75% 2005 |
12.59 |
11.05 |
10.95 |
10.51 |
10.50 |
.. |
.. |
.. |
.. |
39 |
14.00% 2005 |
11.96 |
11.18 |
10.72 |
10.63 |
10.56 |
8.75 |
8.19 |
9.24 |
7.41 |
40 |
14.00% 2005 (Inst) |
12.02 |
10.85 |
10.47 |
10.59 |
10.52 |
8.94 |
8.96 |
10.72 |
7.56 |
41 |
6.75% 2006 |
7.43 |
12.95 |
11.58 |
11.58 |
.. |
.. |
8.32 |
9.51 |
11.20 |
42 |
7.01% 2006 |
— |
— |
— |
— |
— |
— |
— |
— |
6.98 |
43 |
11.00% 2006 |
— |
— |
10.55 |
10.61 |
10.21 |
7.45 |
7.18 |
7.35 |
7.23 |
44 |
11.25% 2006 |
10.50 |
10.37 |
.. |
.. |
.. |
.. |
.. |
.. |
.. |
45 |
11.50% 2006 |
11.93 |
11.14 |
10.27 |
10.70 |
10.29 |
7.69 |
7.55 |
9.73 |
7.28 |
46 |
11.68% 2006 |
— |
11.04 |
10.42 |
10.65 |
10.20 |
7.39 |
7.18 |
7.36 |
7.15 |
47 |
11.75% 2006 |
12.03 |
11.07 |
10.41 |
10.65 |
10.22 |
7.47 |
7.29 |
7.41 |
7.10 |
48 |
13.85% 2006 |
12.13 |
11.50 |
10.90 |
10.83 |
10.62 |
8.35 |
7.99 |
7.56 |
.. |
49 |
13.85% 2006 (Inst) |
12.09 |
11.79 |
10.56 |
10.50 |
10.03 |
8.13 |
.. |
.. |
.. |
50 |
14.00% 2006 |
11.97 |
11.43 |
10.72 |
.. |
10.43 |
8.95 |
.. |
7.72 |
.. |
51 |
6.75% 2007 |
9.45 |
8.38 |
11.41 |
12.12 |
.. |
.. |
.. |
7.70 |
9.11 |
52 |
11.50% 2007 |
12.05 |
11.22 |
10.42 |
10.72 |
10.31 |
8.34 |
.. |
7.50 |
7.56 |
53 |
11.90% 2007 |
13.43 |
11.20 |
10.41 |
10.74 |
10.30 |
7.94 |
7.57 |
7.41 |
7.26 |
54 |
12.50% 2007 |
12.13 |
11.42 |
10.84 |
.. |
10.20 |
.. |
.. |
.. |
.. |
55 |
13.05% 2007 |
12.10 |
11.25 |
10.62 |
10.92 |
10.59 |
9.04 |
7.99 |
7.90 |
7.68 |
56 |
13.65% 2007 |
12.17 |
11.86 |
10.72 |
11.17 |
.. |
.. |
.. |
7.88 |
.. |
57 |
9.50% 2008 |
12.09 |
11.38 |
10.26 |
10.75 |
10.48 |
8.66 |
7.93 |
7.76 |
7.56 |
58 |
10.80% 2008 |
11.82 |
11.52 |
10.71 |
11.04 |
10.59 |
8.82 |
7.99 |
8.35 |
8.18 |
59 |
11.40% 2008 |
— |
— |
10.74 |
10.87 |
10.40 |
8.20 |
7.71 |
7.56 |
7.41 |
60 |
11.50% 2008 |
12.03 |
11.30 |
10.57 |
10.94 |
10.47 |
8.87 |
8.10 |
8.87 |
7.79 |
61 |
12.00% 2008 |
10.76 |
11.29 |
10.60 |
10.99 |
10.46 |
8.64 |
8.10 |
8.23 |
7.84 |
62 |
12.10% 2008 |
13.12 |
11.42 |
10.84 |
11.05 |
10.42 |
8.88 |
.. |
.. |
7.92 |
63 |
12.15% 2008 |
12.10 |
12.20 |
10.55 |
10.93 |
10.56 |
.. |
.. |
.. |
.. |
64 |
12.22% 2008 |
12.19 |
11.56 |
10.67 |
.. |
10.64 |
.. |
.. |
.. |
.. |
65 |
12.25% 2008 |
12.20 |
11.32 |
10.59 |
11.07 |
10.51 |
8.80 |
8.37 |
8.15 |
8.19 |
66 |
6.99% 2009 |
— |
— |
— |
— |
— |
— |
— |
6.99 |
6.98 |
67 |
7.00% 2009 |
7.61 |
10.53 |
10.57 |
11.72 |
10.55 |
8.31 |
7.89 |
7.06 |
7.18 |
68 |
11.50% 2009 |
12.10 |
11.45 |
10.93 |
11.04 |
10.58 |
9.11 |
8.65 |
8.42 |
7.88 |
69 |
11.99% 2009 |
— |
11.39 |
10.76 |
10.98 |
10.50 |
8.81 |
8.21 |
7.72 |
7.68 |
70 |
7.50% 2010 |
11.16 |
11.68 |
10.56 |
11.09 |
10.44 |
8.64 |
7.95 |
7.28 |
7.33 |
71 |
8.75% 2010 |
11.20 |
11.64 |
10.68 |
10.88 |
10.44 |
.. |
8.36 |
7.73 |
7.78 |
72 |
11.30% 2010 |
— |
— |
10.85 |
11.08 |
10.60 |
8.94 |
8.30 |
7.94 |
7.76 |
73 |
11.50% 2010 |
12.04 |
11.43 |
10.93 |
11.11 |
10.69 |
9.23 |
8.73 |
9.20 |
7.92 |
74 |
12.25% 2010 |
12.26 |
12.11 |
10.76 |
11.13 |
10.61 |
9.43 |
8.71 |
8.36 |
8.16 |
75 |
12.29% 2010 |
12.15 |
11.47 |
10.80 |
11.16 |
10.71 |
9.42 |
8.61 |
8.17 |
8.18 |
76 |
8.00% 2011 |
8.00 |
10.92 |
10.59 |
11.87 |
10.41 |
8.57 |
8.08 |
7.42 |
7.52 |
77 |
9.39% 2011 |
— |
— |
— |
— |
— |
9.06 |
8.36 |
7.99 |
7.79 |
78 |
10.95% 2011 |
— |
— |
10.90 |
11.08 |
10.71 |
9.20 |
8.60 |
8.24 |
8.00 |
79 |
11.50% 2011 |
12.16 |
11.53 |
11.00 |
11.19 |
11.57 |
9.01 |
8.41 |
7.98 |
7.78 |
80 |
12.00% 2011 |
12.23 |
11.57 |
10.98 |
11.22 |
10.76 |
.. |
9.48 |
.. |
.. |
81 |
12.32% 2011 |
— |
11.51 |
10.96 |
11.20 |
10.78 |
9.47 |
8.84 |
8.43 |
8.19 |
C) |
Between 10 and |
|||||||||
15 years |
||||||||||
82 |
9.40% 2012 |
— |
— |
— |
— |
— |
9.16 |
8.44 |
8.07 |
7.82 |
83 |
10.25% 2012 |
11.93 |
11.71 |
10.50 |
.. |
10.62 |
9.46 |
8.79 |
8.16 |
8.28 |
84 |
11.03% 2012 |
— |
— |
10.98 |
11.28 |
10.76 |
9.21 |
8.54 |
8.12 |
7.87 |
85 |
9.00% 2013 |
8.95 |
11.94 |
10.73 |
11.47 |
10.38 |
8.99 |
8.55 |
7.96 |
7.95 |
86 |
9.81% 2013 |
— |
— |
— |
— |
— |
9.33 |
8.54 |
8.16 |
7.92 |
87 |
12.40% 2013 |
12.30 |
11.70 |
11.08 |
11.38 |
10.91 |
9.72 |
9.11 |
8.62 |
8.38 |
88 |
10.00% 2014 |
11.29 |
10.66 |
10.52 |
12.29 |
10.76 |
9.55 |
8.97 |
8.41 |
8.21 |
89 |
10.50% 2014 |
10.53 |
12.03 |
10.77 |
.. |
10.80 |
9.62 |
8.96 |
8.78 |
8.35 |
90 |
11.83% 2014 |
— |
11.23 |
11.04 |
11.39 |
10.98 |
9.75 |
9.05 |
8.58 |
8.36 |
91 |
9.85% 2015 |
— |
— |
— |
— |
— |
9.52 |
8.71 |
8.30 |
8.03 |
92 |
10.47% 2015 |
— |
— |
10.38 |
.. |
.. |
9.66 |
8.79 |
8.37 |
8.19 |
93 |
10.79% 2015 |
— |
— |
10.77 |
.. |
.. |
9.82 |
9.41 |
8.80 |
8.35 |
94 |
11.43% 2015 |
— |
— |
11.06 |
11.45 |
10.96 |
9.68 |
8.89 |
8.45 |
8.28 |
95 |
11.50% 2015 |
11.75 |
11.87 |
11.07 |
11.42 |
11.03 |
9.86 |
9.09 |
8.74 |
8.43 |
96 |
10.71% 2016 |
— |
— |
— |
— |
— |
9.76 |
8.84 |
8.45 |
8.17 |
97 |
12.30% 2016 |
— |
11.64 |
10.96 |
11.44 |
11.02 |
8.00 |
9.29 |
8.80 |
9.14 |
D) |
Over 15 years |
|||||||||
98 |
8.07% 2017 |
— |
— |
— |
— |
— |
— |
— |
— |
7.96 |
99 |
10.45% 2018 |
— |
— |
— |
— |
— |
9.79 |
8.98 |
8.58 |
8.31 |
100 |
12.60% 2018 |
12.54 |
11.88 |
11.22 |
11.57 |
11.14 |
10.04 |
9.56 |
8.91 |
8.61 |
101 |
10.03% 2019 |
— |
— |
— |
— |
— |
9.82 |
8.98 |
8.46 |
8.33 |
102 |
10.70% 2020 |
— |
— |
11.02 |
11.40 |
11.04 |
9.86 |
9.14 |
8.70 |
8.52 |
103 |
11.60% 2020 |
— |
— |
— |
— |
— |
9.99 |
9.20 |
8.65 |
8.59 |
104 |
10.25% 2021 |
— |
— |
— |
— |
— |
9.89 |
9.07 |
8.67 |
8.38 |
105 |
10.18% 2026 |
— |
— |
— |
— |
— |
9.96 |
9.15 |
8.77 |
8.47 |
|
|
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* : 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 the relevant security was not traded during the month. Inst : Security issued on installment basis. * : 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 the relevant security was not traded during the month. Inst : Security issued on installment basis.
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