(Per cent per annum)

Sr.

Nomenclature

1999-00

2000-01

2001-02

2002

2002-03

No.

of the loan

Jan.

Feb.

Nov.

Dec.

Jan.

Feb.

1

2

3

4

5

6

7

8

9

10

11

Terminable

A)

Under 5 years

1

5.75% 2003

12.83

11.18

7.59

6.59

6.13

5.75

5.36

5.69

..

2

6.50% 2003

12.19

10.58

8.26

7.68

..

7.97

6.60

6.50

     6.10

3

11.00% 2003

11.08

..

8.30

..

..

5.74

..

..

6.02

4

11.10% 2003

10.65

10.05

7.45

6.82

6.42

5.15

5.36

5.17

5.36

5

11.75% 2003

10.66

10.20

7.97

6.99

6.41

..

..

5.61

..

6

11.78% 2003

10.73

10.44

7.38

6.91

6.53

..

5.71

5.65

5.79

7

11.83% 2003

10.61

10.04

7.66

6.78

6.49

5.65

5.75

5.42

5.41

8

6.50% 2004

9.91

10.30

7.72

6.91

..

5.85

5.53

6.33

..

9

9.50% 2004

11.72

10.07

7.18

..

..

..

..

5.53

6.11

10

11.00% 2004

..

..

..

..

..

..

..

..

..

11

11.30% 2004

12.09

10.08

7.39

7.64

6.63

..

..

..

..

12

11.50% 2004

10.84

10.08

7.99

6.96

6.66

5.67

5.50

5.32

5.84

13

11.57% 2004

11.26

9.47

7.04

7.04

..

..

..

..

..

14

11.75% 2004

10.84

10.14

8.06

7.05

6.80

5.87

..

..

5.64

15

11.95% 2004

10.81

10.23

8.15

7.20

6.72

5.81

5.73

5.52

5.90

16

11.98% 2004

10.83

10.22

7.88

7.11

6.61

5.87

5.68

5.53

5.92

17

12.35% 2004

11.37

9.77

6.67

7.08

..

5.82

5.67

..

..

18

12.50% 2004

10.77

10.15

7.53

6.98

6.52

5.69

5.61

5.46

5.87

19

12.59% 2004

10.77

10.11

7.71

7.10

6.51

5.85

5.76

5.52

6.75

20

6.50% 2005

8.95

11.27

6.55

6.25

6.73

..

6.13

..

..

21

8.25% 2005

11.83

10.53

7.37

..

6.82

..

..

5.52

..

22

9.90% 2005

-

10.21

7.87

7.12

5.14

5.82

5.66

..

5.74

23

10.20% 2005

-

10.15

8.03

7.12

6.72

5.85

5.66

5.55

5.60

24

10.50% 2005

11.05

10.45

8.50

..

7.69

6.19

..

6.47

6.03

25

11.19% 2005

10.99

10.25

7.82

7.09

6.59

7.17

5.64

5.53

5.98

26

11.25% 2005

11.00

10.34

7.83

6.93

6.64

..

..

..

..

27

13.75% 2005

11.05

10.95

6.79

..

..

5.92

..

..

6.54

28

14.00% 2005

11.18

10.72

8.38

7.41

7.07

7.04

5.69

5.68

6.79

29

14.00% 2005 (Inst)

10.85

10.47

8.59

7.56

..

..

5.89

5.12

..

30

6.75% 2006

12.95

11.58

8.86

11.20

..

6.14

6.00

6.15

5.98

31

7.01% 2006

-

-

6.93

6.98

6.92

..

..

..

..

32

11.00% 2006

-

10.55

7.92

7.23

6.69

7.17

5.94

5.55

5.92

33

11.25% 2006

10.37

..

..

..

..

..

..

..

..

34

11.50% 2006

11.14

10.27

8.13

7.28

6.80

5.94

5.85

5.72

6.43

35

11.68% 2006

11.04

10.42

7.86

7.15

6.61

5.89

5.74

5.54

5.99

36

11.75% 2006

11.07

10.41

8.06

7.10

6.67

6.11

5.96

5.55

5.84

37

13.85% 2006

11.50

10.90

8.38

..

8.06

6.87

6.27

5.77

..

38

13.85% 2006 (Inst)

11.79

10.56

8.73

..

8.11

6.18

6.10

..

..

39

14.00% 2006

11.43

10.72

8.71

..

..

5.93

6.38

6.52

7.29

B)

Between 5 and

10 years

40

6.75% 2007

8.38

11.41

7.81

9.11

6.72

6.25

6.65

6.75

6.75

41

11.50% 2007

11.22

10.42

8.30

7.56

7.29

6.50

6.00

..

6.36

42

11.90% 2007

11.20

10.41

8.24

7.26

6.71

6.51

5.86

5.61

6.09

43

12.50% 2007

11.42

10.84

8.91

..

..

..

..

..

..

44

13.05% 2007

11.25

10.62

8.37

7.68

7.06

6.17

6.05

5.78

6.31

45

13.65% 2007

11.86

10.72

8.26

..

6.69

..

6.40

5.81

..

46

9.50% 2008

11.38

10.26

8.62

7.56

7.17

6.38

6.51

6.22

6.51

47

10.80% 2008

11.52

10.71

8.47

8.18

7.26

6.23

..

..

..

48

11.40% 2008

-

10.74

8.26

7.41

6.95

6.17

6.05

5.70

6.24

49

11.50% 2008

11.30

10.57

8.96

7.79

6.94

6.40

..

..

6.72

50

12.00% 2008

11.29

10.60

8.70

7.84

7.17

6.31

6.09

5.83

6.43

51

12.10% 2008

11.42

10.84

8.71

7.92

7.06

..

..

5.76

..

52

12.15% 2008

12.20

10.55

9.06

..

7.24

..

..

..

..

53

12.22% 2008

11.56

10.67

9.43

..

8.00

..

..

..

5.91

54

12.25% 2008

11.32

10.59

9.07

8.19

7.59

6.35

6.26

5.91

6.40

55

6.65% 2009

—

—

—

—

—

6.29

6.03

5.82

6.48

56

6.99% 2009

—

—

6.99

6.98

6.99

..

..

..

..

57

7.00% 2009

10.53

10.57

7.72

7.18

6.90

6.52

6.39

6.07

6.36

58

11.50% 2009

11.45

10.93

8.95

7.84

7.54

6.57

6.39

6.25

6.57

59

11.99% 2009

11.39

10.76

8.77

7.68

7.14

6.50

6.12

5.84

6.44

60

5.87% 2010

—

—

—

—

—

—

—

5.82

5.89

61

7.50% 2010

11.68

10.56

7.86

7.33

7.16

6.62

6.36

6.12

6.15

62

7.55% 2010

—

—

—

—

—

6.36

6.13

5.85

6.29

63

8.75% 2010

11.64

10.68

7.87

7.78

7.40

6.81

6.53

6.38

..

64

11.30% 2010

-

10.85

8.77

7.76

7.24

6.57

6.24

5.87

6.50

65

11.50% 2010

11.43

10.93

9.25

7.92

7.39

6.60

6.42

6.07

6.74

66

12.25% 2010

12.11

10.76

9.27

8.16

7.48

6.66

6.43

5.98

6.68

67

12.29% 2010

11.47

10.80

9.30

8.13

7.75

6.59

6.41

5.96

6.65

68

8.00% 2011

10.92

10.59

7.82

7.52

7.37

6.89

6.52

6.27

6.41

69

9.39% 2011

—

—

8.44

7.79

7.30

6.64

6.38

5.98

6.43

70

10.95% 2011

—

10.90

8.90

8.00

7.46

6.76

6.40

6.02

6.62

71

11.50% 2011

11.53

11.00

8.79

7.78

7.29

6.58

6.26

5.88

6.40

72

12.00% 2011

11.57

10.98

9.81

..

7.44

..

..

..

..

73

12.32% 2011

11.51

10.96

9.22

8.19

7.63

6.78

6.51

6.05

6.68

C)

Between 10 and

15 years

74

6.72% 2007/2012@

—

—

—

—

—

6.34

6.25

6.11

6.38

75

6.85% 2012

—

—

—

—

—

6.62

6.32

5.97

6.35

76

7.40% 2012

—

—

—

—

—

6.64

6.32

5.98

6.38

77

9.40% 2012

—

—

8.24

7.82

7.33

6.68

6.39

6.01

6.56

78

10.25% 2012

11.71

10.50

9.22

8.28

7.65

6.92

6.51

6.34

7.01

79

11.03% 2012

—

10.98

8.92

7.87

7.38

6.72

6.40

6.03

6.51

80

7.27% 2013

—

—

—

—

—

6.68

6.36

5.98

6.32

81

9.00% 2013

11.94

10.73

8.66

7.95

7.60

6.95

6.65

6.45

6.93

82

9.81% 2013

—

—

8.73

7.92

7.40

6.74

6.41

6.02

6.44

83

12.40% 2013

11.70

11.08

9.78

8.38

8.01

7.27

7.29

..

7.31

84

7.37% 2014

—

—

—

—

—

6.74

6.40

6.02

6.93

85

10.00% 2014

10.66

10.52

8.96

8.21

7.74

7.09

6.83

6.28

6.41

86

10.50% 2014

12.03

10.77

9.27

8.35

7.82

7.43

6.88

6.18

6.72

87

11.83% 2014

11.23

11.04

9.39

8.36

7.84

7.04

6.71

6.23

6.71

88

7.38% 2015

—

—

—

—

—

—

—

6.05

6.60

89

9.85% 2015

—

—

8.19

8.03

7.49

6.88

6.54

6.09

6.68

90

10.47% 2015

—

10.38

9.23

8.18

7.61

6.96

6.61

6.13

6.69

91

10.79% 2015

—

10.77

9.62

8.35

7.95

7.17

6.75

6.39

7.20

92

11.43% 2015

—

11.06

9.34

8.28

7.73

7.06

6.74

6.16

6.97

93

11.50% 2015

11.87

11.07

9.60

8.43

7.94

7.13

7.02

6.40

6.77

94

10.71% 2016

—

—

9.13

8.17

7.62

6.99

6.63

6.15

6.81

95

12.30% 2016

11.64

10.96

9.86

9.14

8.11

..

7.00

6.52

6.71

D)

Over 15 years

96

7.46% 2017

—

—

—

—

—

6.91

6.59

6.14

6.73

97

7.49% 2017

—

—

—

—

—

6.92

6.60

6.15

6.73

98

8.07% 2017

—

—

7.55

7.96

7.41

6.95

6.59

6.14

6.75

99

6.25% 2018

—

—

—

—

—

—

—

6.10

6.29

100

10.45% 2018

—

—

9.35

8.31

7.77

7.20

6.76

6.25

6.61

101

12.60% 2018

11.88

11.22

9.95

8.61

8.32

7.22

7.00

6.60

6.65

102

10.03% 2019

—

—

9.02

8.33

7.78

7.14

6.84

6.26

6.88

103

10.70% 2020

—

11.02

9.48

8.52

7.84

7.50

6.81

6.40

7.00

104

11.60% 2020

—

—

9.81

8.59

8.13

7.10

..

6.25

6.31

105

10.25% 2021

—

—

9.22

8.38

7.81

7.21

6.84

6.32

6.90

106

8.35% 2022

—

—

—

—

—

7.18

6.85

6.32

6.93

107

10.18% 2026

—

—

8.91

8.47

7.90

7.34

7.01

6.45

7.05

108

7.95% 2032

—

—

—

—

—

7.39

7.02

6.43

7.00

@ :

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.