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83026778

No. 31 : Redemption Yield on Government of India Securities Based on Sgl Transactions

 
 
 
 
 
 
 
 
 

(Per cent per annum)


Sr.

Nomenclature

1996-97

1997-98

1998-99

1998


1999


No.


of the loan


 
 
 

Oct.


Nov.


Aug.


Sep.


Oct.


Nov.


1


2


3


4


5


6


7


8


9


10


11


A)

Terminable under

                 
 

5 years

                 

1

13.40% 1999

12.87

10.07

10.79

11.36

10.22

9.57

9.81

10.37

9.77

2

00.00% 2000

17.44

15.93

12.07

12.14

11.02

18.78

22.89

20.30

23.81

3

05.50% 2000

14.23

5.85

7.85

5.82

10.26

15.18

16.57

18.56

15.49

4

06.50% 2000

14.67

8.54

9.42

10.88

10.88

6.93

11.74

14.12

15.11

5

10.75% 2000

13.75

10.82

10.05

10.02

10.02

10.54

10.13

10.06

9.98

6

11.40% 2000

-

-

11.27

11.41

11.34

10.24

10.48

10.54

10.32

7

11.64% 2000 (Inst)

13.60

10.82

11.05

11.47

11.30

10.09

10.38

10.46

10.24

8

12.14% 2000

-

10.69

11.07

11.41

11.43

9.66

9.68

10.83

10.34

9

12.60% 2000

-

10.53

11.11

10.69

10.69

10.13

10.28

9.75

10.12

10

13.25% 2000

13.39

10.76

11.32

11.62

11.56

10.77

10.37

10.95

10.90

11

13.25% 2000 ( C )

13.45

12.01

11.36

11.17

11.17

9.10

8.73

8.47

10.17

12

13.85% 2000

13.41

10.84

11.28

11.65

11.66

10.28

9.99

10.47

10.42

13

05.75% 2001

12.59

5.75

8.84

10.69

10.74

12.90

13.14

13.42

11.11

14

06.50% 2001

13.66

11.80

10.21

11.65

11.65

11.44

11.65

11.90

12.16

15

07.50% 2001

15.53

15.51

11.21

11.37

11.37

11.73

12.58

12.75

12.99

16

10.75% 2001

13.22

12.19

10.77

10.71

10.71

9.50

9.26

9.19

9.13

17

10.85% 2001

-

10.84

11.32

11.61

11.56

10.41

10.87

11.02

10.43

18

11.00% 2001

-

9.68

9.79

9.53

9.53

10.90

10.90

10.90

10.89

19

11.47% 2001

-

-

11.40

-

-

10.54

10.60

10.72

10.51

20

11.55% 2001

-

-

11.47

11.64

11.53

10.42

10.65

10.66

10.44

21

11.75% 2001

13.50

11.26

11.38

11.66

11.57

10.44

10.65

10.63

10.45

22

12.08% 2001

14.35

11.42

11.52

11.61

11.64

10.23

10.86

11.79

10.38

23

12.08% 2001 ( I )

14.45

16.80

15.86

17.40

17.40

10.75

10.70

10.67

10.61

24

12.70% 2001

-

9.83

11.12

11.36

11.64

10.58

10.68

10.68

10.57

25

13.31% 2001

13.65

12.56

11.64

11.54

11.54

10.80

10.73

10.64

10.56

26

13.55% 2001

13.29

11.36

11.79

12.42

11.81

10.66

11.10

13.06

10.66

27

13.75% 2001

13.32

11.21

11.52

11.75

11.76

10.58

10.69

10.86

10.58

28

13.85% 2001

13.32

11.22

11.67

11.63

11.79

10.45

10.48

10.77

10.50

29

05.75% 2002

5.75

7.01

9.98

6.09

11.64

11.58

12.56

12.71

12.44

30

06.00% 2002

-

6.76

5.59

5.74

5.43

5.38

5.18

4.61

4.21

31

06.50% 2002

6.50

7.42

10.52

11.55

11.92

6.90

11.45

7.48

6.50

32

11.00% 2002

13.74

11.38

11.50

11.77

11.69

10.56

10.78

10.68

10.58

33

11.15% 2002

-

11.04

11.49

11.68

11.68

10.63

10.76

10.73

10.57

34

11.55% 2002

13.64

11.40

11.52

11.67

11.67

10.62

10.73

10.84

10.64

35

11.68% 2002

-

-

11.62

11.75

11.70

10.65

10.73

10.70

10.56

36

12.69% 2002

-

11.14

11.56

11.79

11.78

10.67

10.83

10.89

10.68

37

12.75% 2002

13.92

12.00

11.51

11.70

11.70

10.65

10.68

10.62

10.58

38

13.40% 2002

13.87

11.47

10.74

10.73

10.73

10.83

10.77

10.70

10.63

39

13.80% 2002

13.66

11.40

11.57

11.77

11.82

10.72

10.63

10.55

10.47

40

13.82% 2002

13.41

11.53

12.01

12.00

13.80

10.77

10.79

10.90

10.62

41

05.75% 2003

7.34

5.75

8.12

6.10

11.95

12.53

12.78

12.91

12.86

42

06.50% 2003

14.53

6.50

8.59

6.66

11.67

10.01

11.45

7.44

12.10

43

11.00% 2003

-

11.70

11.06

11.06

11.06

11.07

11.07

11.08

11.09

44

11.10% 2003

-

-

10.92

11.78

11.77

10.75

10.82

10.81

10.68

45

11.75% 2003

-

-

11.72

11.78

11.81

10.79

10.76

10.83

10.81

46

11.78% 2003

-

-

11.85

11.84

11.80

10.75

10.88

10.83

10.78

47

11.83% 2003

-

11.32

11.33

11.84

11.28

10.76

10.91

10.83

10.72

48

12.50% 2004

13.68

11.75

11.85

11.98

12.00

10.97

11.01

10.94

10.85

                     

B)

Between 5 and

                 
 

10 years

                 

49

06.50% 2004

13.34

6.50

8.62

6.81

12.04

6.87

12.50

7.37

6.50

50

09.50% 2004

12.24

11.36

11.56

11.53

11.53

10.93

11.05

11.78

11.82

51

11.30% 2004

12.57

11.42

11.93

11.93

11.93

12.02

12.03

12.04

12.05

52

11.50% 2004

-

-

11.21

11.71

11.89

10.96

10.98

10.94

10.86

53

11.57% 2004

-

-

11.82

11.82

11.82

11.23

11.87

11.22

11.16

54

11.75% 2004

-

-

11.83

-

-

11.02

11.03

10.94

10.87

55

11.95% 2004

-

-

11.92

12.05

12.01

10.97

11.01

10.95

10.86

56

11.98% 2004

-

-

11.93

12.03

11.99

10.98

10.98

10.96

10.85

57

12.35% 2004

-

11.88

11.39

11.36

11.36

11.67

11.67

11.66

11.66

58

12.59% 2004

-

11.47

11.84

12.03

12.10

11.00

11.03

10.91

10.90

59

06.50% 2005

12.77

6.14

9.76

11.97

12.32

6.87

12.48

7.34

6.50

60

08.25% 2005

12.21

13.26

12.48

12.48

12.48

12.32

11.14

11.09

11.05

61

10.50% 2005

13.33

11.48

12.11

12.19

12.19

11.38

11.36

11.06

11.02

62

11.19% 2005

-

11.29

11.87

12.05

12.07

11.11

11.08

11.06

10.95

63

11.25% 2005

11.81

11.68

11.84

11.81

11.96

11.17

11.09

11.07

10.96

64

13.75% 2005

13.70

13.13

12.59

13.74

12.68

11.64

11.59

11.18

11.15

65

14.00% 2005

13.62

12.56

11.96

12.21

12.23

11.26

11.23

11.21

11.92

66

14.00% 2005 (Inst)

13.62

12.14

12.02

12.21

12.15

11.13

11.06

11.02

11.00

67

06.75% 2006

12.14

7.87

7.43

6.75

6.75

12.71

12.77

12.83

12.76

68

11.25% 2006

11.87

11.34

10.50

10.50

10.50

10.43

10.42

10.41

10.40

69

11.50% 2006

13.47

11.73

11.93

11.69

11.76

11.47

11.37

11.12

11.15

70

11.68% 2006

-

-

-

-

-

11.18

11.20

11.17

11.05

71

11.75% 2006

-

-

12.03

12.04

12.12

11.17

11.22

11.20

11.07

72

13.85% 2006

13.67

12.13

12.13

12.08

12.34

11.89

11.88

11.85

11.61

73

13.85% 2006 (Inst)

13.55

12.14

12.09

12.35

12.35

11.49

11.28

11.89

11.87

74

14.00% 2006

13.64

11.98

11.97

11.92

11.97

11.88

11.87

11.85

11.11

75

06.75% 2007

13.21

9.73

9.45

6.75

6.75

6.75

6.75

6.75

6.75

76

11.50% 2007

13.31

11.99

12.05

12.11

12.20

11.45

11.35

11.32

11.22

77

11.90% 2007

-

-

13.43

12.08

12.12

11.33

11.34

11.33

11.21

78

12.50% 2007

13.81

12.25

12.13

12.15

12.16

11.54

11.51

11.36

11.34

79

13.05% 2007

-

11.99

12.10

12.09

12.21

11.40

11.39

11.35

11.33

80

13.65% 2007

13.58

12.02

12.17

12.35

12.33

11.60

11.41

12.03

12.02

81

09.50% 2008

13.20

12.12

12.09

12.13

12.25

11.67

11.43

11.44

11.45

82

10.80% 2008

13.69

12.04

11.82

12.09

12.09

11.76

11.76

11.47

11.41

83

11.50% 2008

14.01

12.27

12.03

12.13

12.11

11.48

11.39

11.41

11.33

84

12.00% 2008

-

-

10.76

11.99

12.17

11.42

11.56

11.44

11.34

85

12.10% 2008

-

-

13.12

12.09

12.12

12.02

11.51

11.45

11.42

86

12.15% 2008

-

-

12.10

12.19

12.19

12.20

12.20

12.20

12.20

87

12.22% 2008

-

-

12.19

12.18

12.26

11.73

11.71

11.43

11.43

88

12.25% 2008

-

-

12.20

12.27

12.24

11.48

11.48

11.53

11.40

                     

C)

Between 10 and

                 
 

15 years

                 

89

07.00% 2009

7.79

7.00

7.61

7.00

7.00

7.00

7.00

11.04

11.66

90

11.50% 2009

13.22

12.19

12.10

12.32

12.27

11.50

11.49

11.52

11.44

91

11.99% 2009

-

-

-

-

-

11.55

11.59

11.55

11.44

92

07.50% 2010

12.93

8.88

11.16

7.50

7.50

11.68

12.17

11.44

11.75

93

08.75% 2010

11.62

12.18

11.20

11.20

11.20

11.47

12.45

12.42

12.44

94

11.50% 2010

13.28

11.98

12.04

12.16

12.16

11.58

11.48

11.60

11.54

95

12.25% 2010

-

-

12.26

12.22

12.23

12.19

12.19

12.19

12.19

96

12.29% 2010

-

-

12.15

-

-

11.64

11.69

11.63

11.51

97

08.00% 2011

11.15

8.78

8.00

8.00

8.00

8.29

12.35

12.32

12.23

98

11.50% 2011

13.65

12.55

12.16

12.10

12.27

11.76

11.58

11.69

11.57

99

12.00% 2011

13.76

12.51

12.23

12.29

12.33

11.79

11.74

11.74

11.67

100

12.32% 2011

-

-

-

-

-

11.76

11.78

11.74

11.64

101

10.25% 2012

15.68

10.55

11.93

12.13

12.13

11.94

11.94

11.89

12.91

102

09.00% 2013

11.50

9.81

8.95

9.00

9.00

9.24

12.45

12.42

12.36

103

12.40% 2013

-

-

12.30

12.30

12.30

11.90

11.90

11.87

11.75

                     

D)

Over 15 years

                 

104

10.00% 2014

10.00

10.18

11.29

10.00

10.00

9.79

9.79

9.79

9.79

105

10.50% 2014

12.17

10.66

10.53

10.50

10.50

12.21

11.92

11.93

11.93

106

11.83% 2014

-

-

-

-

-

-

-

-

11.73

107

11.50% 2015

12.41

11.74

11.75

11.50

11.50

12.29

11.92

11.90

11.73

108

12.30% 2016

-

-

-

-

-

11.96

11.94

11.93

11.84

109


12.60% 2018


-


-


12.54


-


-


12.05


12.01


12.01


11.92


*

:

Yield is based on average prices for the month and the year as the case may be.

'-'

:

indicates that the relevant securities were not traded.

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