Table 176 : Month-End Yield of SGL Transactions in Government Dated Securities for Various Maturities - RBI - Reserve Bank of India
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Published on
September 15, 2022
Table 176 : Month-End Yield of SGL Transactions in Government Dated Securities for Various Maturities
| (Per cent per annum) | ||||||||||||
| Term to maturity (in years) | Apr. | May | Jun. | Jul. | Aug. | Sep. | Oct. | Nov. | Dec. | Jan. | Feb. | Mar. |
| 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 |
| 2019-20 | ||||||||||||
| 1 | 6.6429 | 6.3412 | 6.1985 | 5.9748 | 5.7618 | 5.7221 | 5.4418 | 5.3459 | 5.6437 | 5.5031 | 5.2378 | 4.7689 |
| 2 | 6.8062 | 6.4759 | 6.3736 | 6.0784 | 5.8785 | 5.9018 | 5.7069 | 5.6476 | 5.9971 | 5.8476 | 5.4574 | 5.1277 |
| 3 | 6.9988 | 6.6544 | 6.5425 | 6.1832 | 6.0425 | 6.1243 | 5.9242 | 5.9241 | 6.2695 | 6.1572 | 5.6176 | 5.3678 |
| 4 | 7.1845 | 6.7584 | 6.6832 | 6.2718 | 6.2056 | 6.3178 | 6.1644 | 6.1525 | 6.4477 | 6.3509 | 5.8973 | 5.6453 |
| 5 | 7.3654 | 6.9332 | 6.8755 | 6.4079 | 6.3803 | 6.4978 | 6.3851 | 6.3856 | 6.6213 | 6.5292 | 6.1710 | 6.1571 |
| 6 | 7.4632 | 6.9775 | 6.9059 | 6.5688 | 6.4925 | 6.5953 | 6.4862 | 6.4331 | 6.6583 | 6.5963 | 6.2440 | 6.3124 |
| 7 | 7.5300 | 7.0423 | 6.9542 | 6.5988 | 6.5134 | 6.7446 | 6.6927 | 6.5874 | 6.8520 | 6.7022 | 6.5098 | 6.4545 |
| 8 | 7.5665 | 7.2179 | 7.0194 | 6.6715 | 6.6589 | 6.8474 | 6.7632 | 6.7420 | 6.8769 | 6.8509 | 6.5001 | 6.4478 |
| 9 | 7.4808 | 7.1405 | 6.9508 | 6.4833 | 6.6066 | 6.7368 | 6.6772 | 6.3252 | 6.6931 | 6.7391 | 6.2510 | 5.9678 |
| 10 | 7.4637 | 7.1255 | 6.9339 | 6.5758 | 6.7059 | 6.8308 | 6.8661 | 6.5906 | 6.9177 | 6.8418 | 6.6498 | 6.7345 |
| 11 | 7.6488 | 7.2861 | 7.0504 | 6.7440 | 6.7933 | 7.0470 | 6.9461 | 7.0606 | 6.9528 | 6.9272 | 6.7300 | 6.7398 |
| 12 | 7.6807 | 7.2846 | 7.0513 | 6.7676 | 6.8182 | 7.0725 | 6.9349 | 7.0652 | 7.0052 | 6.9797 | 6.7084 | 6.7024 |
| 13 | 7.7046 | 7.2877 | 7.0340 | 6.7821 | 6.8679 | 7.0865 | 7.0514 | 7.0501 | 7.0171 | 7.0502 | 6.7438 | 6.7545 |
| 14 | 7.7132 | 7.2563 | 7.0262 | 6.7865 | 6.9088 | 7.0303 | 7.0147 | 6.9930 | 7.0082 | 7.0506 | 6.7199 | 6.7024 |
| 15 | 7.7166 | 7.3019 | 7.0693 | 6.8335 | 6.9080 | 7.0834 | 7.0551 | 7.0482 | 7.0495 | 7.1009 | 6.8086 | 6.7683 |
| 16 | 7.7233 | 7.3145 | 7.0761 | 6.8360 | 6.8798 | 7.0935 | 7.0892 | 7.0940 | 7.0562 | 7.0961 | 6.8310 | 6.7678 |
| 17 | 7.7186 | 7.3440 | 7.0581 | 6.8395 | 6.8660 | 7.1099 | 7.0847 | 7.1014 | 7.0639 | 7.0956 | 6.8410 | 6.7184 |
| 18 | 7.6902 | 7.3360 | 7.0418 | 6.8434 | 6.8997 | 7.1264 | 7.0802 | 7.1095 | 7.0716 | 7.0950 | 6.7993 | 6.7089 |
| 19 | 7.6599 | 7.3270 | 7.0256 | 6.8473 | 6.9334 | 7.1428 | 7.0757 | 7.1177 | 7.0793 | 7.0944 | 6.8094 | 6.7093 |
| 20 | 7.6422 | 7.3192 | 7.0320 | 6.8535 | 6.9671 | 7.1609 | 7.0853 | 7.1259 | 7.0952 | 7.1043 | 6.8099 | 6.7187 |
| 21 | 7.6569 | 7.3538 | 7.0885 | 6.8506 | 7.0008 | 7.1826 | 7.0988 | 7.1340 | 7.1310 | 7.1835 | 6.8101 | 6.7299 |
| 22 | 7.6715 | 7.3643 | 7.0973 | 6.8462 | 7.0345 | 7.2042 | 7.1123 | 7.1422 | 7.1669 | 7.1509 | 6.7833 | 6.7411 |
| 23 | 7.6862 | 7.3709 | 7.1061 | 6.8418 | 7.0474 | 7.2258 | 7.1257 | 7.1504 | 7.1532 | 7.1184 | 6.8489 | 6.7539 |
| 24 | 7.7008 | 7.3855 | 7.1155 | 6.8490 | 7.0430 | 7.2474 | 7.1392 | 7.1594 | 7.1419 | 7.1290 | 6.8023 | 6.7500 |
| 25 | 7.7155 | 7.3815 | 7.1122 | 6.8584 | 7.0167 | 7.2245 | 7.1415 | 7.1696 | 7.1300 | 7.1522 | 6.8099 | 6.7799 |
| 26 | 7.7213 | 7.3640 | 7.1018 | 6.8623 | 7.0006 | 7.1883 | 7.1437 | 7.1261 | 7.1082 | 7.1043 | 6.8279 | 6.7765 |
| 27 | 7.7127 | 7.3417 | 7.0950 | 6.8655 | 7.0006 | 7.1520 | 7.1491 | 7.0929 | 7.0918 | 7.0727 | 6.8478 | 6.7788 |
| 28 | 7.7038 | 7.3252 | 7.0883 | 6.8651 | 7.0065 | 7.1683 | 7.1545 | 7.1277 | 7.1056 | 7.0782 | 6.8688 | 6.7544 |
| 29 | 7.6950 | 7.3131 | 7.0815 | 6.8639 | 7.0132 | 7.1860 | 7.1600 | 7.1624 | 7.1193 | 7.0837 | 6.8900 | 6.7499 |
| 30 | 7.6861 | 7.3010 | 7.0747 | 6.8626 | 7.0085 | 7.2038 | 7.1654 | 7.1971 | 7.1254 | 7.0858 | 6.8909 | 6.7322 |
| 2020-21 | ||||||||||||
| 1 | 4.0191 | 3.7453 | 3.8273 | 3.5965 | 3.7789 | 3.8489 | 3.6127 | 3.4610 | 3.6058 | 3.8744 | 3.9542 | 3.7993 |
| 2 | 4.3238 | 4.1219 | 4.1069 | 4.1921 | 4.2781 | 4.3290 | 4.2739 | 3.9110 | 3.8756 | 4.3337 | 4.4338 | 4.4689 |
| 3 | 4.7498 | 4.6789 | 4.5130 | 4.6138 | 4.8290 | 4.9103 | 4.5903 | 4.3409 | 4.3745 | 4.6971 | 4.9689 | 5.0605 |
| 4 | 5.2978 | 5.1202 | 4.8924 | 4.8903 | 5.2903 | 5.1892 | 4.9173 | 4.8133 | 4.7703 | 5.0256 | 5.4646 | 5.4366 |
| 5 | 5.7410 | 5.4678 | 5.3284 | 5.1293 | 5.5509 | 5.5503 | 5.2893 | 5.0728 | 5.2296 | 5.3731 | 5.8641 | 5.9595 |
| 6 | 5.8092 | 5.7173 | 5.5893 | 5.6203 | 6.0247 | 5.8904 | 5.5921 | 5.5674 | 5.5557 | 5.6865 | 6.1828 | 6.1676 |
| 7 | 6.1309 | 5.9689 | 5.8937 | 5.8029 | 6.1904 | 6.1173 | 5.8635 | 5.7774 | 5.7270 | 5.8642 | 6.4068 | 6.3466 |
| 8 | 6.2493 | 6.1538 | 6.0789 | 6.1921 | 6.2893 | 6.2994 | 5.9303 | 5.8754 | 5.8574 | 6.0400 | 6.5034 | 6.3962 |
| 9 | 5.9973 | 6.1200 | 6.0563 | 6.1028 | 6.2594 | 6.0929 | 5.9039 | 5.9458 | 5.9399 | 6.0202 | 6.4003 | 6.2277 |
| 10 | 6.5494 | 5.7724 | 5.9810 | 5.6933 | 6.1034 | 6.1024 | 5.8822 | 5.8348 | 5.9834 | 6.0710 | 6.3372 | 6.3841 |
| 11 | 6.5294 | 6.0346 | 6.2012 | 6.1980 | 6.3894 | 6.3738 | 6.2030 | 6.0834 | 6.1506 | 6.2537 | 6.6758 | 6.9307 |
| 12 | 6.5974 | 6.4043 | 6.5470 | 6.4227 | 6.5843 | 6.5129 | 6.4023 | 6.2581 | 6.1961 | 6.3097 | 6.6726 | 6.8394 |
| 13 | 6.5310 | 6.3107 | 6.3492 | 6.3192 | 6.4930 | 6.4940 | 6.3921 | 6.2415 | 6.2366 | 6.3477 | 6.6470 | 6.7331 |
| 14 | 6.5694 | 6.2032 | 6.3163 | 6.2547 | 6.4928 | 6.4928 | 6.2302 | 6.2022 | 6.2581 | 6.3545 | 6.8021 | 6.7437 |
| 15 | 6.6124 | 6.3564 | 6.5129 | 6.4193 | 6.5603 | 6.5307 | 6.3040 | 6.2469 | 6.3044 | 6.3805 | 6.8284 | 6.7718 |
| 16 | 6.6398 | 6.5098 | 6.5821 | 6.5505 | 6.6346 | 6.5999 | 6.4121 | 6.3169 | 6.3492 | 6.4011 | 6.8563 | 6.8152 |
| 17 | 6.6652 | 6.5346 | 6.5233 | 6.4920 | 6.6033 | 6.5596 | 6.4991 | 6.3869 | 6.3941 | 6.4216 | 6.8841 | 6.8654 |
| 18 | 6.6974 | 6.5125 | 6.5003 | 6.4934 | 6.5903 | 6.6723 | 6.5945 | 6.4569 | 6.4389 | 6.4421 | 6.9120 | 6.8505 |
| 19 | 6.7046 | 6.4765 | 6.5137 | 6.4324 | 6.5678 | 6.6034 | 6.6902 | 6.5125 | 6.4955 | 6.4927 | 6.9399 | 6.9104 |
| 20 | 6.7147 | 6.4654 | 6.5678 | 6.2213 | 6.5524 | 6.6583 | 6.7321 | 6.5658 | 6.5414 | 6.5939 | 6.9351 | 7.0023 |
| 21 | 6.7216 | 6.4456 | 6.6200 | 6.4081 | 6.5789 | 6.6978 | 6.8179 | 6.6190 | 6.5474 | 6.6850 | 6.9125 | 6.9680 |
| 22 | 6.7035 | 6.4923 | 6.6445 | 6.2935 | 6.5939 | 6.6992 | 6.8998 | 6.6121 | 6.5534 | 6.6453 | 6.8967 | 6.7999 |
| 23 | 6.7087 | 6.5178 | 6.7005 | 6.2320 | 6.6284 | 6.6007 | 6.8977 | 6.6209 | 6.5480 | 6.5814 | 6.9136 | 6.8220 |
| 24 | 6.6964 | 6.5564 | 6.6784 | 6.4398 | 6.6402 | 6.6231 | 6.7904 | 6.6385 | 6.5426 | 6.5278 | 6.9139 | 6.8009 |
| 25 | 6.6753 | 6.5873 | 6.6258 | 6.4526 | 6.7382 | 6.6093 | 6.8821 | 6.6359 | 6.5410 | 6.5280 | 6.9085 | 6.7898 |
| 26 | 6.6468 | 6.6176 | 6.5923 | 6.2812 | 6.7528 | 6.7050 | 6.8997 | 6.6108 | 6.5425 | 6.5292 | 6.9003 | 6.7849 |
| 27 | 6.6479 | 6.6063 | 6.5895 | 6.3121 | 6.7903 | 6.7107 | 6.7902 | 6.6192 | 6.5418 | 6.5330 | 6.8921 | 6.7867 |
| 28 | 6.6064 | 6.6399 | 6.5657 | 6.4287 | 6.8400 | 6.7573 | 6.7933 | 6.6275 | 6.5411 | 6.5368 | 6.8840 | 6.7886 |
| 29 | 6.6049 | 6.6330 | 6.5534 | 6.4299 | 6.8498 | 6.7591 | 6.7242 | 6.6186 | 6.5405 | 6.5277 | 6.8497 | 6.7863 |
| 30 | 6.5673 | 6.6050 | 6.5445 | 6.3902 | 6.7944 | 6.7570 | 6.6999 | 6.5891 | 6.5363 | 6.5161 | 6.8158 | 6.7825 |
| (Continued) | ||||||||||||
| TABLE 176 : MONTH-END YIELD OF SGL TRANSACTIONS IN GOVERNMENT DATED SECURITIES FOR VARIOUS MATURITIES (Concld.) | ||||||||||||
| (Per cent per annum) | ||||||||||||
| Term to maturity (in years) | Apr. | May | Jun. | Jul. | Aug. | Sep. | Oct. | Nov. | Dec. | Jan. | Feb. | Mar. |
| 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 |
| 2021-22 | ||||||||||||
| 1 | 3.8038 | 3.9092 | 4.0555 | 3.8102 | 3.6854 | 3.9260 | 4.1195 | 4.2184 | 4.3496 | 4.4425 | 4.5409 | 4.5392 |
| 2 | 4.2579 | 4.3691 | 4.5702 | 4.3475 | 4.2207 | 4.4982 | 4.7094 | 4.6806 | 5.0136 | 5.0428 | 5.0020 | 5.1336 |
| 3 | 4.8968 | 4.8564 | 5.1215 | 4.9433 | 4.7986 | 4.9916 | 5.1579 | 5.1104 | 5.4095 | 5.4957 | 5.4326 | 5.5776 |
| 4 | 5.3923 | 5.2652 | 5.6144 | 5.4895 | 5.3710 | 5.4309 | 5.5601 | 5.4413 | 5.7196 | 5.8761 | 5.9041 | 5.9932 |
| 5 | 5.6839 | 5.6599 | 5.8035 | 5.8355 | 5.7567 | 5.7802 | 5.8945 | 5.8161 | 6.0144 | 6.1593 | 6.2312 | 6.2965 |
| 6 | 6.0334 | 6.0871 | 6.1647 | 6.1550 | 6.0139 | 6.0067 | 6.1458 | 6.0555 | 6.2766 | 6.3831 | 6.5234 | 6.5673 |
| 7 | 6.2178 | 6.2402 | 6.3470 | 6.3861 | 6.1899 | 6.1582 | 6.2584 | 6.1650 | 6.4099 | 6.5738 | 6.7132 | 6.7277 |
| 8 | 6.3677 | 6.5124 | 6.4500 | 6.4480 | 6.2549 | 6.2316 | 6.3726 | 6.2564 | 6.3794 | 6.5610 | 6.7507 | 6.8379 |
| 9 | 6.1384 | 6.2022 | 6.2942 | 6.3718 | 6.2374 | 6.2193 | 6.4122 | 6.2986 | 6.4030 | 6.6219 | 6.7672 | 6.8202 |
| 10 | 6.3567 | 6.2584 | 6.3928 | 6.2295 | 6.3714 | 6.2822 | 6.4719 | 6.3824 | 6.5234 | 6.7278 | 6.8157 | 6.8363 |
| 11 | 6.5394 | 6.7044 | 6.5359 | 6.6836 | 6.5585 | 6.5936 | 6.7210 | 6.5478 | 6.6473 | 6.8939 | 6.8838 | 6.9797 |
| 12 | 6.6371 | 6.6025 | 6.6748 | 6.8289 | 6.7015 | 6.6249 | 6.7616 | 6.6715 | 6.7571 | 7.0036 | 6.9696 | 7.1303 |
| 13 | 6.6687 | 6.6307 | 6.6989 | 6.8526 | 6.7526 | 6.6659 | 6.8064 | 6.7212 | 6.8514 | 7.0901 | 7.0595 | 7.1588 |
| 14 | 6.6310 | 6.6505 | 6.7314 | 6.8459 | 6.7725 | 6.7006 | 6.8271 | 6.7300 | 6.9077 | 7.1332 | 7.0087 | 7.1140 |
| 15 | 6.6803 | 6.7944 | 6.8034 | 6.8869 | 6.7830 | 6.7616 | 6.8734 | 6.7621 | 6.9182 | 7.1486 | 7.0302 | 7.2023 |
| 16 | 6.8028 | 6.9006 | 6.8363 | 6.9333 | 6.8395 | 6.8550 | 6.9292 | 6.7974 | 6.9287 | 7.1640 | 7.0517 | 7.2567 |
| 17 | 6.8096 | 6.9334 | 6.8691 | 6.9798 | 6.8961 | 6.9484 | 6.9850 | 6.8326 | 6.9392 | 7.1795 | 7.0733 | 7.2762 |
| 18 | 6.6853 | 6.8009 | 6.9020 | 7.0262 | 6.9526 | 6.9641 | 7.0408 | 6.8514 | 6.9497 | 7.1949 | 7.0948 | 7.3119 |
| 19 | 6.7247 | 6.8396 | 6.9348 | 7.0799 | 7.0454 | 6.8345 | 7.0966 | 6.8676 | 6.9623 | 7.2104 | 7.1163 | 7.2632 |
| 20 | 6.7699 | 6.9016 | 6.9677 | 7.2192 | 7.1740 | 6.8548 | 7.1524 | 6.8838 | 6.9772 | 7.2258 | 7.1363 | 7.2764 |
| 21 | 6.8044 | 6.8638 | 7.0074 | 7.2489 | 7.0127 | 6.8750 | 7.0254 | 6.9352 | 6.9920 | 7.2413 | 7.0912 | 7.3081 |
| 22 | 6.8165 | 6.8668 | 7.0504 | 7.1409 | 7.0499 | 6.8953 | 7.0060 | 6.9290 | 7.0069 | 7.1480 | 7.1101 | 7.2813 |
| 23 | 6.8263 | 6.8253 | 7.0582 | 7.0977 | 7.0590 | 6.8822 | 7.0255 | 6.9173 | 7.0214 | 7.2639 | 7.0694 | 7.3615 |
| 24 | 6.7869 | 6.8479 | 7.0527 | 7.2286 | 7.1435 | 6.8795 | 7.0347 | 6.9113 | 7.0321 | 7.2638 | 7.0702 | 7.2906 |
| 25 | 6.7813 | 6.8464 | 7.0597 | 7.1805 | 7.3354 | 6.9313 | 7.0429 | 6.9125 | 7.0425 | 7.2803 | 7.0769 | 7.2161 |
| 26 | 6.7827 | 6.9821 | 7.0666 | 7.3374 | 7.3500 | 6.9474 | 7.0512 | 6.9137 | 7.0529 | 7.2829 | 7.0912 | 7.2959 |
| 27 | 6.7767 | 7.1119 | 7.0735 | 7.2628 | 7.2369 | 6.9624 | 7.0594 | 6.9149 | 7.0633 | 7.2854 | 7.1055 | 7.2480 |
| 28 | 6.7706 | 6.9276 | 7.0806 | 7.1762 | 7.2103 | 6.9728 | 7.0643 | 6.9161 | 7.0717 | 7.2909 | 7.1081 | 7.2393 |
| 29 | 6.7673 | 6.9214 | 7.0936 | 7.1684 | 7.1820 | 6.9709 | 7.0635 | 6.9173 | 7.0773 | 7.2963 | 7.1073 | 7.2507 |
| 30 | 6.7586 | 7.0168 | 7.0997 | 7.1657 | 7.0904 | 6.9662 | 7.0633 | 6.9231 | 7.0598 | 7.2880 | 7.1119 | 7.3164 |
| 2022-23 | ||||||||||||
| 1 | 4.8529 | 6.0761 | 6.3048 | 6.2182 | - | - | - | - | - | - | - | - |
| 2 | 5.7029 | 6.6871 | 6.6762 | 6.5903 | - | - | - | - | - | - | - | - |
| 3 | 6.1681 | 6.9433 | 6.9625 | 6.7686 | - | - | - | - | - | - | - | - |
| 4 | 6.4988 | 7.0904 | 7.1580 | 6.9293 | - | - | - | - | - | - | - | - |
| 5 | 6.8279 | 7.2535 | 7.2400 | 7.1448 | - | - | - | - | - | - | - | - |
| 6 | 6.9610 | 7.3113 | 7.3200 | 7.1829 | - | - | - | - | - | - | - | - |
| 7 | 7.0823 | 7.3258 | 7.3682 | 7.2221 | - | - | - | - | - | - | - | - |
| 8 | 7.1011 | 7.3805 | 7.4149 | 7.2557 | - | - | - | - | - | - | - | - |
| 9 | 7.1274 | 7.4191 | 7.4300 | 7.2805 | - | - | - | - | - | - | - | - |
| 10 | 7.1769 | 7.4761 | 7.3776 | 7.4239 | - | - | - | - | - | - | - | - |
| 11 | 7.2578 | 7.5178 | 7.2617 | 7.4214 | - | - | - | - | - | - | - | - |
| 12 | 7.2842 | 7.5466 | 7.3880 | 7.4217 | - | - | - | - | - | - | - | - |
| 13 | 7.3057 | 7.5770 | 7.5420 | 7.4756 | - | - | - | - | - | - | - | - |
| 14 | 7.3012 | 7.5529 | 7.5758 | 7.5219 | - | - | - | - | - | - | - | - |
| 15 | 7.2974 | 7.5581 | 7.5985 | 7.5290 | - | - | - | - | - | - | - | - |
| 16 | 7.3057 | 7.5652 | 7.6212 | 7.5360 | - | - | - | - | - | - | - | - |
| 17 | 7.3141 | 7.5724 | 7.6440 | 7.5430 | - | - | - | - | - | - | - | - |
| 18 | 7.3224 | 7.5795 | 7.6667 | 7.5521 | - | - | - | - | - | - | - | - |
| 19 | 7.3240 | 7.5867 | 7.6588 | 7.5871 | - | - | - | - | - | - | - | - |
| 20 | 7.3263 | 7.5938 | 7.6507 | 7.5906 | - | - | - | - | - | - | - | - |
| 21 | 7.3153 | 7.6010 | 7.6426 | 7.5756 | - | - | - | - | - | - | - | - |
| 22 | 7.3210 | 7.6137 | 7.6512 | 7.5702 | - | - | - | - | - | - | - | - |
| 23 | 7.3742 | 7.6338 | 7.6746 | 7.5800 | - | - | - | - | - | - | - | - |
| 24 | 7.3608 | 7.6384 | 7.6785 | 7.5944 | - | - | - | - | - | - | - | - |
| 25 | 7.3634 | 7.6421 | 7.6825 | 7.6088 | - | - | - | - | - | - | - | - |
| 26 | 7.3790 | 7.6457 | 7.6864 | 7.6232 | - | - | - | - | - | - | - | - |
| 27 | 7.3946 | 7.6494 | 7.6903 | 7.6367 | - | - | - | - | - | - | - | - |
| 28 | 7.4102 | 7.6683 | 7.6951 | 7.6446 | - | - | - | - | - | - | - | - |
| 29 | 7.4205 | 7.6773 | 7.7045 | 7.6597 | - | - | - | - | - | - | - | - |
| 30 | 7.4221 | 7.6759 | 7.7112 | 7.6645 | - | - | - | - | - | - | - | - |
| Source : Reserve Bank of India. | ||||||||||||
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