Table 179 : 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 18, 2020
Table 179 : 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 |
| 2017-18 | ||||||||||||
| 1 | 6.7619 | 6.5517 | 6.5393 | 6.4633 | 6.2671 | 6.3207 | 6.3573 | 6.3744 | 6.4822 | 6.7115 | 6.8803 | 6.5524 |
| 2 | 6.7720 | 6.5684 | 6.5993 | 6.5323 | 6.4633 | 6.5900 | 6.5513 | 6.8109 | 6.7541 | 7.0887 | 7.0067 | 6.8035 |
| 3 | 6.9147 | 6.7720 | 6.5753 | 6.5098 | 6.4642 | 6.6432 | 6.6918 | 6.6052 | 6.9543 | 7.2739 | 7.3909 | 7.0897 |
| 4 | 7.0615 | 6.8441 | 6.7466 | 6.6990 | 6.5998 | 6.8063 | 6.6426 | 6.8054 | 7.0325 | 7.4831 | 7.5699 | 7.2776 |
| 5 | 6.8882 | 6.9098 | 6.5747 | 6.7000 | 6.6829 | 6.7515 | 6.7409 | 7.0036 | 7.1024 | 7.4329 | 7.5777 | 7.4103 |
| 6 | 7.1106 | 7.1275 | 6.8302 | 6.7703 | 6.6143 | 6.9795 | 7.0123 | 7.0152 | 7.2541 | 7.5401 | 7.6745 | 7.5261 |
| 7 | 7.1564 | 7.0629 | 6.9316 | 6.9313 | 6.8700 | 6.9712 | 7.0190 | 7.2027 | 7.3107 | 7.6118 | 7.6714 | 7.5255 |
| 8 | 6.9298 | 6.9372 | 6.8464 | 7.0226 | 6.9662 | 6.8721 | 7.2133 | 7.1455 | 7.3365 | 7.5978 | 7.9125 | 7.6835 |
| 9 | 6.9088 | 6.6957 | 6.7256 | 6.7126 | 6.6826 | 6.8017 | 6.9875 | 7.0232 | 7.2598 | 7.5059 | 7.8111 | 7.5682 |
| 10 | 7.2155 | 6.5111 | 6.5899 | 6.5521 | 6.5426 | 6.8192 | 7.0257 | 7.2457 | 7.5236 | 7.3682 | 7.7024 | 7.4205 |
| 11 | 7.4933 | 7.2536 | 7.0005 | 7.0059 | 7.0232 | 7.0467 | 7.2035 | 7.2932 | 7.2214 | 7.3297 | 7.7404 | 7.6660 |
| 12 | 7.0821 | 6.8402 | 6.6994 | 6.6443 | 6.7640 | 6.8068 | 7.0569 | 7.4460 | 7.2265 | 7.7682 | 7.8964 | 7.8080 |
| 13 | 7.4011 | 7.1025 | 7.0257 | 7.1356 | 7.3547 | 7.0958 | 7.1697 | 7.3896 | 7.5807 | 7.6265 | 7.9060 | 7.6354 |
| 14 | 7.6015 | 7.3618 | 7.1570 | 7.3260 | 7.1360 | 6.9215 | 7.1684 | 7.1024 | 7.5593 | 7.8134 | 8.0362 | 7.5984 |
| 15 | 7.5893 | 7.1548 | 7.0237 | 7.0646 | 6.8847 | 7.1550 | 7.2286 | 7.1532 | 7.6018 | 8.0415 | 8.0015 | 7.7141 |
| 16 | 7.3825 | 7.0560 | 6.9113 | 6.8900 | 6.9099 | 7.2540 | 7.2888 | 7.1860 | 7.6548 | 7.8897 | 8.0228 | 7.6968 |
| 17 | 7.4921 | 7.4800 | 7.1215 | 6.9922 | 7.0237 | 7.3121 | 7.5180 | 7.4563 | 7.7520 | 7.7839 | 7.9852 | 7.6570 |
| 18 | 7.6087 | 7.3051 | 7.0322 | 7.1865 | 7.0559 | 7.2805 | 7.4272 | 7.5278 | 7.8015 | 7.7742 | 7.9848 | 7.6494 |
| 19 | 7.6282 | 7.5270 | 7.0304 | 6.9922 | 7.0440 | 7.3186 | 7.4341 | 7.5602 | 7.8249 | 7.8074 | 7.9954 | 7.6418 |
| 20 | 7.6476 | 7.4056 | 7.0286 | 6.9351 | 7.0320 | 7.3300 | 7.4410 | 7.5707 | 7.8482 | 7.8121 | 7.9945 | 7.6341 |
| 21 | 7.6671 | 7.4538 | 7.0269 | 7.0437 | 7.0200 | 7.2016 | 7.4480 | 7.5812 | 7.8716 | 7.8168 | 7.9859 | 7.6265 |
| 22 | 7.6865 | 7.5047 | 7.2689 | 7.2484 | 7.1570 | 7.1570 | 7.4549 | 7.5916 | 7.7985 | 7.8216 | 7.9955 | 7.6189 |
| 23 | 7.7060 | 7.5642 | 7.3225 | 7.2057 | 7.2569 | 7.1370 | 7.4619 | 7.6397 | 7.7665 | 7.8025 | 7.9860 | 7.7032 |
| 24 | 7.7254 | 7.6237 | 7.3762 | 7.2149 | 7.3026 | 7.2016 | 7.4688 | 7.6853 | 7.7642 | 7.7987 | 8.0152 | 7.6776 |
| 25 | 7.7448 | 7.6832 | 7.2570 | 7.2241 | 7.2338 | 7.3472 | 7.4757 | 7.5999 | 7.7620 | 7.7973 | 8.0701 | 7.6903 |
| 26 | 7.6073 | 7.5134 | 7.2013 | 7.1572 | 7.2973 | 7.3082 | 7.4827 | 7.6289 | 7.7597 | 7.7959 | 7.9870 | 7.6737 |
| 27 | 7.5714 | 7.4332 | 7.1833 | 7.1882 | 7.2204 | 7.2987 | 7.4570 | 7.5814 | 7.7288 | 7.7937 | 7.9805 | 7.6342 |
| 28 | 7.5592 | 7.4293 | 7.1437 | 7.0223 | 7.1008 | 7.2522 | 7.3880 | 7.4075 | 7.5983 | 7.7271 | 7.9298 | 7.6602 |
| 29 | 7.3812 | 7.2869 | 7.0677 | 6.9585 | 7.0453 | 7.2287 | 7.3355 | 7.4642 | 7.6103 | 7.7174 | 7.9008 | 7.6616 |
| 30 | 7.4716 | 7.3913 | 7.1122 | 7.0800 | 7.1588 | 7.2856 | - | 7.4622 | 7.6053 | 7.7078 | 7.8717 | 7.6631 |
| 2018-19 | ||||||||||||
| 1 | 7.1106 | 7.0570 | 7.2012 | 7.2655 | 7.4005 | 7.6722 | 7.4733 | 7.1888 | 6.7631 | 6.7788 | 6.5456 | 6.3670 |
| 2 | 7.4387 | 7.4687 | 7.6360 | 7.5699 | 7.7289 | 7.9050 | 7.6455 | 7.2999 | 6.9663 | 6.9083 | 6.7250 | 6.5339 |
| 3 | 7.6059 | 7.8441 | 7.7860 | 7.7014 | 7.8913 | 8.0066 | 7.6610 | 7.3835 | 7.1294 | 7.0439 | 6.8675 | 6.6634 |
| 4 | 7.7892 | 7.8770 | 7.9517 | 7.7963 | 7.9701 | 8.0246 | 7.7445 | 7.4688 | 7.1765 | 7.1750 | 7.0340 | 6.7093 |
| 5 | 7.7409 | 8.0141 | 8.0124 | 8.0071 | 8.0272 | 8.1519 | 7.8443 | 7.4882 | 7.2406 | 7.2563 | 7.1937 | 6.9650 |
| 6 | 7.9217 | 8.0499 | 8.0630 | 7.9652 | 8.0576 | 8.1576 | 7.8582 | 7.5564 | 7.3223 | 7.3533 | 7.3358 | 7.1793 |
| 7 | 7.8992 | 8.0466 | 8.1861 | 8.0326 | 8.0830 | 8.1383 | 7.8879 | 7.5786 | 7.3800 | 7.4467 | 7.4718 | 7.3364 |
| 8 | 7.9161 | 8.0911 | 8.1157 | 8.0802 | 8.1101 | 8.1513 | 7.9146 | 7.6457 | 7.4374 | 7.4784 | 7.5616 | 7.4746 |
| 9 | 7.8795 | 7.8795 | 7.9985 | 7.8466 | 7.9980 | 8.0652 | 7.8805 | 7.6152 | 7.3574 | 7.4954 | 7.6110 | 7.4346 |
| 10 | 7.8013 | 7.9322 | 7.9955 | 7.7412 | 8.0122 | 8.0126 | 7.8403 | 7.6881 | 7.4371 | 7.2860 | 7.4549 | 7.3701 |
| 11 | 7.9985 | 8.1237 | 8.1870 | 7.8854 | 8.1159 | 8.0265 | 7.8257 | 7.7349 | 7.5210 | 7.5037 | 7.6215 | 7.5622 |
| 12 | 8.0502 | 8.0524 | 8.1257 | 7.9441 | 8.1580 | 8.0565 | 7.8410 | 7.7269 | 7.5399 | 7.6635 | 7.7234 | 7.5850 |
| 13 | 8.0136 | 8.0012 | 7.9549 | 7.9855 | 8.1240 | 8.1039 | 7.9198 | 7.7186 | 7.5304 | 7.6359 | 7.8006 | 7.5996 |
| 14 | 7.9516 | 8.0348 | 8.1731 | 7.9875 | 8.1896 | 8.1892 | 8.0809 | 7.7611 | 7.5436 | 7.6576 | 7.8254 | 7.6114 |
| 15 | 7.9498 | 8.0400 | 8.1386 | 8.0248 | 8.2601 | 8.2698 | 8.1187 | 7.7881 | 7.5632 | 7.6682 | 7.8233 | 7.6245 |
| 16 | 7.9480 | 8.0452 | 8.1349 | 8.0870 | 8.2725 | 8.2994 | 8.1787 | 7.7820 | 7.5777 | 7.6761 | 7.8310 | 7.6343 |
| 17 | 7.9462 | 8.0890 | 8.1101 | 8.0864 | 8.2639 | 8.3169 | 8.1922 | 7.7860 | 7.5809 | 7.6561 | 7.8543 | 7.6378 |
| 18 | 7.9444 | 8.1024 | 8.1475 | 8.1482 | 8.2638 | 8.3243 | 8.1981 | 7.8109 | 7.5858 | 7.6531 | 7.8486 | 7.6364 |
| 19 | 7.9426 | 8.1058 | 8.1508 | 8.1491 | 8.2640 | 8.3213 | 8.2041 | 7.8207 | 7.5879 | 7.6647 | 7.8429 | 7.6349 |
| 20 | 7.9408 | 8.1092 | 8.1542 | 8.1499 | 8.2641 | 8.3183 | 8.2100 | 7.8304 | 7.5900 | 7.6764 | 7.8372 | 7.6335 |
| 21 | 7.9390 | 8.1126 | 8.1575 | 8.1507 | 8.2642 | 8.3154 | 8.2159 | 7.8402 | 7.5921 | 7.6880 | 7.8314 | 7.6321 |
| 22 | 7.9372 | 8.1160 | 8.1609 | 8.1515 | 8.2644 | 8.3124 | 8.2218 | 7.8499 | 7.5941 | 7.6985 | 7.8229 | 7.6306 |
| 23 | 7.9354 | 8.1193 | 8.1642 | 8.1523 | 8.2645 | 8.3095 | 8.2277 | 7.8597 | 7.5962 | 7.7064 | 7.8129 | 7.6292 |
| 24 | 7.9336 | 8.1227 | 8.1675 | 8.1194 | 8.2693 | 8.3065 | 8.2198 | 7.8517 | 7.5986 | 7.7029 | 7.8029 | 7.6277 |
| 25 | 7.9318 | 8.1261 | 8.0851 | 8.1783 | 8.2760 | 8.3035 | 8.2102 | 7.8469 | 7.6010 | 7.6994 | 7.7929 | 7.6263 |
| 26 | 7.9300 | 8.1295 | 8.0604 | 8.1075 | 8.2557 | 8.3006 | 8.2005 | 7.8425 | 7.6035 | 7.6963 | 7.7862 | 7.6256 |
| 27 | 7.9282 | 8.1329 | 8.1384 | 8.0865 | 8.2434 | 8.2780 | 8.1949 | 7.8457 | 7.6090 | 7.6921 | 7.7839 | 7.6101 |
| 28 | 7.9264 | 8.1362 | 8.0062 | 8.0984 | 8.2382 | 8.2502 | 8.1896 | 7.8567 | 7.6138 | 7.6859 | 7.7789 | 7.5996 |
| 29 | 7.9246 | 8.1396 | 8.0583 | 8.0654 | 8.2373 | 8.2564 | 8.1844 | 7.8556 | 7.6066 | 7.6796 | 7.7740 | 7.6005 |
| 30 | 7.9228 | 8.1430 | 8.0586 | 8.0457 | 8.2369 | 8.2627 | 8.1792 | 7.8545 | 7.5993 | 7.6734 | 7.7690 | 7.6013 |
| (Continued) | ||||||||||||
| TABLE 179 : 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 |
| 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 | - | - | - | - | - | - | - | - |
| 2 | 4.3238 | 4.1219 | 4.1069 | 4.1921 | - | - | - | - | - | - | - | - |
| 3 | 4.7498 | 4.6789 | 4.5130 | 4.6138 | - | - | - | - | - | - | - | - |
| 4 | 5.2978 | 5.1202 | 4.8924 | 4.8903 | - | - | - | - | - | - | - | - |
| 5 | 5.7410 | 5.4678 | 5.3284 | 5.1293 | - | - | - | - | - | - | - | - |
| 6 | 5.8092 | 5.7173 | 5.5893 | 5.6203 | - | - | - | - | - | - | - | - |
| 7 | 6.1309 | 5.9689 | 5.8937 | 5.8029 | - | - | - | - | - | - | - | - |
| 8 | 6.2493 | 6.1538 | 6.0789 | 6.1921 | - | - | - | - | - | - | - | - |
| 9 | 5.9973 | 6.1200 | 6.0563 | 6.1028 | - | - | - | - | - | - | - | - |
| 10 | 6.5494 | 5.7724 | 5.9810 | 5.6933 | - | - | - | - | - | - | - | - |
| 11 | 6.5294 | 6.0346 | 6.2012 | 6.1980 | - | - | - | - | - | - | - | - |
| 12 | 6.5974 | 6.4043 | 6.5470 | 6.4227 | - | - | - | - | - | - | - | - |
| 13 | 6.5310 | 6.3107 | 6.3492 | 6.3192 | - | - | - | - | - | - | - | - |
| 14 | 6.5694 | 6.2032 | 6.3163 | 6.2547 | - | - | - | - | - | - | - | - |
| 15 | 6.6124 | 6.3564 | 6.5129 | 6.4193 | - | - | - | - | - | - | - | - |
| 16 | 6.6398 | 6.5098 | 6.5821 | 6.5505 | - | - | - | - | - | - | - | - |
| 17 | 6.6652 | 6.5346 | 6.5233 | 6.4920 | - | - | - | - | - | - | - | - |
| 18 | 6.6974 | 6.5125 | 6.5003 | 6.4934 | - | - | - | - | - | - | - | - |
| 19 | 6.7046 | 6.4765 | 6.5137 | 6.4324 | - | - | - | - | - | - | - | - |
| 20 | 6.7147 | 6.4654 | 6.5678 | 6.2213 | - | - | - | - | - | - | - | - |
| 21 | 6.7216 | 6.4456 | 6.6200 | 6.4081 | - | - | - | - | - | - | - | - |
| 22 | 6.7035 | 6.4923 | 6.6445 | 6.2935 | - | - | - | - | - | - | - | - |
| 23 | 6.7087 | 6.5178 | 6.7005 | 6.2320 | - | - | - | - | - | - | - | - |
| 24 | 6.6964 | 6.5564 | 6.6784 | 6.4398 | - | - | - | - | - | - | - | - |
| 25 | 6.6753 | 6.5873 | 6.6258 | 6.4526 | - | - | - | - | - | - | - | - |
| 26 | 6.6468 | 6.6176 | 6.5923 | 6.2812 | - | - | - | - | - | - | - | - |
| 27 | 6.6479 | 6.6063 | 6.5895 | 6.3121 | - | - | - | - | - | - | - | - |
| 28 | 6.6064 | 6.6399 | 6.5657 | 6.4287 | - | - | - | - | - | - | - | - |
| 29 | 6.6049 | 6.6330 | 6.5534 | 6.4299 | - | - | - | - | - | - | - | - |
| 30 | 6.5673 | 6.6050 | 6.5445 | 6.3902 | - | - | - | - | - | - | - | - |
| Source : Reserve Bank of India. | ||||||||||||
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