Table 180 : 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, 2023
Table 180 : 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 |
| 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 |
| 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 |
| (Continued) | ||||||||||||
| TABLE 180 : 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 |
| 2022-23 | ||||||||||||
| 1 | 4.8529 | 6.0761 | 6.3048 | 6.2182 | 6.3447 | 6.8214 | 6.8273 | 6.8638 | 6.7763 | 6.9808 | 7.3210 | 7.1926 |
| 2 | 5.7029 | 6.6871 | 6.6762 | 6.5903 | 6.6248 | 6.8205 | 7.0369 | 7.0022 | 7.0044 | 7.0442 | 7.3347 | 7.0666 |
| 3 | 6.1681 | 6.9433 | 6.9625 | 6.7686 | 6.8218 | 7.0131 | 7.2259 | 7.0556 | 7.0966 | 7.1178 | 7.3843 | 7.1504 |
| 4 | 6.4988 | 7.0904 | 7.1580 | 6.9293 | 6.9384 | 7.2112 | 7.2914 | 7.1560 | 7.2036 | 7.1841 | 7.4169 | 7.1720 |
| 5 | 6.8279 | 7.2535 | 7.2400 | 7.1448 | 7.0440 | 7.2937 | 7.4754 | 7.1801 | 7.2692 | 7.3318 | 7.4198 | 7.1813 |
| 6 | 6.9610 | 7.3113 | 7.3200 | 7.1829 | 7.0905 | 7.3478 | 7.5910 | 7.2503 | 7.3110 | 7.3628 | 7.4160 | 7.2128 |
| 7 | 7.0823 | 7.3258 | 7.3682 | 7.2221 | 7.1385 | 7.3664 | 7.4305 | 7.2761 | 7.3111 | 7.3404 | 7.4116 | 7.2342 |
| 8 | 7.1011 | 7.3805 | 7.4149 | 7.2557 | 7.1628 | 7.3736 | 7.4452 | 7.2843 | 7.3248 | 7.3548 | 7.4436 | 7.2825 |
| 9 | 7.1274 | 7.4191 | 7.4300 | 7.2805 | 7.1818 | 7.3842 | 7.4515 | 7.2888 | 7.3352 | 7.3823 | 7.4466 | 7.3227 |
| 10 | 7.1769 | 7.4761 | 7.3776 | 7.4239 | 7.2079 | 7.4558 | 7.4402 | 7.3104 | 7.3310 | 7.3781 | 7.4412 | 7.3433 |
| 11 | 7.2578 | 7.5178 | 7.2617 | 7.4214 | 7.2902 | 7.5170 | 7.4588 | 7.3922 | 7.3551 | 7.4106 | 7.4366 | 7.3999 |
| 12 | 7.2842 | 7.5466 | 7.3880 | 7.4217 | 7.2571 | 7.5385 | 7.4912 | 7.3714 | 7.3791 | 7.4400 | 7.4518 | 7.3409 |
| 13 | 7.3057 | 7.5770 | 7.5420 | 7.4756 | 7.2836 | 7.4798 | 7.5211 | 7.3670 | 7.4031 | 7.4491 | 7.4678 | 7.3548 |
| 14 | 7.3012 | 7.5529 | 7.5758 | 7.5219 | 7.4118 | 7.4651 | 7.5238 | 7.3910 | 7.4240 | 7.4551 | 7.4797 | 7.3579 |
| 15 | 7.2974 | 7.5581 | 7.5985 | 7.5290 | 7.5612 | 7.4679 | 7.5236 | 7.3893 | 7.4303 | 7.4602 | 7.4725 | 7.3531 |
| 16 | 7.3057 | 7.5652 | 7.6212 | 7.5360 | 7.5523 | 7.4706 | 7.5234 | 7.3876 | 7.4367 | 7.4654 | 7.4653 | 7.3597 |
| 17 | 7.3141 | 7.5724 | 7.6440 | 7.5430 | 7.4732 | 7.4734 | 7.5232 | 7.3859 | 7.4431 | 7.4705 | 7.4582 | 7.4128 |
| 18 | 7.3224 | 7.5795 | 7.6667 | 7.5521 | 7.4152 | 7.4755 | 7.5231 | 7.3842 | 7.4454 | 7.4756 | 7.4510 | 7.4147 |
| 19 | 7.3240 | 7.5867 | 7.6588 | 7.5871 | 7.4840 | 7.4755 | 7.5229 | 7.3825 | 7.4435 | 7.4782 | 7.4438 | 7.3990 |
| 20 | 7.3263 | 7.5938 | 7.6507 | 7.5906 | 7.4776 | 7.4755 | 7.5227 | 7.3807 | 7.4416 | 7.4649 | 7.4366 | 7.3834 |
| 21 | 7.3153 | 7.6010 | 7.6426 | 7.5756 | 7.5341 | 7.4755 | 7.5225 | 7.3901 | 7.4396 | 7.4516 | 7.4325 | 7.3782 |
| 22 | 7.3210 | 7.6137 | 7.6512 | 7.5702 | 7.4310 | 7.4755 | 7.5268 | 7.4028 | 7.4376 | 7.4389 | 7.4337 | 7.3710 |
| 23 | 7.3742 | 7.6338 | 7.6746 | 7.5800 | 7.4599 | 7.4771 | 7.5300 | 7.4100 | 7.4351 | 7.4428 | 7.4204 | 7.3539 |
| 24 | 7.3608 | 7.6384 | 7.6785 | 7.5944 | 7.5423 | 7.4832 | 7.5304 | 7.4099 | 7.4335 | 7.4523 | 7.4181 | 7.3559 |
| 25 | 7.3634 | 7.6421 | 7.6825 | 7.6088 | 7.5498 | 7.4892 | 7.5373 | 7.4099 | 7.4319 | 7.4552 | 7.4238 | 7.3791 |
| 26 | 7.3790 | 7.6457 | 7.6864 | 7.6232 | 7.5737 | 7.4953 | 7.5441 | 7.4098 | 7.4303 | 7.4580 | 7.4295 | 7.4024 |
| 27 | 7.3946 | 7.6494 | 7.6903 | 7.6367 | 7.5952 | 7.5061 | 7.5370 | 7.4054 | 7.4299 | 7.4447 | 7.4309 | 7.3832 |
| 28 | 7.4102 | 7.6683 | 7.6951 | 7.6446 | 7.5014 | 7.5284 | 7.5134 | 7.3958 | 7.4305 | 7.4333 | 7.4308 | 7.3829 |
| 29 | 7.4205 | 7.6773 | 7.7045 | 7.6597 | 7.4825 | 7.5260 | 7.5589 | 7.3862 | 7.4321 | 7.4425 | 7.4321 | 7.3953 |
| 30 | 7.4221 | 7.6759 | 7.7112 | 7.6645 | 7.4782 | 7.5213 | 7.5651 | 7.3921 | 7.4507 | 7.4483 | 7.4254 | 7.3869 |
| 2023-24 | ||||||||||||
| 1 | 6.9889 | 6.9514 | 6.8532 | 6.8856 | - | - | - | - | - | - | - | - |
| 2 | 6.9035 | 6.8917 | 6.9822 | 7.0758 | - | - | - | - | - | - | - | - |
| 3 | 6.9607 | 6.8849 | 7.0328 | 7.1312 | - | - | - | - | - | - | - | - |
| 4 | 6.9884 | 6.9207 | 7.0727 | 7.1597 | - | - | - | - | - | - | - | - |
| 5 | 7.0261 | 6.9502 | 7.0755 | 7.1644 | - | - | - | - | - | - | - | - |
| 6 | 7.0628 | 6.9755 | 7.1001 | 7.1826 | - | - | - | - | - | - | - | - |
| 7 | 7.1103 | 6.9824 | 7.1074 | 7.1931 | - | - | - | - | - | - | - | - |
| 8 | 7.1423 | 7.0795 | 7.1409 | 7.2166 | - | - | - | - | - | - | - | - |
| 9 | 7.1517 | 7.0224 | 7.1322 | 7.1920 | - | - | - | - | - | - | - | - |
| 10 | 7.1776 | 7.0575 | 7.1268 | 7.1984 | - | - | - | - | - | - | - | - |
| 11 | 7.2014 | 7.1141 | 7.1833 | 7.2957 | - | - | - | - | - | - | - | - |
| 12 | 7.2176 | 7.0910 | 7.1898 | 7.2624 | - | - | - | - | - | - | - | - |
| 13 | 7.2257 | 7.0818 | 7.2022 | 7.2859 | - | - | - | - | - | - | - | - |
| 14 | 7.2329 | 7.1095 | 7.1994 | 7.2436 | - | - | - | - | - | - | - | - |
| 15 | 7.2556 | 7.1290 | 7.1922 | 7.3016 | - | - | - | - | - | - | - | - |
| 16 | 7.2784 | 7.1290 | 7.1850 | 7.3138 | - | - | - | - | - | - | - | - |
| 17 | 7.3012 | 7.1290 | 7.1875 | 7.3138 | - | - | - | - | - | - | - | - |
| 18 | 7.3239 | 7.1290 | 7.2125 | 7.3138 | - | - | - | - | - | - | - | - |
| 19 | 7.3237 | 7.1290 | 7.2375 | 7.3138 | - | - | - | - | - | - | - | - |
| 20 | 7.2854 | 7.1247 | 7.2525 | 7.3138 | - | - | - | - | - | - | - | - |
| 21 | 7.2568 | 7.1228 | 7.2574 | 7.3138 | - | - | - | - | - | - | - | - |
| 22 | 7.2461 | 7.1228 | 7.2625 | 7.3138 | - | - | - | - | - | - | - | - |
| 23 | 7.2354 | 7.1271 | 7.2770 | 7.2974 | - | - | - | - | - | - | - | - |
| 24 | 7.2379 | 7.1290 | 7.2915 | 7.2750 | - | - | - | - | - | - | - | - |
| 25 | 7.2510 | 7.1333 | 7.3059 | 7.3001 | - | - | - | - | - | - | - | - |
| 26 | 7.2641 | 7.1326 | 7.3205 | 7.3273 | - | - | - | - | - | - | - | - |
| 27 | 7.2590 | 7.1487 | 7.3383 | 7.2750 | - | - | - | - | - | - | - | - |
| 28 | 7.2623 | 7.1581 | 7.3446 | 7.2750 | - | - | - | - | - | - | - | - |
| 29 | 7.2672 | 7.1553 | 7.3513 | 7.3146 | - | - | - | - | - | - | - | - |
| 30 | 7.2649 | 7.1624 | 7.3607 | 7.3589 | - | - | - | - | - | - | - | - |
| Source : Reserve Bank of India. | ||||||||||||
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