(Per cent annum)

Term to

Apr.

May

Jun.

Jul.

Aug.

Sept.

Oct.

Nov.

Dec.

Jan .

Feb.

Mar.

Maturity

(in years)

1

2

3

4

5

6

7

8

9

10

11

12

13

1996-97

1

-

12.5116

12.3013

11.7813

11.2459

12.7253

10.7676

10.0719

10.9660

9.5630

10.3196

    10.6043

2

13.3595

13.2428

13.2418

12.6790

13.3094

12.6929

12.2786

11.8770

12.1292

12.0447

11.8339

12.3681

3

13.5032

13.3846

13.6404

13.4402

13.3336

13.5367

13.1755

12.9426

13.2821

12.8575

12.8767

12.7142

4

13.6468

13.5265

13.7068

13.4112

13.4080

13.9926

13.4649

13.4790

13.5149

13.1036

13.2988

13.1088

5

13.7882

13.6683

13.7209

13.4248

13.4764

13.5850

13.5330

13.5228

13.3841

13.0089

13.1688

12.9672

6

13.9088

13.8053

13.7476

13.5184

13.5448

13.8753

13.4976

13.5866

13.3039

13.1519

13.1668

13.1865

7

14.0295

13.8439

13.8578

13.6120

13.6132

13.9824

13.6414

13.6504

13.4161

13.2789

13.2501

13.3998

8

14.1253

13.8821

13.9361

13.6809

13.6958

13.9081

13.5921

13.6486

13.5284

13.4060

13.3333

13.4423

9

14.0049

13.9186

13.9253

13.7044

13.7966

13.6622

13.5391

13.6169

13.6406

13.5330

13.3863

13.4832

10

-

13.9551

-

-

13.8973

-

13.6710

13.6601

13.7528

13.6600

13.4275

13.4328

1997-98

1

9.8642

9.9835

9.2531

8.1943

9.4734

9.3400

8.3299

8.3374

9.3703

13.0070

12.0589

10.4957

2

10.2869

11.4614

10.3404

9.3493

10.1754

10.2175

9.1175

9.1783

9.9188

11.8652

11.9839

10.8007

3

11.1641

12.0987

11.3818

10.3631

10.8338

10.7106

9.7063

9.8175

10.3577

11.8042

12.0203

11.0416

4

11.6542

12.2109

11.7997

10.6844

11.1248

11.1411

9.9875

10.1053

10.6120

12.4848

12.3149

11.2848

5

12.1444

12.5549

12.1197

10.9807

11.2374

11.3291

10.3129

10.3440

10.7750

12.8597

12.3937

11.4836

6

12.3643

12.5806

12.3356

11.2271

11.1963

11.4589

10.4635

10.6075

10.8766

12.9573

12.4402

11.6818

7

12.5503

12.6176

12.4828

11.4241

11.2820

11.6025

10.5881

10.8024

10.9425

13.0549

12.4866

11.9926

8

12.6552

12.7031

12.5303

11.6107

11.2014

11.6770

10.6949

10.8925

10.9921

13.1525

12.5330

12.0163

9

12.7600

12.7886

12.5581

11.6520

11.3906

11.7314

10.8020

10.9308

11.0747

13.2501

12.5795

12.0847

10

12.8648

12.8741

12.5858

11.6555

11.5798

11.8622

10.8648

10.9653

11.1751

13.3477

12.6259

12.1175

1998-99

1

8.6670

10.9301

10.2601

9.9241

10.0718

10.9511

10.8969

10.7167

10.8064

10.6519

10.9400

10.6531

2

9.8617

11.2938

11.0929

11.1796

11.0393

11.4683

11.4981

11.3864

11.3685

11.2816

11.3115

11.0261

3

10.4726

11.4221

11.3782

11.5195

11.5416

11.6188

11.6549

11.5748

11.5631

11.5068

11.5751

11.1969

4

10.7983

11.5495

11.5893

11.7368

11.6494

11.7402

11.8131

11.6800

11.6879

11.6533

11.7407

11.3513

5

11.0643

11.6593

11.7349

11.8632

11.7601

11.8634

11.9407

11.8163

11.8300

11.8047

11.8819

11.5543

6

11.4256

11.7691

11.8097

11.9369

11.9157

11.9900

12.0305

11.9913

11.9770

11.9553

11.9746

11.6809

7

11.5509

11.8789

11.8844

12.0167

11.9157

12.1736

12.0958

12.1000

12.0675

12.0580

12.0636

11.7484

8

11.6760

11.9635

11.9591

12.0964

12.0357

12.3045

12.1610

12.1603

12.1304

12.1252

12.1526

11.8444

9

11.7977

12.0474

12.0339

12.1621

12.1048

12.2883

12.2263

12.1913

12.1815

12.1829

12.2416

11.9456

10

11.9194

12.1312

12.1086

12.1923

12.2001

12.2720

12.2947

12.2221

12.2326

12.2489

12.3306

12.0324

1999-00

1

10.4715

10.5796

10.4013

10.2791

10.2891

10.5236

10.4471

10.3921

10.0945

9.9931

9.5702

10.3864

2

10.8072

10.9251

10.9291

10.5781

10.4617

10.6204

10.6254

10.5177

10.2508

10.1234

9.6247

10.2892

3

10.9952

11.0970

11.0444

10.8920

10.6279

10.7320

10.7296

10.6455

10.3975

10.2212

9.7504

10.3543

4

11.1609

11.2140

11.1805

11.0021

11.8359

10.8784

10.8597

10.7694

10.6002

10.3295

9.8761

10.3719

5

11.3116

11.3104

11.3725

11.1885

10.9986

10.9764

10.9656

10.8670

10.7080

10.4269

9.9944

10.4486

6

11.4376

11.3446

11.4635

11.2884

11.0617

11.0614

11.0754

10.9554

10.8227

10.5367

10.1232

10.5459

7

11.6127

11.4767

11.5811

11.3912

11.2364

11.2103

11.2305

11.0797

10.9371

10.6171

10.2191

10.6251

8

11.7903

11.6234

11.7110

11.4932

11.3718

11.3327

11.3622

11.1967

11.0405

10.6963

10.3253

10.7286

9

11.8392

11.6692

11.7798

11.5808

11.5071

11.4573

11.4763

11.3338

11.1655

10.8145

10.3882

10.8073

10

11.8903

11.7293

11.8620

11.7061

11.6356

11.5811

11.5924

11.4341

11.2471

10.9434

10.4416

10.8663

11

11.9718

11.8462

11.9676

11.8369

11.7373

11.6939

11.6973

11.5311

11.3304

11.0255

10.5046

10.8766

12

12.0484

11.9210

12.0367

11.9299

11.8052

11.7565

11.7597

11.5829

11.3767

11.0730

10.5556

10.6535

13

12.1251

12.0067

12.0980

11.9902

11.8576

11.8080

11.8093

11.6246

11.4196

11.1206

10.6266

10.8758

14

12.2017

12.0923

12.1593

12.0505

11.9092

11.8570

11.8552

11.6611

11.4416

11.1552

10.6853

11.0212

15

-

12.1552

12.2091

12.1009

11.9333

11.8799

11.8857

11.6844

11.4265

11.1713

10.7316

11.0986

16

-

12.2116

12.2570

12.1507

11.9575

11.9029

11.9162

11.7257

11.4588

11.2111

10.7488

11.0191

17

-

12.2680

12.3049

12.1988

11.9816

11.9266

11.9467

11.7608

11.5232

11.2471

10.7651

11.0322

18

-

12.3245

12.3528

12.2261

12.0057

11.9525

11.9772

11.7867

11.5876

11.2699

10.7853

11.0884

19

-

12.3809

12.4007

12.2534

12.0299

11.9785

12.0077

11.8126

11.6520

11.2928

10.8051

11.1446

  (Per cent annum)

Term to

Apr .

May

Jun.

Jul.

Aug.

Sept.

Oct.

Nov.

Dec.

Jan .

Feb.

Mar.

Maturity

(in years)

1

2

3

4

5

6

7

8

9

10

11

12

13

2000-01

1

9.3755

9.5138

9.8548

10.0923

10.8133

10.6022

10.3377

10.1831

10.1010

9.6001

8.9643

    9.1418

2

9.4320

9.5450

9.8789

10.4529

10.7744

10.6567

10.4756

10.2801

10.1693

9.5784

9.1594

9.1014

3

9.5812

9.6928

10.0257

10.6256

10.8153

10.8076

10.6131

10.4031

10.2352

9.6841

9.1296

9.2074

4

9.7377

9.8390

10.1439

10.7602

10.9768

10.8413

10.7088

10.5165

10.3341

9.7905

9.2825

9.3839

5

9.8333

9.9152

10.3225

10.8628

11.0275

10.9741

10.8299

10.6582

10.4468

10.0015

9.4739

9.6134

6

9.9678

10.1730

10.5277

11.0000

11.0881

11.1403

11.0428

10.8618

10.5579

10.1177

9.6253

9.7966

7

10.0547

10.3700

10.7295

11.0790

11.2499

11.3065

11.2726

11.0249

10.6509

10.1806

9.6839

9.8594

8

10.1706

10.5242

10.8582

11.1603

11.2869

11.4727

11.3978

11.1691

10.7647

10.3097

9.9226

10.2819

9

10.2875

10.6901

10.9916

11.2368

11.3292

11.6389

11.5101

11.3068

10.8655

10.4024

9.9388

10.1797

10

10.3663

10.8186

11.1004

11.3000

11.3715

11.8051

11.6078

11.4009

10.9359

10.4842

10.0447

10.2737

11

10.4747

10.9468

11.1668

11.2705

11.4138

-

11.6635

11.4996

11.0139

10.5662

10.1931

10.4320

12

10.5253

10.9944

11.1805

11.2466

11.4561

-

11.7192

11.5712

11.1315

10.6711

10.3621

10.5592

13

10.5759

11.0420

11.1941

11.4169

11.4984

-

-

11.6035

11.2230

10.7617

10.5189

10.7044

14

10.6178

11.0896

11.2325

11.3539

11.5407

-

-

11.6106

11.2986

10.7409

10.5110

10.8495

15

10.6504

11.1211

11.2542

11.3511

11.5830

-

-

11.6176

11.3741

10.8555

10.6031

10.8760

16

10.6820

11.1394

11.2635

11.3790

-

-

-

-

-

10.9715

10.7234

10.8378

17

10.6943

11.1578

11.2711

11.4068

-

-

-

-

-

11.0169

10.7739

10.7997

18

10.7023

11.1762

11.2787

11.4347

-

-

-

-

-

11.0624

10.7617

10.7615

19

10.7139

11.1946

11.2436

11.3143

-

-

-

-

-

-

10.5745

10.7233

2001-02

1

8.8520

8.4269

7.8907

7.3215

7.0940

7.3057

.

.

.

2

8.9162

8.5333

8.0379

7.4830

7.1768

7.3575

.

.

.

3

9.1461

8.7375

8.1680

7.6466

7.2996

7.4362

.

.

.

4

9.2874

8.8082

8.2306

7.8085

7.4389

7.5441

.

.

.

5

9.4013

8.9023

8.4722

8.0661

7.6313

7.8139

.

.

.

6

9.5990

9.1745

8.7424

8.3187

8.1450

8.1767

.

.

.

7

9.7182

9.3619

8.9387

8.5559

8.2842

8.4738

.

.

.

8

9.8500

9.4940

9.1248

8.8641

8.6253

9.0494

.

.

.

9

9.9915

9.6073

9.3088

9.1765

8.9530

9.1051

.

.

.

10

10.0779

9.7149

9.4551

9.2609

9.1394

9.1468

.

.

.

11

10.1839

9.7623

9.5826

9.5452

9.2887

9.2861

.

.

.

12

10.4906

9.7554

9.6365

9.6495

9.4320

9.4921

.

.

.

13

10.6020

9.8950

9.6870

9.7600

9.5685

9.7135

.

.

.

14

10.4797

10.0263

9.8164

9.9472

9.7025

9.8304

.

.

.

15

10.5687

10.0610

9.8182

9.9845

9.7786

9.9047

.

.

.

16

10.5192

10.0784

9.7908

10.0177

9.8156

9.9822

.

.

.

17

10.4134

10.0997

9.7863

10.0509

9.8349

10.0596

.

.

.

18

10.5080

10.1621

9.8959

10.0841

9.8268

10.0442

.

.

.

19

10.6027

10.2219

10.0056

10.1173

9.9334

10.0120

.

.

.

20

-

10.1284

10.1153

9.9449

9.9425

9.9206

.

.

.