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Published on September 15, 2018
Table 181 : 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 |
2015-16 | ||||||||||||
1 | 7.7254 | 7.6353 | 7.8766 | 7.5655 | 7.4290 | 7.5059 | 7.5024 | 7.5119 | 7.3575 | 7.1885 | 7.2498 | 7.1362 |
2 | 7.8430 | 7.8023 | 7.9257 | 7.8866 | 7.8305 | 7.5389 | 7.5471 | 7.5554 | 7.5433 | 7.3754 | 7.6080 | 7.3301 |
3 | 7.6957 | 7.7799 | 7.9749 | 7.8297 | 7.7964 | 7.5561 | 7.6224 | 7.7714 | 7.7033 | 7.5275 | 7.6988 | 7.3979 |
4 | 7.7893 | 7.8439 | 8.0691 | 7.9516 | 7.9220 | 7.6571 | 7.7215 | 7.9006 | 7.7172 | 7.6636 | 7.7817 | 7.4116 |
5 | 7.9082 | 7.9619 | 8.0941 | 8.0098 | 8.0307 | 7.7472 | 7.7455 | 7.8970 | 7.8737 | 7.7585 | 7.8748 | 7.6049 |
6 | 7.7611 | 8.0466 | 8.1560 | 8.0858 | 8.0084 | 7.8087 | 7.8757 | 7.9966 | 7.9550 | 7.8925 | 8.0763 | 7.7766 |
7 | 7.9189 | 7.9620 | 8.1436 | 8.0553 | 8.0034 | 7.7778 | 7.8328 | 7.7274 | 7.9694 | 7.6938 | 7.9215 | 7.6153 |
8 | 7.8914 | 7.8322 | 8.0520 | 7.8607 | 7.9085 | 7.7353 | 7.5513 | 7.6264 | 7.7474 | 7.7989 | 8.0228 | 7.7252 |
9 | 7.8755 | 7.8537 | 8.0154 | 7.9597 | 7.7613 | 7.5057 | 7.6160 | 7.7605 | 7.7771 | 7.7819 | 7.8634 | 7.6849 |
10 | 7.8904 | 7.6433 | 7.8697 | 7.8050 | 8.0541 | 7.5300 | 7.9202 | 8.0698 | 8.0940 | 7.5187 | 7.6385 | 7.4025 |
11 | 7.9030 | 7.7537 | 8.0479 | 8.0310 | 8.2104 | 7.7590 | 7.8545 | 7.9955 | 7.9969 | 7.8109 | 7.7957 | 7.8201 |
12 | 7.9167 | 8.0268 | 8.1505 | 8.0454 | 8.0270 | 7.8242 | 7.9011 | 8.0211 | 8.0510 | 8.0058 | 8.0790 | 7.8728 |
13 | 7.8892 | 7.7966 | 8.0823 | 7.9647 | 7.9000 | 7.6780 | 7.8525 | 7.8473 | 7.8892 | 7.7907 | 7.9174 | 7.7061 |
14 | 7.9010 | 7.7689 | 8.0478 | 7.9208 | 7.8402 | 7.6136 | 7.8881 | 8.0307 | 8.0380 | 8.0474 | 8.0967 | 7.9684 |
15 | 7.9483 | 7.8395 | 8.0968 | 7.9968 | 7.9627 | 7.7288 | 7.8720 | 8.0470 | 8.1758 | 8.1821 | 8.2981 | 7.9198 |
16 | 7.8576 | 7.9574 | 8.1437 | 8.0300 | 7.9992 | 7.8112 | 7.8980 | 8.0162 | 8.0483 | 8.2457 | 8.3662 | 7.9467 |
17 | 7.8982 | 7.9342 | 8.1213 | 7.9966 | 7.9802 | 7.8060 | 7.8576 | 8.0158 | 8.1137 | 8.2593 | 8.3099 | 7.9686 |
18 | 7.8679 | 7.9532 | 8.1919 | 8.0692 | 7.9613 | 7.7822 | 7.8588 | 7.9235 | 7.9873 | 8.1194 | 8.2073 | 7.8216 |
19 | 7.8849 | 7.9903 | 8.2177 | 8.0601 | 8.0487 | 7.8042 | 7.8743 | 7.8442 | 7.8848 | 8.0513 | 8.3729 | 7.8930 |
20 | 7.8871 | 7.9944 | 8.2297 | 8.0596 | 8.0523 | 7.8441 | 7.9684 | 8.0383 | 8.1928 | 8.2666 | 8.3258 | 7.8086 |
21 | 7.8894 | 7.9985 | 8.1731 | 8.0592 | 8.0559 | 7.8685 | 7.8903 | 8.0554 | 8.1265 | 8.2931 | 8.3228 | 7.8283 |
22 | 7.9250 | 8.0026 | 8.1642 | 8.0588 | 8.0595 | 7.8747 | 7.8917 | 8.0724 | 8.1293 | 8.3196 | 8.3199 | 7.8181 |
23 | 7.9333 | 8.0067 | 8.1553 | 8.0584 | 8.0631 | 7.8809 | 7.8931 | 8.0894 | 8.1320 | 8.3461 | 8.3169 | 7.8165 |
24 | 7.9416 | 8.0108 | 8.1463 | 8.0579 | 8.0667 | 7.8871 | 7.8945 | 8.1064 | 8.1347 | 8.3726 | 8.3140 | 7.8776 |
25 | 7.9498 | 8.0149 | 8.1374 | 8.0575 | 8.0703 | 7.8812 | 7.8959 | 8.0211 | 8.1240 | 8.3990 | 8.3258 | 8.0073 |
26 | 8.0108 | 8.0320 | 8.2715 | 8.0571 | 8.0739 | 7.8899 | 7.8973 | 8.0207 | 8.1237 | 8.4255 | 8.3503 | 8.0171 |
27 | 7.8583 | 7.9628 | 8.1426 | 8.0567 | 8.0685 | 7.8222 | 7.8987 | 8.0204 | 8.1234 | 8.2668 | 8.3322 | 7.9963 |
28 | 7.8102 | 8.0460 | 8.2268 | 8.1093 | 8.0768 | 7.9042 | 7.9824 | 8.0776 | 8.1934 | 8.2445 | 8.2962 | 7.9131 |
29 | 7.8854 | 7.9508 | 8.1278 | 7.9872 | 7.9531 | 7.7723 | 7.7986 | 7.9357 | 8.0210 | 8.2239 | 8.2911 | 7.9058 |
30 | - | - | 8.0998 | - | - | - | - | - | - | 8.2155 | 8.2769 | - |
2016-17 | ||||||||||||
1 | 7.0513 | 7.3289 | 7.2242 | 6.8692 | 6.8345 | 6.6719 | 6.6342 | 6.0495 | 6.2402 | 6.3029 | 6.4314 | 6.4527 |
2 | 7.3000 | 7.2344 | 7.1540 | 6.9096 | 6.9408 | 6.7425 | 6.6669 | 6.0422 | 6.3908 | 6.3807 | 6.5471 | 6.6378 |
3 | 7.3749 | 7.3414 | 7.2762 | 7.0078 | 6.9435 | 6.8132 | 6.6997 | 6.1710 | 6.4840 | 6.3365 | 6.6813 | 6.6484 |
4 | 7.4923 | 7.5717 | 7.3905 | 7.0625 | 7.0539 | 6.9004 | 6.7324 | 6.2299 | 6.6948 | 6.5721 | 6.9786 | 6.9235 |
5 | 7.4920 | 7.7368 | 7.5638 | 7.2023 | 7.1028 | 6.8255 | 6.9283 | 6.4242 | 6.7386 | 6.4905 | 6.9219 | 6.6651 |
6 | 7.7466 | 7.6088 | 7.5638 | 7.1610 | 7.1010 | 6.7125 | 6.7326 | 6.2872 | 6.2774 | 6.5785 | 7.0776 | 6.9138 |
7 | 7.5845 | 7.5849 | 7.5190 | 7.1672 | 7.0778 | 6.9396 | 6.8013 | 6.2528 | 6.7704 | 6.6802 | 7.1453 | 7.0605 |
8 | 7.7859 | 7.7723 | 7.6110 | 7.2514 | 7.1503 | 7.0565 | 6.9618 | 6.5033 | 6.8500 | 6.4941 | 7.0138 | 6.8000 |
9 | 7.2997 | 7.6276 | 7.4183 | 7.1604 | 7.0891 | 6.9383 | 6.8531 | 6.3317 | 6.3863 | 6.3916 | 6.8592 | 6.6444 |
10 | 7.8721 | 7.4650 | 7.7834 | 7.4091 | 7.1140 | 6.8096 | 6.8216 | 6.3049 | 7.1725 | 7.1485 | 7.0912 | 7.0563 |
11 | 7.7931 | 7.8043 | 7.7313 | 7.4327 | 7.2263 | 7.1787 | 7.1462 | 6.6178 | 7.1159 | 7.4972 | 7.4841 | 7.4025 |
12 | 7.5792 | 7.6400 | 7.5797 | 7.2453 | 7.0753 | 6.9716 | 7.0568 | 6.5025 | 6.8371 | 6.4394 | 7.0335 | 7.1345 |
13 | 7.7618 | 7.7715 | 7.6393 | 7.2735 | 7.0445 | 6.9577 | 7.0273 | 6.4570 | 6.8581 | 6.7492 | 7.3516 | 7.2747 |
14 | 7.9241 | 7.9384 | 7.8256 | 7.2978 | 7.1331 | 7.1036 | 7.1705 | 6.5698 | 7.2164 | 6.7661 | 7.5678 | 7.2698 |
15 | 7.8570 | 7.8653 | 7.7651 | 7.4115 | 7.2580 | 7.1552 | 7.1986 | 6.6752 | 7.2971 | 6.7767 | 7.2055 | 7.1546 |
16 | 7.8470 | 7.9065 | 7.6916 | 7.3790 | 7.2594 | 7.1009 | 7.2266 | 6.6642 | 7.3778 | 6.7873 | 7.5067 | 7.3956 |
17 | 7.8370 | 7.8631 | 7.6730 | 7.4164 | 7.2609 | 7.0681 | 7.2547 | 6.6856 | 7.0966 | 7.1066 | 7.5353 | 7.4249 |
18 | 7.7558 | 7.8541 | 7.6558 | 7.3100 | 7.2202 | 7.1352 | 7.1960 | 6.6879 | 7.1647 | 7.0487 | 7.6212 | 7.3564 |
19 | 7.7255 | 7.7409 | 7.6909 | 7.2642 | 7.2141 | 7.2186 | 7.1456 | 6.6524 | 6.8349 | 7.2080 | 7.6374 | 7.4853 |
20 | 7.9393 | 7.7653 | 7.7877 | 7.4462 | 7.2634 | 7.2303 | 7.0568 | 6.5768 | 6.7762 | 7.2426 | 7.6536 | 7.5629 |
21 | 7.9003 | 7.8764 | 7.8052 | 7.4932 | 7.2876 | 7.0690 | 6.9985 | 6.6032 | 6.7176 | 7.2549 | 7.6698 | 7.5824 |
22 | 7.9071 | 7.8768 | 7.8227 | 7.4623 | 7.2467 | 6.9852 | 7.1025 | 6.6425 | 6.6589 | 7.2672 | 7.2422 | 7.6019 |
23 | 7.9138 | 7.8772 | 7.8402 | 7.4850 | 7.3287 | 7.0985 | 7.2478 | 6.6724 | 7.3358 | 7.2795 | 7.7022 | 7.6213 |
24 | 7.9205 | 7.8776 | 7.8577 | 7.5450 | 7.2994 | 7.2775 | 7.2536 | 6.6521 | 7.4258 | 7.2918 | 7.6823 | 7.6408 |
25 | 7.9273 | 7.8780 | 7.8038 | 7.4122 | 7.2949 | 7.2893 | 7.2593 | 6.6529 | 7.5157 | 7.3042 | 7.6007 | 7.4952 |
26 | 7.9340 | 7.8784 | 7.8125 | 7.4262 | 7.2511 | 7.2096 | 7.2202 | 6.6741 | 7.6057 | 7.1894 | 7.5813 | 7.5715 |
27 | 7.8703 | 7.8788 | 7.7604 | 7.4558 | 7.2773 | 7.2270 | 7.2203 | 6.6698 | 7.1601 | 7.1668 | 7.5620 | 7.4822 |
28 | 7.8596 | 7.8792 | 7.7332 | 7.3724 | 7.2681 | 7.1465 | 7.2210 | 6.6456 | 7.1341 | 7.1719 | 7.5914 | 7.4481 |
29 | 7.8334 | 7.8214 | 7.6942 | 7.3563 | 7.2552 | 7.1499 | 7.2109 | 6.6333 | 7.0620 | 6.9371 | 7.2216 | 7.4758 |
30 | 7.8161 | 7.8187 | 7.7266 | 7.3523 | - | 7.1479 | 7.2101 | 6.6354 | 6.8640 | 7.0250 | 7.1691 | 7.4766 |
(Continued) |
TABLE 181 : 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 |
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 | - | - | - | - | - | - | - | - |
2 | 7.4387 | 7.4687 | 7.6360 | 7.5699 | - | - | - | - | - | - | - | - |
3 | 7.6059 | 7.8441 | 7.7860 | 7.7014 | - | - | - | - | - | - | - | - |
4 | 7.7892 | 7.8770 | 7.9517 | 7.7963 | - | - | - | - | - | - | - | - |
5 | 7.7409 | 8.0141 | 8.0124 | 8.0071 | - | - | - | - | - | - | - | - |
6 | 7.9217 | 8.0499 | 8.0630 | 7.9652 | - | - | - | - | - | - | - | - |
7 | 7.8992 | 8.0466 | 8.1861 | 8.0326 | - | - | - | - | - | - | - | - |
8 | 7.9161 | 8.0911 | 8.1157 | 8.0802 | - | - | - | - | - | - | - | - |
9 | 7.8795 | 7.8795 | 7.9985 | 7.8466 | - | - | - | - | - | - | - | - |
10 | 7.8013 | 7.9322 | 7.9955 | 7.7412 | - | - | - | - | - | - | - | - |
11 | 7.9985 | 8.1237 | 8.1870 | 7.8854 | - | - | - | - | - | - | - | - |
12 | 8.0502 | 8.0524 | 8.1257 | 7.9441 | - | - | - | - | - | - | - | - |
13 | 8.0136 | 8.0012 | 7.9549 | 7.9855 | - | - | - | - | - | - | - | - |
14 | 7.9516 | 8.0348 | 8.1731 | 7.9875 | - | - | - | - | - | - | - | - |
15 | 7.9498 | 8.0400 | 8.1386 | 8.0248 | - | - | - | - | - | - | - | - |
16 | 7.9480 | 8.0452 | 8.1349 | 8.0870 | - | - | - | - | - | - | - | - |
17 | 7.9462 | 8.0890 | 8.1101 | 8.0864 | - | - | - | - | - | - | - | - |
18 | 7.9444 | 8.1024 | 8.1475 | 8.1482 | - | - | - | - | - | - | - | - |
19 | 7.9426 | 8.1058 | 8.1508 | 8.1491 | - | - | - | - | - | - | - | - |
20 | 7.9408 | 8.1092 | 8.1542 | 8.1499 | - | - | - | - | - | - | - | - |
21 | 7.9390 | 8.1126 | 8.1575 | 8.1507 | - | - | - | - | - | - | - | - |
22 | 7.9372 | 8.1160 | 8.1609 | 8.1515 | - | - | - | - | - | - | - | - |
23 | 7.9354 | 8.1193 | 8.1642 | 8.1523 | - | - | - | - | - | - | - | - |
24 | 7.9336 | 8.1227 | 8.1675 | 8.1194 | - | - | - | - | - | - | - | - |
25 | 7.9318 | 8.1261 | 8.0851 | 8.1783 | - | - | - | - | - | - | - | - |
26 | 7.9300 | 8.1295 | 8.0604 | 8.1075 | - | - | - | - | - | - | - | - |
27 | 7.9282 | 8.1329 | 8.1384 | 8.0865 | - | - | - | - | - | - | - | - |
28 | 7.9264 | 8.1362 | 8.0062 | 8.0984 | - | - | - | - | - | - | - | - |
29 | 7.9246 | 8.1396 | 8.0583 | 8.0654 | - | - | - | - | - | - | - | - |
30 | 7.9228 | 8.1430 | 8.0586 | 8.0457 | - | - | - | - | - | - | - | - |
Source : Reserve Bank of India. |
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