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Published on September 16, 2016
Table 187 : 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 |
| 2013-14 | ||||||||||||
| 1 | 7.5004 | 7.1731 | 7.4594 | 9.0363 | 9.9884 | 9.0504 | 8.3443 | 8.6342 | 8.6588 | 8.9497 | 8.6780 | 8.6019 |
| 2 | 7.4794 | 7.2975 | 7.5644 | 8.9691 | 9.2407 | 8.4881 | 8.3624 | 8.4033 | 8.4736 | 8.7416 | 8.6900 | 8.5891 |
| 3 | 7.4684 | 7.3241 | 7.5561 | 8.9019 | 9.2722 | 8.6696 | 8.3806 | 8.4342 | 8.5292 | 8.6218 | 8.7902 | 8.6133 |
| 4 | 7.5412 | 7.3467 | 7.5965 | 8.8692 | 9.4065 | 8.7279 | 8.4499 | 8.5870 | 8.7080 | 8.6868 | 8.8905 | 8.7611 |
| 5 | 7.5743 | 7.2958 | 7.6416 | 9.0583 | 9.3503 | 8.8592 | 8.5790 | 8.7422 | 8.8802 | 8.8720 | 8.9834 | 8.8570 |
| 6 | 7.5935 | 7.2374 | 7.6218 | 8.8086 | 9.2964 | 8.9590 | 8.6560 | 8.8987 | 8.9713 | 9.0008 | 9.1129 | 8.9756 |
| 7 | 7.5832 | 7.3122 | 7.6832 | 8.7267 | 9.2496 | 8.9934 | 8.7122 | 8.8665 | 9.0473 | 9.0930 | 9.2235 | 9.1153 |
| 8 | 7.6419 | 7.4231 | 7.6572 | 8.7102 | 9.0908 | 9.1713 | 8.7796 | 9.0512 | 9.1660 | 9.1389 | 9.2177 | 9.0825 |
| 9 | 7.7491 | 7.4615 | 7.6249 | 8.6570 | 8.8888 | 8.9682 | 8.6640 | 9.0180 | 9.1302 | 9.1849 | 9.0491 | 8.9334 |
| 10 | 7.7879 | 7.4803 | 7.4604 | 8.2727 | 8.7830 | 8.7629 | 8.7086 | 8.7178 | 8.7689 | 8.8698 | 8.9384 | 8.8776 |
| 11 | 7.8422 | 7.5013 | 7.5464 | 8.4514 | 8.9275 | 8.9952 | 8.9677 | 8.9575 | 9.0657 | 9.0952 | 9.1812 | 9.0545 |
| 12 | 7.8230 | 7.4553 | 7.4513 | 8.6300 | 9.0719 | 9.2234 | 8.9815 | 9.1468 | 9.2308 | 9.1785 | 9.3162 | 9.1448 |
| 13 | 7.7912 | 7.4349 | 7.6548 | 8.6677 | 9.1029 | 9.1874 | 8.9454 | 9.1233 | 9.2216 | 9.2425 | 9.3070 | 9.1530 |
| 14 | 7.8257 | 7.4484 | 7.7669 | 8.6805 | 9.1259 | 9.0803 | 8.8450 | 9.0754 | 9.2158 | 9.2216 | 9.2960 | 9.1516 |
| 15 | 7.8642 | 7.4614 | 7.7896 | 8.6934 | 9.1488 | 9.0901 | 8.9124 | 9.0802 | 9.2129 | 9.2217 | 9.2829 | 9.1359 |
| 16 | 7.9027 | 7.4744 | 7.8027 | 8.7062 | 9.1718 | 9.0999 | 8.9799 | 9.0851 | 9.2100 | 9.2218 | 9.2697 | 9.1202 |
| 17 | 7.9413 | 7.4874 | 7.8157 | 8.7191 | 9.1948 | 9.1097 | 9.0473 | 9.1246 | 9.2121 | 9.2260 | 9.2616 | 9.1150 |
| 18 | 7.9535 | 7.4955 | 7.8220 | 8.6616 | 9.2639 | 9.2021 | 9.0453 | 9.1455 | 9.2295 | 9.2384 | 9.2607 | 9.1198 |
| 19 | 7.9268 | 7.4985 | 7.8231 | 8.6140 | 9.2929 | 9.2811 | 9.0429 | 9.1585 | 9.2400 | 9.2509 | 9.2602 | 9.1163 |
| 20 | 7.9243 | 7.4807 | 7.8143 | 8.6225 | 9.2740 | 9.2901 | 9.0433 | 9.1621 | 9.2407 | 9.2633 | 9.2600 | 9.1110 |
| 21 | 7.9299 | 7.4586 | 7.8045 | 8.6309 | 9.2551 | 9.2991 | 9.0437 | 9.1657 | 9.2415 | 9.2757 | 9.2598 | 9.1056 |
| 22 | 7.8772 | 7.4364 | 7.7947 | 8.6394 | 9.2362 | 9.3081 | 9.0441 | 9.1693 | 9.2422 | 9.2882 | 9.2579 | 9.1003 |
| 23 | 7.8634 | 7.4879 | 7.7973 | 8.6479 | 9.2517 | 9.3171 | 9.0445 | 9.1729 | 9.2429 | 9.3006 | 9.2542 | 9.0950 |
| 24 | 7.8838 | 7.4708 | 7.8030 | 8.6563 | 9.2681 | 9.3261 | 9.0449 | 9.1766 | 9.2436 | 9.3130 | 9.2504 | 9.0897 |
| 25 | 7.9043 | 7.4518 | 7.8086 | 8.6648 | 9.2845 | 9.3350 | 9.0453 | 9.1802 | 9.2444 | 9.3255 | 9.2467 | 9.0844 |
| 26 | 7.9247 | 7.4615 | 7.8143 | 8.6733 | 9.3009 | 9.3440 | 9.0457 | 9.1838 | 9.2451 | 9.3379 | 9.2429 | 9.0791 |
| 27 | 7.9452 | 7.5213 | 7.8199 | 8.6817 | 9.3173 | 9.3530 | 9.0461 | 9.1874 | 9.2458 | 9.3503 | 9.2391 | 9.0738 |
| 28 | 7.9657 | 7.5270 | 7.8509 | 8.6902 | 9.3337 | 9.3620 | 9.0465 | 9.1910 | 9.2466 | 9.3553 | 9.2444 | 9.0734 |
| 29 | 7.9572 | 7.5133 | 7.8822 | 8.7144 | - | 9.2977 | - | 9.1622 | 9.2415 | - | - | 9.0860 |
| 30 | 7.9021 | 7.4835 | 7.9135 | 8.7476 | - | - | - | - | 9.2256 | - | - | - |
| 2014-15 | ||||||||||||
| 1 | 8.5665 | 8.2629 | 8.0877 | 8.2451 | 8.5693 | 8.6071 | 8.2876 | 8.1822 | 8.1249 | 7.8217 | 7.7603 | 7.8355 |
| 2 | 8.6573 | 8.3348 | 8.2205 | 8.3028 | 8.5817 | 8.4989 | 8.2419 | 8.0907 | 7.9576 | 7.7512 | 7.7594 | 7.8223 |
| 3 | 8.7299 | 8.4068 | 8.3533 | 8.3605 | 8.5941 | 8.3932 | 8.2214 | 8.1440 | 7.9596 | 7.6307 | 7.7615 | 7.6950 |
| 4 | 8.7583 | 8.4787 | 8.4861 | 8.4114 | 8.6064 | 8.4813 | 8.2532 | 8.1313 | 7.9615 | 7.5894 | 7.7556 | 7.7491 |
| 5 | 8.7866 | 8.5506 | 8.6067 | 8.4496 | 8.6188 | 8.5590 | 8.2850 | 8.1542 | 7.9817 | 7.6891 | 7.7970 | 7.7535 |
| 6 | 8.8687 | 8.6418 | 8.5944 | 8.5256 | 8.6607 | 8.6278 | 8.3338 | 8.2194 | 8.0073 | 7.6817 | 7.8258 | 7.8834 |
| 7 | 8.9206 | 8.6812 | 8.7361 | 8.6534 | 8.7270 | 8.6623 | 8.3703 | 8.2252 | 8.0202 | 7.7061 | 7.7999 | 7.8380 |
| 8 | 8.9166 | 8.6685 | 8.7682 | 8.7268 | 8.7581 | 8.6995 | 8.3928 | 8.2225 | 8.0025 | 7.7210 | 7.7927 | 7.7895 |
| 9 | 8.8584 | 8.7763 | 8.7932 | 8.7399 | 8.7265 | 8.6649 | 8.3507 | 8.1619 | 7.9707 | 7.6850 | 7.7041 | 7.7650 |
| 10 | 8.8902 | 8.6867 | 8.7536 | 8.4928 | 8.6252 | 8.5270 | 8.2997 | 8.1234 | 7.9171 | 7.6873 | 7.7655 | 7.7991 |
| 11 | 9.0438 | 8.7739 | 8.7959 | 8.7220 | 8.8348 | 8.7486 | 8.4058 | 8.2086 | 7.9821 | 7.6901 | 7.7363 | 7.7940 |
| 12 | 9.1088 | 8.7960 | 8.8007 | 8.7647 | 8.8389 | 8.7306 | 8.3928 | 8.0999 | 7.8757 | 7.6179 | 7.7903 | 7.7466 |
| 13 | 9.1113 | 8.7921 | 8.7877 | 8.7206 | 8.7866 | 8.7493 | 8.3947 | 8.1355 | 7.9662 | 7.7024 | 7.7133 | 7.7731 |
| 14 | 9.1021 | 8.6237 | 8.6309 | 8.6367 | 8.7202 | 8.6385 | 8.3631 | 8.1621 | 7.9397 | 7.7041 | 7.8032 | 7.7944 |
| 15 | 9.0937 | 8.6755 | 8.6934 | 8.6808 | 8.7510 | 8.6687 | 8.3668 | 8.1830 | 7.9803 | 7.7160 | 7.8243 | 7.8393 |
| 16 | 9.0853 | 8.7290 | 8.7374 | 8.7248 | 8.7818 | 8.6989 | 8.3704 | 8.2044 | 8.0042 | 7.7171 | 7.7476 | 7.8127 |
| 17 | 9.0729 | 8.7808 | 8.7458 | 8.7270 | 8.7699 | 8.6829 | 8.3853 | 8.1950 | 7.9784 | 7.6976 | 7.7297 | 7.8279 |
| 18 | 9.0575 | 8.7996 | 8.7424 | 8.7208 | 8.7550 | 8.6695 | 8.3710 | 8.1811 | 7.9532 | 7.6780 | 7.7721 | 7.7620 |
| 19 | 9.0557 | 8.7953 | 8.7385 | 8.7205 | 8.7563 | 8.6695 | 8.3479 | 8.1589 | 7.9353 | 7.7053 | 7.7760 | 7.8457 |
| 20 | 9.0604 | 8.8025 | 8.7346 | 8.7202 | 8.7576 | 8.6695 | 8.3587 | 8.1946 | 7.9583 | 7.6676 | 7.7799 | 7.8544 |
| 21 | 9.0651 | 8.8098 | 8.7307 | 8.7199 | 8.7589 | 8.6694 | 8.3609 | 8.2192 | 7.9776 | 7.6696 | 7.7838 | 7.9219 |
| 22 | 9.0698 | 8.8170 | 8.7330 | 8.7196 | 8.7602 | 8.6694 | 8.4044 | 8.2140 | 7.9794 | 7.6646 | 7.7400 | 7.9328 |
| 23 | 9.0745 | 8.8242 | 8.7367 | 8.7193 | 8.7614 | 8.6694 | 8.3926 | 8.2088 | 7.9742 | 7.6571 | 7.7390 | 7.8804 |
| 24 | 9.0792 | 8.8315 | 8.7404 | 8.7190 | 8.7627 | 8.6694 | 8.3808 | 8.2036 | 7.9689 | 7.6568 | 7.7379 | 7.8891 |
| 25 | 9.0839 | 8.8387 | 8.7441 | 8.7188 | 8.7640 | 8.6694 | 8.3690 | 8.1984 | 7.9637 | 7.7092 | 7.7405 | 7.8978 |
| 26 | 9.0887 | 8.8459 | 8.7478 | 8.7185 | 8.7653 | 8.6694 | 8.3608 | 8.1973 | 7.9710 | 7.7490 | 7.7482 | 7.9061 |
| 27 | 9.0934 | 8.8532 | 8.7515 | 8.7182 | 8.7666 | 8.6693 | 8.3602 | 8.2024 | 7.9911 | 7.7336 | 7.7420 | 7.8385 |
| 28 | 9.0963 | 8.8347 | 8.7529 | 8.7179 | 8.7679 | 8.6693 | 8.3596 | 8.1798 | 7.9518 | 7.6757 | 7.7373 | 7.8817 |
| 29 | 9.0965 | 8.8042 | 8.7567 | 8.7176 | 8.7745 | 8.6802 | 8.3592 | 8.2010 | 8.0077 | 7.7237 | 7.7480 | 7.7641 |
| 30 | - | - | - | - | - | - | - | 8.1595 | - | - | - | - |
| (Continued) | ||||||||||||
| TABLE 187 : 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 |
| 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 | - | - | - | - | - | - | - | - |
| 2 | 7.3000 | 7.2344 | 7.1540 | 6.9096 | - | - | - | - | - | - | - | - |
| 3 | 7.3749 | 7.3414 | 7.2762 | 7.0078 | - | - | - | - | - | - | - | - |
| 4 | 7.4923 | 7.5717 | 7.3905 | 7.0625 | - | - | - | - | - | - | - | - |
| 5 | 7.4920 | 7.7368 | 7.5638 | 7.2023 | - | - | - | - | - | - | - | - |
| 6 | 7.7466 | 7.6088 | 7.5638 | 7.1610 | - | - | - | - | - | - | - | - |
| 7 | 7.5845 | 7.5849 | 7.5190 | 7.1672 | - | - | - | - | - | - | - | - |
| 8 | 7.7859 | 7.7723 | 7.6110 | 7.2514 | - | - | - | - | - | - | - | - |
| 9 | 7.2997 | 7.6276 | 7.4183 | 7.1604 | - | - | - | - | - | - | - | - |
| 10 | 7.8721 | 7.4650 | 7.7834 | 7.4091 | - | - | - | - | - | - | - | - |
| 11 | 7.7931 | 7.8043 | 7.7313 | 7.4327 | - | - | - | - | - | - | - | - |
| 12 | 7.5792 | 7.6400 | 7.5797 | 7.2453 | - | - | - | - | - | - | - | - |
| 13 | 7.7618 | 7.7715 | 7.6393 | 7.2735 | - | - | - | - | - | - | - | - |
| 14 | 7.9241 | 7.9384 | 7.8256 | 7.2978 | - | - | - | - | - | - | - | - |
| 15 | 7.8570 | 7.8653 | 7.7651 | 7.4115 | - | - | - | - | - | - | - | - |
| 16 | 7.8470 | 7.9065 | 7.6916 | 7.3790 | - | - | - | - | - | - | - | - |
| 17 | 7.8370 | 7.8631 | 7.6730 | 7.4164 | - | - | - | - | - | - | - | - |
| 18 | 7.7558 | 7.8541 | 7.6558 | 7.3100 | - | - | - | - | - | - | - | - |
| 19 | 7.7255 | 7.7409 | 7.6909 | 7.2642 | - | - | - | - | - | - | - | - |
| 20 | 7.9393 | 7.7653 | 7.7877 | 7.4462 | - | - | - | - | - | - | - | - |
| 21 | 7.9003 | 7.8764 | 7.8052 | 7.4932 | - | - | - | - | - | - | - | - |
| 22 | 7.9071 | 7.8768 | 7.8227 | 7.4623 | - | - | - | - | - | - | - | - |
| 23 | 7.9138 | 7.8772 | 7.8402 | 7.4850 | - | - | - | - | - | - | - | - |
| 24 | 7.9205 | 7.8776 | 7.8577 | 7.5450 | - | - | - | - | - | - | - | - |
| 25 | 7.9273 | 7.8780 | 7.8038 | 7.4122 | - | - | - | - | - | - | - | - |
| 26 | 7.9340 | 7.8784 | 7.8125 | 7.4262 | - | - | - | - | - | - | - | - |
| 27 | 7.8703 | 7.8788 | 7.7604 | 7.4558 | - | - | - | - | - | - | - | - |
| 28 | 7.8596 | 7.8792 | 7.7332 | 7.3724 | - | - | - | - | - | - | - | - |
| 29 | 7.8334 | 7.8214 | 7.6942 | 7.3563 | - | - | - | - | - | - | - | - |
| 30 | 7.8161 | 7.8187 | 7.7266 | 7.3523 | - | - | - | - | - | - | - | - |
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