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83811706
Published on September 18, 2006
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Table 195 : Yield of SGL transactions in treasury bills for residual maturities

(Per cent per annum)

Term to maturity.     (in days)

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

1996-97

Upto 14

10.0335

7.9391

8.5176

6.3089

5.8973

8.3454

7.4501

5.2655

8.2368

7.4967

4.6690

5.4308

15 - 91

13.7002

11.7592

11.8561

8.6692

8.8210

10.0016

9.1712

7.8191

7.6383

7.8424

7.5194

7.4239

92 - 182

12.4015

12.2126

-

-

10.0058

11.4073

11.4126

10.0599

9.8816

9.1107

8.7422

9.5481

183 - 364

12.4736

-

12.8240

12.3726

12.4815

12.7728

12.2044

9.9855

10.0269

9.9695

9.6385

10.1011

1997-98

 

 

 

 

 

 

 

 

 

 

 

 

Upto 14

5.2317

-

5.1723

4.7355

5.9631

4.9463

-

4.7652

5.7473

6.9826

8.3283

8.3907

15 - 91

3.6892

7.0824

5.2348

6.3909

5.3347

6.7813

6.5818

6.2327

7.7715

13.7015

11.0945

9.4993

92 - 182

-

8.3271

-

-

-

-

7.5054

7.3664

8.5764

14.7097

-

-

183 - 364

8.7482

9.4175

8.7581

7.9335

8.5087

8.5177

7.8484

7.5745

8.6402

13.9616

11.4685

10.1513

1998-99

Upto 14

7.6297

7.0865

6.7429

5.7540

10.2378

7.7295

8.1455

8.3137

8.9605

8.3864

8.1071

7.8932

15 - 91

7.5294

9.3244

7.6037

6.9320

10.0539

9.1650

9.6950

9.4780

9.3558

8.8562

9.3993

8.7013

92 - 182

8.4268

9.5237

-

8.4766

-

-

-

-

-

9.4739

9.8231

-

183 - 364

8.2274

-

9.4740

-

9.7732

9.9727

10.4307

10.4494

10.4014

10.1411

10.5297

10.0689

1999-00

Upto 14

7.8348

8.2266

7.6903

7.8753

8.4774

8.5995

8.4832

8.0416

8.0833

8.2274

8.8080

10.4713

15 - 91

8.6063

8.5911

8.7260

8.7464

9.1679

9.1254

9.7032

8.5906

8.2332

8.6254

8.7364

10.0878

92 - 182

8.4766

-

9.6954

9.6535

9.8215

10.1720

10.1471

-

9.1565

9.4384

9.0751

9.4111

183 - 364

9.8985

10.1845

10.2978

10.1128

10.3117

10.3714

10.3181

10.0684

10.1129

9.8165

9.3584

9.7560

2000-01

Upto 14

6.8554

7.0838

-

7.9121

12.6263

10.1359

-

-

9.8940

7.8532

7.5740

7.5234

15 - 91

8.0696

8.6201

9.7122

8.5493

11.0161

10.0974

9.4619

9.3421

9.2538

9.0769

8.2790

8.4930

92 - 182

-

8.7549

-

9.3742

10.2711

10.3496

9.8975

9.8730

8.9395

9.2744

8.3270

8.5539

183 - 364

9.0542

9.2329

9.6169

10.2031

10.8715

10.5445

10.2204

10.0786

9.9309

9.5238

8.7412

8.7745

2001-02

Upto 14

6.5163

6.3472

6.9805

-

6.7352

6.9074

-

-

-

5.7741

5.7188

-

15 - 91

7.6029

7.4140

7.0545

7.0345

-

6.9294

6.6710

6.4669

6.9184

6.4843

6.2329

5.9177

92 - 182

-

7.7413

7.3333

7.1704

6.9616

7.1502

-

6.5227

7.0452

6.4920

6.3926

6.0689

183 - 364

8.5085

8.0736

7.7149

7.3242

7.0261

7.2121

6.8441

6.6406

7.1141

6.6279

6.2242

6.1218

2002-03

Upto 14

-

-

5.7348

5.7463

-

-

-

5.3432

5.2293

-

5.8014

5.6484

15 - 91

6.0097

6.4259

6.1419

5.8280

5.7530

5.7139

5.5160

5.1018

5.4337

5.5742

5.5290

5.6552

92 - 182

-

-

6.2627

-

5.7451

5.7840

-

-

5.4352

5.6845

-

-

183 - 364

6.1161

6.7236

6.3988

5.9884

5.9234

5.8092

5.5774

5.3216

5.4455

5.7842

5.8539

5.5677

2003-04

Upto 14

4.4965

-

4.8405

4.6914

3.8456

4.5417

-

-

4.1474

-

4.1029

3.8492

15 - 91

4.5977

4.6704

4.9326

4.6897

4.6448

4.5441

4.7328

4.2324

4.2052

4.3092

4.3320

4.3277

92 - 182

-

-

4.9497

4.6983

-

-

4.5605

-

4.2400

-

-

4.2200

183 - 364

4.8155

4.7405

4.9556

4.7530

4.6257

4.5338

4.6036

4.3473

4.2912

4.3806

4.3725

4.2369

2004-05

Upto 14

-

-

4.3463

4.3480

4.3229

4.9166

5.2579

4.7731

5.1453

4.7868

4.7230

4.8597

15 - 91

4.3609

4.3831

4.3738

4.4679

4.5086

4.7893

-

5.1903

5.3304

5.1410

5.0448

5.1531

92 - 182

4.3600

-

4.4570

-

4.6200

5.0000

-

5.3360

5.4734

5.3001

5.2891

5.3327

183 - 364

4.4206

4.2557

4.5659

4.5835

4.9131

5.1854

5.6187

5.5722

5.5864

5.5429

5.5434

5.5714

2005-06

Upto 14

4.9185

-

-

5.3093

-

5.3281

-

5.5488

6.3930

6.5176

-

5.2743

15 - 91

5.1551

5.1573

5.3604

5.3117

5.1290

5.1480

5.4832

5.6576

6.0550

6.5959

6.6533

6.1000

92 - 182

5.2199

5.2621

-

-

5.3232

5.3508

5.6363

5.7701

6.0795

6.6330

6.6749

6.2201

183 - 364

5.5573

5.5241

5.4996

5.5890

5.5689

5.5800

5.7814

5.9374

6.1248

6.6700

6.6959

6.3001

2006-07

Upto 14

5.5681

-

5.9602

 

 

 

 

 

 

 

 

 

15 - 91

5.5176

5.5442

6.2844

 

 

 

 

 

 

 

 

 

92 - 182

5.5550

6.0201

-

 

 

 

 

 

 

 

 

 

183 - 364

5.7951

6.2431

7.0166

 

 

 

 

 

 

 

 

 

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