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Table 67 : Prices and Redemption Yield on Central Government Securities (SGL Transactions)


Sr.

 

Nomenclature

 

Annual Average Prices ( Rs.)

 

Yield * ( % per annum )


No.

 

of the loan

 

1996-97

1997-98

1998-99

1999-2000

2000-01

 

1996-97

1997-98

1998-99

1999-00

2000-01**


1

 

2

 

3

4

5

6

7

 

8

9

10

11

12


A) Terminable Under 5 Years

                 

1

 

5.75% 2001

 

75.99

100.00

91.03

88.94

96.47

 

12.59

5.75

8.84

12.96

10.30

2

 

6.50% 2001

 

76.57

85.56

90.71

91.45

98.20

 

13.66

11.80

10.21

13.94

9.72

3

 

7.50% 2001

 

74.35

79.11

90.73

92.36

98.05

 

15.53

15.51

11.21

13.89

10.07

4

 

10.75% 2001

 

84.06

96.01

99.92

101.68

100.34

 

13.22

12.19

10.77

9.41

10.23

5

 

10.85% 2001

 

-

100.03

100.93

100.42

100.64

 

-

10.84

11.32

10.49

9.83

6

 

11.00% 2001

 

-

104.00

98.81

99.88

100.66

 

-

9.68

9.79

11.07

10.10

7

 

11.47% 2001

 

-

-

103.27

101.63

101.49

 

-

-

11.40

10.39

9.79

8

 

11.55% 2001

 

-

-

100.18

101.59

101.13

 

-

-

11.47

10.18

9.71

9

 

11.75% 2001

 

94.10

101.41

100.18

102.02

101.38

 

13.50

11.26

11.38

10.20

9.87

10

 

12.08% 2001

 

90.78

101.70

101.23

102.04

101.02

 

14.35

11.42

11.52

9.95

10.34

11

 

12.08% 2001

#

92.83

88.10

91.34

101.95

..

 

14.45

16.80

15.86

10.38

..

12

 

13.31% 2001

 

98.83

102.22

104.47

104.82

103.71

 

13.65

12.56

11.64

10.07

9.73

13

 

13.55% 2001

 

100.94

106.61

104.74

105.06

103.92

 

13.29

11.36

11.79

10.20

9.49

14

 

13.75% 2001

 

101.26

106.79

105.26

104.62

102.38

 

13.32

11.21

11.52

9.52

9.59

15

 

5.75% 2002

 

100.00

95.27

86.33

84.80

91.52

 

5.75

7.01

9.98

13.56

11.27

16

 

6.50% 2002

 

100.00

96.42

86.48

92.76

93.18

 

6.50

7.42

10.52

9.73

10.24

17

 

11.00% 2002

 

89.73

98.75

98.45

100.80

101.47

 

13.74

11.38

11.50

10.56

10.15

18

 

11.15% 2002

 

-

100.39

98.89

101.22

101.82

 

-

11.04

11.49

10.57

9.97

19

 

11.55% 2002

 

91.59

100.54

100.08

102.34

102.62

 

13.64

11.40

11.52

10.51

9.85

20

 

11.68% 2002

 

-

-

100.16

102.44

102.80

 

-

-

11.62

10.48

9.71

21

 

12.69% 2002

 

-

105.16

103.38

104.44

103.48

 

-

11.14

11.56

10.32

9.88

22

 

12.75% 2002

 

95.51

102.56

103.90

104.89

105.19

 

13.92

12.00

11.51

10.37

9.38

23

 

13.40% 2002

 

98.20

106.51

108.29

106.50

104.42

 

13.87

11.47

10.74

10.08

10.04

24

 

13.80% 2002

 

100.56

108.06

106.77

106.78

105.93

 

13.66

11.40

11.57

10.27

9.82

25

 

13.82% 2002

 

101.61

108.12

105.77

107.36

106.49

 

13.41

11.53

12.01

10.41

9.79

26

 

5.75% 2003

 

100.00

100.00

90.67

82.07

87.98

 

7.34

5.75

8.12

12.83

11.18

27

 

6.50% 2003

 

68.46

100.00

91.60

84.65

90.24

 

14.53

6.50

8.59

12.19

10.58

28

 

11.00% 2003

 

-

97.25

99.75

99.75

..

 

-

11.70

11.06

11.08

..

29

 

11.10% 2003

 

-

-

100.60

101.13

101.84

 

-

-

10.92

10.65

10.05

30

 

11.75% 2003

 

-

-

100.09

102.94

103.80

 

-

-

11.72

10.66

10.20

31

 

11.78% 2003

 

-

-

99.71

102.93

103.21

 

-

-

11.85

10.73

10.44

32

 

11.83% 2003

 

-

102.05

101.87

103.32

104.03

 

-

11.32

11.33

10.61

10.04

33

 

6.50% 2004

 

66.96

100.00

90.30

88.35

88.84

 

13.34

6.50

8.62

9.91

10.30

34

 

9.50% 2004

 

81.40

91.55

91.37

92.75

98.17

 

12.24

11.36

11.56

11.72

10.07

35

 

11.30% 2004

 

93.55

99.44

97.25

97.25

103.82

 

12.57

11.42

11.93

12.09

10.08

36

 

11.50% 2004

 

-

-

101.19

102.13

103.50

 

-

-

11.21

10.84

10.08

37

 

11.57% 2004

 

-

-

98.95

100.98

105.36

 

-

-

11.82

11.26

9.47

38

 

11.75% 2004

 

-

-

99.65

103.01

104.69

 

-

-

11.83

10.84

10.14

39

 

11.95% 2004

 

-

-

100.14

103.85

105.06

 

-

-

11.92

10.81

10.23

40

 

11.98% 2004

 

-

-

100.20

103.99

105.19

 

-

-

11.93

10.83

10.22

41

 

12.35% 2004

 

-

102.09

103.98

103.15

107.49

 

-

11.88

11.39

11.37

9.77

42

 

12.50% 2004

 

94.48

103.29

102.59

105.52

106.26

 

13.68

11.75

11.85

10.77

10.15

43

 

12.59% 2004

 

-

105.11

103.09

106.06

107.18

 

-

11.47

11.84

10.77

10.11

44

 

6.50% 2005

 

65.73

102.18

83.37

89.46

83.37

 

12.77

6.14

9.76

8.95

11.27

45

 

8.25% 2005

 

74.85

75.07

80.20

85.69

91.53

 

12.21

13.26

12.48

11.83

10.53

46

 

9.90% 2005

 

-

-

-

-

98.46

 

-

-

-

-

10.21

47

 

10.20% 2005

 

-

-

-

-

99.39

 

-

-

-

-

10.15

48

 

10.50% 2005

 

82.35

95.05

92.60

97.86

100.18

 

13.33

11.48

12.11

11.05

10.45

49

 

11.19% 2005

 

-

99.47

96.77

100.79

103.16

 

-

11.29

11.87

10.99

10.25

50

 

11.25% 2005

 

96.90

97.85

97.22

100.95

103.31

 

11.81

11.68

11.84

11.00

10.08

51

 

13.75% 2005

 

100.28

102.97

105.15

110.32

110.39

 

13.70

13.13

12.59

11.05

10.95

52

 

14.00% 2005

 

101.50

107.26

109.57

111.34

112.49

 

13.62

12.56

11.96

11.18

10.72

53

 

14.00% 2005

@

101.95

109.27

109.06

112.26

112.77

 

13.62

12.14

12.02

10.85

10.47




Sr.

Nomenclature

 

Annual Average Prices ( Rs.)

 

Yield * ( % per annum )


No.

of the loan

 

1996-97

1997-98

1998-99

1999-00

2000-01

 

1996-97

1997-98

1998-99

1999-00

2000-
01**


1

2

 

3

4

5

6

7

 

8

9

10

11

12


B)

Between 5 and 10 Years

                 

54

6.75% 2006

 

68.56

93.09

96.00

74.18

81.01

 

12.14

7.87

7.43

12.95

11.58

55

11.00% 2006

 

-

-

-

-

101.74

 

-

-

-

-

10.55

56

11.25% 2006

 

96.27

99.49

103.99

103.99

..

 

11.87

11.34

10.50

10.37

..

57

11.50% 2006

 

88.28

98.76

97.79

101.55

104.65

 

13.47

11.73

11.93

11.14

10.27

58

11.68% 2006

 

-

-

-

102.75

104.85

 

-

-

-

11.04

10.42

59

11.75% 2006

 

-

-

98.57

102.93

104.97

 

-

-

12.03

11.07

10.41

60

13.85% 2006

 

101.03

109.51

108.66

110.49

112.80

 

13.67

12.13

12.13

11.50

10.90

61

13.85% 2006

@

101.66

109.31

108.92

109.10

113.97

 

13.55

12.14

12.09

11.79

10.56

62

14.00% 2006

 

101.80

110.86

109.99

110.98

113.28

 

13.64

11.98

11.97

11.43

10.72

63

6.75% 2007

 

59.98

80.50

83.44

90.89

79.58

 

13.21

9.73

9.45

8.38

11.41

64

11.50% 2007

 

86.61

97.08

96.94

101.36

103.98

 

13.31

11.99

12.05

11.22

10.42

65

11.90% 2007

 

-

-

92.18

103.34

106.19

 

-

-

13.43

11.20

10.41

66

12.50% 2007

 

92.08

101.43

101.92

105.11

107.72

 

13.81

12.25

12.13

11.42

10.84

67

13.05% 2007

 

-

106.17

105.02

108.63

110.64

 

-

11.99

12.10

11.25

10.62

68

13.65% 2007

 

100.44

109.63

107.94

108.58

113.48

 

13.58

12.02

12.17

11.86

10.72

69

9.50% 2008

 

74.22

83.91

85.52

90.33

94.54

 

13.20

12.12

12.09

11.38

10.26

70

10.80% 2008

 

81.76

92.18

94.07

96.19

100.22

 

13.69

12.04

11.82

11.52

10.71

71

11.40% 2008

 

-

-

-

-

102.97

 

-

-

-

-

10.74

72

11.50% 2008

 

82.01

95.23

96.97

101.03

103.81

 

14.01

12.27

12.03

11.30

10.57

73

12.00% 2008

 

-

-

107.34

103.66

106.02

 

-

-

10.76

11.29

10.60

74

12.10% 2008

 

-

-

94.40

103.53

105.84

 

-

-

13.12

11.42

10.84

75

12.15% 2008

 

-

-

100.22

99.72

107.43

 

-

-

12.10

12.20

10.55

76

12.22% 2008

 

-

-

100.17

103.42

107.78

 

-

-

12.19

11.56

10.67

77

12.25% 2008

 

-

-

100.23

105.00

107.23

 

-

-

12.20

11.32

10.59

78

7.00% 2009

 

100.00

100.00

95.52

79.51

79.82

 

7.79

7.00

7.61

10.53

10.57

79

11.50% 2009

 

89.66

95.49

96.38

100.27

103.51

 

13.22

12.19

12.10

11.45

10.93

80

11.99% 2009

 

-

-

-

103.35

106.19

 

-

-

-

11.39

10.76

81

7.50% 2010

 

61.74

89.16

76.24

75.48

81.62

 

12.93

8.88

11.16

11.68

10.56

82

8.75% 2010

 

78.25

75.63

83.75

82.50

88.33

 

11.62

12.18

11.20

11.64

10.68

83

11.30% 2010

 

-

-

-

-

101.99

 

-

-

-

-

10.85

84

11.50% 2010

 

85.65

96.66

96.58

100.36

103.13

 

13.28

11.98

12.04

11.43

10.93

85

12.25% 2010

 

-

-

99.95

100.79

107.41

 

-

-

12.26

12.11

10.76

86

12.29% 2010

 

-

-

100.87

104.75

107.75

 

-

-

12.15

11.47

10.80

                           

C)

Between 10 and 15 Years

                 

87

8.00% 2011

 

70.79

93.38

100.00

81.03

84.14

 

11.15

8.78

8.00

10.92

10.59

88

10.95% 2011

 

-

-

-

-

99.82

 

-

-

-

-

10.90

89

11.50% 2011

 

84.56

92.41

95.72

99.79

102.73

 

13.65

12.55

12.16

11.53

11.00

90

12.00% 2011

 

87.34

96.29

98.44

102.69

106.43

 

13.76

12.51

12.23

11.57

10.98

91

12.32% 2011

 

-

-

-

104.94

107.98

 

-

-

-

11.51

10.96

92

10.25% 2012

 

76.61

97.56

88.70

90.61

95.92

 

15.68

10.55

11.93

11.71

10.50

93

11.03% 2012

 

-

-

-

-

99.97

 

-

-

-

-

10.98

94

9.00% 2013

 

79.19

92.97

100.35

80.68

88.04

 

11.50

9.81

8.95

11.94

10.73

95

12.40% 2013

 

-

-

100.64

104.64

108.52

 

-

-

12.30

11.70

11.08

96

10.00% 2014

 

100.00

98.39

90.46

95.15

92.19

 

10.00

10.18

11.29

10.66

10.52

97

10.50% 2014

 

85.24

98.57

99.76

89.56

97.16

 

12.17

10.66

10.53

12.03

10.77

98

11.83% 2014

 

-

-

-

104.25

104.84

 

-

-

-

11.23

11.04

99

10.47% 2015

 

-

-

-

-

100.70

 

-

-

-

-

10.38

100

10.79% 2015

 

-

-

-

-

99.08

 

-

-

-

-

10.77

101

11.43% 2015

 

-

-

-

-

102.62

 

-

-

-

-

11.06

102

11.50% 2015

 

84.17

97.99

98.18

97.36

102.49

 

12.41

11.74

11.75

11.87

11.07

                           

D)

Over 15 Years

                   

103

12.30% 2016

 

-

-

-

104.77

107.71

 

-

-

-

11.64

10.96

104

12.60% 2018

 

-

-

100.40

105.31

110.08

 

-

-

12.54

11.88

11.22

105

10.70% 2020

 

-

-

-

-

96.58

 

-

-

-

-

11.02


* : Based on annual average prices.
** : Monthly redemption yield is computed from April 2000 as the mean of the daily weighted average yields of the transactions in each traded security. The weight is calculated as the share of the transaction in a given security in the aggregated value of transactions in the said security. Prior to April 2000, the redemption yield was not weighted and was computed as an average of daily prices of each security
...: Indicates that the relevant security was not traded during the year.
# : Compensation Bonds in respect of exports / project exports to Iraq.
@ : Security issued on an instalment basis.
Source :Reserve Bank of India.

 

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