Table 75 : Prices and Redemption Yield On Central Government Securities (SGL Transactions)

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Published on September 15, 2010

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Table 75 : Prices and Redemption Yield On Central Government Securities (SGL Transactions)

Sr. No.	Nomenclature of the loan	Annual average price (Rupees)					Yield (Per cent per annum)
Sr. No.	Nomenclature of the loan	2005-06	2006-07	2007-08	2008-09	2009-10	2005-06	2006-07	2007-08	2008-09	2009-10
1	2	3	4	5	6	7	8	9	10	11	12
A) Terminable under 5 years
1	5.48% 2009	95.10	96.06	96.93	98.51	-	6.87	6.88	7.63	7.29	-
2	6.65% 2009	100.25	98.50	98.53	98.21	-	6.54	7.51	7.66	6.62	-
3	7.00% 2009	100.93	99.10	98.45	99.17	-	6.73	7.50	8.09	7.75	-
4	11.50% 2009	115.10	109.69	105.69	101.43	-	6.71	7.52	7.95	7.31	-
5	11.99% 2009	116.71	110.90	105.88	90.33	-	6.59	7.25	7.65	7.40	-
6	5.87% 2010	97.32	-	96.69	98.14	100.78	6.57	-	7.63	7.48	3.97
7	7.50% 2010	101.65	99.25	99.99	99.72	101.30	6.89	7.77	7.35	7.61	6.06
8	7.55% 2010	103.34	100.45	99.65	100.56	102.00	6.69	7.42	7.69	6.60	4.16
9	8.75% 2010	107.93	102.97	-	101.85	103.21	6.95	7.98	-	7.52	4.93
10	11.30% 2010	118.27	112.98	108.53	106.42	105.49	6.85	7.39	7.70	7.65	4.45
11	11.50% 2010	118.28	113.14	108.96	107.21	104.46	6.85	7.43	7.70	6.32	4.41
12	12.25% 2010	121.60	115.66	110.86	106.28	106.17	6.86	7.45	7.55	6.90	4.28
13	12.29% 2010	120.09	113.97	109.51	105.39	103.00	6.85	7.50	7.78	7.29	4.02
14	6.57% 2011	-	-	-	98.36	101.87	-	-	-	7.28	5.08
15	8.00% 2011	103.90	100.88	100.68	102.06	102.58	7.10	7.86	7.93	7.11	6.49
16	9.39% 2011	111.91	107.31	105.22	100.94	106.55	6.86	7.52	7.78	7.11	5.41
17	10.95% 2011	118.64	114.43	109.40	108.52	108.64	6.96	7.33	7.94	6.86	5.44
18	11.50% 2011	121.81	116.26	112.18	110.19	110.67	6.98	7.43	7.82	6.37	5.30
19	12.00% 2011	124.51	116.59	114.11	112.72	112.84	7.03	7.97	7.95	6.92	5.41
20	12.32% 2011	124.14	117.14	111.94	110.03	109.26	6.89	7.59	7.85	7.09	5.00
21	6.72% 2007/2012	101.15	99.18	95.73	96.73	-	6.51	6.93	7.87	7.75	-
22	6.85% 2012	99.94	96.90	96.45	101.34	101.48	6.86	7.58	7.80	6.32	6.28
23	7.40% 2012	102.30	99.45	98.34	99.73	103.10	6.95	7.55	7.83	7.35	6.08
24	9.40% 2012	113.05	108.01	106.26	108.11	108.13	6.96	7.60	7.87	7.10	6.42
25	10.25% 2012	116.87	110.54	108.09	106.86	109.03	7.06	7.88	8.08	8.36	6.52
26	11.03% 2012	121.54	115.01	111.42	111.67	111.41	7.02	7.81	8.10	6.62	6.54
27	7.27% 2013	101.63	98.07	97.80	98.82	102.30	6.98	7.58	7.66	7.21	6.48
28	9.00% 2013	111.37	105.90	102.71	105.32	104.93	7.06	7.86	8.25	7.61	7.45
29	9.81% 2013	116.04	110.40	107.80	109.43	108.32	7.11	7.85	8.11	6.92	6.94
30	12.40% 2013	131.28	123.72	120.58	118.64	118.88	7.17	7.93	7.99	7.90	6.80
B) Between 5 and 10 years
31	6.07% 2014	-	-	-	-	96.64	-	-	-	-	6.77
32	6.72% 2014	97.88	92.54	94.30	100.45	99.22	7.05	8.05	7.89	6.63	6.75
33	7.32% 2014	-	-	-	-	100.46	-	-	-	-	7.21
34	7.37% 2014	102.04	98.12	97.62	98.90	101.73	7.04	7.74	7.86	7.40	6.76
35	7.56% 2014	-	-	-	104.08	103.07	-	-	-	6.27	6.60
36	10.00% 2014	117.54	112.86	109.09	107.22	109.34	7.22	7.71	8.09	7.96	7.53
37	10.50% 2014	121.53	115.76	113.89	114.73	113.18	7.28	7.83	7.85	7.86	7.46
38	11.83% 2014	130.76	124.42	120.64	119.59	119.28	7.17	7.84	7.94	7.85	7.23
39	6.49% 2015	-	-	-	-	96.99	-	-	-	-	7.10
40	7.38% 2015	102.03	98.03	97.11	98.22	101.65	7.06	7.70	7.95	7.66	6.99
41	9.85% 2015	118.45	112.96	110.94	110.26	-	7.24	7.76	8.01	7.69	7.53
42	10.47% 2015	121.87	118.10	113.07	113.57	114.69	7.22	7.59	8.06	7.49	7.06
43	10.79% 2015	125.02	119.63	115.40	116.47	112.76	7.22	7.65	8.02	8.37	7.75
44	11.43% 2015	129.20	122.94	119.29	122.15	119.30	7.19	7.92	8.06	6.96	7.37
45	11.50% 2015	129.35	121.73	118.83	116.38	119.99	7.27	7.91	8.12	7.46	7.14
(Continued)

TABLE 75 : PRICES AND REDEMPTION YIELD ON CENTRAL GOVERNMENT SECURITIES (SGL TRANSACTIONS) (Concld.)
Sr. No.	Nomenclature of the loan	Annual average price (Rupees)					Yield (Per cent per annum)
Sr. No.	Nomenclature of the loan	2005-06	2006-07	2007-08	2008-09	2009-10	2005-06	2006-07	2007-08	2008-09	2009-10
1	2	3	4	5	6	7	8	9	10	11	12
46	5.59% 2016	88.28	85.95	83.87	90.26	92.77	7.17	7.66	8.18	7.13	7.26
47	7.02% 2016	-	-	-	-	98.16	-	-	-	-	7.41
48	7.59% 2016	-	98.96	98.14	98.26	102.09	-	7.79	7.91	7.33	7.02
49	10.71% 2016	125.60	118.72	117.63	124.38	118.22	7.26	7.95	7.89	6.44	7.43
50	12.30% 2016	136.99	129.49	123.21	120.49	125.87	7.26	8.21	8.41	8.04	7.43
51	7.46% 2017	101.92	97.43	96.91	97.76	101.13	7.25	7.81	7.88	7.00	7.19
52	7.49% 2017	101.78	97.59	97.50	98.20	101.19	7.25	7.82	7.87	7.57	7.26
53	7.99% 2017	-	-	-	99.18	104.68	-	-	-	7.84	7.06
54	8.07% 2017	106.43	102.01	101.08	101.31	103.45	7.22	7.80	7.93	7.29	7.20
55	5.69% 2018	87.09	82.62	83.52	76.38	88.93	7.29	7.95	7.99	7.54	7.11
56	6.25% 2018	92.11	87.86	87.60	91.23	93.97	7.23	7.91	8.03	7.15	6.93
57	8.24% 2018	-	-	-	102.99	105.82	-	-	-	7.60	7.24
58	10.45% 2018	125.25	117.99	115.81	123.42	120.61	7.34	8.05	8.19	7.00	7.41
59	12.60% 2018	140.47	135.08	-	130.94	131.52	7.61	7.91	-	7.74	7.81
C) Between 10 and 15
60	5.64% 2019	86.08	81.91	82.02	85.23	88.80	7.27	8.12	8.07	7.66	7.38
61	6.05% 2019	89.59	84.94	84.91	88.58	92.09	7.27	7.91	8.11	7.06	6.95
62	6.90% 2019	-	-	-	-	96.35	-	-	-	-	7.44
63	10.03% 2019	122.85	117.23	113.84	119.73	115.08	7.38	7.83	8.22	6.90	7.92
64	6.35% 2020	91.56	87.25	86.09	80.22	92.34	7.33	7.95	8.12	7.19	7.52
65	10.70% 2020	128.20	121.94	118.53	118.17	122.26	7.46	8.00	8.48	7.54	7.55
66	11.60% 2020	137.79	131.69	128.52	130.05	122.00	7.36	7.73	8.00	7.91	8.39
67	7.94% 2021	-	99.04	99.24	99.88	101.25	-	8.07	8.11	7.52	7.53
68	10.25% 2021	125.66	119.45	117.47	117.45	118.43	7.46	8.07	8.11	7.81	7.89
69	5.87% 2022	85.24	82.61	91.12	86.70	81.13	7.51	8.02	6.87	7.48	8.32
70	8.08% 2022	-	-	-	-	103.38	-	-	-	-	7.57
71	8.13% 2022	-	-	-	-	101.68	-	-	-	-	7.98
72	8.20% 2022	-	-	-	102.82	103.79	-	-	-	7.84	7.64
73	8.35% 2022	109.27	102.31	102.26	101.47	105.75	7.41	8.02	7.99	7.90	7.46
74	6.17% 2023	88.19	83.00	82.37	84.33	87.84	7.38	8.01	8.18	7.44	7.57
75	6.30% 2023	89.60	84.07	83.77	88.87	89.15	7.36	8.01	8.08	6.85	7.56
76	6.35% 2023	-	-	-	80.22	-	-	-	-	-	-
D) Over 15 years
77	7.35% 2024	-	-	-	-	95.41	-	-	-	-	7.72
78	10.18% 2026	128.11	122.72	117.81	121.67	118.39	7.49	7.86	8.26	8.00	8.21
79	8.24% 2027	-	100.52	101.71	97.95	102.35	-	8.19	8.06	8.32	8.01
80	8.26% 2027	-	-	-	101.37	99.60	-	-	-	8.34	8.30
81	8.28% 2027	-	-	-	-	102.01	-	-	-	-	8.07
82	6.01% 2028	85.04	79.20	77.76	78.36	82.86	7.38	8.02	8.28	7.82	7.68
83	6.13% 2028	86.00	80.17	78.91	80.41	84.38	7.42	8.02	8.31	7.58	7.63
84	7.95% 2032	104.57	98.08	96.98	96.65	99.93	7.57	8.07	-	8.19	7.93
85	8.28% 2032	-	-	-	98.22	101.90	-	-	-	8.27	8.25
86	8.32% 2032	-	-	-	-	101.22	-	-	-	-	8.20
87	8.33% 2032	-	-	-	100.01	100.59	-	-	-	8.26	8.27
88	7.5% 2034	99.39	92.76	90.87	93.08	94.57	7.54	8.19	8.38	7.64	7.97
89	7.40% 2035	98.24	91.52	90.55	92.44	93.61	7.55	8.14	8.27	7.53	7.95
90	8.33% 2036	-	100.19	100.64	102.10	100.59	-	8.13	8.28	8.05	7.91
91	6.83% 2039	-	-	-	93.13	87.86	-	-	-	7.39	7.69
Note : 1. Yields are based on redemption yield, which is computed from 2000-01 as the mean of the daily weighted average yield of the transactions in each traded security. The weight is calculated as the share of the transaction in a given security in the aggregate value of transactions in the said security. Prior to 2000-01, the redemption yield was not weighted and was computed as an average of daily prices of each security. 2. 6.72 % 2007/ 2012 GOI securities was issued with call and put options exercisable on or after 5 years from the date of issue.