IST,
Table 179 : Yield of SGL Transactions in Government Dated Securities for Various Maturities
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(Per cent per annum) |
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| 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 |
| 1996-97 |
||||||||||||
| 1 |
- |
12.5116 |
12.3013 |
11.7813 |
11.2459 |
12.7253 |
10.7676 |
10.0719 |
10.9660 |
9.5630 |
10.3196 |
10.6043 |
| 2 |
13.3595 |
13.2428 |
13.2418 |
12.6790 |
13.3094 |
12.6929 |
12.2786 |
11.8770 |
12.1292 |
12.0447 |
11.8339 |
12.3681 |
| 3 |
13.5032 |
13.3846 |
13.6404 |
13.4402 |
13.3336 |
13.5367 |
13.1755 |
12.9426 |
13.2821 |
12.8575 |
12.8767 |
12.7142 |
| 4 |
13.6468 |
13.5265 |
13.7068 |
13.4112 |
13.4080 |
13.9926 |
13.4649 |
13.4790 |
13.5149 |
13.1036 |
13.2988 |
13.1088 |
| 5 |
13.7882 |
13.6683 |
13.7209 |
13.4248 |
13.4764 |
13.5850 |
13.5330 |
13.5228 |
13.3841 |
13.0089 |
13.1688 |
12.9672 |
| 6 |
13.9088 |
13.8053 |
13.7476 |
13.5184 |
13.5448 |
13.8753 |
13.4976 |
13.5866 |
13.3039 |
13.1519 |
13.1668 |
13.1865 |
| 7 |
14.0295 |
13.8439 |
13.8578 |
13.6120 |
13.6132 |
13.9824 |
13.6414 |
13.6504 |
13.4161 |
13.2789 |
13.2501 |
13.3998 |
| 8 |
14.1253 |
13.8821 |
13.9361 |
13.6809 |
13.6958 |
13.9081 |
13.5921 |
13.6486 |
13.5284 |
13.4060 |
13.3333 |
13.4423 |
| 9 |
14.0049 |
13.9186 |
13.9253 |
13.7044 |
13.7966 |
13.6622 |
13.5391 |
13.6169 |
13.6406 |
13.5330 |
13.3863 |
13.4832 |
| 10 |
- |
13.9551 |
- |
- |
13.8973 |
- |
13.6710 |
13.6601 |
13.7528 |
13.6600 |
13.4275 |
13.4328 |
| 1997-98 |
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| 1 |
9.8642 |
9.9835 |
9.2531 |
8.1943 |
9.4734 |
9.3400 |
8.3299 |
8.3374 |
9.3703 |
13.0070 |
12.0589 |
10.4957 |
| 2 |
10.2869 |
11.4614 |
10.3404 |
9.3493 |
10.1754 |
10.2175 |
9.1175 |
9.1783 |
9.9188 |
11.8652 |
11.9839 |
10.8007 |
| 3 |
11.1641 |
12.0987 |
11.3818 |
10.3631 |
10.8338 |
10.7106 |
9.7063 |
9.8175 |
10.3577 |
11.8042 |
12.0203 |
11.0416 |
| 4 |
11.6542 |
12.2109 |
11.7997 |
10.6844 |
11.1248 |
11.1411 |
9.9875 |
10.1053 |
10.6120 |
12.4848 |
12.3149 |
11.2848 |
| 5 |
12.1444 |
12.5549 |
12.1197 |
10.9807 |
11.2374 |
11.3291 |
10.3129 |
10.3440 |
10.7750 |
12.8597 |
12.3937 |
11.4836 |
| 6 |
12.3643 |
12.5806 |
12.3356 |
11.2271 |
11.1963 |
11.4589 |
10.4635 |
10.6075 |
10.8766 |
12.9573 |
12.4402 |
11.6818 |
| 7 |
12.5503 |
12.6176 |
12.4828 |
11.4241 |
11.2820 |
11.6025 |
10.5881 |
10.8024 |
10.9425 |
13.0549 |
12.4866 |
11.9926 |
| 8 |
12.6552 |
12.7031 |
12.5303 |
11.6107 |
11.2014 |
11.6770 |
10.6949 |
10.8925 |
10.9921 |
13.1525 |
12.5330 |
12.0163 |
| 9 |
12.7600 |
12.7886 |
12.5581 |
11.6520 |
11.3906 |
11.7314 |
10.8020 |
10.9308 |
11.0747 |
13.2501 |
12.5795 |
12.0847 |
| 10 |
12.8648 |
12.8741 |
12.5858 |
11.6555 |
11.5798 |
11.8622 |
10.8648 |
10.9653 |
11.1751 |
13.3477 |
12.6259 |
12.1175 |
| 1998-99 |
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| 1 |
8.6670 |
10.9301 |
10.2601 |
9.9241 |
10.0718 |
10.9511 |
10.8969 |
10.7167 |
10.8064 |
10.6519 |
10.9400 |
10.6531 |
| 2 |
9.8617 |
11.2938 |
11.0929 |
11.1796 |
11.0393 |
11.4683 |
11.4981 |
11.3864 |
11.3685 |
11.2816 |
11.3115 |
11.0261 |
| 3 |
10.4726 |
11.4221 |
11.3782 |
11.5195 |
11.5416 |
11.6188 |
11.6549 |
11.5748 |
11.5631 |
11.5068 |
11.5751 |
11.1969 |
| 4 |
10.7983 |
11.5495 |
11.5893 |
11.7368 |
11.6494 |
11.7402 |
11.8131 |
11.6800 |
11.6879 |
11.6533 |
11.7407 |
11.3513 |
| 5 |
11.0643 |
11.6593 |
11.7349 |
11.8632 |
11.7601 |
11.8634 |
11.9407 |
11.8163 |
11.8300 |
11.8047 |
11.8819 |
11.5543 |
| 6 |
11.4256 |
11.7691 |
11.8097 |
11.9369 |
11.9157 |
11.9900 |
12.0305 |
11.9913 |
11.9770 |
11.9553 |
11.9746 |
11.6809 |
| 7 |
11.5509 |
11.8789 |
11.8844 |
12.0167 |
11.9157 |
12.1736 |
12.0958 |
12.1000 |
12.0675 |
12.0580 |
12.0636 |
11.7484 |
| 8 |
11.6760 |
11.9635 |
11.9591 |
12.0964 |
12.0357 |
12.3045 |
12.1610 |
12.1603 |
12.1304 |
12.1252 |
12.1526 |
11.8444 |
| 9 |
11.7977 |
12.0474 |
12.0339 |
12.1621 |
12.1048 |
12.2883 |
12.2263 |
12.1913 |
12.1815 |
12.1829 |
12.2416 |
11.9456 |
| 10 |
11.9194 |
12.1312 |
12.1086 |
12.1923 |
12.2001 |
12.2720 |
12.2947 |
12.2221 |
12.2326 |
12.2489 |
12.3306 |
12.0324 |
| 1999-00 |
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| 1 |
10.4715 |
10.5796 |
10.4013 |
10.2791 |
10.2891 |
10.5236 |
10.4471 |
10.3921 |
10.0945 |
9.9931 |
9.5702 |
10.3864 |
| 2 |
10.8072 |
10.9251 |
10.9291 |
10.5781 |
10.4617 |
10.6204 |
10.6254 |
10.5177 |
10.2508 |
10.1234 |
9.6247 |
10.2892 |
| 3 |
10.9952 |
11.0970 |
11.0444 |
10.8920 |
10.6279 |
10.7320 |
10.7296 |
10.6455 |
10.3975 |
10.2212 |
9.7504 |
10.3543 |
| 4 |
11.1609 |
11.2140 |
11.1805 |
11.0021 |
11.8359 |
10.8784 |
10.8597 |
10.7694 |
10.6002 |
10.3295 |
9.8761 |
10.3719 |
| 5 |
11.3116 |
11.3104 |
11.3725 |
11.1885 |
10.9986 |
10.9764 |
10.9656 |
10.8670 |
10.7080 |
10.4269 |
9.9944 |
10.4486 |
| 6 |
11.4376 |
11.3446 |
11.4635 |
11.2884 |
11.0617 |
11.0614 |
11.0754 |
10.9554 |
10.8227 |
10.5367 |
10.1232 |
10.5459 |
| 7 |
11.6127 |
11.4767 |
11.5811 |
11.3912 |
11.2364 |
11.2103 |
11.2305 |
11.0797 |
10.9371 |
10.6171 |
10.2191 |
10.6251 |
| 8 |
11.7903 |
11.6234 |
11.7110 |
11.4932 |
11.3718 |
11.3327 |
11.3622 |
11.1967 |
11.0405 |
10.6963 |
10.3253 |
10.7286 |
| 9 |
11.8392 |
11.6692 |
11.7798 |
11.5808 |
11.5071 |
11.4573 |
11.4763 |
11.3338 |
11.1655 |
10.8145 |
10.3882 |
10.8073 |
| 10 |
11.8903 |
11.7293 |
11.8620 |
11.7061 |
11.6356 |
11.5811 |
11.5924 |
11.4341 |
11.2471 |
10.9434 |
10.4416 |
10.8663 |
| 11 |
11.9718 |
11.8462 |
11.9676 |
11.8369 |
11.7373 |
11.6939 |
11.6973 |
11.5311 |
11.3304 |
11.0255 |
10.5046 |
10.8766 |
| 12 |
12.0484 |
11.9210 |
12.0367 |
11.9299 |
11.8052 |
11.7565 |
11.7597 |
11.5829 |
11.3767 |
11.0730 |
10.5556 |
10.6535 |
| 13 |
12.1251 |
12.0067 |
12.0980 |
11.9902 |
11.8576 |
11.8080 |
11.8093 |
11.6246 |
11.4196 |
11.1206 |
10.6266 |
10.8758 |
| 14 |
12.2017 |
12.0923 |
12.1593 |
12.0505 |
11.9092 |
11.8570 |
11.8552 |
11.6611 |
11.4416 |
11.1552 |
10.6853 |
11.0212 |
| 15 |
- |
12.1552 |
12.2091 |
12.1009 |
11.9333 |
11.8799 |
11.8857 |
11.6844 |
11.4265 |
11.1713 |
10.7316 |
11.0986 |
| 16 |
- |
12.2116 |
12.2570 |
12.1507 |
11.9575 |
11.9029 |
11.9162 |
11.7257 |
11.4588 |
11.2111 |
10.7488 |
11.0191 |
| 17 |
- |
12.2680 |
12.3049 |
12.1988 |
11.9816 |
11.9266 |
11.9467 |
11.7608 |
11.5232 |
11.2471 |
10.7651 |
11.0322 |
| 18 |
- |
12.3245 |
12.3528 |
12.2261 |
12.0057 |
11.9525 |
11.9772 |
11.7867 |
11.5876 |
11.2699 |
10.7853 |
11.0884 |
| 19 |
- |
12.3809 |
12.4007 |
12.2534 |
12.0299 |
11.9785 |
12.0077 |
11.8126 |
11.6520 |
11.2928 |
10.8051 |
11.1446 |
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(Per cent per annum) |
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| 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 |
| 2000-01 |
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| 1 |
9.3755 |
9.5138 |
9.8548 |
10.0923 |
10.8133 |
10.6022 |
10.3377 |
10.1831 |
10.1010 |
9.6001 |
8.9643 |
9.1418 |
| 2 |
9.4320 |
9.5450 |
9.8789 |
10.4529 |
10.7744 |
10.6567 |
10.4756 |
10.2801 |
10.1693 |
9.5784 |
9.1594 |
9.1014 |
| 3 |
9.5812 |
9.6928 |
10.0257 |
10.6256 |
10.8153 |
10.8076 |
10.6131 |
10.4031 |
10.2352 |
9.6841 |
9.1296 |
9.2074 |
| 4 |
9.7377 |
9.8390 |
10.1439 |
10.7602 |
10.9768 |
10.8413 |
10.7088 |
10.5165 |
10.3341 |
9.7905 |
9.2825 |
9.3839 |
| 5 |
9.8333 |
9.9152 |
10.3225 |
10.8628 |
11.0275 |
10.9741 |
10.8299 |
10.6582 |
10.4468 |
10.0015 |
9.4739 |
9.6134 |
| 6 |
9.9678 |
10.1730 |
10.5277 |
11.0000 |
11.0881 |
11.1403 |
11.0428 |
10.8618 |
10.5579 |
10.1177 |
9.6253 |
9.7966 |
| 7 |
10.0547 |
10.3700 |
10.7295 |
11.0790 |
11.2499 |
11.3065 |
11.2726 |
11.0249 |
10.6509 |
10.1806 |
9.6839 |
9.8594 |
| 8 |
10.1706 |
10.5242 |
10.8582 |
11.1603 |
11.2869 |
11.4727 |
11.3978 |
11.1691 |
10.7647 |
10.3097 |
9.9226 |
10.2819 |
| 9 |
10.2875 |
10.6901 |
10.9916 |
11.2368 |
11.3292 |
11.6389 |
11.5101 |
11.3068 |
10.8655 |
10.4024 |
9.9388 |
10.1797 |
| 10 |
10.3663 |
10.8186 |
11.1004 |
11.3000 |
11.3715 |
11.8051 |
11.6078 |
11.4009 |
10.9359 |
10.4842 |
10.0447 |
10.2737 |
| 11 |
10.4747 |
10.9468 |
11.1668 |
11.2705 |
11.4138 |
- |
11.6635 |
11.4996 |
11.0139 |
10.5662 |
10.1931 |
10.4320 |
| 12 |
10.5253 |
10.9944 |
11.1805 |
11.2466 |
11.4561 |
- |
11.7192 |
11.5712 |
11.1315 |
10.6711 |
10.3621 |
10.5592 |
| 13 |
10.5759 |
11.0420 |
11.1941 |
11.4169 |
11.4984 |
- |
- |
11.6035 |
11.2230 |
10.7617 |
10.5189 |
10.7044 |
| 14 |
10.6178 |
11.0896 |
11.2325 |
11.3539 |
11.5407 |
- |
- |
11.6106 |
11.2986 |
10.7409 |
10.5110 |
10.8495 |
| 15 |
10.6504 |
11.1211 |
11.2542 |
11.3511 |
11.5830 |
- |
- |
11.6176 |
11.3741 |
10.8555 |
10.6031 |
10.8760 |
| 16 |
10.6820 |
11.1394 |
11.2635 |
11.3790 |
- |
- |
- |
- |
- |
10.9715 |
10.7234 |
10.8378 |
| 17 |
10.6943 |
11.1578 |
11.2711 |
11.4068 |
- |
- |
- |
- |
- |
11.0169 |
10.7739 |
10.7997 |
| 18 |
10.7023 |
11.1762 |
11.2787 |
11.4347 |
- |
- |
- |
- |
- |
11.0624 |
10.7617 |
10.7615 |
| 19 |
10.7139 |
11.1946 |
11.2436 |
11.3143 |
- |
- |
- |
- |
- |
- |
10.5745 |
10.7233 |
| 2001-02 |
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| 1 |
8.8520 |
8.4269 |
7.8907 |
7.3215 |
7.0940 |
7.3057 |
6.8697 |
6.7481 |
7.3521 |
6.6351 |
6.6096 |
5.7633 |
| 2 |
8.9162 |
8.5333 |
8.0379 |
7.4830 |
7.1768 |
7.3575 |
6.9638 |
6.8106 |
7.4711 |
6.7232 |
6.5847 |
6.2423 |
| 3 |
9.1461 |
8.7375 |
8.1680 |
7.6466 |
7.2996 |
7.4362 |
7.0358 |
6.8626 |
7.5493 |
6.7862 |
6.6453 |
6.4009 |
| 4 |
9.2874 |
8.8082 |
8.2306 |
7.8085 |
7.4389 |
7.5441 |
7.1400 |
6.9097 |
7.5909 |
6.8769 |
6.8535 |
6.4860 |
| 5 |
9.4013 |
8.9023 |
8.4722 |
8.0661 |
7.6313 |
7.8139 |
7.3681 |
6.9641 |
7.6485 |
6.9389 |
7.0034 |
6.6247 |
| 6 |
9.5990 |
9.1745 |
8.7424 |
8.3187 |
8.1450 |
8.1767 |
7.6428 |
7.2569 |
7.7638 |
7.0731 |
7.0460 |
6.7647 |
| 7 |
9.7182 |
9.3619 |
8.9387 |
8.5559 |
8.2842 |
8.4738 |
8.0441 |
7.4631 |
7.9131 |
7.3184 |
7.1323 |
7.1103 |
| 8 |
9.8500 |
9.4940 |
9.1248 |
8.8641 |
8.6253 |
9.0494 |
8.5680 |
7.6847 |
8.0566 |
7.4513 |
7.2638 |
7.1640 |
| 9 |
9.9915 |
9.6073 |
9.3088 |
9.1765 |
8.9530 |
9.1051 |
8.6882 |
7.7743 |
8.1771 |
7.5503 |
7.3953 |
7.2465 |
| 10 |
10.0779 |
9.7149 |
9.4551 |
9.2609 |
9.1394 |
9.1468 |
8.7893 |
7.9239 |
8.2666 |
7.6474 |
7.4725 |
7.3437 |
| 11 |
10.1839 |
9.7623 |
9.5826 |
9.5452 |
9.2887 |
9.2861 |
8.9107 |
7.9911 |
8.3805 |
7.6847 |
7.4556 |
7.3950 |
| 12 |
10.4906 |
9.7554 |
9.6365 |
9.6495 |
9.4320 |
9.4921 |
9.1599 |
8.0309 |
8.5622 |
7.9188 |
7.5238 |
7.4307 |
| 13 |
10.6020 |
9.8950 |
9.6870 |
9.7600 |
9.5685 |
9.7135 |
9.3678 |
8.1134 |
8.5914 |
8.0972 |
7.6017 |
7.4667 |
| 14 |
10.4797 |
10.0263 |
9.8164 |
9.9472 |
9.7025 |
9.8304 |
9.2045 |
8.2063 |
8.5951 |
7.8355 |
7.4868 |
7.5998 |
| 15 |
10.5687 |
10.0610 |
9.8182 |
9.9845 |
9.7786 |
9.9047 |
9.4664 |
8.3040 |
8.8207 |
7.8273 |
7.3232 |
7.6597 |
| 16 |
10.5192 |
10.0784 |
9.7908 |
10.0177 |
9.8156 |
9.9822 |
9.5556 |
8.3542 |
8.9414 |
8.0537 |
7.4563 |
7.7092 |
| 17 |
10.4134 |
10.0997 |
9.7863 |
10.0509 |
9.8349 |
10.0596 |
9.5928 |
8.3380 |
9.0604 |
8.1075 |
7.5894 |
7.7586 |
| 18 |
10.5080 |
10.1621 |
9.8959 |
10.0841 |
9.8268 |
10.0442 |
9.6085 |
8.3165 |
9.1631 |
8.1786 |
7.7225 |
7.8081 |
| 19 |
10.6027 |
10.2219 |
10.0056 |
10.1173 |
9.9334 |
10.0120 |
9.6618 |
8.3943 |
9.0817 |
8.1859 |
7.8887 |
7.8576 |
| 20 |
- |
10.1284 |
10.1153 |
9.9449 |
9.9425 |
9.9206 |
9.6637 |
8.4404 |
9.0161 |
8.1873 |
7.9643 |
7.8807 |
| 21 |
- |
- |
- |
- |
- |
- |
9.6748 |
8.4540 |
9.0244 |
8.2066 |
7.9529 |
7.8986 |
| 22 |
- |
- |
- |
- |
- |
- |
9.6859 |
8.4676 |
9.0328 |
8.2259 |
7.9415 |
7.9165 |
| 23 |
- |
- |
- |
- |
- |
- |
9.6970 |
8.4811 |
9.0411 |
8.2451 |
7.9301 |
7.9344 |
| 24 |
- |
- |
- |
- |
- |
- |
9.7081 |
8.4947 |
9.0494 |
8.2644 |
7.9187 |
7.9523 |
| 25 |
- |
- |
- |
- |
- |
- |
9.7192 |
8.5083 |
9.0578 |
8.2837 |
7.9073 |
7.9702 |
| 2002-03 |
||||||||||||
| 1 |
6.3246 |
6.8175 |
6.2956 |
6.2149 |
5.9593 |
5.8572 |
5.7670 |
5.5128 |
5.6200 |
5.7205 |
5.8786 |
5.6192 |
| 2 |
6.3306 |
6.9915 |
6.5471 |
6.3449 |
6.0937 |
5.9803 |
5.8310 |
5.5888 |
5.6220 |
5.8308 |
5.9814 |
5.7348 |
| 3 |
6.4957 |
7.0328 |
6.6358 |
6.3680 |
6.1983 |
6.1035 |
5.9174 |
5.6849 |
5.6585 |
5.8751 |
6.0965 |
5.9434 |
| 4 |
6.5736 |
7.1345 |
6.8168 |
6.5182 |
6.2614 |
6.2266 |
6.0654 |
5.8286 |
5.6949 |
5.9809 |
5.9422 |
5.9290 |
| 5 |
6.7330 |
7.2588 |
7.0366 |
6.6733 |
6.4472 |
6.3709 |
6.2123 |
5.9744 |
5.7350 |
6.0868 |
5.9722 |
5.9129 |
| 6 |
6.8923 |
7.3831 |
7.3288 |
6.8284 |
6.6154 |
6.5656 |
6.4014 |
6.1150 |
5.8130 |
6.2307 |
6.2173 |
6.1641 |
| 7 |
7.0887 |
7.4907 |
7.2178 |
6.9775 |
6.7752 |
6.7810 |
6.5923 |
6.1586 |
5.8772 |
6.2958 |
6.1497 |
6.1868 |
| 8 |
7.3039 |
7.5598 |
7.3344 |
7.1355 |
6.9401 |
6.9525 |
6.7489 |
6.2701 |
5.9699 |
6.3312 |
6.2807 |
6.2470 |
| 9 |
7.3663 |
7.6458 |
7.6228 |
7.3200 |
7.1165 |
7.1423 |
6.9241 |
6.4672 |
6.0806 |
6.3341 |
6.2835 |
6.1924 |
| 10 |
7.3952 |
7.6529 |
7.5701 |
7.3733 |
7.1560 |
7.1976 |
6.9791 |
6.4573 |
6.0818 |
6.3390 |
6.2321 |
6.1936 |
| 11 |
7.4478 |
7.8250 |
7.6259 |
7.4316 |
7.2499 |
7.2645 |
7.0335 |
6.5705 |
6.1888 |
6.3879 |
6.3388 |
6.2713 |
| 12 |
7.6279 |
7.9195 |
7.8526 |
7.6007 |
7.3662 |
7.4753 |
7.0894 |
6.6403 |
6.3086 |
6.4341 |
6.4622 |
6.3622 |
| 13 |
7.7059 |
8.0139 |
7.9772 |
7.6046 |
7.4352 |
7.3963 |
7.1518 |
6.7054 |
6.1890 |
6.4697 |
6.5401 |
6.4444 |
| 14 |
7.7817 |
8.0326 |
7.8970 |
7.6173 |
7.4123 |
7.4134 |
7.2324 |
6.7424 |
6.2549 |
6.4812 |
6.5580 |
6.5133 |
| 15 |
7.4747 |
7.8488 |
7.7558 |
7.6746 |
7.5151 |
7.4627 |
7.2990 |
6.8702 |
6.3037 |
6.5284 |
6.6529 |
6.5970 |
| 16 |
7.8138 |
8.0361 |
7.8611 |
7.7261 |
7.6018 |
7.6586 |
7.3605 |
6.9453 |
6.3574 |
6.5723 |
6.6870 |
6.6987 |
| 17 |
7.9697 |
8.1546 |
7.9663 |
7.7776 |
7.6245 |
7.6877 |
7.3911 |
6.9731 |
6.4428 |
6.5810 |
6.6726 |
6.8167 |
| 18 |
7.9189 |
8.2732 |
8.0715 |
7.8291 |
7.7515 |
7.7168 |
7.4217 |
7.0253 |
6.4544 |
6.5512 |
6.6191 |
6.7796 |
| 19 |
7.8680 |
8.3917 |
8.1710 |
7.8758 |
7.6871 |
7.7458 |
7.4383 |
7.0270 |
6.4302 |
6.6441 |
6.7031 |
6.6852 |
| 20 |
- |
8.4249 |
8.2017 |
7.8990 |
7.6857 |
7.7744 |
7.4533 |
7.0278 |
6.4519 |
6.7012 |
6.7689 |
6.6996 |
| 21 |
- |
8.4581 |
8.2204 |
7.9222 |
7.7238 |
7.8029 |
7.4891 |
7.0710 |
6.4836 |
6.7198 |
6.8172 |
6.7179 |
| 22 |
- |
8.4912 |
8.2390 |
7.9454 |
7.7618 |
7.8315 |
7.5249 |
7.1141 |
6.5153 |
6.7383 |
6.8654 |
6.7361 |
| 23 |
- |
8.5244 |
8.2577 |
7.9686 |
7.7999 |
7.8601 |
7.5607 |
7.1573 |
6.5470 |
6.7569 |
6.9137 |
6.7544 |
| 24 |
- |
8.5576 |
8.2764 |
7.9918 |
7.8379 |
7.8878 |
7.5928 |
7.1910 |
6.5699 |
6.7729 |
6.9349 |
6.7695 |
| 25 |
- |
- |
- |
- |
7.8515 |
7.8970 |
7.6025 |
7.1903 |
6.5727 |
6.7849 |
6.9247 |
6.7822 |
| 26 |
- |
- |
- |
- |
7.8643 |
7.9062 |
7.6122 |
7.1896 |
6.5755 |
6.7970 |
6.9145 |
6.7949 |
| 27 |
- |
- |
- |
- |
7.8771 |
7.9154 |
7.6219 |
7.1889 |
6.5783 |
6.8090 |
6.9043 |
6.8076 |
| 28 |
- |
- |
- |
- |
7.8899 |
7.9246 |
7.6315 |
7.1883 |
6.5811 |
6.8210 |
6.8941 |
6.8202 |
| 29 |
- |
- |
- |
- |
7.9027 |
7.9338 |
7.6412 |
7.1876 |
6.5839 |
6.8331 |
6.8839 |
6.8329 |
| 30 |
- |
- |
- |
- |
7.9155 |
7.9430 |
7.6509 |
7.1869 |
6.5867 |
6.8451 |
6.8737 |
6.8456 |
|
|
|
|
|
|
|
|
|
|
|
|
(Per cent per annum) |
|
| Term to maturity |
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 |
| 2003-04 |
||||||||||||
| 1 |
4.9818 |
5.1133 |
5.2334 |
4.8239 |
4.7669 |
4.6904 |
4.6751 |
4.4829 |
4.5529 |
4.4894 |
4.2466 |
4.4462 |
| 2 |
5.1100 |
5.2457 |
5.1436 |
4.9737 |
4.7734 |
4.7850 |
4.7051 |
4.6022 |
4.6181 |
4.5725 |
4.6660 |
4.5688 |
| 3 |
5.3307 |
5.2937 |
5.2050 |
5.0936 |
4.8343 |
4.7954 |
4.7347 |
4.7284 |
4.6833 |
4.7597 |
4.8485 |
4.6208 |
| 4 |
5.4211 |
5.3348 |
5.2879 |
5.1604 |
4.8926 |
4.7823 |
4.7667 |
4.8016 |
4.7682 |
4.9292 |
4.9686 |
4.6816 |
| 5 |
5.5364 |
5.3575 |
5.3709 |
5.2754 |
4.9498 |
4.8149 |
4.8115 |
4.8638 |
4.8242 |
4.9625 |
5.0167 |
4.8947 |
| 6 |
5.7430 |
5.4537 |
5.5333 |
5.3478 |
5.0268 |
5.0741 |
5.0114 |
4.9486 |
5.1180 |
5.0333 |
5.1157 |
5.0214 |
| 7 |
5.8950 |
5.5930 |
5.7942 |
5.4608 |
5.1176 |
5.1681 |
5.0838 |
5.0371 |
5.1454 |
5.1173 |
5.2041 |
5.0928 |
| 8 |
5.9623 |
5.7130 |
5.7816 |
5.5780 |
5.2163 |
5.1674 |
5.0952 |
5.1090 |
5.1133 |
5.1682 |
5.2423 |
5.0997 |
| 9 |
5.9884 |
5.7682 |
5.7254 |
5.6104 |
5.2306 |
5.2129 |
5.0991 |
5.1197 |
5.1120 |
5.1834 |
5.2566 |
5.1374 |
| 10 |
5.9053 |
5.8479 |
5.7329 |
5.6206 |
5.2620 |
5.2589 |
5.1052 |
5.1433 |
5.1368 |
5.1911 |
5.2703 |
5.1542 |
| 11 |
5.9838 |
5.8711 |
5.7780 |
5.8487 |
5.4864 |
5.3404 |
5.1974 |
5.2400 |
5.2039 |
5.2807 |
5.3655 |
5.2201 |
| 12 |
6.0793 |
5.9148 |
5.8505 |
5.8280 |
5.3924 |
5.4111 |
5.2682 |
5.4496 |
5.4363 |
5.4028 |
5.4989 |
5.3169 |
| 13 |
6.1483 |
5.9562 |
5.9195 |
5.8309 |
5.5153 |
5.5038 |
5.3675 |
5.6138 |
5.5022 |
5.5414 |
5.6459 |
5.4149 |
| 14 |
6.1879 |
5.9884 |
5.9718 |
5.8968 |
5.5772 |
5.5987 |
5.4889 |
5.6451 |
5.5749 |
5.6016 |
5.7319 |
5.4873 |
| 15 |
6.2320 |
6.0129 |
6.0209 |
5.9101 |
5.6308 |
5.6649 |
5.5587 |
5.7375 |
5.6195 |
5.7355 |
5.8179 |
5.6013 |
| 16 |
6.2861 |
6.0454 |
6.0732 |
5.9283 |
5.6942 |
5.7182 |
5.6432 |
5.8689 |
5.6926 |
6.0124 |
5.9218 |
5.7437 |
| 17 |
6.3401 |
6.0779 |
6.1255 |
6.0201 |
5.8191 |
5.8786 |
5.7288 |
5.9401 |
5.7887 |
6.0986 |
5.9646 |
5.8812 |
| 18 |
6.3942 |
6.1104 |
6.1691 |
6.1024 |
5.9058 |
5.9742 |
5.7996 |
5.9975 |
5.8849 |
6.0551 |
6.0074 |
5.8497 |
| 19 |
6.3446 |
6.1390 |
6.1017 |
6.0474 |
5.8393 |
5.9244 |
5.8268 |
5.9899 |
5.9304 |
6.0351 |
6.0102 |
5.8387 |
| 20 |
6.3462 |
6.0917 |
6.0090 |
6.0172 |
5.8110 |
5.9250 |
5.8199 |
5.9268 |
5.9432 |
6.0602 |
6.0189 |
5.8909 |
| 21 |
6.3503 |
6.1045 |
- |
6.0278 |
5.8322 |
5.9395 |
5.8387 |
- |
5.9549 |
6.0913 |
6.0299 |
5.9569 |
| 22 |
6.3544 |
6.1172 |
- |
6.0384 |
5.8535 |
5.9540 |
5.8576 |
- |
5.9666 |
6.1224 |
6.0408 |
6.0228 |
| 23 |
6.3585 |
6.1300 |
- |
6.0490 |
5.8747 |
5.9684 |
5.8764 |
- |
5.9784 |
6.1260 |
6.0518 |
6.0147 |
| 24 |
6.3626 |
6.1428 |
- |
6.0596 |
5.8959 |
5.9829 |
5.8953 |
- |
5.9901 |
6.0858 |
6.0627 |
5.9512 |
| 25 |
6.3667 |
6.1555 |
- |
6.0732 |
5.9176 |
5.9994 |
5.9100 |
- |
6.0018 |
6.1164 |
6.1233 |
5.9768 |
| 26 |
6.3709 |
6.1683 |
- |
6.1032 |
5.9397 |
6.0177 |
5.9189 |
- |
- |
- |
- |
5.9753 |
| 27 |
6.3750 |
6.1811 |
- |
6.1331 |
5.9618 |
6.0360 |
5.9277 |
- |
- |
- |
- |
5.9738 |
| 28 |
6.3791 |
6.1938 |
- |
6.1631 |
5.9839 |
6.0544 |
5.9366 |
- |
- |
- |
- |
5.9723 |
| 29 |
6.3832 |
6.2066 |
- |
6.1931 |
6.0060 |
6.0727 |
5.9455 |
- |
- |
- |
- |
5.9708 |
| 30 |
6.3873 |
6.2193 |
- |
6.2230 |
6.0281 |
6.0910 |
- |
- |
- |
- |
- |
- |
| 2004-05 |
||||||||||||
| 1 |
4.4282 |
4.6452 |
4.6048 |
|||||||||
| 2 |
4.5076 |
4.7794 |
4.8921 |
|||||||||
| 3 |
4.5869 |
4.9453 |
5.1794 |
|||||||||
| 4 |
4.6663 |
4.9566 |
5.4222 |
|||||||||
| 5 |
4.8696 |
4.9758 |
5.4525 |
|||||||||
| 6 |
5.0791 |
5.0486 |
5.6365 |
|||||||||
| 7 |
5.0914 |
5.2797 |
5.7365 |
|||||||||
| 8 |
5.0799 |
5.2605 |
5.8888 |
|||||||||
| 9 |
5.1067 |
5.2891 |
5.8644 |
|||||||||
| 10 |
5.1461 |
5.3016 |
5.8677 |
|||||||||
| 11 |
5.3638 |
5.4478 |
5.9796 |
|||||||||
| 12 |
5.3085 |
5.5801 |
6.0788 |
|||||||||
| 13 |
5.4088 |
5.6749 |
6.2433 |
|||||||||
| 14 |
5.4771 |
5.7614 |
6.2826 |
|||||||||
| 15 |
5.5341 |
5.8635 |
6.2982 |
|||||||||
| 16 |
5.6280 |
6.0013 |
6.3541 |
|||||||||
| 17 |
5.6715 |
6.1397 |
6.3835 |
|||||||||
| 18 |
5.7149 |
6.1174 |
6.4128 |
|||||||||
| 19 |
5.7478 |
5.9536 |
6.4435 |
|||||||||
| 20 |
5.7694 |
5.9456 |
6.5005 |
|||||||||
| 21 |
5.7895 |
5.9425 |
6.5576 |
|||||||||
| 22 |
5.8097 |
5.9395 |
6.6146 |
|||||||||
| 23 |
5.8298 |
5.9364 |
6.6060 |
|||||||||
| 24 |
5.8500 |
5.9333 |
6.5810 |
|||||||||
| 25 |
- |
- |
- |
|||||||||
| 26 |
- |
- |
- |
|||||||||
| 27 |
- |
- |
- |
|||||||||
| 28 |
- |
- |
- |
|||||||||
| 29 |
- |
- |
- |
|||||||||
| 30 |
- |
- |
- |
|||||||||
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