Table 64: Prices and Redemption Yield on Central Government Securities (SGL Transactions)

RbiAnnouncementWeb

Asset Publisher

પ્રકાશિત તારીખ જૂન 07, 2003

સાંભળો

Table 64: Prices and Redemption Yield on Central Government Securities (SGL Transactions)



Sr.No.	Nomenclature		Annual Average Prices (Rs.)					Yield * ( % per annum )
	of the loan		1997- 98	1998- 99	1999- 2000	2000- 01	2001- 02	1997- 98	1998- 99	1999- 2000	2000- 01**	2001- 02**

1	2		3	4	5	6	7	8	9	10	11	12

A)Terminable Under 5 Years

1	5.75% 2002		95.27	86.33	84.8	91.52	98.44	7.01	9.98	13.56	11.27	8.74
2	6.50% 2002		96.42	86.48	92.76	93.18	99.9	7.42	10.52	9.73	10.24	6.58
3	7.75% 2002		-	-	-	-	99.32	-	-	-	-	8.49
4	11.00% 2002		98.75	98.45	100.8	101.47	101.87	11.38	11.5	10.56	10.15	6.86
5	11.15% 2002		100.39	98.89	101.22	101.82	103.03	11.04	11.49	10.57	9.97	7.53
6	11.55% 2002		100.54	100.08	102.34	102.62	104.18	11.4	11.52	10.51	9.85	7.28
7	11.68% 2002		-	100.16	102.44	102.8	103.23	-	11.62	10.48	9.71	7.57
8	12.69% 2002		105.16	103.38	104.44	103.48	102.86	11.14	11.56	10.32	9.88	7.63
9	12.75% 2002		102.56	103.9	104.89	105.19	103.95	12	11.51	10.37	9.38	6.59
10	13.40% 2002		106.51	108.29	106.5	104.42	104.07	11.47	10.74	10.08	10.04	7.48
11	13.80% 2002		108.06	106.77	106.78	105.93	103.71	11.4	11.57	10.27	9.82	6.46
12	13.82% 2002		108.12	105.77	107.36	106.49	105.61	11.53	12.01	10.41	9.79	7.36
13	5.75% 2003		100	90.67	82.07	87.98	96.93	5.75	8.12	12.83	11.18	7.59
14	6.50% 2003		100	91.6	84.65	90.24	96.17	6.5	8.59	12.19	10.58	8.26
15	11.00% 2003		97.25	99.75	99.75	..	104.6	11.7	11.06	11.08	..	8.3
16	11.10% 2003		-	100.6	101.13	101.84	104.92	-	10.92	10.65	10.05	7.45
17	11.75% 2003		-	100.09	102.94	103.8	106.38	-	11.72	10.66	10.2	7.97
18	11.78% 2003		-	99.71	102.93	103.21	106.74	-	11.85	10.73	10.44	7.38
19	11.83% 2003		102.05	101.87	103.32	104.03	106.98	11.32	11.33	10.61	10.04	7.66
20	6.50% 2004		100	90.3	88.35	88.84	97.05	6.5	8.62	9.91	10.3	7.72
21	9.50% 2004		91.55	91.37	92.75	98.17	104.47	11.36	11.56	11.72	10.07	7.18
22	11.30% 2004		99.44	97.25	97.25	103.82	110.26	11.42	11.93	12.09	10.08	7.39
23	11.50% 2004		-	101.19	102.13	103.5	108.78	-	11.21	10.84	10.08	7.99
24	11.57% 2004		-	98.95	100.98	105.36	108.95	-	11.82	11.26	9.47	7.04
25	11.75% 2004		-	99.65	103.01	104.69	109.33	-	11.83	10.84	10.14	8.06
26	11.95% 2004		-	100.14	103.85	105.06	109.87	-	11.92	10.81	10.23	8.15
27	11.98% 2004		-	100.2	103.99	105.19	111.02	-	11.93	10.83	10.22	7.88
28	12.35% 2004		102.09	103.98	103.15	107.49	111.45	11.88	11.39	11.37	9.77	6.67
29	12.50% 2004		103.29	102.59	105.52	106.26	110.85	11.75	11.85	10.77	10.15	7.53
30	12.59% 2004		105.11	103.09	106.06	107.18	111.45	11.47	11.84	10.77	10.11	7.71
31	6.50% 2005		102.18	83.37	89.46	83.37	99.92	6.14	9.76	8.95	11.27	6.55
32	8.25% 2005		75.07	80.2	85.69	91.53	102.17	13.26	12.48	11.83	10.53	7.37
33	9.90% 2005		-	-	-	98.46	106.9	-	-	-	10.21	7.87
34	10.20% 2005		-	-	-	99.39	107.87	-	-	-	10.15	8.03
35	10.50% 2005		95.05	92.6	97.86	100.18	106.54	11.48	12.11	11.05	10.45	8.5
36	11.19% 2005		99.47	96.77	100.79	103.16	111.29	11.29	11.87	10.99	10.25	7.82
37	11.25% 2005		97.85	97.22	100.95	103.31	110.53	11.68	11.84	11	10.34	7.83
38	13.75% 2005		102.97	105.15	110.32	110.39	119.24	13.13	12.59	11.05	10.95	6.79
39	14.00% 2005		107.26	109.57	111.34	112.49	117.56	12.56	11.96	11.18	10.72	8.38
40	14.00% 2005	@	109.27	109.06	112.26	112.77	117.12	12.14	12.02	10.85	10.47	8.59
41	6.75% 2006		93.09	96	74.18	81.01	91.5	7.87	7.43	12.95	11.58	8.86
42	7.01% 2006		-	-	-	-	100.33	-	-	-	-	6.93
43	11.00% 2006		-	-	-	101.74	112.39	-	-	-	10.55	7.92
44	11.25% 2006		99.49	103.99	103.99	..	..	11.34	10.5	10.37	..	..
45	11.50% 2006		98.76	97.79	101.55	104.65	111.17	11.73	11.93	11.14	10.27	8.13
46	11.68% 2006		-	-	102.75	104.85	114.47	-	-	11.04	10.42	7.86
47	11.75% 2006		-	98.57	102.93	104.97	114.63	-	12.03	11.07	10.41	8.06
48	13.85% 2006		109.51	108.66	110.49	112.8	119	12.13	12.13	11.5	10.9	8.38
49	13.85% 2006	@	109.31	108.92	109.1	113.97	119.4	12.14	12.09	11.79	10.56	8.73
50	14.00% 2006		110.86	109.99	110.98	113.28	119.48	11.98	11.97	11.43	10.72	8.71


Sr.No.	Nomenclature	Annual Average Prices (Rs.)					Yield * ( % per annum )
	of the loan	1997- 98	1998- 99	1999- 2000	2000- 01	2001- 02	1997- 98	1998- 99	1999- 2000	2000- 01**	2001- 02**

1	2	3	4	5	6	7	8	9	10	11	12

B) Between 5 and 10 Years

51	6.75% 2007	80.5	83.44	90.89	79.58	92	9.73	9.45	8.38	11.41	7.81
52	11.50% 2007	97.08	96.94	101.36	103.98	114.6	11.99	12.05	11.22	10.42	8.3
53	11.90% 2007	-	92.18	103.34	106.19	116.95	-	13.43	11.2	10.41	8.24
54	12.50% 2007	101.43	101.92	105.11	107.72	117.58	12.25	12.13	11.42	10.84	8.91
55	13.05% 2007	106.17	105.02	108.63	110.64	119.71	11.99	12.1	11.25	10.62	8.37
56	13.65% 2007	109.63	107.94	108.58	113.48	123.08	12.02	12.17	11.86	10.72	8.26
57	9.50% 2008	83.91	85.52	90.33	94.54	105.05	12.12	12.09	11.38	10.26	8.62
58	10.80% 2008	92.18	94.07	96.19	100.22	112.04	12.04	11.82	11.52	10.71	8.47
59	11.40% 2008	-	-	-	102.97	116.31	-	-	-	10.74	8.26
60	11.50% 2008	95.23	96.97	101.03	103.81	113.94	12.27	12.03	11.3	10.57	8.96
61	12.00% 2008	-	107.34	103.66	106.02	116.53	-	10.76	11.29	10.6	8.7
62	12.10% 2008	-	94.4	103.53	105.84	117.31	-	13.12	11.42	10.84	8.71
63	12.15% 2008	-	100.22	99.72	107.43	116.09	-	12.1	12.2	10.55	9.06
64	12.22% 2008	-	100.17	103.42	107.78	113.82	-	12.19	11.56	10.67	9.43
65	12.25% 2008	-	100.23	105	107.23	117.86	-	12.2	11.32	10.59	9.07
66	6.99% 2009	-	-	-	-	100.03	-	-	-	-	6.99
67	7.00% 2009	100	95.52	79.51	79.82	93.14	7	7.61	10.53	10.57	7.72
68	11.50% 2009	95.49	96.38	100.27	103.51	113.14	12.19	12.1	11.45	10.93	8.95
69	11.99% 2009	-	-	103.35	106.19	118.36	-	-	11.39	10.76	8.77
70	7.50% 2010	89.16	76.24	75.48	81.62	94.39	8.88	11.16	11.68	10.56	7.86
71	8.75% 2010	75.63	83.75	82.5	88.33	101.44	12.18	11.2	11.64	10.68	7.87
72	11.30% 2010	-	-	-	101.99	115.98	-	-	-	10.85	8.77
73	11.50% 2010	96.66	96.58	100.36	103.13	114.85	11.98	12.04	11.43	10.93	9.25
74	12.25% 2010	-	99.95	100.79	107.41	118.82	-	12.26	12.11	10.76	9.27
75	12.29% 2010	-	100.87	104.75	107.75	118.51	-	12.15	11.47	10.8	9.3
76	8.00% 2011	93.38	100	81.03	84.14	97.63	8.78	8	10.92	10.59	7.82
77	9.39% 2011	-	-	-	-	106.59	-	-	-	-	8.44
78	10.95% 2011	-	-	-	99.82	113.16	-	-	-	10.9	8.9
79	11.50% 2011	92.41	95.72	99.79	102.73	117.76	12.55	12.16	11.53	11	8.79
80	12.00% 2011	96.29	98.44	102.69	106.43	115.98	12.51	12.23	11.57	10.98	9.81
81	12.32% 2011	-	-	104.94	107.98	119.55	-	-	11.51	10.96	9.22

C) Between 10 and 15 years

82	9.40% 2012	-	-	-	-	108.36	-	-	-	-	8.24
83	10.25% 2012	97.56	88.7	90.61	95.92	108.06	10.55	11.93	11.71	10.5	9.22
84	11.03% 2012	-	-	-	99.97	114.76	-	-	-	10.98	8.92
85	9.00% 2013	92.97	100.35	80.68	88.04	101.65	9.81	8.95	11.94	10.73	8.66
86	9.81% 2013	-	-	-	-	107.57	-	-	-	-	8.73
87	12.40% 2013	-	100.64	104.64	108.52	121.29	-	12.3	11.7	11.08	9.78
88	10.00% 2014	98.39	90.46	95.15	92.19	106.31	10.18	11.29	10.66	10.52	8.96
89	10.50% 2014	98.57	99.76	89.56	97.16	109.39	10.66	10.53	12.03	10.77	9.27
90	11.83% 2014	-	-	104.25	104.84	118.83	-	-	11.23	11.04	9.39
91	9.85% 2015	-	-	-	-	113.34	-	-	-	-	8.19
92	10.47% 2015	-	-	-	100.7	110.24	-	-	-	10.38	9.23
93	10.79% 2015	-	-	-	99.08	109.5	-	-	-	10.77	9.62
94	11.43% 2015	-	-	-	102.62	117.1	-	-	-	11.06	9.34
95	11.50% 2015	97.99	98.18	97.36	102.49	115.89	11.74	11.75	11.87	11.07	9.6
96	10.71% 2016	-	-	-	-	112.24	-	-	-	-	9.13
97	12.30% 2016	-	-	104.77	107.71	120	-	-	11.64	10.96	9.86

D) Over 15 Years

98	8.07% 2017	-	-	-	-	104.21	-	-	-	-	7.55
99	10.45% 2018	-	-	-	-	110.23	-	-	-	-	9.35
100	12.60% 2018	-	100.4	105.31	110.08	124.75	-	12.54	11.88	11.22	9.95
101	10.03% 2019	-	-	-	-	110.76	-	-	-	-	9.02
102	10.70% 2020	-	-	-	96.58	111.12	-	-	-	11.02	9.48
103	11.60% 2020	-	-	-	-	117.97	-	-	-	-	9.81
104	10.25% 2021	-	-	-	-	109.37	-	-	-	-	9.22
105	10.18% 2026	-	-	-	-	112.91	-	-	-	-	8.91

* : 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