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) |
|||||||||
|
|
|
2001-02 |
2002-03 |
2003-04 |
2004-05 |
2005-06 |
2001-02 |
2002-03 |
2003-04 |
2004-05 |
2005-06 |
1 |
|
2 |
3 |
4 |
5 |
6 |
7 |
8 |
9 |
10 |
11 |
12 |
A) Terminable under 5 years |
||||||||||||
|
1. |
4.83% 2006 |
- |
- |
100.44 |
99.34 |
99.12 |
- |
- |
4.65 |
5.08 |
5.94 |
|
2. |
6.75% 2006 |
91.50 |
100.84 |
103.09 |
101.26 |
100.77 |
8.86 |
6.34 |
5.35 |
6.04 |
5.72 |
|
3. |
7.01% 2006 |
100.33 |
- |
- |
- |
- |
6.93 |
- |
- |
- |
- |
|
4. |
11.00% 2006 |
112.39 |
114.14 |
115.96 |
109.79 |
103.93 |
7.92 |
6.90 |
4.92 |
5.21 |
6.26 |
|
5. |
11.25% 2006 |
- |
- |
- |
107.90 |
102.03 |
- |
- |
- |
6.04 |
6.85 |
|
6. |
11.50% 2006 |
111.17 |
115.35 |
116.98 |
108.83 |
103.05 |
8.13 |
6.61 |
5.22 |
5.57 |
6.37 |
|
7. |
11.68% 2006 |
114.47 |
116.96 |
115.86 |
109.10 |
102.96 |
7.86 |
6.34 |
4.95 |
5.51 |
5.92 |
|
8. |
11.75% 2006 |
114.63 |
116.87 |
116.06 |
109.28 |
103.34 |
8.06 |
6.37 |
4.99 |
5.50 |
5.82 |
|
9. |
13.85% 2006 |
119.00 |
123.66 |
123.21 |
114.85 |
106.88 |
8.38 |
6.81 |
4.95 |
5.86 |
6.30 |
|
10. |
13.85% 2006@ |
119.40 |
123.30 |
123.11 |
114.34 |
105.10 |
8.73 |
6.92 |
5.53 |
5.45 |
6.46 |
|
11. |
14.00% 2006 |
119.48 |
121.85 |
119.84 |
111.71 |
103.37 |
8.71 |
6.68 |
5.09 |
5.47 |
- |
|
12. |
6.75% 2007 |
92.00 |
100.25 |
103.76 |
102.44 |
100.53 |
7.81 |
6.74 |
5.37 |
6.05 |
6.49 |
|
13. |
11.50% 2007 |
114.60 |
119.97 |
121.81 |
115.15 |
109.39 |
8.30 |
6.65 |
5.24 |
6.05 |
6.45 |
|
14. |
11.90% 2007 |
116.95 |
119.67 |
122.79 |
115.47 |
108.84 |
8.24 |
6.62 |
4.96 |
5.66 |
6.20 |
|
15. |
12.50% 2007 |
117.58 |
121.83 |
122.58 |
116.83 |
107.60 |
8.91 |
6.96 |
5.00 |
5.36 |
6.56 |
|
16. |
13.05% 2007 |
119.71 |
125.02 |
125.34 |
117.09 |
110.04 |
8.37 |
6.48 |
5.00 |
5.59 |
6.37 |
|
17. |
13.65% 2007 |
123.08 |
124.83 |
125.80 |
118.64 |
108.75 |
8.26 |
6.26 |
5.23 |
5.70 |
6.24 |
|
18. |
6.00% 2008 |
- |
- |
102.26 |
- |
- |
- |
- |
5.66 |
- |
- |
|
19. |
9.50% 2008 |
105.05 |
111.94 |
116.79 |
110.47 |
106.42 |
8.62 |
6.75 |
5.16 |
6.19 |
6.59 |
|
20. |
10.80% 2008 |
112.04 |
118.97 |
122.88 |
117.64 |
111.19 |
8.47 |
6.80 |
5.67 |
5.79 |
6.56 |
|
21. |
11.40% 2008 |
116.31 |
123.38 |
127.30 |
119.40 |
113.10 |
8.26 |
6.57 |
5.06 |
5.73 |
6.40 |
|
22. |
11.50% 2008 |
113.94 |
121.02 |
125.40 |
117.99 |
112.38 |
8.96 |
7.03 |
5.19 |
5.89 |
6.38 |
|
23. |
12.00% 2008 |
116.53 |
124.15 |
127.68 |
119.67 |
113.14 |
8.70 |
6.65 |
5.13 |
6.03 |
6.41 |
|
24. |
12.10% 2008 |
117.31 |
125.36 |
128.25 |
120.08 |
113.36 |
8.71 |
6.49 |
4.90 |
5.87 |
6.62 |
|
25. |
12.15% 2008 |
116.09 |
123.88 |
125.63 |
123.91 |
113.36 |
9.06 |
6.90 |
5.39 |
5.10 |
6.32 |
|
26. |
12.22% 2008 |
113.82 |
126.72 |
128.64 |
120.75 |
114.98 |
9.43 |
6.52 |
5.39 |
5.99 |
6.35 |
|
27. |
12.25% 2008 |
117.86 |
126.28 |
129.90 |
122.11 |
114.92 |
9.07 |
6.74 |
5.31 |
5.89 |
6.55 |
|
28. |
5.48% 2009 |
- |
- |
103.18 |
100.33 |
95.10 |
- |
- |
4.82 |
5.57 |
6.87 |
|
29. |
6.65% 2009 |
- |
99.94 |
107.01 |
103.01 |
100.25 |
- |
6.69 |
5.15 |
6.18 |
6.54 |
|
30. |
6.99% 2009 |
100.03 |
100.10 |
- |
- |
- |
6.99 |
6.97 |
- |
- |
- |
|
31. |
7.00% 2009 |
93.14 |
101.64 |
107.55 |
103.80 |
100.93 |
7.72 |
6.62 |
5.56 |
6.34 |
6.73 |
|
32. |
11.50% 2009 |
113.14 |
123.35 |
129.47 |
121.90 |
115.10 |
8.95 |
6.95 |
5.36 |
5.98 |
6.71 |
|
33. |
11.99% 2009 |
118.36 |
127.08 |
132.40 |
123.83 |
116.71 |
8.77 |
6.78 |
5.15 |
5.80 |
6.59 |
|
34. |
5.87% 2010 |
- |
99.76 |
103.26 |
99.82 |
97.32 |
- |
5.90 |
5.31 |
5.61 |
6.57 |
|
35. |
6.00% 2010 |
- |
- |
101.38 |
- |
- |
- |
- |
5.75 |
- |
- |
|
36. |
6.20% 2010 |
- |
- |
102.50 |
- |
- |
- |
- |
5.65 |
- |
- |
|
37. |
7.50% 2010 |
94.39 |
103.53 |
110.94 |
106.82 |
101.65 |
7.86 |
6.74 |
5.54 |
6.04 |
6.89 |
|
38. |
7.55% 2010 |
- |
104.95 |
112.77 |
107.50 |
103.34 |
- |
6.70 |
5.24 |
6.02 |
6.69 |
|
39. |
8.75% 2010 |
101.44 |
110.42 |
118.69 |
115.37 |
107.93 |
7.87 |
6.83 |
5.59 |
5.92 |
6.95 |
|
40. |
11.30% 2010 |
115.98 |
126.10 |
133.80 |
125.14 |
118.27 |
8.77 |
6.99 |
5.35 |
5.86 |
6.85 |
|
41. |
11.50% 2010 |
114.85 |
126.65 |
133.21 |
125.51 |
118.28 |
9.25 |
6.84 |
5.30 |
6.32 |
6.85 |
|
42. |
12.25% 2010 |
118.82 |
130.90 |
137.74 |
129.48 |
121.60 |
9.27 |
7.05 |
5.42 |
5.87 |
6.86 |
|
43. |
12.29% 2010 |
118.51 |
129.57 |
136.31 |
127.22 |
120.09 |
9.30 |
6.98 |
5.38 |
6.09 |
6.85 |
B) Between 5 and 10 years |
||||||||||||
|
44. |
5.03% 2011 |
- |
- |
100.00 |
- |
- |
- |
- |
5.02 |
- |
- |
|
45. |
8.00% 2011 |
97.63 |
105.85 |
114.53 |
109.10 |
103.90 |
7.82 |
6.93 |
5.68 |
6.54 |
7.10 |
|
46. |
9.39% 2011 |
106.59 |
116.05 |
125.20 |
117.71 |
111.91 |
8.44 |
6.90 |
5.37 |
6.17 |
6.86 |
|
47. |
10.95% 2011 |
113.16 |
125.12 |
134.17 |
125.22 |
118.64 |
8.90 |
6.97 |
5.44 |
6.26 |
6.96 |
|
48. |
11.50% 2011 |
117.76 |
130.49 |
139.54 |
129.61 |
121.81 |
8.79 |
6.86 |
5.29 |
5.90 |
6.98 |
|
49. |
12.00% 2011 |
115.98 |
130.00 |
140.52 |
129.86 |
124.51 |
9.81 |
7.42 |
5.69 |
6.71 |
7.03 |
|
50. |
12.32% 2011 |
119.55 |
132.12 |
140.41 |
131.04 |
124.14 |
9.22 |
7.14 |
5.49 |
6.38 |
6.89 |
(Continued) |
Sr. No. |
Nomenclature of the loan |
Annual average price (Rupees) |
Yield * (Per cent per annum) |
|||||||||
|
|
|
2001-02 |
2002-03 |
2003-04 |
2004-05 |
2005-06 |
2001-02 |
2002-03 |
2003-04 |
2004-05 |
2005-06 |
1 |
|
2 |
3 |
4 |
5 |
6 |
7 |
8 |
9 |
10 |
11 |
12 |
|
51. |
6.72% 2007/2012 |
# - |
102.10 |
106.61 |
103.21 |
101.15 |
- |
6.45 |
5.90 |
6.09 |
6.51 |
|
52. |
6.85% 2012 |
- |
100.05 |
109.72 |
103.96 |
99.94 |
- |
6.73 |
5.40 |
6.00 |
6.86 |
|
53. |
7.40% 2012 |
- |
103.70 |
113.73 |
107.38 |
102.30 |
- |
6.89 |
5.38 |
6.21 |
6.95 |
|
54. |
9.40% 2012 |
108.36 |
117.26 |
127.70 |
119.21 |
113.05 |
8.24 |
6.95 |
5.46 |
6.18 |
6.96 |
|
55. |
10.25% 2012 |
108.06 |
121.75 |
131.19 |
121.34 |
116.87 |
9.22 |
7.09 |
5.68 |
6.75 |
7.06 |
|
56. |
11.03% 2012 |
114.76 |
128.11 |
138.57 |
128.75 |
121.54 |
8.92 |
7.03 |
5.46 |
6.16 |
7.02 |
|
57. |
7.27% 2013 |
- |
106.12 |
114.15 |
107.28 |
101.63 |
- |
6.47 |
5.40 |
6.05 |
6.98 |
|
58. |
9.00% 2013 |
101.65 |
112.24 |
124.33 |
117.17 |
111.37 |
8.66 |
7.25 |
5.75 |
6.57 |
7.06 |
|
59. |
9.81% 2013 |
107.57 |
120.88 |
132.57 |
123.20 |
116.04 |
8.73 |
7.01 |
5.43 |
6.02 |
7.11 |
|
60. |
12.40% 2013 |
121.29 |
136.33 |
149.74 |
139.85 |
131.28 |
9.78 |
7.38 |
5.90 |
6.65 |
7.17 |
|
61. |
6.72% 2014 |
- |
- |
110.42 |
105.32 |
97.88 |
- |
- |
5.36 |
5.52 |
7.05 |
|
62. |
7.37% 2014 |
- |
104.38 |
115.26 |
108.49 |
102.04 |
- |
6.82 |
5.44 |
6.14 |
7.04 |
|
63. |
10.00% 2014 |
106.31 |
120.30 |
133.56 |
124.42 |
117.54 |
8.96 |
7.12 |
5.87 |
6.71 |
7.22 |
|
64. |
10.50% 2014 |
109.39 |
125.03 |
137.96 |
129.97 |
121.53 |
9.27 |
7.36 |
5.87 |
6.74 |
7.28 |
|
65. |
11.83% 2014 |
118.83 |
135.39 |
148.97 |
139.11 |
130.76 |
9.39 |
7.40 |
5.83 |
6.48 |
7.17 |
|
66. |
7.38% 2015 |
- |
108.92 |
116.01 |
108.96 |
102.03 |
- |
6.32 |
5.53 |
6.26 |
7.06 |
|
67. |
9.85% 2015 |
113.34 |
122.85 |
137.20 |
126.93 |
118.45 |
8.19 |
7.17 |
5.58 |
6.18 |
7.24 |
|
68. |
10.47% 2015 |
110.24 |
125.82 |
138.72 |
129.36 |
121.87 |
9.23 |
7.29 |
5.83 |
6.40 |
7.22 |
|
69. |
10.79% 2015 |
109.50 |
129.33 |
141.25 |
128.70 |
125.02 |
9.62 |
7.20 |
5.97 |
6.87 |
7.22 |
|
70. |
11.43% 2015 |
117.10 |
133.63 |
147.39 |
137.58 |
129.20 |
9.34 |
7.41 |
5.91 |
6.42 |
7.19 |
|
71. |
11.50% 2015 |
115.89 |
133.02 |
146.92 |
137.96 |
129.35 |
9.60 |
7.73 |
5.85 |
6.71 |
7.27 |
C) Between 10 and 15 years |
||||||||||||
|
72. |
5.59% 2016 |
- |
- |
- |
92.44 |
88.28 |
- |
- |
- |
6.40 |
7.17 |
|
73. |
10.71% 2016 |
112.24 |
129.41 |
143.33 |
133.13 |
125.60 |
9.13 |
7.31 |
5.83 |
6.36 |
7.26 |
|
74. |
12.30% 2016 |
120.00 |
139.31 |
154.39 |
145.92 |
136.99 |
9.86 |
7.78 |
6.07 |
6.63 |
7.26 |
|
75. |
7.46% 2017 |
- |
105.37 |
116.48 |
108.82 |
101.92 |
- |
6.84 |
5.73 |
6.47 |
7.25 |
|
76. |
7.49% 2017 |
- |
103.31 |
116.27 |
108.64 |
101.78 |
- |
7.14 |
5.76 |
6.35 |
7.25 |
|
77. |
8.07% 2017 |
104.21 |
107.98 |
121.73 |
114.05 |
106.43 |
7.55 |
7.18 |
5.71 |
6.40 |
7.22 |
|
78. |
5.69% 2018 |
- |
- |
101.27 |
93.08 |
87.09 |
- |
- |
5.56 |
6.39 |
7.29 |
|
79. |
6.25% 2018 |
- |
100.75 |
104.81 |
98.50 |
92.11 |
- |
6.22 |
5.76 |
6.46 |
7.23 |
|
80. |
10.45% 2018 |
110.23 |
127.68 |
142.74 |
134.68 |
125.25 |
9.35 |
7.28 |
6.05 |
6.44 |
7.34 |
|
81. |
12.60% 2018 |
124.75 |
147.08 |
157.42 |
- |
140.47 |
9.95 |
7.34 |
6.37 |
- |
7.61 |
|
82. |
5.64% 2019 |
- |
- |
98.95 |
92.12 |
86.08 |
- |
- |
5.69 |
6.27 |
7.27 |
|
83. |
6.05% 2019 |
- |
- |
103.32 |
95.65 |
89.59 |
- |
- |
5.75 |
6.45 |
7.27 |
|
84. |
10.03% 2019 |
110.76 |
126.40 |
140.77 |
131.54 |
122.85 |
9.02 |
7.15 |
6.04 |
6.68 |
7.38 |
|
85. |
6.35% 2020 |
- |
- |
105.77 |
97.83 |
91.56 |
- |
- |
5.81 |
6.52 |
7.33 |
|
86. |
10.70% 2020 |
111.12 |
130.48 |
146.93 |
137.07 |
128.20 |
9.48 |
7.57 |
6.09 |
6.85 |
7.46 |
|
87. |
11.60% 2020 |
117.97 |
140.09 |
157.22 |
147.67 |
137.79 |
9.81 |
7.54 |
6.06 |
6.78 |
7.36 |
D) Over 15 years |
||||||||||||
|
88. |
10.25% 2021 |
109.37 |
128.12 |
144.73 |
134.06 |
125.66 |
9.22 |
7.45 |
6.11 |
6.78 |
7.46 |
|
89. |
5.87% 2022 |
- |
- |
99.59 |
95.22 |
85.24 |
- |
- |
5.91 |
5.88 |
7.51 |
|
90. |
8.35% 2022 |
- |
109.97 |
125.96 |
116.88 |
109.27 |
- |
7.41 |
6.04 |
6.70 |
7.41 |
|
91. |
6.17% 2023 |
- |
- |
103.28 |
95.23 |
88.19 |
- |
- |
5.91 |
6.60 |
7.38 |
|
92. |
6.30% 2023 |
- |
- |
103.71 |
96.35 |
89.60 |
- |
- |
6.00 |
6.52 |
7.36 |
|
93. |
10.18% 2026 |
112.91 |
128.74 |
149.19 |
137.24 |
128.11 |
8.91 |
7.58 |
6.17 |
6.94 |
7.49 |
|
94. |
6.01% 2028 |
- |
- |
100.53 |
95.65 |
85.04 |
- |
- |
5.98 |
6.66 |
7.38 |
|
95. |
6.13% 2028 |
- |
- |
101.57 |
93.23 |
86.00 |
- |
- |
6.01 |
6.63 |
7.42 |
|
96. |
7.95% 2032 |
- |
108.16 |
124.28 |
113.06 |
104.57 |
- |
7.23 |
6.16 |
6.97 |
7.57 |
|
97. |
7.5% 2034 |
- |
- |
- |
103.06 |
99.39 |
- |
- |
- |
7.25 |
7.54 |
|
98. |
7.40% 2035 |
- |
- |
- |
- |
98.24 |
- |
- |
- |
- |
7.55 |
* 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. |
પેજની છેલ્લી અપડેટની તારીખ: