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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)

 

 

 

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.
@  Security issued on an instalment basis.
#   GOI securities issued with call and put options exercisable on or after 5 years from the date of issue.

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