Table 75 : Prices and redemption yield on Central Government securities (SGL transactions)

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Published on September 15, 2009

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Table 75 : Prices and redemption yield on Central Government securities (SGL transactions)


Nomenclature of the Loan	Annual Average Price (Rupees)					Yield (Per cent per annum)
Nomenclature of the Loan	2004-05	2005-06	2006-07	2007-08	2008-09	2004-05	2005-06	2006-07	2007-08	2008-09
1	2	3	4	5	6	7	8	9	10	11
A) Terminable under 5 years
5.48% 2009	100.33	95.10	96.06	96.93	98.51	5.57	6.87	6.88	7.63	7.29
6.65% 2009	103.01	100.25	98.50	98.53	98.21	6.18	6.54	7.51	7.66	6.62
6.99% 2009	-	-	-	-	-	-	-	-	-	-
7.00% 2009	103.80	100.93	99.10	98.45	99.17	6.34	6.73	7.50	8.09	7.75
11.50% 2009	121.90	115.10	109.69	105.69	101.43	5.98	6.71	7.52	7.95	7.31
11.99% 2009	123.83	116.71	110.90	105.88	90.33	5.80	6.59	7.25	7.65	7.40
5.87% 2010	99.82	97.32	-	96.69	98.14	5.61	6.57	-	7.63	7.48
6.00% 2010	-	-	-	-	-	-	-	-	-	-
6.20% 2010	-	-	-	-	-	-	-	-	-	-
7.50% 2010	106.82	101.65	99.25	99.99	99.72	6.04	6.89	7.77	7.35	7.61
7.55% 2010	107.50	103.34	100.45	99.65	100.56	6.02	6.69	7.42	7.69	6.60
8.75% 2010	115.37	107.93	102.97	-	101.85	5.92	6.95	7.98	-	7.52
11.30% 2010	125.14	118.27	112.98	108.53	106.42	5.86	6.85	7.39	7.70	7.65
11.50% 2010	125.51	118.28	113.14	108.96	107.21	6.32	6.85	7.43	7.70	6.32
12.25% 2010	129.48	121.60	115.66	110.86	106.28	5.87	6.86	7.45	7.55	6.90
12.29% 2010	127.22	120.09	113.97	109.51	105.39	6.09	6.85	7.50	7.78	7.29
5.03% 2011	-	-	-	-	-	-	-	-	-	-
6.57% 2011	-	-	-	-	98.36	-	-	-	-	7.28
8.00% 2011	109.10	103.90	100.88	100.68	102.06	6.54	7.10	7.86	7.93	7.11
9.39% 2011	117.71	111.91	107.31	105.22	100.94	6.17	6.86	7.52	7.78	7.11
10.95% 2011	125.22	118.64	114.43	109.40	108.52	6.26	6.96	7.33	7.94	6.86
11.50% 2011	129.61	121.81	116.26	112.18	110.19	5.90	6.98	7.43	7.82	6.37
12.00% 2011	129.86	124.51	116.59	114.11	112.72	6.71	7.03	7.97	7.95	6.92
12.32% 2011	131.04	124.14	117.14	111.94	110.03	6.38	6.89	7.59	7.85	7.09
6.72% 2007/2012	103.21	101.15	99.18	95.73	96.73	6.09	6.51	6.93	7.87	7.75
6.85% 2012	103.96	99.94	96.90	96.45	101.34	6.00	6.86	7.58	7.80	6.32
7.40% 2012	107.38	102.30	99.45	98.34	99.73	6.21	6.95	7.55	7.83	7.35
9.40% 2012	119.21	113.05	108.01	106.26	108.11	6.18	6.96	7.60	7.87	7.10
10.25% 2012	121.34	116.87	110.54	108.09	106.86	6.75	7.06	7.88	8.08	8.36
11.03% 2012	128.75	121.54	115.01	111.42	111.67	6.16	7.02	7.81	8.10	6.62
B) Between 5 and 10 years
7.27% 2013	107.28	101.63	98.07	97.80	98.82	6.05	6.98	7.58	7.66	7.21
9.00% 2013	117.17	111.37	105.90	102.71	105.32	6.57	7.06	7.86	8.25	7.61
9.81% 2013	123.20	116.04	110.40	107.80	109.43	6.02	7.11	7.85	8.11	6.92
12.40% 2013	139.85	131.28	123.72	120.58	118.64	6.65	7.17	7.93	7.99	7.90
6.72% 2014	105.32	97.88	92.54	94.30	100.45	5.52	7.05	8.05	7.89	6.63
7.37% 2014	108.49	102.04	98.12	97.62	98.90	6.14	7.04	7.74	7.86	7.40
7.56% 2014	-	-	-	-	104.08	-	-	-	-	6.27
10.00% 2014	124.42	117.54	112.86	109.09	107.22	6.71	7.22	7.71	8.09	7.96
10.50% 2014	129.97	121.53	115.76	113.89	114.73	6.74	7.28	7.83	7.85	7.86
11.83% 2014	139.11	130.76	124.42	120.64	119.59	6.48	7.17	7.84	7.94	7.85
7.38% 2015	108.96	102.03	98.03	97.11	98.22	6.26	7.06	7.70	7.95	7.66
9.85% 2015	126.93	118.45	112.96	110.94	110.26	6.18	7.24	7.76	8.01	7.69
10.47% 2015	129.36	121.87	118.10	113.07	113.57	6.40	7.22	7.59	8.06	7.49
10.79% 2015	128.70	125.02	119.63	115.40	116.47	6.87	7.22	7.65	8.02	8.37
11.43% 2015	137.58	129.20	122.94	119.29	122.15	6.42	7.19	7.92	8.06	6.96
(Continued)

TABLE 75 : PRICES AND REDEMPTION YIELD ON CENTRAL GOVERNMENTSECURITIES (SGL TRANSACTIONS) (Concld.)
Nomenclature of the Loan	Annual Average Price (Rupees)					Yield (Per cent per annum)
Nomenclature of the Loan	2004-05	2005-06	2006-07	2007-08	2008-09	2004-05	2005-06	2006-07	2007-08	2008-09
1	2	3	4	5	6	7	8	9	10	11
11.50% 2015	137.96	129.35	121.73	118.83	116.38	6.71	7.27	7.91	8.12	7.46
5.59% 2016	92.44	88.28	85.95	83.87	90.26	6.40	7.17	7.66	8.18	7.13
7.59% 2016	-	-	98.96	98.14	98.26	-	-	7.79	7.91	7.33
10.71% 2016	133.13	125.60	118.72	117.63	124.38	6.36	7.26	7.95	7.89	6.44
12.30% 2016	145.92	136.99	129.49	123.21	120.49	6.63	7.26	8.21	8.41	8.04
7.46% 2017	108.82	101.92	97.43	96.91	97.76	6.47	7.25	7.81	7.88	7.00
7.49% 2017	108.64	101.78	97.59	97.50	98.20	6.35	7.25	7.82	7.87	7.57
7.99% 2017	-	-	-	-	99.18	-	-	-	-	7.84
8.07% 2017	114.05	106.43	102.01	101.08	101.31	6.40	7.22	7.80	7.93	7.29
C) Between 10 and 15 years
5.69% 2018	93.08	87.09	82.62	83.52	76.38	6.39	7.29	7.95	7.99	7.54
6.25% 2018	98.50	92.11	87.86	87.60	91.23	6.46	7.23	7.91	8.03	7.15
8.24% 2018	-	-	-	-	102.99	-	-	-	-	7.60
10.45% 2018	134.68	125.25	117.99	115.81	123.42	6.44	7.34	8.05	8.19	7.00
12.60% 2018	-	140.47	135.08	-	130.94	-	7.61	7.91	-	7.74
5.64% 2019	92.12	86.08	81.91	82.02	85.23	6.27	7.27	8.12	8.07	7.66
6.05% 2019	95.65	89.59	84.94	84.91	88.58	6.45	7.27	7.91	8.11	7.06
10.03% 2019	131.54	122.85	117.23	113.84	119.73	6.68	7.38	7.83	8.22	6.90
6.35% 2020	97.83	91.56	87.25	86.09	80.22	6.52	7.33	7.95	8.12	7.19
10.70% 2020	137.07	128.20	121.94	118.53	118.17	6.85	7.46	8.00	8.48	7.54
11.60% 2020	147.67	137.79	131.69	128.52	130.05	6.78	7.36	7.73	8.00	7.91
7.94% 2021	-	-	99.04	99.24	99.88	-	-	8.07	8.11	7.52
10.25% 2021	134.06	125.66	119.45	117.47	117.45	6.78	7.46	8.07	8.11	7.81
5.87% 2022	95.22	85.24	82.61	91.12	86.70	5.88	7.51	8.02	6.87	7.48
08.08%2022	-	-	-	-	-	-	-	-	-	-
08.13%2022	-	-	-	-	-	-	-	-	-	-
8.20% 2022	-	-	-	-	102.82	-	-	-	-	7.84
8.35% 2022	116.88	109.27	102.31	102.26	101.47	6.70	7.41	8.02	7.99	7.90
D) Over 15 years
6.17% 2023	95.23	88.19	83.00	82.37	84.33	6.60	7.38	8.01	8.18	7.44
6.30% 2023	96.35	89.60	84.07	83.77	88.87	6.52	7.36	8.01	8.08	6.85
6.35% 2023	-	-	-	-	80.22	-	-	-	-	-
10.18% 2026	137.24	128.11	122.72	117.81	121.67	6.94	7.49	7.86	8.26	8.00
8.24% 2027	-	-	100.52	101.71	97.95	-	-	8.19	8.06	8.32
8.26% 2027	-	-	-	-	101.37	-	-	-	-	8.34
6.01% 2028	95.65	85.04	79.20	77.76	78.36	6.66	7.38	8.02	8.28	7.82
6.13% 2028	93.23	86.00	80.17	78.91	80.41	6.63	7.42	8.02	8.31	7.58
7.95% 2032	113.06	104.57	98.08	96.98	96.65	6.97	7.57	8.07	-	8.19
8.28% 2032	-	-	-	-	98.22	-	-	-	-	8.27
08.32%2032	-	-	-	-	-	-	-	-	-	-
8.33% 2032	-	-	-	-	100.01	-	-	-	-	8.26
7.5% 2034	103.06	99.39	92.76	90.87	93.08	7.25	7.54	8.19	8.38	7.64
7.40% 2035	-	98.24	91.52	90.55	92.44	-	7.55	8.14	8.27	7.53
8.33% 2036	-	-	100.19	100.64	102.10	-	-	8.13	8.28	8.05
6.83% 2039	-	-	-	-	93.13	-	-	-	-	7.39
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.