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26C. Month-end Yield to Maturity of SGL Transaction in Central Government Dated Securities for Various Residual Maturities
Date of Publish : Jun 11, 2012

(Per cent)

Term to Maturity (in years)

2011

2012

May

Jun.

Jul.

Aug.

Sep.

Oct.

Nov.

Dec.

Jan.

Feb.

Mar.

Apr.

1

2

3

4

5

6

7

8

9

10

11

12

1

8.3124

8.1875

8.3619

8.2283

8.2081

8.7114

8.7397

8.3720

8.6259

8.5654

8.3328

8.0040

2

8.3554

8.2298

8.3799

8.2650

8.2437

8.7469

8.7059

8.3161

8.5434

8.0814

8.0916

8.1086

3

8.3985

8.2722

8.3979

8.2696

8.2793

8.7823

8.6722

8.2603

8.4610

8.1851

8.1370

8.2132

4

8.4415

8.3146

8.4148

8.2873

8.3129

8.8178

8.6781

8.3743

8.3785

8.2888

8.4972

8.3178

5

8.4771

8.3496

8.4342

8.3329

8.3622

8.8603

8.7123

8.4656

8.2961

8.3051

8.5873

8.4434

6

8.4780

8.3580

8.4678

8.3445

8.4109

8.8810

8.7341

8.4918

8.3098

8.3096

8.5472

8.6149

7

8.4780

8.3625

8.5251

8.4124

8.3962

8.8635

8.7439

8.5120

8.3223

8.2896

8.5712

8.5664

8

8.4513

8.3532

8.6566

8.5700

8.4073

8.8650

8.7485

8.5300

8.3151

8.2641

8.7093

8.5482

9

8.4246

8.3440

8.5576

8.4262

8.3942

8.8666

8.7531

8.5479

8.2945

8.2214

8.6227

8.6047

10

8.4123

8.3518

8.4792

8.3543

8.3975

8.8849

8.7594

8.5459

8.2878

8.2000

8.5607

8.6523

11

8.4895

8.4205

8.5397

8.4259

8.4295

8.9145

8.7929

8.5142

8.3283

8.2268

8.6065

8.6739

12

8.5213

8.4566

8.5672

8.4559

8.4716

8.9260

8.8298

8.6100

8.3688

8.2536

8.6236

8.6851

13

8.5439

8.4897

8.5891

8.4839

8.5138

8.9375

8.8677

8.7018

8.4133

8.2957

8.6322

8.7123

14

8.5665

8.5227

8.6109

8.5118

8.5559

8.9490

8.9279

8.7660

8.4729

8.3752

8.6265

8.7583

15

8.5890

8.5557

8.6328

8.5398

8.5980

8.9605

8.9882

8.8302

8.5326

8.4548

8.6208

8.8042

16

8.6116

8.5887

8.6547

8.5708

8.6389

8.9708

9.0386

8.8678

8.5771

8.5092

8.6382

8.8273

17

8.6182

8.5943

8.6625

8.6379

8.6252

8.9707

9.0478

8.8353

8.5947

8.5316

8.6766

8.8356

18

8.6215

8.5972

8.6678

8.6114

8.9707

9.0570

8.8028

8.6122

8.5541

8.7150

8.8440

19

8.6248

8.6002

8.6731

8.5976

8.9707

9.0663

8.7727

8.6241

8.5717

8.7424

8.8555

20

8.6282

8.6031

8.6784

8.5838

8.9707

9.0755

8.7749

8.6044

8.5736

8.7462

8.8715

21

8.6315

8.6060

8.6837

8.5726

8.9707

9.0847

8.7770

8.5975

8.5755

8.7500

8.8876

22

8.6348

8.6890

8.5749

8.9706

9.0939

8.7791

8.5911

8.5774

8.7538

8.9036

23

8.6382

8.6944

8.5771

8.9706

9.1031

8.7813

8.5848

8.5793

8.7575

8.9197

24

8.6415

8.6997

8.5794

8.9706

9.1123

8.7834

8.5784

8.5812

8.7613

8.9357

25

8.6448

8.7050

8.5816

8.9706

9.1216

8.7856

8.5721

8.5831

8.7651

8.9307

26

8.6481

8.7103

8.5839

8.9706

9.1308

8.7877

8.5658

8.5850

8.7689

8.9232

27

8.6515

8.7156

8.5861

8.9705

9.1400

8.7898

8.5594

8.5869

8.7727

8.9156

28

8.6548

8.7209

8.5884

8.9705

9.1492

8.7920

8.5531

8.5888

8.7765

8.9081

29

8.6581

8.7262

8.5907

8.9705

9.1584

8.8036

8.5467

8.5907

8.7803

8.9006

30

8.6614

8.8249

8.5404

8.5926

8.7841

8.8931

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