(Per cent)

Coupon

Date of Maturity

Yield (Semi–annual) as on

Mar 31, 2011
(Year-end)

Mar 31, 2012
(Year-end)

Jan 31, 2012

Feb 29, 2012

Mar 31, 2012

Apr 30, 2012

1

2

3

4

5

6

7

6.72 *

Jul.

18,

2012

7.31

8.90

8.62

8.88

8.90

8.27

7.40

May

3,

2012

7.44

8.88

8.56

8.94

8.88

8.15

10.25

Jun.

1,

2012

7.49

8.94

8.64

8.93

8.94

8.26

11.03

Jul.

18,

2012

7.51

8.90

8.62

8.88

8.90

8.27

9.40

Sep.

11,

2012

7.53

8.86

8.57

8.81

8.86

8.28

FRB

Nov.

10,

2012

7.26

8.61

8.50

8.65

8.61

8.46

9.00

May

24,

2013

7.54

8.17

8.16

8.23

8.17

7.99

9.81

May

30,

2013

7.54

8.17

8.16

8.22

8.17

7.99

12.40

Aug.

20,

2013

7.56

8.09

8.11

8.14

8.09

7.95

7.27

Sep.

3,

2013

7.57

8.06

8.09

8.11

8.06

7.93

FRB

Sep.

10,

2013

6.74

8.64

8.53

8.68

8.64

8.49

5.32

Feb.

16,

2014

7.74

7.97

8.05

8.04

7.97

7.89

6.72

Feb.

24,

2014

7.74

7.97

8.05

8.04

7.97

7.89

7.37

Apr.

16,

2014

7.77

7.96

8.05

8.04

7.96

7.89

6.07

May

15,

2014

7.79

7.96

8.05

8.04

7.96

7.89

FRB

May

20,

2014

5.12

8.73

8.62

8.77

8.73

8.58

10.00

May

30,

2014

7.79

7.97

8.06

8.05

7.97

7.89

7.32

Oct.

20,

2014

7.87

7.99

8.09

8.09

7.99

7.91

10.50

Oct.

29,

2014

7.87

8.00

8.09

8.10

8.00

7.92

7.56

Nov.

3,

2014

7.88

8.00

8.09

8.09

8.00

7.92

11.83

Nov.

12,

2014

7.87

8.01

8.10

8.10

8.01

7.92

10.47

Feb.

12,

2015

7.84

8.06

8.12

8.15

8.06

7.97

10.79

May

19,

2015

7.89

8.13

8.17

8.19

8.13

8.03

11.50

May

21,

2015

7.88

8.13

8.17

8.19

8.13

8.03

6.49

Jun.

8,

2015

7.91

8.15

8.18

8.21

8.15

8.05

7.17

Jun.

14,

2015

7.90

8.14

8.18

8.19

8.14

8.03

FRB

Jul.

2,

2015

5.71

8.70

8.59

8.74

8.70

8.55

11.43

Aug.

7,

2015

7.91

8.20

8.20

8.23

8.20

8.09

FRB

Aug.

10,

2015

6.26

8.71

8.60

8.75

8.71

8.56

7.38

Sep.

3,

2015

7.94

8.23

8.22

8.24

8.23

8.13

9.85

Oct.

16,

2015

7.94

8.26

8.24

8.26

8.26

8.16

7.59

Apr.

12,

2016

7.99

8.42

8.31

8.30

8.42

8.31

10.71

Apr.

19,

2016

7.98

8.42

8.31

8.31

8.42

8.35

FRB

May

7,

2016

5.15

8.78

8.67

8.82

8.78

8.63

5.59

Jun.

4,

2016

8.01

8.48

8.33

8.33

8.48

8.40

12.30

Jul.

2,

2016

7.98

8.46

8.32

8.32

8.46

8.38

7.02

Aug.

17,

2016

8.00

8.52

8.33

8.33

8.52

8.43

8.07

Jan.

15,

2017

7.97

8.57

8.32

8.33

8.57

8.45

7.49

Apr.

16,

2017

7.96

8.59

8.32

8.33

8.59

8.48

FRB

Jul.

2,

2017

7.42

8.71

8.72

8.67

8.71

8.68

7.99

Jul.

9,

2017

7.95

8.59

8.30

8.33

8.59

8.48

7.46

Aug.

28,

2017

7.97

8.59

8.33

8.33

8.59

8.53

6.25

Jan.

2,

2018

7.95

8.58

8.33

8.33

8.58

8.57

7.83

Apr.

11,

2018

–

8.56

8.33

8.32

8.56

8.60

8.24

Apr.

22,

2018

7.94

8.56

8.33

8.33

8.56

8.61

No. 27: Month-end Secondary Market Yield on Government of India Securities (Concld.)

(Per cent)

Coupon

Date of Maturity

Yield (Semi–annual) as on

Mar 31, 2011
(Year-end)

Mar 31, 2012
(Year-end)

Jan 31, 2012

Feb 29, 2012

Mar 31, 2012

Apr 30, 2012

1

2

3

4

5

6

7

10.45

Apr.

30,

2018

7.94

8.56

8.33

8.32

8.56

8.57

5.69

Sep.

25,

2018

7.95

8.60

8.34

8.33

8.60

8.64

12.60

Nov.

23,

2018

7.93

8.57

8.33

8.32

8.57

8.58

5.64

Jan.

2,

2019

8.02

8.62

8.39

8.34

8.62

8.65

6.05

Feb.

2,

2019

8.02

8.62

8.39

8.33

8.62

8.65

6.05

Jun.

12,

2019

8.02

8.64

8.38

8.32

8.64

8.63

6.90

Jul.

13,

2019

8.02

8.64

8.38

8.32

8.64

8.62

10.03

Aug.

9,

2019

8.02

8.63

8.38

8.31

8.63

8.60

6.35

Jan.

2,

2020

7.99

8.66

8.37

8.28

8.66

8.59

8.19

Jan.

16,

2020

–

8.63

8.31

8.28

8.63

8.58

10.70

Apr.

22,

2020

7.98

8.65

8.37

8.28

8.65

8.58

7.80

May

3,

2020

7.98

8.62

8.36

8.26

8.62

8.57

FRB

Dec.

21,

2020

8.04

9.72

9.76

9.61

9.72

9.67

11.60

Dec.

27,

2020

8.01

8.63

8.36

8.25

8.63

8.58

7.80

Apr.

11,

2021

–

8.66

8.38

8.27

8.66

8.67

7.94

May

24,

2021

8.06

8.55

8.33

8.20

8.55

8.65

10.25

May

30,

2021

8.05

8.55

8.32

8.20

8.55

8.66

8.79

Nov.

8,

2021

–

8.57

8.27

8.20

8.57

8.67

8.20

Feb.

15,

2022

8.10

8.57

8.28

8.22

8.57

8.69

8.35

May

14,

2022

8.09

8.61

8.27

8.27

8.61

8.73

8.08

Aug.

2,

2022

8.08

8.66

8.24

8.35

8.66

8.76

5.87

Aug.

28,

2022

8.12

8.70

8.25

8.35

8.70

8.79

8.13

Sep.

21,

2022

8.09

8.70

8.25

8.35

8.70

8.81

6.30

Apr.

9,

2023

8.16

8.72

8.25

8.36

8.72

8.80

6.17

Jun.

12

, 2023

8.17

8.78

8.27

8.40

8.78

8.84

7.35

Jun.

22,

2024

8.21

8.77

8.27

8.39

8.77

8.84

9.15

Nov.

14,

2024

–

8.68

8.39

8.29

8.68

8.72

5.97

Sep.

25,

2025

8.29

8.65

8.40

8.32

8.65

8.76

10.18

Sep.

11,

2026

8.28

8.60

8.49

8.34

8.60

8.77

8.24

Feb.

15,

2027

8.33

8.60

8.52

8.41

8.60

8.76

8.26

Aug.

2,

2027

8.33

8.60

8.56

8.45

8.60

8.79

8.28

Sep.

21,

2027

8.35

8.61

8.56

8.51

8.61

8.83

6.01

Mar.

25,

2028

8.40

8.64

8.57

8.51

8.64

8.81

6.13

Jun.

4,

2028

8.40

8.69

8.62

8.57

8.69

8.85

8.97

Dec.

5,

2030

–

8.82

8.62

8.58

8.82

8.85

8.28

Feb.

15,

2032

8.39

8.71

8.62

8.52

8.71

8.88

8.32

Aug.

2,

2032

8.40

8.73

8.65

8.53

8.73

8.90

7.95

Aug.

28,

2032

8.41

8.69

8.66

8.52

8.69

8.90

8.33

Sep.

21,

2032

8.40

8.69

8.66

8.52

8.69

8.91

7.50

Aug.

10,

2034

8.41

8.68

8.66

8.52

8.68

8.91

7.40

Sep.

9,

2035

8.41

8.62

8.67

8.51

8.62

8.93

8.33

Jun.

7,

2036

8.39

8.64

8.67

8.51

8.64

8.94

6.83

Jan.

19,

2039

8.38

8.65

8.65

8.52

8.65

8.92

8.30

Jul.

2,

2040

8.36

8.74

8.60

8.58

8.74

8.85

8.83

Dec.

12,

2041

–

8.74

8.54

8.59

8.74

8.78

FRB: Floating Rate Bond.
* 6.72% GS 2012 with call/ put option on coupon dates.
Source: Fixed Income Money Market and Derivatives Association of India (FIMMDA).