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27C. Month-end yield to maturity of SGL Transaction in Central Government dated securities for various residual maturities
Date : Apr 17, 2009
(Per cent)

Term to Maturity (in years)

2008

2009

Mar.

Apr.

May

Jun.

Jul.

Aug.

Sep.

Oct.

Nov,

Dec.

Jan.

Feb.

1

2

3

4

5

6

7

8

9

10

11

12

13

1

7.4252

7.7279

7.8502

9.1340

9.4748

9.0966

8.7855

7.3525

6.6751

5.0196

4.7313

4.8830

2

7.5140

7.8050

7.9675

9.3297

9.3916

9.0076

8.7130

7.3839

6.8129

5.0690

4.9309

5.0359

3

7.5433

7.8901

7.9923

9.2864

9.3656

8.9396

8.6613

7.4717

6.8821

5.1735

5.4289

5.5459

4

7.5429

7.9165

8.0172

9.2257

9.4132

8.8716

8.6096

7.4991

6.9298

5.2876

5.7794

5.7366

5

7.5424

7.9151

8.0421

9.1651

9.4609

8.8036

8.5783

7.5285

6.9775

5.3499

5.9753

5.8351

6

7.5534

7.9217

8.0743

9.1045

9.5085

8.8432

8.6979

7.5343

7.0371

5.3238

6.0544

6.0582

7

7.5640

7.9326

8.1091

9.0439

9.5562

8.8840

8.6850

7.5962

7.2363

5.4210

6.3367

6.5500

8

7.5742

7.9595

8.1430

8.9727

9.5819

8.9212

8.6722

7.6254

7.3178

5.5435

6.3718

6.6358

9

7.5816

7.9691

8.1348

8.8334

9.3691

8.8074

8.6593

7.5558

7.2131

5.3842

6.2495

6.4542

10

7.6367

8.0181

8.1069

8.6518

9.3500

8.7121

8.7184

7.4808

7.1197

5.3028

6.0041

6.5711

11

7.7147

8.0914

8.2966

8.7884

9.3822

8.8126

8.8703

7.5441

7.1987

5.3868

6.2591

6.7800

12

7.7928

8.1647

8.3057

8.9250

9.4143

8.9132

9.0223

7.6074

7.2777

5.4708

6.5171

6.9889

13

7.8708

8.2380

8.3148

9.0559

9.4465

9.0137

9.1253

7.7548

7.5245

5.7983

6.7750

7.1978

14

7.8804

8.2975

8.3240

9.1168

9.4787

9.1142

9.1360

7.8462

7.6298

6.0418

6.7933

7.2728

15

7.8321

8.3047

8.3331

9.1776

9.5109

9.2147

9.1466

7.8706

7.6530

6.1420

6.8161

7.3114

16

7.8492

8.3119

8.3422

9.2384

9.5430

9.3153

9.1573

7.8950

7.6761

6.2423

6.8631

7.3500

17

7.8664

8.3191

8.3514

9.2992

9.5752

9.4158

9.1680

7.9194

7.6993

6.3426

6.9102

7.3886

18

7.8836

8.3263

8.3605

9.3601

9.6074

9.5163

9.1787

7.9438

7.7225

6.4428

6.9572

7.4272

19

7.9008

8.3334

8.3696

9.4027

9.6395

9.5659

9.1894

7.9571

7.7214

6.4318

7.0042

7.4658

20

7.9180

8.3406

8.3788

9.4140

9.6717

9.5720

9.2001

7.9659

7.7136

6.4053

7.0512

7.5044

21

7.9352

8.3478

8.3879

9.4252

9.7039

9.5780

9.2108

7.9747

7.7059

6.3788

7.0982

7.5430

22

7.9523

8.3550

8.3970

9.4365

9.7361

9.5841

9.2215

7.9834

7.6982

6.3522

7.1453

7.5815

23

7.9695

8.3622

8.4062

9.4477

9.7682

9.5901

9.2322

7.9922

7.6904

6.3257

7.1923

7.6201

24

7.9867

8.3694

8.4153

9.4590

9.8004

9.5961

9.2429

8.0002

7.6896

6.3287

7.2270

7.6459

25

7.9988

8.3766

8.4244

9.4702

-

-

-

8.0048

7.7097

6.3887

7.2448

7.6588

26

8.0072

8.3838

8.4336

-

-

-

-

8.0094

7.7296

6.4570

7.2546

7.6651

27

8.0155

8.3910

8.4427

-

-

-

-

8.0139

7.7624

6.4797

7.2554

7.6661

28

8.0239

8.3982

8.4518

-

-

-

-

8.0185

7.8415

6.3722

7.2208

7.6444

29

8.0323

8.4053

8.4610

-

-

-

-

-

-

-

7.1673

7.6140

30

-

-

-

-

-

-

-

-

-

-

7.1138

7.5836


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